Advanced Algorithmic Differentiation

Introduction. Motivation. Essentials from Introduction to Algorithmic Differentiation (AD)
Differentiable Programs
- Univariate initial value problem
- Multivariate intial value problem
Implementation of AD
- Overloading
- Manual Source Transformation
- Automatic Source Transformation
"Fat" Elementals
- Basic Linear Subprograms
- Linear Solvers
- Nonlinear Solvers
AD Mission Planning
Data Flow Reversal
Differential Inversion