UNIVERSITY OF HERTFORDSHIRE
COMPUTER SCIENCE RESEARCH COLLOQUIUM
presents
"Going Back to the Future :
A Gentle Introduction to the Adjoint Mode of Automatic Differentiation"
Professor D. Bruce Christianson
(Centre for Computer Science and Informatics Research,
University of Hertfordshire)
20 February 2013 (Wednesday)
1 pm -2 pm
Hatfield, College Lane Campus
* * Lecture Theatre LC108 * *
Everyone is Welcome to Attend
Refreshments will be available
Abstract:
The numerical simulation of complex real-world phenomena represents a
major challenge for almost all activities in science and engineering,
particularly when it is desired not merely to model a process (such as
airflow across the surface of a car or a wind turbine) but to optimize the
process (for example, to adjust the shape of the surface so as to minimize
the drag). To do this efficiently for large problems, it is essential for
the model to have access to numerical derivatives (sensitivities of the
outputs with respect to inputs) that are accurate (free from rounding and
truncation error) and computationally cheap. Automatic Differentiation
(AD) is a set of techniques for transforming numerical modelling code
mechanically so that it calculates the numerical sensitivities of
the model values as well as the values themselves, and to the same
precision. The adjoint mode of AD is uncannily efficient: it can
calculate the complete gradient vector for a model at the same cost
as five evaluations of the model, regardless of the number of input
parameters, which may be in the millions.
The theory of Automatic Differentiation was developed significantly as
a result of research carried out at the University of Hertfordshire,
culminating in the CompAD Fortran compiler, developed as part of a
ten-year research collaboration between CCSIR at the University of
Hertfordshire, the Centre of Excellence for Computational Engineering
Science at RWTH Aachen, and NAG Ltd in Oxford.
---------------------------------------------------
Hertfordshire Computer Science Research Colloquium
http://cs-colloq.stca.herts.ac.uk