On the discrete adjoints of adaptive time stepping algorithms

DOI10.1016/j.cam.2009.08.109zbMath1177.65098OpenAlexW2105403036MaRDI QIDQ1034655

Adrian Sandu, Mihai Alexe

Publication date: 6 November 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.08.109

zbMATH Keywords

algorithmsconsistencynumerical examplesautomatic differentiationRunge-Kutta methodserror estimatoradaptive time steppingdiscrete adjoints

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

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Uses Software

• ADOL-C
• Matlab
• SUNDIALS
• ADIFOR
• ADMIT
• ADIC
• CVODES
• TAPENADE
• ode23
• ode45
• TAMC
• Ode15s
• TAF
• ode113
• ode23s
• MATLAB ODE suite

Cites Work

• Unnamed Item
• Automatic differentiation of explicit Runge-Kutta methods for optimal control
• Discrete second order adjoints in atmospheric chemical transport modeling
• A family of embedded Runge-Kutta formulae
• Automatic differentiation of iterative processes
• Runge-Kutta methods in optimal control and the transformed adjoint system
• Adjoint sensitivity analysis of regional air quality models
• The MATLAB ODE Suite
• Solving Ordinary Differential Equations I
• Evaluating Derivatives
• Recipes for adjoint code construction
• On the Stability and Accuracy of One-Step Methods for Solving Stiff Systems of Ordinary Differential Equations
• Automatic differentiation of numerical integration algorithms
• Algorithm 755: ADOL-C
• ADMIT-1
• Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
• Sensitivity Analysis of Turbulence Models Using Automatic Differentiation
• On the Properties of Runge-Kutta Discrete Adjoints
• Cheap Second Order Directional Derivatives of Stiff ODE Embedded Functionals
• Electromagnetic Sensitivity Analysis and Shape Optimization Using Method of Moments and Automatic Differentiation