Approximation of weak adjoints by reverse automatic differentiation of BDF methods (Q2454029)

The authors discuss the approximation of weak adjoints by reverse automatic differentiation of backward differentiation formula (BDF) methods. They first recall the adjoint differential equation as part of optimality conditions of an infinite-dimensional constrained variational problem in Hilbert spaces. They embed the constrained variational problem into the Banach space of continuously differentiable functions and extend the settings to the space of all functions that are continuous and piecewise continuously differentiable. They prove the convergence of the discrete adjoints to the classical solution of the adjoint differential equation on the inner time interval. Numerical results are provided.