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Applied Shape Optimization for Fluids$
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Bijan Mohammadi and Olivier Pironneau

Print publication date: 2009

Print ISBN-13: 9780199546909

Published to Oxford Scholarship Online: February 2010

DOI: 10.1093/acprof:oso/9780199546909.001.0001

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Sensitivity evaluation and automatic differentiation

Sensitivity evaluation and automatic differentiation

Chapter:
(p.81) 5 Sensitivity evaluation and automatic differentiation
Source:
Applied Shape Optimization for Fluids
Author(s):

Bijan Mohammadi

Olivier Pironneau

Publisher:
Oxford University Press
DOI:10.1093/acprof:oso/9780199546909.003.0005

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

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