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We have applied an operator-overloading forward-mode algorithmic differentiation tool to the Monte-Carlo particle simulation toolkit Geant4. Our differentiated version of Geant4 allows computing mean pathwise derivatives of user-defined outputs of Geant4 applications with respect to user-defined inputs. This constitutes a major step towards enabling gradient-based optimization techniques in high-energy physics, as well as other application domains of Geant4. This is a preliminary report on the technical aspects of applying operator-overloading AD to Geant4, as well as a first analysis of some results obtained by our differentiated Geant4 prototype. We plan to follow up with a more refined analysis.

Among the well-known methods to approximate derivatives of expectancies computed by Monte-Carlo simulations, averages of pathwise derivatives are often the easiest one to apply. Computing them via algorithmic differentiation typically does not require major manual analysis and rewriting of the code, even for very complex programs like simulations of particle-detector interactions in high-energy physics. However, the pathwise derivative estimator can be biased if there are discontinuities in the program, which may diminish its value for applications. This work integrates algorithmic differentiation into the electromagnetic shower simulation code HepEmShow based on G4HepEm, allowing us to study how well pathwise derivatives approximate derivatives of energy depositions in a sampling calorimeter with respect to parameters of the beam and geometry. We found that when multiple scattering is disabled in the simulation, means of pathwise derivatives converge quickly to their expected values, and these are close to the actual derivatives of the energy deposition. Additionally, we demonstrate the applicability of this novel gradient estimator for stochastic gradient-based optimization in a model example., Comment: 12 pages, 11 figures, 2 tables

The open-source multiphysics suite SU2 features discrete adjoints by means of operator overloading automatic differentiation (AD). While both primal and discrete adjoint solvers support MPI parallelism, hybrid parallelism using both MPI and OpenMP has only been introduced for the primal solvers so far. In this work, we enable hybrid parallel discrete adjoint solvers. Coupling SU2 with OpDiLib, an add-on for operator overloading AD tools that extends AD to OpenMP parallelism, marks a key step in this endeavour. We identify the affected parts of SU2's advanced AD workflow and discuss the required changes and their tradeoffs. Detailed performance studies compare MPI parallel and hybrid parallel discrete adjoints in terms of memory and runtime and unveil key performance characteristics. We showcase the effectiveness of performance optimizations and highlight perspectives for future improvements. At the same time, this study demonstrates the applicability of OpDiLib in a large code base and its scalability on large test cases, providing valuable insights for future applications both within and beyond SU2., Comment: 28 pages, 9 figures, 2 listings; new layout, revised section structure, polishing and small updates

In this document we describe a model of an array of water Cherenkov detectors proposed to study ultra-high-energy gamma rays in the southern hemisphere, and a continuous model of secondary particles produced on the ground from gamma and proton showers. We use the model of the detector and the parametrization of showers for the identification of the most promising configuration of detector elements, using a likelihood ratio test statistic to classify showers and a stochastic gradient descent technique to maximize a utility function describing the measurement precision on the gamma-ray flux., Comment: 47 pages, 15 figures

In this article we examine recent developments in the research area concerning the creation of end-to-end models for the complete optimization of measuring instruments. The models we consider rely on differentiable programming methods and on the specification of a software pipeline including all factors impacting performance -- from the data-generating processes to their reconstruction and the extraction of inference on the parameters of interest of a measuring instrument -- along with the careful specification of a utility function well aligned with the end goals of the experiment. Building on previous studies originated within the MODE Collaboration, we focus specifically on applications involving instruments for particle physics experimentation, as well as industrial and medical applications that share the detection of radiation as their data-generating mechanism., Comment: 70 pages, 17 figures. To be submitted to journal

Broadband noise reduction is a significant problem in aerospace and industrial applications. Specifically, the noise generated from the trailing edge of an airfoil poses a challenging problem with various proposed solutions. This study investigates the porous trailing edge treatment. We use surrogate-based gradient-free optimization and an empirical noise model to efficiently explore the design space and find the optimal porosity distribution. As a result, a predicted 8-10 dB reduction in the broadband 300-5000 Hz was achieved. Furthermore, the optimal design emphasizes the design space's complexity and global exploration's difficulty. Further, the optimal design presents a low porous solution while constituting significant noise reduction., Comment: 5 pages, 6 figures, added affiliation, fixed typos, homog. citation style

Tools for algorithmic differentiation (AD) provide accurate derivatives of computer-implemented functions for use in, e. g., optimization and machine learning (ML). However, they often require the source code of the function to be available in a restricted set of programming languages. As a step towards making AD accessible for code bases with cross-language or closed-source components, we recently presented the forward-mode AD tool Derivgrind. It inserts forward-mode AD logic into the machine code of a compiled program using the Valgrind dynamic binary instrumentation framework. This work extends Derivgrind, adding the capability to record the real-arithmetic evaluation tree, and thus enabling operator overloading style reverse-mode AD for compiled programs. We maintain the high level of correctness reported for Derivgrind's forward mode, failing the same few testcases in an extensive test suite for the same well-understood reasons. Runtime-wise, the recording slows down the execution of a compiled 64-bit benchmark program by a factor of about 180., Comment: 17 pages, 5 figures, 1 listing

Algorithmic differentiation (AD) is a set of techniques that provide partial derivatives of computer-implemented functions. Such a function can be supplied to state-of-the-art AD tools via its source code, or via an intermediate representation produced while compiling its source code. We present the novel AD tool Derivgrind, which augments the machine code of compiled programs with forward-mode AD logic. Derivgrind leverages the Valgrind instrumentation framework for a structured access to the machine code, and a shadow memory tool to store dot values. Access to the source code is required at most for the files in which input and output variables are defined. Derivgrind's versatility comes at the price of scaling the run-time by a factor between 30 and 75, measured on a benchmark based on a numerical solver for a partial differential equation. Results of our extensive regression test suite indicate that Derivgrind produces correct results on GCC- and Clang-compiled programs, including a Python interpreter, with a small number of exceptions. While we provide a list of scenarios that Derivgrind does not handle correctly, nearly all of them are academic counterexamples or originate from highly optimized math libraries. As long as differentiating those is avoided, Derivgrind can be applied to an unprecedentedly wide range of cross-language or partially closed-source software with little integration efforts., Comment: 21 pages, 3 figures, 3 tables, 5 listings

The full optimization of the design and operation of instruments whose functioning relies on the interaction of radiation with matter is a super-human task, given the large dimensionality of the space of possible choices for geometry, detection technology, materials, data-acquisition, and information-extraction techniques, and the interdependence of the related parameters. On the other hand, massive potential gains in performance over standard, "experience-driven" layouts are in principle within our reach if an objective function fully aligned with the final goals of the instrument is maximized by means of a systematic search of the configuration space. The stochastic nature of the involved quantum processes make the modeling of these systems an intractable problem from a classical statistics point of view, yet the construction of a fully differentiable pipeline and the use of deep learning techniques may allow the simultaneous optimization of all design parameters. In this document we lay down our plans for the design of a modular and versatile modeling tool for the end-to-end optimization of complex instruments for particle physics experiments as well as industrial and medical applications that share the detection of radiation as their basic ingredient. We consider a selected set of use cases to highlight the specific needs of different applications., Comment: 109 pages, 32 figures. To be submitted to Reviews in Physics

Objective. Algorithmic differentiation (AD) can be a useful technique to numerically optimize design and algorithmic parameters by, and quantify uncertainties in, computer simulations. However, the effectiveness of AD depends on how "well-linearizable" the software is. In this study, we assess how promising derivative information of a typical proton computed tomography (pCT) scan computer simulation is for the aforementioned applications. Approach. This study is mainly based on numerical experiments, in which we repeatedly evaluate three representative computational steps with perturbed input values. We support our observations with a review of the algorithmic steps and arithmetic operations performed by the software, using debugging techniques. Main results. The model-based iterative reconstruction (MBIR) subprocedure (at the end of the software pipeline) and the Monte Carlo (MC) simulation (at the beginning) were piecewise differentiable. Jumps in the MBIR function arose from the discrete computation of the set of voxels intersected by a proton path. Jumps in the MC function likely arose from changes in the control flow that affect the amount of consumed random numbers. The tracking algorithm solves an inherently non-differentiable problem. Significance. The MC and MBIR codes are ready for the integration of AD, and further research on surrogate models for the tracking subprocedure is necessary., Comment: 27 pages, 11 figures

Generalized L\"uroth series generalize $b$-adic representations as well as L\"uroth series. Almost all real numbers are normal, but it is not easy to construct one. In this paper, a new construction of normal numbers with respect to Generalized L\"uroth Series (including those with an infinite digit set) is given. Our method concatenates the beginnings of the expansions of an arbitrary equidistributed sequence., Comment: 7 pages, 1 figure