Advances In Automatic Differentiation
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Advances In Automatic Differentiation
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Author : Christian H. Bischof
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-08-17
Advances In Automatic Differentiation written by Christian H. Bischof and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-08-17 with Computers categories.
The Fifth International Conference on Automatic Differentiation held from August 11 to 15, 2008 in Bonn, Germany, is the most recent one in a series that began in Breckenridge, USA, in 1991 and continued in Santa Fe, USA, in 1996, Nice, France, in 2000 and Chicago, USA, in 2004. The 31 papers included in these proceedings re?ect the state of the art in automatic differentiation (AD) with respect to theory, applications, and tool development. Overall, 53 authors from institutions in 9 countries contributed, demonstrating the worldwide acceptance of AD technology in computational science. Recently it was shown that the problem underlying AD is indeed NP-hard, f- mally proving the inherently challenging nature of this technology. So, most likely, no deterministic “silver bullet” polynomial algorithm can be devised that delivers optimum performance for general codes. In this context, the exploitation of doma- speci?c structural information is a driving issue in advancing practical AD tool and algorithm development. This trend is prominently re?ected in many of the pub- cations in this volume, not only in a better understanding of the interplay of AD and certain mathematical paradigms, but in particular in the use of hierarchical AD approaches that judiciously employ general AD techniques in application-speci?c - gorithmic harnesses. In this context, the understanding of structures such as sparsity of derivatives, or generalizations of this concept like scarcity, plays a critical role, in particular for higher derivative computations.
Recent Advances In Algorithmic Differentiation
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Author : Shaun Forth
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-07-30
Recent Advances In Algorithmic Differentiation written by Shaun Forth and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-30 with Mathematics categories.
The proceedings represent the state of knowledge in the area of algorithmic differentiation (AD). The 31 contributed papers presented at the AD2012 conference cover the application of AD to many areas in science and engineering as well as aspects of AD theory and its implementation in tools. For all papers the referees, selected from the program committee and the greater community, as well as the editors have emphasized accessibility of the presented ideas also to non-AD experts. In the AD tools arena new implementations are introduced covering, for example, Java and graphical modeling environments or join the set of existing tools for Fortran. New developments in AD algorithms target the efficiency of matrix-operation derivatives, detection and exploitation of sparsity, partial separability, the treatment of nonsmooth functions, and other high-level mathematical aspects of the numerical computations to be differentiated. Applications stem from the Earth sciences, nuclear engineering, fluid dynamics, and chemistry, to name just a few. In many cases the applications in a given area of science or engineering share characteristics that require specific approaches to enable AD capabilities or provide an opportunity for efficiency gains in the derivative computation. The description of these characteristics and of the techniques for successfully using AD should make the proceedings a valuable source of information for users of AD tools.
Automatic Differentiation Of Algorithms
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Author : George Corliss
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-01-08
Automatic Differentiation Of Algorithms written by George Corliss and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-08 with Computers categories.
A survey book focusing on the key relationships and synergies between automatic differentiation (AD) tools and other software tools, such as compilers and parallelizers, as well as their applications. The key objective is to survey the field and present the recent developments. In doing so the topics covered shed light on a variety of perspectives. They reflect the mathematical aspects, such as the differentiation of iterative processes, and the analysis of nonsmooth code. They cover the scientific programming aspects, such as the use of adjoints in optimization and the propagation of rounding errors. They also cover "implementation" problems.
Evaluating Derivatives
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Author : Andreas Griewank
language : en
Publisher: SIAM
Release Date : 2008-11-06
Evaluating Derivatives written by Andreas Griewank and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-06 with Mathematics categories.
This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.
The Art Of Differentiating Computer Programs
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Author : Uwe Naumann
language : en
Publisher: SIAM
Release Date : 2012-01-01
The Art Of Differentiating Computer Programs written by Uwe Naumann and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-01 with Mathematics categories.
This is the first entry-level book on algorithmic (also known as automatic) differentiation (AD), providing fundamental rules for the generation of first- and higher-order tangent-linear and adjoint code. The author covers the mathematical underpinnings as well as how to apply these observations to real-world numerical simulation programs. Readers will find: examples and exercises, including hints to solutions; the prototype AD tools dco and dcc for use with the examples and exercises; first- and higher-order tangent-linear and adjoint modes for a limited subset of C/C++, provided by the derivative code compiler dcc; a supplementary website containing sources of all software discussed in the book, additional exercises and comments on their solutions (growing over the coming years), links to other sites on AD, and errata.
Advances In High Performance Computing
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Author : Lucio Grandinetti
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Advances In High Performance Computing written by Lucio Grandinetti and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Computers categories.
Most of the papers in this volume were presented at the NATO Advanced Research Workshop High Performance Computing: Technology and Application, held in Cetraro, Italy from 24 to 26 of June, 1996. The main purpose of the Workshop was to discuss some key scientific and technological developments in high performance computing, identify significant trends and defme desirable research objectives. The volume structure corresponds, in general, to the outline of the workshop technical agenda: general concepts and emerging systems, software technology, algorithms and applications. One of the Workshop innovations was an effort to extend slightly the scope of the meeting from scientific/engineering computing to enterprise-wide computing. The papers on performance and scalability of database servers, and Oracle DBMS reflect this attempt We hope that after reading this collection of papers the readers will have a good idea about some important research and technological issues in high performance computing. We wish to give our thanks to the NATO Scientific and Environmental Affairs Division for being the principal sponsor for the Workshop. Also we are pleased to acknowledge other institutions and companies that supported the Workshop: European Union: European Commission DGIII-Industry, CNR: National Research Council of Italy, University of Calabria, Alenia Spazio, Centro Italiano Ricerche Aerospaziali, ENEA: Italian National Agency for New Technology, Energy and the Environment, Fujitsu, Hewlett Packard-Convex, Hitachi, NEC, Oracle, and Silicon Graphics-Cray Research. Editors January 1997 vii LIST OF CONTRIBUTORS Ecole Nonnale Su¢rieure de Lyon, 69364 Abarbanel. Robert M.
Recent Advances In Parallel Virtual Machine And Message Passing Interface
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Author : Alexey Lastovetsky
language : en
Publisher: Springer
Release Date : 2008-09-15
Recent Advances In Parallel Virtual Machine And Message Passing Interface written by Alexey Lastovetsky and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-15 with Computers categories.
This book constitutes the refereed proceedings of the 15th European PVM/MPI Users' Group Meeting held in Dublin, Ireland, in September 2008. The 29 revised full papers presented together with abstracts of 7 invited contributions, 1 tutorial paper and 8 poster papers were carefully reviewed and selected from 55 submissions. The papers are organized in topical sections on applications, collective operations, library internals, message passing for multi-core and mutlithreaded architectures, MPI datatypes, MPI I/O, synchronisation issues in point-to-point and one-sided communications, tools, and verification of message passing programs. The volume is rounded off with 4 contributions to the special ParSim session on current trends in numerical simulation for parallel engineering environments.
Modern Computational Finance
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Author : Antoine Savine
language : en
Publisher: John Wiley & Sons
Release Date : 2018-11-20
Modern Computational Finance written by Antoine Savine and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-20 with Mathematics categories.
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.
Advanced Mathematical And Computational Tools In Metrology Vi
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Author : P. Ciarlini
language : en
Publisher: World Scientific
Release Date : 2004
Advanced Mathematical And Computational Tools In Metrology Vi written by P. Ciarlini and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Computers categories.
This volume collects refereed contributions based on the presentations made at the Sixth Workshop on Advanced Mathematical and Computational Tools in Metrology, held at the Istituto di Metrologia OC G. ColonnettiOCO (IMGC), Torino, Italy, in September 2003. It provides a forum for metrologists, mathematicians and software engineers that will encourage a more effective synthesis of skills, capabilities and resources, and promotes collaboration in the context of EU programmes, EUROMET and EA projects, and MRA requirements. It contains articles by an important, worldwide group of metrologists and mathematicians involved in measurement science and, together with the five previous volumes in this series, constitutes an authoritative source for the mathematical, statistical and software tools necessary to modern metrology. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings- (ISTP- / ISI Proceedings). OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences."
Recent Advances In Computational Engineering
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Author : Michael Schäfer
language : en
Publisher: Springer
Release Date : 2018-08-21
Recent Advances In Computational Engineering written by Michael Schäfer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-21 with Mathematics categories.
This book comprises the proceedings of the 4th International Conference on Computational Engineering (ICCE 2017), held in Darmstadt, Germany on September 28-29, 2017. The conference is intended to provide an interdisciplinary meeting place for researchers and practitioners working on computational methods in all disciplines of engineering, applied mathematics and computer science. The aims of the conference are to discuss the state of the art in this challenging field, exchange experiences, develop promising perspectives for future research and initiate further cooperation. Computational Engineering is a modern and multidisciplinary science for computer-based modeling, simulation, analysis, and optimization of complex engineering applications and natural phenomena. The book contains an overview of selected approaches from numerics and optimization of Partial Differential Equations as well as uncertainty quantification techniques, typically in multiphysics environments. Where possible, application cases from engineering are integrated. The book will be of interest to researchers and practitioners of Computational Engineering, Applied Mathematics, Engineering Sciences and Computer Science.