An example of an automatic differentiation based modelling system Thomas Kaminski1, Ralf Giering1, Marko Scholze2, Peter Rayner3, Wolfgang Knorr4 Copy of presentation at

Source URL: www.fastopt.com

Certifying Solutions for Numerical Constraints Eva Darulova and Viktor Kuncak ? EPFL

Source URL: lara.epfl.ch

• Differential calculus
• Numerical analysis
• Functions and mappings
• Automatic differentiation
• Computer algebra
• Affine arithmetic
• Interval arithmetic
• Derivative
• Integral
• Mathematics
• Mathematical analysis
• Calculus

Scaling up Gaussian Belief Space Planning through Covariance-Free Trajectory Optimization and Automatic Differentiation Sachin Patil, Gregory Kahn, Michael Laskey, John Schulman, Ken Goldberg, Pieter Abbeel University of

Source URL: www.ieor.berkeley.edu

• Cybernetics
• Robot control
• Operations research
• Estimation theory
• Kalman filter
• Optimal control
• Trajectory optimization
• Model predictive control
• Dynamic programming
• Mathematical optimization
• Systems theory
• Control theory

Automatic differentiation in the analysis of strategies for mitigation of global change

Source URL: www.mssanz.org.au

• Intergovernmental Panel on Climate Change
• Climate forcing
• United Nations Framework Convention on Climate Change
• Global warming
• Climate change mitigation
• IPCC Third Assessment Report
• Greenhouse gas
• Radiative forcing
• Kyoto Protocol
• Climatology
• Climate change
• Atmospheric sciences

FAST DELTA COMPUTATIONS IN THE SWAP MARKET MODEL MARK JOSHI AND CHAO YANG A BSTRACT. We develop an efficient algorithm to implement the adjoint method that computes sensitivities of an interest rate derivative (IRD) with

Source URL: fbe.unimelb.edu.au

• Differential calculus
• Generalizations of the derivative
• Determinants
• Jacobian matrix and determinant
• Matrices
• Multivariable calculus
• Automatic differentiation
• Matrix
• Adjoint
• Mathematics
• Algebra
• Mathematical analysis

Nested Parallelism when Differentiating OpenMP Programs H. Martin B¨ ucker1 and Arno Rasch1 Institute for Scientific Computing, Aachen University, DAachen, Germany,

Source URL: www.compunity.org

• Parallel computing
• Application programming interfaces
• Fortran
• OpenMP
• Automatic differentiation
• Automatic parallelization tool
• Computing
• Computer programming
• Software engineering

Geosci. Model Dev., 8, 1245–1257, 2015 www.geosci-model-dev.netdoi:gmd © Author(sCC Attribution 3.0 License. NEMOTAM: tangent and adjoint models for the ocean modelling

Source URL: www.geosci-model-dev.net

• Linear algebra
• Differential calculus
• Eigenvalues and eigenvectors
• Singular value decomposition
• Derivative
• Automatic differentiation
• Vector space
• Algebra
• Mathematics
• Abstract algebra

Microsoft Word - hmm_calc.doc

Source URL: www.robertnz.net

• Differential calculus
• Mathematics
• M-estimators
• Statistical theory
• Maximum likelihood
• Automatic differentiation
• Likelihood function
• Normal distribution
• Derivative
• Estimation theory
• Statistics
• Mathematical analysis

Supporting Numerical Computations in Interactive Contexts  Michael Gleicher Andrew Witkin School of Computer Science Carnegie Mellon University

Source URL: www.graphicsinterface.org

• Differential calculus
• Automatic differentiation
• Matrix
• Derivative
• Mathematical optimization
• Lagrange multiplier
• Generalizations of the derivative
• Numerical analysis
• Vector space
• Mathematics
• Mathematical analysis
• Algebra

On Automatic Differentiation Andreas Griewank CRPC-TR89003Center for Research on Parallel Computation

Source URL: softlib.rice.edu