Automatic differentiation is a technology to differentiate a computer program automatically. It is known to many people for its use in machine learning in recent decades. Nowadays, researchers are becoming increasingly aware of its importance in scientific computing, especially in the physics simulation. Differentiating physics simulation can help us solve many important issues in chaos theory, electromagnetism, seismic and oceanographic. Meanwhile, it is also challenging because these applications often require a lot of computing time and space. This paper will review several automatic differentiation strategies for physics simulation, and compare their pros and cons. These methods include adjoint state methods, forward mode automatic differentiation, reverse mode automatic differentiation, and reversible programming automatic differentiation.