Daniel Johnson , Trevor Maxfield , Yongxu Jin , Ronald Fedkiw
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Software-based automatic differentiation is flawed
Software efforts in automatic differentiation are built on the observation that every computation is implemented as a series of elementary operations, and that symbolic partial derivatives can be supplied for each of these operations. Any computation can then be traversed (either forwards or backwards) utilizing the chain rule to accumulate derivatives. These frameworks have no mechanism for simplifying these expressions before evaluating them. As we illustrate below, the resulting errors tend to be unbounded.
期刊介绍:
Journal of Computational Physics thoroughly treats the computational aspects of physical problems, presenting techniques for the numerical solution of mathematical equations arising in all areas of physics. The journal seeks to emphasize methods that cross disciplinary boundaries.
The Journal of Computational Physics also publishes short notes of 4 pages or less (including figures, tables, and references but excluding title pages). Letters to the Editor commenting on articles already published in this Journal will also be considered. Neither notes nor letters should have an abstract.