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All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Study of fully coupled three-dimensional envelope instability using automatic differentiation

Automatic differentiation is a powerful tool for computing derivatives of simulation results with respect to given parameters. In this Letter, we have applied this tool to investigate the instability of a dynamical system governed by 21 ordinary differential equations. This second-order instability (named envelope instability) is driven by space-charge effects and has a significant impact on the operational regimes of particle accelerators. Our study delves into the three-dimensional envelope instability, incorporating both transverse and longitudinal coupling. Conventionally, analyzing this complex system would necessitate solving 441 ordinary differential equations, which is computationally intractable. However, by employing automatic differentiation, we were able to track only 21 equations. This approach allowed us to uncover an additional instability stopband, which arises from space-charge-induced coupling and has not been reported in previous studies. This research highlights the significant advantages of automatic differentiation in analyzing complicated dynamical systems involving a large number of ordinary differential equations.

Qiang, Ji [Lawrence Berkeley National Laboratory (↗
DOE OSTI2024

A taxonomy of automatic differentiation pitfalls

Automatic differentiation is a popular technique for computing derivatives of computer programs. While automatic differentiation has been successfully used in countless engineering, science, and machine learning applications, it can sometimes nevertheless produce surprising results. In this paper, we categorize problematic usages of automatic differentiation, and illustrate each category with examples such as chaos, time-averages, discretizations, fixed-point loops, lookup tables, linear solvers, and probabilistic programs, in the hope that readers may more easily avoid or detect such pitfalls. We also review debugging techniques and their effectiveness in these situations.

Autodiff↗
NASA NTRS1996

Development of an Automatic Differentiation Version of the FPX Rotor Code

The ADIFOR2.0 automatic differentiator is applied to the FPX rotor code along with the grid generator GRGN3. The FPX is an eXtended Full-Potential CFD code for rotor calculations. The automatic differentiation version of the code is obtained, which provides both non-geometry and geometry sensitivity derivatives. The sensitivity derivatives via automatic differentiation are presented and compared with divided difference generated derivatives. The study shows that automatic differentiation method gives accurate derivative values in an efficient manner.

Hu, Hong↗
NASA NTRS1994

Parallel Calculation of Sensitivity Derivatives for Aircraft Design using Automatic Differentiation

Sensitivity derivative (SD) calculation via automatic differentiation (AD) typical of that required for the aerodynamic design of a transport-type aircraft is considered. Two ways of computing SD via code generated by the ADIFOR automatic differentiation tool are compared for efficiency and applicability to problems involving large numbers of design variables. A vector implementation on a Cray Y-MP computer is compared with a coarse-grained parallel implementation on an IBM SP1 computer, employing a Fortran M wrapper. The SD are computed for a swept transport wing in turbulent, transonic flow; the number of geometric design variables varies from 1 to 60 with coupling between a wing grid generation program and a state-of-the-art, 3-D computational fluid dynamics program, both augmented for derivative computation via AD. For a small number of design variables, the Cray Y-MP implementation is much faster. As the number of design variables grows, however, the IBM SP1 becomes an attractive alternative in terms of compute speed, job turnaround time, and total memory available for solutions with large numbers of design variables. The coarse-grained parallel implementation also can be moved easily to a network of workstations.

Bischof, c. H.↗
DOE OSTI2022

Source-to-Source Automatic Differentiation of OpenMP Parallel Loops

This article presents our work toward correct and efficient automatic differentiation of OpenMP parallel worksharing loops in forward and reverse mode. Automatic differentiation is a method to obtain gradients of numerical programs, which are crucial in optimization, uncertainty quantification, and machine learning. The computational cost to compute gradients is a common bottleneck in practice. For applications that are parallelized for multicore CPUs or GPUs using OpenMP, one also wishes to compute the gradients in parallel. Here, we propose a framework to reason about the correctness of the generated derivative code, from which we justify our OpenMP extension to the differentiation model. We implement this model in the automatic differentiation tool Tapenade and present test cases that are differentiated following our extended differentiation procedure. Performance of the generated derivative programs in forward and reverse mode is better than sequential, although our reverse mode often scales worse than the input programs.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Constitutive Models via Automatic Differentiation v.1.0.0

SAND2024-00905O Constitutive Models via Automatic Differentiation (CMAD) provides a software framework for solving constitutive or material model calibration problems. It relies on JAX's automatic differentiation capabilities to compute the derivatives needed for both forward and adjoint sensitivity analyses. The software can be used to implement constitutive models and calibrate the parameters from experimental data. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Seidl, Daniel↗
NASA NTRS1993

Sensitivity derivatives for advanced CFD algorithm and viscous modelling parameters via automatic differentiation

The computational technique of automatic differentiation (AD) is applied to a three-dimensional thin-layer Navier-Stokes multigrid flow solver to assess the feasibility and computational impact of obtaining exact sensitivity derivatives typical of those needed for sensitivity analyses. Calculations are performed for an ONERA M6 wing in transonic flow with both the Baldwin-Lomax and Johnson-King turbulence models. The wing lift, drag, and pitching moment coefficients are differentiated with respect to two different groups of input parameters. The first group consists of the second- and fourth-order damping coefficients of the computational algorithm, whereas the second group consists of two parameters in the viscous turbulent flow physics modelling. Results obtained via AD are compared, for both accuracy and computational efficiency with the results obtained with divided differences (DD). The AD results are accurate, extremely simple to obtain, and show significant computational advantage over those obtained by DD for some cases.

Green, Lawrence L.↗
NASA NTRS1994

Applications of automatic differentiation in computational fluid dynamics

Automatic differentiation (AD) is a powerful computational method that provides for computing exact sensitivity derivatives (SD) from existing computer programs for multidisciplinary design optimization (MDO) or in sensitivity analysis. A pre-compiler AD tool for FORTRAN programs called ADIFOR has been developed. The ADIFOR tool has been easily and quickly applied by NASA Langley researchers to assess the feasibility and computational impact of AD in MDO with several different FORTRAN programs. These include a state-of-the-art three dimensional multigrid Navier-Stokes flow solver for wings or aircraft configurations in transonic turbulent flow. With ADIFOR the user specifies sets of independent and dependent variables with an existing computer code. ADIFOR then traces the dependency path throughout the code, applies the chain rule to formulate derivative expressions, and generates new code to compute the required SD matrix. The resulting codes have been verified to compute exact non-geometric and geometric SD for a variety of cases. in less time than is required to compute the SD matrix using centered divided differences.

Green, Lawrence L.↗
DOE OSTI2022

Automatic Differentiation of C++ Codes on Emerging Manycore Architectures with Sacado

Automatic differentiation (AD) is a well-known technique for evaluating analytic derivatives of calculations implemented on a computer, with numerous software tools available for incorporating AD technology into complex applications. However, a growing challenge for AD is the efficient differentiation of parallel computations implemented on emerging manycore computing architectures such as multicore CPUs, GPUs, and accelerators as these devices become more pervasive. In this work, we explore forward mode, operator overloading-based differentiation of C++ codes on these architectures using the widely available Sacado AD software package. In particular, we leverage Kokkos, a C++ tool providing APIs for implementing parallel computations that is portable to a wide variety of emerging architectures. Here we describe the challenges that arise when differentiating code for these architectures using Kokkos, and two approaches for overcoming them that ensure optimal memory access patterns as well as expose additional dimensions of fine-grained parallelism in the derivative calculation. We describe the results of several computational experiments that demonstrate the performance of the approach on a few contemporary CPU and GPU architectures. We then conclude with applications of these techniques to the simulation of discretized systems of partial differential equations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1992

Automatic differentiation as a tool in engineering design

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.

Barthelemy, Jean-Francois↗
NASA NTRS1992

Automatic Differentiation as a tool in engineering design

Automatic Differentiation (AD) is a tool that systematically implements the chain rule of differentiation to obtain the derivatives of functions calculated by computer programs. In this paper, it is assessed as a tool for engineering design. The paper discusses the forward and reverse modes of AD, their computing requirements, and approaches to implementing AD. It continues with application to two different tools to two medium-size structural analysis problems to generate sensitivity information typically necessary in an optimization or design situation. The paper concludes with the observation that AD is to be preferred to finite differencing in most cases, as long as sufficient computer storage is available.

Barthelemy, Jean-Francois M.↗
DOE OSTI2024

Towards reverse mode automatic differentiation of Kokkos-based codes

Derivative computation is a key component of optimization, sensitivity analysis, uncertainty quantification, and the solving of nonlinear problems. Automatic differentiation (AD) is a powerful technique for evaluating such derivatives, and in recent years, has been integrated into programming environments such as Jax, PyTorch, and TensorFlow to support derivative computations needed for training of machine learning models, facilitating wide-spread use of these technologies. The C++ language has become the de facto standard for scientific computing due to numerous factors, yet language complexity has made the wide-spread adoption of AD technologies for C++ difficult, hampering the incorporation of powerful differentiable programming approaches into C++ scientific simulations. This is exacerbated by the increasing emergence of architectures, such as GPUs, with limited memory capabilities and requiring massive thread-level concurrency. C++ AD tools must effectively use these environments to bring novel scientific simulations to next-generation DOE experimental and observational facilities. In this project, we investigated source transformation-based automatic differentiation using LLVM compiler infrastructure to automatically generate portable and efficient gradient computations of Kokkos-based code. We have demonstrated that our proposed strategy is feasible by investigating the usage of a prototype LLVM-based source transformation tool to generate gradients of simple functions made of sequences of simple Kokkos parallel regions. Speedups of up to 500x compared to Sacado were observed on NVIDIA V100 GPU.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1998

First- and Second-Order Sensitivity Analysis of a P-Version Finite Element Equation Via Automatic Differentiation

Sensitivity analysis is a technique for determining derivatives of system responses with respect to design parameters. Among many methods available for sensitivity analysis, automatic differentiation has been proven through many applications in fluid dynamics and structural mechanics to be an accurate and easy method for obtaining derivatives. Nevertheless, the method can be computational expensive and can require a high memory space. This project will apply an automatic differentiation tool, ADIFOR, to a p-version finite element code to obtain first- and second- order then-nal derivatives, respectively. The focus of the study is on the implementation process and the performance of the ADIFOR-enhanced codes for sensitivity analysis in terms of memory requirement, computational efficiency, and accuracy.

Hou, Gene↗
DOE OSTI2025

Uncertainty Quantification Enabled by Automatic Differentiation for Hydrodynamic Simulation of Shock‐to‐Detonation Transition in High Explosives

Quantifying the effects of uncertainty in a reactive burn model on the run-to-detonation time in high explosives (HEs) provides a robust methodology for assessing the probability of an HE failing the IHE qualification standard. Moreover, uncertainty quantification helps evaluate whether the model calibration accurately represents data outside the calibration set. This study uses a specialized hydrodynamic simulation code for modeling detonation to determine the run-to-detonation time of the HE PBX 9502 for various impact velocities. To quickly approximate uncertainties in the model, a surrogate was constructed using a Taylor series expansion centered at the mean of the input parameters. To obtain the sensitivities required for constructing the Taylor series, HYP-percomplex Automatic Differentiation (HYPAD) was implemented. HYPAD is a methodology for infusing existing codes with automatic differentiation capabilities by augmenting variables with one or more imaginary units to compute step-size independent partial derivatives. These derivatives are accurate to machine precision with respect to the implemented numerical algorithm, meaning their accuracy reflects that of the underlying method (e.g., integration or discretization schemes). Using reduced order modeling techniques, the mean and standard deviation of the run-to-detonation time of a shock within PBX 9502 were computed for a number of initial impact velocities. A weighted least squares regression was then performed to obtain a best fit curve and prediction interval for the computed statistics. Historical data points from explosively driven wedge tests were utilized to validate the prediction interval, ensuring its reliability in predicting future outcomes. With this prediction interval and a known safety constraint curve, the most probable point of failure and the probability of failure for the HE PBX 9502 were determined.

97 MATHEMATICS AND COMPUTING↗
NASA NTRSDate not supplied

Q-Law for Rapid Assessment of Low Thrust Cislunar Trajectories Via Automatic Differentiation

Q-Law is a Lyapunov-based control law used to determine optimal controls for a low thrust trajectory. One major issue with its use is the difficult derivatives re-quired for calculating optimal controls at a given time. In this paper, an implementation of Q-Law with automatic differentiation via a Python package called JAX is applied. With automatic differentiation, the difficult derivatives for Q-Law’s optimal controls are calculated with ease, and derivatives of final states with respect to Q-Law’s weights are found enabling gradient-based optimization of Q-Law for the first time. Different search and optimization methods for finding optimal weights are then compared using the LEO to GEO problem, and it was found that gradient-free methods like design of experiments and genetic algorithm produced the best results, but they took the longest time to get a solution, while the gradient-based method found a locally optimal result in a much faster time. Overall, the run time for a single propagation is manageable and well-suited for a mission designer to use as an initial guess generator for trajectory optimization, or for simple orbit transfer analysis.

Nathan Steffen↗
DOE OSTI2025

Hypercomplex Automatic Differentiation in the Eulerian Hydrocode PAGOSA

Enabling the computation of partial derivatives or sensitivities in production hydrocodes is beneficial for design, optimization, sensitivity analysis, and uncertainty quantification. Traditional finite difference approximations of these sensitivities are inefficient since convergence studies of the step size is required for each parameter of interest. For these reasons, HYPercomplex Automatic Differentiation (HYPAD) was implemented in the Eulerian hydrocode PAGOSA. HYPAD is analogous to forward-mode automatic differentiation except hypercomplex numbers (numbers with multiple imaginary parts) are used instead of dual numbers. Accurate partial derivatives can be computed of all state variables with respect to multiple input variables in a single run. The method was implemented using operator overloading to handle hypercomplex algebra. HYPAD was demonstrated and verified on Sod’s shock tube problem to compute derivatives of the state variables with respect to a material parameter, initial conditions, and geometry.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

ZEUS: An Efficient GPU Optimization Method Integrating PSO, BFGS, and Automatic Differentiation

We introduce a novel, efficient computational method, ZEUS, for numerical optimization, and provide an open-source implementation. It has four key ingredients: (1) particle swarm optimization (PSO), (2) the use of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method, (3) automatic differentiation (AD), and (4) GPUs. Our approach addresses the computational challenges inherent in high-dimensional, non-convex optimization problems. In the first phase of the algorithm, we get a potentially good set of starting points using PSO. Thereafter, we run BFGS independently in parallel from these starting points. BFGS is one of the best-performing algorithms for numerical optimization. However, it requires the gradient of the function being optimized. ZEUS integrates automatic differentiation into BFGS thus avoiding the need for the user to calculate derivatives explicitly. The use of GPUs allows ZEUS to speed up the calculations substantially. We carry out systematic studies to explore the trade-offs between the number of PSO iterations taken, starting points, and BFGS iteration depth. We show that a handful of iterations of PSO can improve global convergence when combined with BFGS. We also present performance studies using common test functions. The source code can be found at https://github.com/fnal-numerics/global-optimizer-gpu.

Soos, Dominik [Old Dominion U.]↗
NASA NTRS1996

Optimum Shape Design Using Automatic Differentiation in Reverse Mode

This paper shows how to use automatic differentiation in reverse mode as a powerful tool in optimization procedures. It is also shown that for aerodynamic applications the gradients have to be as accurate as possible. In particular, the effect of having the exact gradient of he first or second order spatial discretization schemes is presented. We show that the loss of precision in the gradient affects not only the convergence, but also the final shape. Both two and three dimensional configurations of transonic and supersonic flows have been investigated. These cases involve up to several thousand control parameters.

Hafez, M.↗