Quick search Find article
Quick search
Find article

Sensitivity analysis and design optimization through automatic differentiation

Paul D Hovland1, Boyana Norris1, Michelle Mills Strout1, Sanjukta Bhowmick1,2 and Jean Utke3

Show affiliations


Automatic differentiation is a technique for transforming a program or subprogram that computes a function, including arbitrarily complex simulation codes, into one that computes the derivatives of that function. We describe the implementation and application of automatic differentiation tools. We highlight recent advances in the combinatorial algorithms and compiler technology that underlie successful implementation of automatic differentiation tools. We discuss applications of automatic differentiation in design optimization and sensitivity analysis. We also describe ongoing research in the design of language-independent source transformation infrastructures for automatic differentiation algorithms.


PACS

02.60.Jh Numerical differentiation and integration

02.10.Ox Combinatorics; graph theory

02.60.Pn Numerical optimization

Subjects

Mathematical physics

Computational physics

Dates

Issue 1 (2005)



View by subject




Export








Please login to access our web services, or create an account if you don't yet have one.

You must have cookies enabled in your web browser to be able to login.

Username
Password

Forgotten your password? Get a new one here.