Automatic differentiation as a tool in engineering design

Abstract

Automatic Differentiation (AD) is a tool that systematically implements the chain rule of differentiation to obtain the derivatives of functions calculated by computer programs. AD is assessed as a tool for engineering design. The forward and reverse modes of AD, their computing requirements, as well as approaches to implementing AD are discussed. The application of two different tools to two medium-size structural analysis problems to generate sensitivity information typically necessary in an optimization or design situation is also discussed. The observation is made that AD is to be preferred to finite differencing in most cases, as long as sufficient computer storage is available; in some instances, AD may be the alternative to consider in lieu of analytical sensitivity analysis.