Physically based rendering methods can create photorealistic images by simulating the propagation and interaction of light in a virtual scene. Given a scene description including the shape of objects, participating media, material properties, etc., the simulation computes an image representing the radiance reaching the sensor. This thesis, however, pursues the corresponding inverse problem: given observations such as pictures of a scene, we want to recover a plausible description of its components. Unfortunately, the rendering process is typically far too complex to invert analytically. We therefore turn to iterative gradient-based approximations of the inverse, that require efficiently estimating gradients of an objective function with respect to the scene parameters of interest. The first part of this thesis is dedicated to algorithms for gradient estimation. We consider the usage of automatic differentiation and examine the associated tradeoffs. Next, we introduce radiative backpropagation, an adjoint method that casts the gradient estimation problem into a modified light transport problem, unlocking vastly more efficient implementations. For the case of participating media, we propose differential ratio tracking, a sampling technique that addresses the bias and high variance found in existing gradient estimators. In the second part, we focus on the design of systems to support effective differentiable rendering research, including the efficient implementation of the algorithms above. We describe the architecture and features of Mitsuba 2, an open-source retargetable physically based renderer. Mitsuba 2 supports different representations of colors (RGB, spectral, polarized), computing platforms (scalar, CPU vectorized, GPU), and numerical precision, within a single codebase. Importantly, automatic differentiation can be applied throughout the system. Then, we extend this design by applying an automatic conversion from wavefront-style rendering to a megakernel-based approach, leveraging just-in-time compilation. We obtain a fast, flexible and memory-efficient framework for primal and differentiable physically based rendering. Finally, the third part showcases three applications of differentiable physically based rendering: caustic design, inverse volume rendering, and material & lighting estimation in real indoor scenes. In all cases, special care is taken to avoid sub-optimal local minima due to the ambiguous and non-convex nature of the reconstruction problems.