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Partial Evaluation of Automatic Differentiation for Differential-Algebraic Equations Solvers
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Software and Computer systems, SCS.ORCID iD: 0009-0001-0678-549X
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Software and Computer systems, SCS.ORCID iD: 0000-0003-0669-4085
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Software and Computer systems, SCS. Stanford University, Stanford, USA.ORCID iD: 0000-0001-8457-4105
2023 (English)In: GPCE 2023 - Proceedings of the 22nd ACM SIGPLAN International Conference on Generative Programming: Concepts and Experiences, Co-located with: SPLASH 2023, Association for Computing Machinery (ACM) , 2023, p. 57-71Conference paper, Published paper (Refereed)
Abstract [en]

Differential-Algebraic Equations (DAEs) are the foundation of high-level equation-based languages for modeling physical dynamical systems. Simulating models in such languages requires a transformation known as index reduction that involves differentiating individual equations before numerical integration. Commercial and open-source implementations typically perform index reduction by symbolic differentiation (SD) and produce a Jacobian callback function with forward-mode automatic differentiation (AD). The former results in efficient runtime code, and the latter is asymptotically efficient in both runtime and code size. However, AD introduces runtime overhead caused by a non-standard representation of real numbers, and SD is not always applicable in models with general recursion. This work proposes a new approach that uses partial evaluation of AD in the context of numerical DAE solving to combine the strengths of the two differentiation methods while mitigating their weaknesses. Moreover, our approach selectively specializes partial derivatives of the Jacobian by exploiting structural knowledge while respecting a user-defined bound on the code size. Our evaluation shows that the new method both enables expressive modeling from AD and retains the efficiency of SD for many practical applications.

Place, publisher, year, edition, pages
Association for Computing Machinery (ACM) , 2023. p. 57-71
Keywords [en]
Automatic Differentiation, Compiler, Differential-Algebraic Equations, Jacobian Generation, Partial Evaluation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-340543DOI: 10.1145/3624007.3624054ISI: 001125851800005Scopus ID: 2-s2.0-85177667040OAI: oai:DiVA.org:kth-340543DiVA, id: diva2:1817813
Conference
22nd ACM SIGPLAN International Conference on Generative Programming: Concepts and Experiences, GPCE 2023, Cascais, Portugal, Oct 22 2023 - Oct 23 2023
Note

Part of proceedings ISBN 9798400704062

QC 20231207

Available from: 2023-12-07 Created: 2023-12-07 Last updated: 2024-01-22Bibliographically approved

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Eriksson, OscarPalmkvist, ViktorBroman, David

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