Extending the functionality of the general-purpose finite element package SEPRAN by automatic differentiation.

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Abstract

From an abstract point of view, a numerical simulation implements a mathematical function that produces some output from some given input. Derivatives (or sensitivities) of the function's output with respect to its input can be obtained-free from truncation error-by using a technique called automatic differentiation. Given a computer code in a high-level programming language like Fortran, C, or, C++, automatic differentiation generates another code capable of computing not only the original function but also its derivatives. Thus, the application of automatic differentiation significantly extends the functionality of a simulation package. For instance, automatic differentiation enables, in a completely mechanical fashion, the usage of derivative-based optimization algorithms where the evaluation of the objective function comprises some given large-scale engineering simulation. In this note, the automatic differentiation tool ADIFOR is used to transform the general-purpose finite element package SEPRAN.@ In doing so, we automatically transform the given 400,000 lines of Fortran 77 into a new program consisting of 600,000 lines of Fortran 77. We compare our approach with a traditional approach based on numerical differentiation and quantify its advantages in terms of accuracy and computational efficiency for a standard fluid flow problem.