M. Alexe, O. Roderick, J. Utke, M. Anitescu, P. Hovland, and T. Fanning, "Automatic Differentiation of Codes in Nuclear Engineering Applications," Technical Memorandum ANL/MCS-TM-310, December 2009. [pdf]
We discuss our experience in applying automatic differentiation (AD) to calculations in nuclear reactor applications. The document is intended as a guideline on how to apply AD to Fortran codes with significant legacy components; it is also a part of a larger research effort in uncertainty quantification using sampling methods augmented with derivative information. We provide a brief theoretical description of the concept of AD,explain the necessary changes in the code structure, and remark on possible ways to deal with non-differentiability. Numerical experiments were carried out where the derivative of a functional subset of the SAS4A/SASSYS code
was computed in forward mode with several AD tools. The results are in good agreement with both the real and complex finite-difference approximations of the derivative.