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Documents authored by Naumann, Uwe


Document
Adjoint Methods in Computational Science, Engineering, and Finance (Dagstuhl Seminar 14371)

Authors: Nicolas R. Gauger, Michael Giles, Max Gunzburger, and Uwe Naumann

Published in: Dagstuhl Reports, Volume 4, Issue 9 (2015)


Abstract
This report documents the program and the outcomes of Dagstuhl Seminar 14371 "Adjoint Methods in Computational Science, Engineering, and Finance". The development of adjoint numerical methods yields a large number of theoretical, algorithmic, and practical (implementation) challenges most of them to be addressed by state of the art Computer Science and Applied Mathematics methodology including parallel high-performance computing, domain-specific program analysis and compiler construction, combinatorial scientific computing, numerical linear algebra / analysis, and functional analysis. One aim of this seminar was to tackle these challenges by setting the stage for accelerated development and deployment of such methods based on in-depth discussions between computer scientists, mathematicians, and practitioners from various (potential) application areas. The number of relevant issues is vast, thus asking for a series of meetings of this type to be initiated by this seminar. It focused on fundamental theoretical issues arising in the context of "continuous vs. discrete adjoints." The relevant context was provided by presentations of various (potential) applications of adjoint methods in CSEF.

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Nicolas R. Gauger, Michael Giles, Max Gunzburger, and Uwe Naumann. Adjoint Methods in Computational Science, Engineering, and Finance (Dagstuhl Seminar 14371). In Dagstuhl Reports, Volume 4, Issue 9, pp. 1-29, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2015)


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@Article{gauger_et_al:DagRep.4.9.1,
  author =	{Gauger, Nicolas R. and Giles, Michael and Gunzburger, Max and Naumann, Uwe},
  title =	{{Adjoint Methods in Computational Science, Engineering, and Finance (Dagstuhl Seminar 14371)}},
  pages =	{1--29},
  journal =	{Dagstuhl Reports},
  ISSN =	{2192-5283},
  year =	{2015},
  volume =	{4},
  number =	{9},
  editor =	{Gauger, Nicolas R. and Giles, Michael and Gunzburger, Max and Naumann, Uwe},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagRep.4.9.1},
  URN =		{urn:nbn:de:0030-drops-48817},
  doi =		{10.4230/DagRep.4.9.1},
  annote =	{Keywords: continuous adjoints, discrete adjoints, high-performance scientific computing,algorithmic differentiation}
}
Document
09061 Abstracts Collection – Combinatorial Scientific Computing

Authors: Uwe Naumann, Olaf Schenk, Horst D Simon, and Sivan Toledo

Published in: Dagstuhl Seminar Proceedings, Volume 9061, Combinatorial Scientific Computing (2009)


Abstract
From 01.02.2009 to 06.02.2009, the Dagstuhl Seminar 09061 ``Combinatorial Scientific Computing '' was held in Schloss Dagstuhl – Leibniz Center for Informatics. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. The first section describes the seminar topics and goals in general. Links to extended abstracts or full papers are provided, if available.

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Uwe Naumann, Olaf Schenk, Horst D Simon, and Sivan Toledo. 09061 Abstracts Collection – Combinatorial Scientific Computing. In Combinatorial Scientific Computing. Dagstuhl Seminar Proceedings, Volume 9061, pp. 1-49, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2009)


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@InProceedings{naumann_et_al:DagSemProc.09061.1,
  author =	{Naumann, Uwe and Schenk, Olaf and Simon, Horst D and Toledo, Sivan},
  title =	{{09061 Abstracts Collection – Combinatorial Scientific Computing}},
  booktitle =	{Combinatorial Scientific Computing},
  pages =	{1--49},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2009},
  volume =	{9061},
  editor =	{Uwe Naumann and Olaf Schenk and Horst D. Simon and Sivan Toledo},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemProc.09061.1},
  URN =		{urn:nbn:de:0030-drops-21124},
  doi =		{10.4230/DagSemProc.09061.1},
  annote =	{Keywords: Graphs, combinatorics, high-performance scientific computing}
}
Document
Combinatorial Problems in OpenAD

Authors: Jean Utke and Uwe Naumann

Published in: Dagstuhl Seminar Proceedings, Volume 9061, Combinatorial Scientific Computing (2009)


Abstract
Computing derivatives using automatic differentiation methods entails a variety of combinatorial problems. The OpenAD tool implements automatic differentiation as source transformation of a program that represents a numerical model. We select three combinatorial problems and discuss the solutions implemented in OpenAD. Our intention is to explain the specific parts of the implementation so that readers can easily use OpenAD to investigate and develop their own solutions to these problems.

Cite as

Jean Utke and Uwe Naumann. Combinatorial Problems in OpenAD. In Combinatorial Scientific Computing. Dagstuhl Seminar Proceedings, Volume 9061, pp. 1-12, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2009)


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@InProceedings{utke_et_al:DagSemProc.09061.7,
  author =	{Utke, Jean and Naumann, Uwe},
  title =	{{Combinatorial Problems in OpenAD}},
  booktitle =	{Combinatorial Scientific Computing},
  pages =	{1--12},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2009},
  volume =	{9061},
  editor =	{Uwe Naumann and Olaf Schenk and Horst D. Simon and Sivan Toledo},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemProc.09061.7},
  URN =		{urn:nbn:de:0030-drops-20954},
  doi =		{10.4230/DagSemProc.09061.7},
  annote =	{Keywords: Automatic differentiation, combinatorial problem, tool tutorial}
}
Document
Low-Memory Tour Reversal in Directed Graphs

Authors: Viktor Mosenkis, Uwe Naumann, and Elmar Peise

Published in: Dagstuhl Seminar Proceedings, Volume 9061, Combinatorial Scientific Computing (2009)


Abstract
We consider the problem of reversing a {em tour} $(i_1,i_2,ldots,i_l)$ in a directed graph $G=(V,E)$ with positive integer vertices $V$ and edges $E subseteq V imes V$, where $i_j in V$ and $(i_j,i_{j+1}) in E$ for all $j=1,ldots,l-1.$ The tour can be processed in last-in-first-out order as long as the size of the corresponding stack does not exceed the available memory. This constraint is violated in most cases when considering control-flow graphs of large-scale numerical simulation programs. The tour reversal problem also arises in adjoint programs used, for example, in the context of derivative-based nonlinear optimization, sensitivity analysis, or other, often inverse, problems. The intention is to compress the tour in order not to run out of memory. As the general optimal compression problem was proven to be NP-hard and big control-flow graphs results from loops in programs we do not want to use general purpose algorithms to compress the tour. We want rather to compress the tour by finding loops and replace the redundant information by proper representation of the loops.

Cite as

Viktor Mosenkis, Uwe Naumann, and Elmar Peise. Low-Memory Tour Reversal in Directed Graphs. In Combinatorial Scientific Computing. Dagstuhl Seminar Proceedings, Volume 9061, pp. 1-3, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2009)


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@InProceedings{mosenkis_et_al:DagSemProc.09061.12,
  author =	{Mosenkis, Viktor and Naumann, Uwe and Peise, Elmar},
  title =	{{Low-Memory Tour Reversal in Directed Graphs}},
  booktitle =	{Combinatorial Scientific Computing},
  pages =	{1--3},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2009},
  volume =	{9061},
  editor =	{Uwe Naumann and Olaf Schenk and Horst D. Simon and Sivan Toledo},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemProc.09061.12},
  URN =		{urn:nbn:de:0030-drops-20924},
  doi =		{10.4230/DagSemProc.09061.12},
  annote =	{Keywords: Directed graph, tour reversal, offline algorithm, dynamic programming, online algorithm, control-flow reversal, adjoint program}
}
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