Chapter

Sensitivity evaluation and automatic differentiation

Bijan Mohammadi and Olivier Pironneau

in Applied Shape Optimization for Fluids

Second edition

Published in print September 2009 | ISBN: 9780199546909
Published online February 2010 | e-ISBN: 9780191720482 | DOI: http://dx.doi.org/10.1093/acprof:oso/9780199546909.003.0005

Series: Numerical Mathematics and Scientific Computation

 Sensitivity evaluation and automatic differentiation

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This chapter describes sensitivity analysis and automatic differentiation (AD). These include the theory, then an object oriented library for AD by operator overloading, and finally the authors' experience with AD systems using code generation operating in both direct and reverse modes. The chapter describes the different possibilities and through simple programs, gives a comprehensive survey of direct AD by operator overloading and for the reverse mode, the adjoint code method. Several elementary and more advanced examples help the understanding of this central concept.

Keywords: automatic differentiation; adjoint; sensitivity analysis; operator overloading

Chapter.  9392 words.  Illustrated.

Subjects: Mathematical and Statistical Physics

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