Automatic Differentiation: Applications, Theory, and Implementations PDF Download

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: Andreas Griewank
Publisher: Society for Industrial & Applied
ISBN: 9780898712841
Category : Computers
Languages : en
Pages : 353

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Book Description
Mathematics of Computing -- Numerical Analysis.

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: Thomas F. Coleman
Publisher: SIAM
ISBN: 1611974356
Category : Science
Languages : en
Pages : 114

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Book Description
The calculation of partial derivatives is a fundamental need in scientific computing. Automatic differentiation (AD) can be applied straightforwardly to obtain all necessary partial derivatives (usually first and, possibly, second derivatives) regardless of a code?s complexity. However, the space and time efficiency of AD can be dramatically improved?sometimes transforming a problem from intractable to highly feasible?if inherent problem structure is used to apply AD in a judicious manner. Automatic Differentiation in MATLAB using ADMAT with Applications discusses the efficient use of AD to solve real problems, especially multidimensional zero-finding and optimization, in the MATLAB environment. This book is concerned with the determination of the first and second derivatives in the context of solving scientific computing problems with an emphasis on optimization and solutions to nonlinear systems. The authors focus on the application rather than the implementation of AD, solve real nonlinear problems with high performance by exploiting the problem structure in the application of AD, and provide many easy to understand applications, examples, and MATLAB templates.

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: Marc Henrard
Publisher: Springer
ISBN: 3319539795
Category : Business & Economics
Languages : en
Pages : 112

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Book Description
This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on implementation. Algorithmic Differentiation (AD) has been popular in engineering and computer science, in areas such as fluid dynamics and data assimilation for many years. Over the last decade, it has been increasingly (and successfully) applied to financial risk management, where it provides an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Calculating derivatives exposure across a portfolio is no simple task. It requires many complex calculations and a large amount of computer power, which in prohibitively expensive and can be time consuming. Algorithmic differentiation techniques can be very successfully in computing Greeks and sensitivities of a portfolio with machine precision. Written by a leading practitioner who works and programmes AD, it offers a practical analysis of all the major applications of AD in the derivatives setting and guides the reader towards implementation. Open source code of the examples is provided with the book, with which readers can experiment and perform their own test scenarios without writing the related code themselves.

Author: Uwe Naumann
Publisher: SIAM
ISBN: 9781611972078
Category : Mathematics
Languages : en
Pages : 358

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Book Description
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.

Author: Stefano Crespi Reghizzi
Publisher: Springer Science & Business Media
ISBN: 1447155149
Category : Mathematics
Languages : en
Pages : 408

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Book Description
This revised and expanded new edition elucidates the elegance and simplicity of the fundamental theory underlying formal languages and compilation. Retaining the reader-friendly style of the 1st edition, this versatile textbook describes the essential principles and methods used for defining the syntax of artificial languages, and for designing efficient parsing algorithms and syntax-directed translators with semantic attributes. Features: presents a novel conceptual approach to parsing algorithms that applies to extended BNF grammars, together with a parallel parsing algorithm (NEW); supplies supplementary teaching tools at an associated website; systematically discusses ambiguous forms, allowing readers to avoid pitfalls; describes all algorithms in pseudocode; makes extensive usage of theoretical models of automata, transducers and formal grammars; includes concise coverage of algorithms for processing regular expressions and finite automata; introduces static program analysis based on flow equations.

Author: Masao Iri
Publisher: Springer
ISBN:
Category : Business & Economics
Languages : en
Pages : 396

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Book Description

Author: Wenzhong Shi
Publisher: CRC Press
ISBN: 0415620937
Category : Technology & Engineering
Languages : en
Pages : 338

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Book Description
Advances in Geo-Spatial Information Science presents recent advances regarding fundamental issues of geo-spatial information science (space and time, spatial analysis, uncertainty modeling and geo-visualization), and new scientific and technological research initiatives for geo-spatial information science (such as spatial data mining, mobile data modeling, and location-based services). The book contains selected and revised papers presented at the joint International Conference on Theory, Data Handling and Modelling in GeoSpatial Information Science (Hong Kong, 26–28 May 2010), and brings together three related international academic communities: spatial information science, spatial data handling, and modeling geographic systems. Advances in Geo-Spatial Information Science will be of interest for academics and professionals interested in spatial information science, spatial data handling, and modeling of geographic systems.