Automatic Differentiation of Algorithms: From Simulation to Optimization

Front Matter....Pages i-xxvii
Front Matter....Pages 1-1
Differentiation Methods for Industrial Strength Problems....Pages 3-23
Automatic Differentiation Tools in Optimization Software....Pages 25-34
Using Automatic Differentiation for Second-Order Matrix-free Methods in PDE-constrained Optimization....Pages 35-50
Performance Issues in Automatic Differentiation on Superscalar Processors....Pages 51-57
Present and Future Scientific Computation Environments....Pages 59-66
Front Matter....Pages 67-67
A Case Study of Computational Differentiation Applied to Neutron Scattering....Pages 69-74
Odyssée versus Hand Differentiation of a Terrain Modeling Application....Pages 75-82
Automatic Differentiation for Modern Nonlinear Regression....Pages 83-90
Sensitivity Analysis and Parameter Tuning of a Sea-Ice Model....Pages 91-98
Electron Paramagnetic Resonance, Optimization and Automatic Differentiation....Pages 99-106
Front Matter....Pages 107-107
Continuous Optimal Control Sensitivity Analysis with AD....Pages 109-115
Application of Automatic Differentiation to Race Car Performance Optimisation....Pages 117-124
Globalization of Pantoja’s Optimal Control Algorithm....Pages 125-130
Analytical Aspects and Practical Pitfalls in Technical Applications of AD....Pages 131-136
Nonlinear Observer Design Using Automatic Differentiation....Pages 137-142
Front Matter....Pages 143-143
On the Iterative Solution of Adjoint Equations....Pages 145-151
Aerofoil Optimisation via AD of a Multigrid Cell-Vertex Euler Flow Solver....Pages 153-160
Automatic Differentiation and the Adjoint State Method....Pages 161-166
Efficient Operator Overloading AD for Solving Nonlinear PDEs....Pages 167-172
Integrating AD with Object-Oriented Toolkits for High-Performance Scientific Computing....Pages 173-178
Front Matter....Pages 179-179
Optimal Sizing of Industrial Structural Mechanics Problems Using AD....Pages 181-188
Second Order Exact Derivatives to Perform Optimization on Self-Consistent Integral Equations Problems....Pages 189-195
Accurate Gear Tooth Contact and Sensitivity Computation for Hypoid Bevel Gears....Pages 197-204
Optimal Laser Control of Chemical Reactions Using AD....Pages 205-211
Front Matter....Pages 213-213
Automatically Differentiating MPI-1 Datatypes: The Complete Story....Pages 215-222
Sensitivity Analysis Using Parallel ODE Solvers and Automatic Differentiation in C: SensPVODE and ADIC....Pages 223-229
A Parallel Hierarchical Approach for Automatic Differentiation....Pages 231-236
New Results on Program Reversals....Pages 237-243
Front Matter....Pages 245-245
Elimination Techniques for Cheap Jacobians....Pages 247-253
AD Tools and Prospects for Optimal AD in CFD Flux Jacobian Calculations....Pages 255-261
Reducing the Number of AD Passes for Computing a Sparse Jacobian Matrix....Pages 263-270
Verifying Jacobian Sparsity....Pages 271-279
Front Matter....Pages 281-281
Recomputations in Reverse Mode AD....Pages 283-291
Minimizing the Tape Size....Pages 293-298
Adjoining Independent Computations....Pages 299-304
Complexity Analysis of Automatic Differentiation in the Hyperion Software....Pages 305-310
Expression Templates and Forward Mode Automatic Differentiation....Pages 311-315
Front Matter....Pages 317-317
Application of AD to a Family of Periodic Functions....Pages 319-326
FAD Method to Compute Second Order Derivatives....Pages 327-333
Application of Higher Order Derivatives to Parameterization....Pages 335-341
Front Matter....Pages 317-317
Efficient High-Order Methods for ODEs and DAEs....Pages 343-348
Front Matter....Pages 349-349
From Rounding Error Estimation to Automatic Correction with Automatic Differentiation....Pages 351-357
New Applications of Taylor Model Methods....Pages 359-364
Taylor Models in Deterministic Global Optimization....Pages 365-372
Towards a Universal Data Type for Scientific Computing....Pages 373-381
Back Matter....Pages 383-432