2010: Automatic Differentiation
The fourth Winter School in eScience will take place January 24-29 2010 at Dr. Holms Hotel, Geilo, Norway. The topic is automatic differentiation.

Automatic differentiation

Automatic differentiation (or algorithmic differentiation) is a method for automatically augmenting a computer program with statements that computes the numerical derivatives of a function specified by the program. Any function, no matter how complex, can be decomposed into a sequence of elementary operation, each of which can be differentiated by a simple table lookup.  By applying the chain rule repeatedly to these elementary operations, one can automatically compute derivatives of arbitrary order (such as gradients, tangents, Jacobians, Hessians, etc) that are accurate to working precision. Automatic differentiation is an alternative to symbolic and numerical differentiation.

Read more: autodiff.org, Wikipedia

The winter school will introduce the basic concepts of automatic differentiation, provide hands-on experience with relevant software, and discuss various application examples from the fields addressed by the eVITA program.


  Sunday, 24 January
  Arrival and check-in
17:00 Warwick Tucker - One-dimensional, first-order, and Taylor-mode automatic differentiation with programming examples.
Computer code: Example of interval arithmetics in Octave by Jørn Amundsen.
19:30 Dinner
  Monday, 25 January
09:00 Warwick Tucker- Validated numerics and applications using AD (Newton + quadrature)
10:30 Break (lunch 12:30-14:00)
15:00 Daniel Wilczak - Higher-dimensional, higher-order AD, Taylor-mode AD for ODEs
Computer code: forward and reverse accumulation,  Taylor method
16:30 Coffee break
17:00 Daniel Wilczak - Computer-aided proofs for periodic orbits via the CAPD library.
Computer code: CAPD library
  Tuesday, 26 January
09:00 Martin Bücker - Introduction to ADiMat (AD for Matlab), application to Newton's method
10:30 Break (lunch 12:30-14:00)
15:00 Martin Bücker - .. compression techniques for sparse Jacobians; exercises
16:30 Coffee break
17:00 Hans Julius Skaug - AD in statistics, demonstration of ADMB
  Wednesday, 27 January
09:00 Ulf Ekström - Some important problems in Quantum Chemistry; High order derivatives and generating functions; C++ templates for scientific programming
10:30 Trond Steihaug - Higher order methods for solving systems of nonlinear equations
12:30 Lunch
14:30 Scientific meeting


Scientific committee

Hans Munthe-Kaas, Warwick Tucker, and Knut-Andreas Lie.


The deadline was December 18, 2009. However, we will accept late registrations until 20 January 2010 but cannot guarantee a room at Dr. Holms.

The participants are expected to stay at Dr. Holms Hotel, where we have reserved a limited number of rooms. Please register early. NB! The registration is binding after the deadline.

Published October 23, 2008