Journal of Computational Physics
Algorithm 755: ADOL-C: a package for the automatic differentiation of algorithms written in C/C++
ACM Transactions on Mathematical Software (TOMS)
Journal of Computational Physics
Journal of Computational Physics
ADIC: an extensible automatic differentiation tool for ANSI-C
Software—Practice & Experience
Recipes for adjoint code construction
ACM Transactions on Mathematical Software (TOMS)
Evaluating derivatives: principles and techniques of algorithmic differentiation
Evaluating derivatives: principles and techniques of algorithmic differentiation
ADMIT-1: automatic differentiation and MATLAB interface toolbox
ACM Transactions on Mathematical Software (TOMS)
Automatic differentiation of algorithms: from simulation to optimization
Automatic differentiation of algorithms: from simulation to optimization
Aerofoil optimisation via AD of a multigrid cell-vertex Euler flow solver
Automatic differentiation of algorithms
Adifor 2.0: Automatic Differentiation of Fortran 77 Programs
IEEE Computational Science & Engineering
SCAM '02 Proceedings of the Second IEEE International Workshop on Source Code Analysis and Manipulation
Future Generation Computer Systems
Generating efficient derivative code with TAF
Future Generation Computer Systems
Mathematical and Computer Modelling: An International Journal
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When using a Newton-based numerical algorithm to optimize the shape of an airfoil with respect to certain design parameters, a crucial ingredient is the derivative of the objective function with respect to the design parameters. In large-scale aerodynamics, this objective function is an output of a computational fluid dynamics program written in a high-level programming language such as Fortran or C. Numerical differentiation is commonly used to approximate derivatives but is subject to truncation and subtractive cancellation errors. For a particular two-dimensional airfoil, we instead apply automatic differentiation to compute accurate derivatives of the lift and drag coefficients with respect to geometric shape parameters. In automatic differentiation, a given program is transformed into another program capable of computing the original function together with its derivatives. In the problem at hand, the objective function consists of a sequence of programs: a MATLAB program followed by two Fortran 77 programs. It is shown how automatic differentiation is applied to a sequence of programs while keeping the computational complexity within reasonable limits. The derivatives computed by automatic differentiation are compared with approximations based on divided differences.