PETSc TSAdjoint: A Discrete Adjoint ODE Solver for First-Order and Second-Order Sensitivity Analysis

DOI10.1137/21M140078XzbMath1481.65009arXiv1912.07696OpenAlexW2994726035MaRDI QIDQ5022486

Hong Zhang, Emil M. Constantinescu, Barry F. Smith

Publication date: 19 January 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.07696

zbMATH Keywords

sensitivity analysisadjoint calculussecond-order adjoint\texttt{PETSc}

Mathematics Subject Classification ID

Numerical methods for ordinary differential equations (65L99) Software, source code, etc. for problems pertaining to calculus of variations and optimal control (49-04) Numerical methods in optimal control (49M99) Sensitivity analysis for optimization problems on manifolds (49Q12) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Related Items (3)

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Uses Software

• Unnamed Item
• Unnamed Item
• Unnamed Item
• ADIC
• FEniCS
• mpi4py
• CasADi
• TAF
• TAO
• FATODE
• Julia
• Firedrake
• petsc4py
• PyTorch
• DifferentialEquations.jl
• NeuralPDE.jl
• ANODE
• PETSc/TS

Cites Work

• Unnamed Item
• SUNDIALS
• On the discrete adjoints of adaptive time stepping algorithms
• Aerodynamic design via control theory
• A family of embedded Runge-Kutta formulae
• Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods
• CasADi: a software framework for nonlinear optimization and optimal control
• Automated Derivation of the Adjoint of High-Level Transient Finite Element Programs
• FATODE: A Library for Forward, Adjoint, and Tangent Linear Integration of ODEs
• New Algorithms for Optimal Online Checkpointing
• Firedrake
• Computing in Operations Research Using Julia
• MultiStage Approaches for Optimal Offline Checkpointing
• Minimal Repetition Dynamic Checkpointing Algorithm for Unsteady Adjoint Calculation
• Recipes for adjoint code construction
• Algorithm 799: revolve
• Mesh Dependence in PDE-Constrained Optimisation
• Automatic Differentiation of C++ Codes for Large-Scale Scientific Computing
• Digital filters in adaptive time-stepping
• What Color Is Your Jacobian? Graph Coloring for Computing Derivatives

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