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In one calculation, adjoint sensitivity analysis provides the gradient of a quantity of interest with respect to all system's parameters. Conventionally, adjoint solvers need to be implemented by differentiating computational models, which…

Machine Learning · Computer Science 2024-04-19 Defne E. Ozan , Luca Magri

We consider time series data modeled by ordinary differential equations (ODEs), widespread models in physics, chemistry, biology and science in general. The sensitivity analysis of such dynamical systems usually requires calculation of…

Methodology · Statistics 2017-09-20 Valdemar Melicher , Tom Haber , Wim Vanroose

Sensitivity analysis plays an important role in searching for constitutive parameters (e.g. permeability) subsurface flow simulations. The mathematics behind is to solve a dynamic constrained optimization problem. Traditional methods like…

Computational Physics · Physics 2019-06-05 Shu Wang , Satish Karra , Daniel O'Malley

We have developed a computational package for the calculation of numerically exact internal and external gravitational potential, its functional derivatives and sensitivity kernels, in an aspherical, heterogeneous planet. We detail our…

Geophysics · Physics 2025-08-12 Alex D. C. Myhill , Matthew A. Maitra , David Al-Attar

This work focuses on the numerical assessment of the accuracy of an adjoint-based gradient in the perspective of variational data assimilation and parameter identification in glaciology. Using noisy synthetic data, we quantify the ability…

Classical Physics · Physics 2014-03-11 Nathan Martin , Jérôme Monnier

Adjoint methods can speed up stellarator optimisation by providing gradient information more efficiently compared to finite-difference evaluations. Adjoint methods are herein applied to vacuum magnetic fields, with objective functions…

Plasma Physics · Physics 2022-02-16 Richard Nies , Elizabeth J. Paul , Stuart R. Hudson , Amitava Bhattacharjee

We consider the problem of simultaneously inferring the heterogeneous coefficient field for a Robin boundary condition on an inaccessible part of the boundary along with the shape of the boundary for the Poisson problem. Such a problem…

Optimization and Control · Mathematics 2022-01-05 Ruanui Nicholson , Matti Niskanen

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

This work presents a partitioned solution procedure to compute shape gradients in fluid-structure interaction (FSI) using black-box adjoint solvers. Special attention is paid to project the gradients onto the undeformed configuration. This…

Numerical Analysis · Mathematics 2019-12-09 Reza Najian Asl , Ihar Antonau , Aditya Ghantasala , Wulf G. Dettmer , Roland Wuchner , Kai-Uwe Bletzinger

Gradient-based techniques are becoming increasingly critical in quantitative fields, notably in statistics and computer science. The utility of these techniques, however, ultimately depends on how efficiently we can evaluate the derivatives…

Computation · Statistics 2020-02-04 Michael Betancourt , Charles C. Margossian , Vianey Leos-Barajas

A new approximation method for inverting the Poisson's equation is presented for a continuously distributed and finite-sized source in an unbound domain. The advantage of this image multipole method arises from its ability to place the…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-22 James H. H. Chan , Tzihong Chiueh

In this work, we consider an advection-diffusion equation, coupled to a Poisson equation for the velocity field. This type of coupling is typically encountered in models arising from plasma physics or porous media flow. The aim of this work…

Numerical Analysis · Mathematics 2023-02-14 Hanz Martin Cheng , Jan ten Thije Boonkkamp

Two long-standing problems with the post-Newtonian approximation for isolated slowly-moving systems in general relativity are: (i) the appearance at high post-Newtonian orders of divergent Poisson integrals, casting a doubt on the soundness…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Olivier Poujade , Luc Blanchet

Many control applications can be formulated as optimization constrained by conservation laws. Such optimization can be efficiently solved by gradient-based methods, where the gradient is obtained through the adjoint method. Traditionally,…

Optimization and Control · Mathematics 2016-05-11 Han Chen , Qiqi Wang

The shape gradient quantifies the change in some figure of merit resulting from differential perturbations to a shape. Shape gradients can be applied to gradient-based optimization, sensitivity analysis, and tolerance calculation. An…

Plasma Physics · Physics 2019-04-10 Thomas Antonsen, , Elizabeth J. Paul , Matt Landreman

Imaging Earth structure or seismic sources from seismic data involves minimizing a target misfit function, and is commonly solved through gradient-based optimization. The adjoint-state method has been developed to compute the gradient…

Computational Physics · Physics 2021-04-28 Weiqiang Zhu , Kailai Xu , Eric Darve , Gregory C. Beroza

A continuous system of moment equations is introduced that models the transverse dynamics of a beam of charged particles as it passes through an arbitrary lattice of quadrupoles and solenoids in the presence of self-fields. Then, figures of…

Accelerator Physics · Physics 2022-04-20 L. Dovlatyan , B. L. Beaudoin , S. Bernal , I. Haber , D. Sutter , T. M. Antonsen

Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…

Numerical Analysis · Mathematics 2018-06-05 Ehsan Kharazmi , Mohsen Zayernouri

As more and more multiphysics effects are entering the field of CFD simulations, this raises the question how they can be accurately captured in gradient computations for shape optimization. The latter has been successfully enriched over…

Computational Physics · Physics 2018-11-02 Ole Burghardt , Nicolas R. Gauger

Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…