Automatic differentiation in C++ using expression templates and. application to a flow control problem

This work deals with an implementation of automatic differentiation of C++ computer programs in forward mode using operator overloading and expression templates. We report on the efficiency of such implementation and its obvious advantage : the ability to perform sensitivity analysis without touching the source of the computer program by simply adding a library to it. We apply this tool to a flow control problem : minimize the drag of a cylinder, in subsonic unsteady turbulent flow, by controlling the boundary condition of the cylinder. Received: 1 June 1999 / Accepted: 29 May 2000