By Dr. Mark S. Gockenbach
Michigan Technological University
and
Daniel R. Reynolds (Rice University)
William W. Symes (Rice University)
Chaoming Zhang (Rice University)
The adjoint state method is a fundamental technique arising in
the numerical treatment of inverse and control problems
when the underlying simulation is based on finite-differences. Although
explicit finite-difference simulation has a number of attractive features,
computation of the adjoint of the linearized map is tedious, and naive
designs can lead to grossly inefficient code. The purpose of this talk
is to present a straightforward derivation of the adjoint state method
that eases its implementation in computer code, and to discuss the use
of a "checkpointing" scheme that allows the adjoint state
equation to be solved efficiently and automatically. I will also discuss
the
design of a computer package that requires only that the user code a single
step of the finite-difference simulation, along with the linearization and
its adjoint for that single step; the result is a routine that computes the
entire simulation and its linearization and its adjoint.
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3rd Forum On Numerics & Modeling for
Partial Differential Equations