Download or read book Automatic Differentiation Bibliography written by and published by . This book was released on 1992 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Automatic Differentiation of Algorithms written by George Corliss and published by Springer Science & Business Media. This book was released on 2013-11-21 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Automatic Differentiation Applications Theory and Implementations written by H. Martin Bücker and published by Springer Science & Business Media. This book was released on 2006-02-03 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Advances in Automatic Differentiation written by Christian H. Bischof and published by Springer Science & Business Media. This book was released on 2008-08-17 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Automatic Differentiation written by Louis B. Rall and published by Springer. This book was released on 1981 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Evaluating Derivatives written by Andreas Griewank and published by SIAM. This book was released on 2008-01-01 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Algorithmic Differentiation in Finance Explained written by Marc Henrard and published by Springer. This book was released on 2017-09-04 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book The Art of Differentiating Computer Programs written by Uwe Naumann and published by SIAM. This book was released on 2012-01-01 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Introduction to Automatic Differentiation written by Johannes Willkomm and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Recent Advances in Algorithmic Differentiation written by Shaun Forth and published by Springer Science & Business Media. This book was released on 2012-07-30 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Structured Automatic Differentiation written by Arun Verma and published by . This book was released on 1998 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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".
Download or read book EPA Publications Bibliography written by United States. Environmental Protection Agency and published by . This book was released on 1995 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book System Design Automation written by Renate Merker and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: Design automation of electronic and hybrid systems is a steadily growing field of interest and a permanent challenge for researchers in Electronics, Computer Engineering and Computer Science. System Design Automation presents some recent results in design automation of different types of electronic and mechatronic systems. It deals with various topics of design automation, ranging from high level digital system synthesis, through analogue and heterogeneous system analysis and design, up to system modeling and simulation. Design automation is treated from the aspects of its theoretical fundamentals, its basic approach and its methods and tools. Several application cases are presented in detail. The book consists of three chapters: High-Level System Synthesis (Digital Hardware/Software Systems). Here embedded systems, distributed systems and processor arrays as well as hardware-software codesign are treated. Also three special application cases are discussed in detail; Analog and Heterogeneous System Design (System Approach and Methodology). This chapter copes with the analysis and design of hybrid systems comprised of analog and digital, electronic and mechanical components; System Simulation and Evaluation (Methods and Tools). In this chapter object-oriented Modelling, analog system simulation including fault-simulation, parameter optimization and system validation are regarded. The contents of the book are based on material presented at the Workshop System Design Automation (SDA 2000) organised by the Sonderforschungsbereich 358 of the Deutsche Forschungsgemeinschaft at TU Dresden.
Download or read book Automatic differentiation written by Louis B. Rall and published by . This book was released on 1981 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Automatic Differentiation in Robust Optimization written by Jian Su and published by . This book was released on 1996 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Model Rules of Professional Conduct written by American Bar Association. House of Delegates and published by American Bar Association. This book was released on 2007 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Model Rules of Professional Conduct provides an up-to-date resource for information on legal ethics. Federal, state and local courts in all jurisdictions look to the Rules for guidance in solving lawyer malpractice cases, disciplinary actions, disqualification issues, sanctions questions and much more. In this volume, black-letter Rules of Professional Conduct are followed by numbered Comments that explain each Rule's purpose and provide suggestions for its practical application. The Rules will help you identify proper conduct in a variety of given situations, review those instances where discretionary action is possible, and define the nature of the relationship between you and your clients, colleagues and the courts.
