The Application of Automatic Differentiation to Problems in Engineering Analysis PDF Download

Author: Shirish Chinchalkar
Publisher:
ISBN:
Category : Differential calculus
Languages : en
Pages : 44

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Book Description

Author: H. Martin Bücker
Publisher: Springer Science & Business Media
ISBN: 3540284389
Category : Computers
Languages : en
Pages : 370

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Book Description
Covers the state of the art in automatic differentiation theory and practice. Intended for computational scientists and engineers, this book aims to provide insight into effective strategies for using automatic differentiation for design optimization, sensitivity analysis, and uncertainty quantification.

Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 0387747583
Category : Mathematics
Languages : en
Pages : 4646

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Book Description
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Author: Christian H. Bischof
Publisher: Springer Science & Business Media
ISBN: 3540689427
Category : Computers
Languages : en
Pages : 366

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Book Description
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.

Author: Andreas Griewank
Publisher: SIAM
ISBN: 0898716594
Category : Mathematics
Languages : en
Pages : 448

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Book Description
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.

Author: Allen B. Tucker
Publisher: CRC Press
ISBN: 0203494458
Category : Computers
Languages : en
Pages : 2742

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Book Description
When you think about how far and fast computer science has progressed in recent years, it's not hard to conclude that a seven-year old handbook may fall a little short of the kind of reference today's computer scientists, software engineers, and IT professionals need. With a broadened scope, more emphasis on applied computing, and more than 70 chap

Author: George Corliss
Publisher: Springer Science & Business Media
ISBN: 1461300754
Category : Computers
Languages : en
Pages : 431

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Book Description
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.

Author: Antoine Savine
Publisher: John Wiley & Sons
ISBN: 1119539455
Category : Mathematics
Languages : en
Pages : 592

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Book Description
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.

Author: H. L. Lukas
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 342

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Book Description
Phase diagrams are used in materials research and engineering to understand the interrelationship between composition, microstructure and process conditions. In complex systems, computational methods such as CALPHAD are employed to model thermodynamic properties for each phase and simulate multicomponent phase behavior. Written by recognized experts in the field, this is the first introductory guide to the CALPHAD method, providing a theoretical and practical approach. Building on core thermodynamic principles, this book applies crystallography, first principles methods and experimental data to computational phase behavior modeling using the CALPHAD method. With a chapter dedicated to creating thermodynamic databases, the reader will be confident in assessing, optimizing and validating complex thermodynamic systems alongside database construction and manipulation. Several case studies put the methods into a practical context, making this suitable for use on advanced materials design and engineering courses and an invaluable reference to those using thermodynamic data in their research or simulations.

Author: Jr., Charles E. Baukal
Publisher: CRC Press
ISBN: 1482274361
Category : Science
Languages : en
Pages : 647

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Book Description
Although many books have been written on computational fluid dynamics (CFD) and many written on combustion, most contain very limited coverage of the combination of CFD and industrial combustion. Furthermore, most of these books are written at an advanced academic level, emphasize theory over practice, and provide little help to engineers who need