2nd European Workshops on AD

2nd European Workshop on Automatic Differentiation

Thursday November 17- Friday November 18, 2005

Whitworth Conference Centre
The Lecture Theatre (Room)

Cranfield University (Shrivenham Campus)

Defence Academy of the UK

Shrivenham, Swindon

This was the second in a series of European Workshops providing a forum for the presentation of theoretical developments in, and applications of, Automatic Differentiation (AD) and adjoint methods. It was informal, with no published proceedings, so allowing for the discussion of work in progress and presentations by those new to the subject. For this workshop we were keen to encourage contributions in the following areas:

Applications of AD in Computational Engineering: We have already witnessed many applications of AD to computional fluid dynamics design optimization. As well as further talks in this area, we encouraged applications from areas such as: engineering structures, motorsport engineering, and control. Speakers who have already applied AD or adjoint techniques to their simulation codes, or those with "interesting problems" who wish to enhance their simulations/designs/controls with derivatives obtained by AD are welcome to talk.

Invited Speaker: Dr Leigh Lapworth (Rolls-Royce plc) Simulation and Design of Gas Turbine Components
Embedding AD in Numerical Software: Already several numerical software packages have AD embedded within them to enhance robustness and performance. Examples include: ADIFOR and ADOL-C in the NEOS server, MAD in the TOMLAB package and BVP4C solver. In this session we invited talks concerning:
- Interaction between numerical software and AD - what benefits (improved stability, robustness, novel algorithms) and costs (CPU time, memory) are associated with such embedding. What are the future AD requirements for such software to improve the usefulness of AD?
  
  Invited Speaker Prof. Nick Gould (RAL) Requirements for AD in Numerical Optimization
  
  Invited Speaker Prof Des Higham (University of Strathclyde) Opportunities for AD in Stochastic DE Solving
- Large scale applications - Are large scale applications possible using such embedding? How must the software/AD/user's code interfaces be configured to allow for large applications? How must AD be improved for large scale applications?

Of course, we also welcome any other presentations on recent developments in theory, applications, or software relating to AD and adjoint methods.

PROGRAMME:

Thursday 17 November:

10:00-10:45	Coffee
10:45-11:00	Introduction and Welcome
11:00-13:00	Leigh Lapworth (invited speaker) - Simulation and Design of Gas Turbine Components Chris Hill -The Earth System Modeling Framework Component Model - its design and features from an AD perspective Mike Giles - Adjoints in Financial Monte Carlo Calculations
13:00-14:00	Lunch
14:00-15:30	Michael Maier -Toward CompAD-II Andreas Kowarz - Recent Developments for Checkpointing Strategies Julia Sternberg - Control of Laser Surface Hardening by a Memory Efficient Approach of Second Order
15:30-16:00	Coffee break
16:00-17:30	Laurent Hascoët - Looking for the Optimal Snaphot for a Given Checkpointing Scheme Sebastian Schlenkrich - Differentiating Fixed Point Iterations with ADOL-C Uwe Naumann - Min-Ops Derivative Computation is NP-complete
19:00-...	Dinner

Friday 18 November:

9:00-10:30	Andrew Lyons - Trading Fill-in for Fill-out in Sparse Gaussian-like Elimination Techniques on the Extended Jacobian Barak Pearlmutter - Challenges to AD Jeffrey Siskind - Nesting , Variable Capture, Programming Language Theory and AD
10:30-11:00	coffee break
11:00-13:00	Des Higham (invited speaker) - Opportunities for AD in Stochastic DE Solving Nick Gould (invited speaker) - Requirements for AD in Numerical Optimization Paul Hovland - Integrating AD with PETSc (and TAO) Discussion
13:00-14:00	Lunch
14:00-15:30	Jean Utke - The Current Status of the OpenAD Tool and Where it is Heading Michael Vossbeck -Adjoint and Hessian of a Satellite Code written in C Bruce Christianson -Optimizing Preventive Maintenance Models

This European workshop is the second of a recent series which has superceded the UK AD Workshop/ADfest series and archives of presentations from both series may be found by following the hyperlinks.

If you would like to give a presentation, then please email your title and a brief abstract to the Workshop Secretary Mrs Ann O'Hea at A.E.OHea@cranfield.ac.uk.

Please register by November 3rd 2005. Fees are: Academics £90, Non-Academics £120, Research Students £30 (early registration ended 9th September) and there is an optional Workshop Dinner for £30.

Chairman: Shaun Forth (Cranfield University)

Programme Coordinator: Emmanuel Tadjouddine (Cranfield University)

Secretary: Ann O'Hea (Cranfield University) A.E.OHea@cranfield.ac.uk

Workshop Co-organisers:

Laurent Hascoet: INRIA Sophia-Antipolis, Nice, France.

Bruce Christianson: University of Hertfordshire.

Martin Bücker :RWTH Aachen University