. In scientific computing, we often require the derivatives @f=@x of a function f expressed as a program with respect to some input parameter(s) x, say. Automatic differentiation (AD) techniques augment the program with derivative computation by applying the chain rule of calculus to elementary operations in an automated fashion. This article introduces ADIC (Automatic Differentiation of C), a new AD tool for ANSI-C programs. ADIC is currently the only tool for ANSI-C that employs a source-to-source program transformation approach; that is, it takes a C code and produces a new C code that computes the original results as well as the derivatives. We first present ADIC "by example" to illustrate the functionality and ease of use of ADIC and then describe in detail the architecture of ADIC. ADIC incorporates a modular design that provides a foundation for both rapid prototyping of better AD algorithms and their sharing across AD tools for different languages. A component architecture call...

Graph coloring has been employed since the 1980s to efficiently compute sparse Jacobian and Hessian matrices using either finite differences or automatic differentiation. Several coloring problems occur in this context, depending on whether the matrix is a Jacobian or a Hessian, and on the specifics of the computational techniques employed. We consider eight variant vertexcoloring problems here. This article begins with a gentle introduction to the problem of computing a sparse Jacobian, followed by an overview of the historical development of the research area. Then we present a unifying framework for the graph models of the variant matrixestimation problems. The framework is based upon the viewpoint that a partition of a matrixinto structurally orthogonal groups of columns corresponds to distance-2 coloring an appropriate graph representation. The unified framework helps integrate earlier work and leads to fresh insights; enables the design of more efficient algorithms for many problems; leads to new algorithms for others; and eases the task of building graph models for new problems. We report computational results on two of the coloring problems to support our claims. Most of the methods for these problems treat a column or a row of a matrixas an atomic entity, and partition the columns or rows (or both). A brief review of methods that do not fit these criteria is provided. We also discuss results in discrete mathematics and theoretical computer science that intersect with the topics considered here.

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A challenge for the fluid dynamics community is to adapt to and exploit the trend towards greater multidisciplinary focus in research and technology. The past decade has witnessed substantial growth in the research field of Multidisciplinary Design Optimization (MDO). MDO is a methodology for the design of complex engineering systems and subsystems that coherently exploits the synergism of mutually interacting phenomena. As evidenced by the papers, which appear in the biannual AIAA/USAF/NASA/ISSMO Symposia on Multidisciplinary Analysis and Optimization, the MDO technical community focuses on vehicle and system design issues. This paper provides an overview of the MDO technology field from a fluid dynamics perspective, giving emphasis to suggestions of specific applications of recent MDO technologies that can enhance fluid dynamics research itself across the spectrum, from basic flow physics to full configuration aerodynamics.

This report describes preliminary results obtained using an automated adjoint code generator for Fortran to augment a widely-used computational fluid dynamics flow solver to compute derivatives. These preliminary results with this augmented code suggest that, even in its infancy, the automated adjoint code generator can accurately and efficiently deliver derivatives for use in transonic Euler-based aerodynamic shape optimization problems with hundreds to thousands of independent design variables.

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In this paper we review the current state of the problem solving environment (PSE) field and make projections for the future. First we describe the computing context, the definition of a PSE and the goals of a PSE. The state-of-the-art is summarized along with sources (books, bibliographics, web sites) of more detailed information. The principal components and paradigms for building PSEs are presented. The discussion of the future is given in three parts: future trends, scenarios for 2010/2025, and research

FastOpt's new automatic differentiation tool TAF is applied to the two-dimensional Navier-Stokes solver NSC2KE. For a configuration that simulates the Euler flow around a NACA airfoil, TAF has generated the tangent linear and adjoint models as well as the second derivative (Hessian) code. Owing to TAF's capability of generating efficient adjoints of iterative solvers, the derivative code has a high performance: Running both the solver and its adjoint requires 3.4 times as long as running the solver only. Further examples of highly efficient tangent linear, adjoint, and Hessian codes for large and complex three-dimensional Fortran 77-90 climate models are listed. These examples suggest that the performance of the NSC2KE adjoint may well be generalised to more complex three-dimensional CFD codes. We also sketch how TAF can improve the adjoint's performance by exploiting self-adjointness, which is a common feature of CFD codes.

This paper describes approaches to computing second-order derivatives with automatic differentiation (AD) based on the forward mode and the propagation of univariate Taylor series. Performance results are given which show the speedup possible with these techniques. We also describe a new source transformation AD module for computing secondorder derivatives of C and Fortran codes and the underlying infrastructure used to create a language-independent translation tool.

Abstract. Automatic differentiation (AD) is a technique for automatically augmenting computer programs with statements for the computation of derivatives. This article discusses the application of automatic differentiation to numerical integration algorithms for ordinary differential equations (ODEs), in particular, the ramifications of the fact that AD is applied not only to the solution of such an algorithm, but to the solution procedure itself. This subtle issue can lead to surprising results when AD tools are applied to variablestepsize, variable-order ODE integrators. The computation of the final time step plays a special role in determining the computed derivatives. We investigate these issues using various integrators and suggest constructive approaches for obtaining the desired derivatives. 1.