Partial Evaluation of Automatic Differentiation for Differential-Algebraic Equations Solvers
Differential-Algebraic Equations (DAEs) are the foundation of high-level equation-based languages for modeling physical dynamical systems. Simulating models in such languages requires a transformation known as index reduction that involves differentiating individual equations before numerical integration. Commercial and open-source implementations typically perform index reduction by symbolic differentiation (SD) and produce a Jacobian callback function with forward-mode automatic differentiation (AD). The former results in efficient runtime code, and the latter is asymptotically efficient in both runtime and code size. However, AD introduces runtime overhead caused by a non-standard representation of real numbers, and SD is not always applicable in models with general recursion. This work proposes a new approach that uses partial evaluation of AD in the context of numerical DAE solving to combine the strengths of the two differentiation methods while mitigating their weaknesses. Moreover, our approach selectively specializes partial derivatives of the Jacobian by exploiting structural knowledge while respecting a user-defined bound on the code size. Our evaluation shows that the new method enables both expressive modeling from AD and retains the efficiency of SD for many practical applications.
Mon 23 OctDisplayed time zone: Lisbon change
14:00 - 15:30 | |||
14:00 30mTalk | Crossover: Towards Compiler-enabled COBOL-C Interoperability GPCE Mart van Assen University of Twente, Manzi Aimé Ntagengerwa University of Twente, Ömer Faruk Sayilir University of Twente, Vadim Zaytsev University of Twente, Netherlands | ||
14:30 30mTalk | Partial Evaluation of Automatic Differentiation for Differential-Algebraic Equations Solvers GPCE Oscar Eriksson KTH Royal Institute of Technology, Viktor Palmkvist KTH Royal Institute of Technology, David Broman KTH Royal Institute of Technology | ||
15:00 30mTalk | Generating Constraint Programs for Variability Model Reasoning: A DSL and Solver-Agnostic Approach GPCE Camilo Correa Restrepo University of Paris 1 Pantheon-Sorbonne, Paris, France, Jacques Robin ESIEA, Paris, France, Raúl Mazo ENSTA Bretagne |