Differentiation Methods for Industrial Strength Problems

Abstract

The importance of simulation has been growing in industrial production for many years. Because of reduced product cycles, new and more complicated computer models have to be developed more quickly. The correct description and implementation of the interaction between different components of the entire simulation model as well as the nonlinear behaviour of these components lead in many cases to the need for derivative information. In this chapter, we use software packages for automatic differentiation (AD) in three real world simulation systems typical for a wide range of tasks that have to be solved in numerous industrial applications. We consider difficulties arising from particular aspects of the modelling such as the integration of ordinary differential equations or fixed-point iterations for the solution of equations. Furthermore, we discuss challenges caused by technical software issues such as inhomogeneous source codes written in different languages or table look-ups.

Several results concerning the use of tools such as ADIFOR, Odyssée, and ADOL-C are presented. We discuss the benefits and the difficulties of current AD techniques applied to real industrial codes. Finally, we outline possible future developments.