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Adjoint methods have been the pillar of gradient-based optimization for decades. They enable the accurate computation of a gradient (sensitivity) of a quantity of interest with respect to all system's parameters in one calculation. When the…

Fluid Dynamics · Physics 2024-11-12 Defne E. Ozan , Luca Magri

The auxiliary field method is a technique to obtain approximate closed formulae for the solutions of both nonrelativistic and semirelativistic eigenequations in quantum mechanics. For a many-body Hamiltonian describing identical particles,…

Quantum Physics · Physics 2012-01-17 C. Semay , F. Buisseret , B. Silvestre-Brac

This paper presents a novel computational scheme for sensitivity analysis of the velocity field in the level set method using the discrete adjoint method. The velocity field is represented in B-spline space, and the adjoint equations are…

Numerical Analysis · Mathematics 2023-08-03 Hao Deng , Kazu Saitou

In recent years, it has been convincingly shown that weather forecasting models can be run in single-precision arithmetic. Several models or components thereof have been tested with even lower precision than this. This previous work has…

Atmospheric and Oceanic Physics · Physics 2020-03-23 Andrew T. T. McRae , Tim N. Palmer

Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…

Optimization and Control · Mathematics 2021-02-23 Jon Cockayne , Andrew B. Duncan

We present twelve numerical methods for evaluation of objects and concepts from Poisson geometry. We describe how each method works with examples, and explain how it is executed in code. These include methods that evaluate Hamiltonian and…

Differential Geometry · Mathematics 2021-08-03 M. Evangelista-Alvarado , J. C. Ruíz-Pantaleón , P. Suárez-Serrato

An adjoint-based shape optimization method for solid bodies subjected to both rarefied and continuum gas flows is proposed. The gas-kinetic BGK equation with the diffuse-reflection boundary condition is used to describe the multiscale gas…

Computational Physics · Physics 2025-01-03 Ruifeng Yuan , Lei Wu

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

Optimization and Control · Mathematics 2024-02-14 Alberto De Marchi

Using oblique projections and angles between subspaces we write condition number estimates for abstract nonsymmetric domain decomposition methods. In particular, we consider a restricted additive method for the Poisson equation and write a…

Numerical Analysis · Mathematics 2023-04-19 Juan Galvis

We present an adjoint sensitivity method for hybrid discrete -- continuous systems, extending previously published forward sensitivity methods. We treat ordinary differential equations and differential-algebraic equations of index up to two…

Optimization and Control · Mathematics 2019-04-19 Radu Serban , Antonio Recuero

Every conformal field theory has the symmetry of taking each field to its adjoint. We consider here the quotient (orbifold) conformal field theory obtained by twisting with respect to this symmetry. A general method for computing such…

High Energy Physics - Theory · Physics 2013-11-01 Doron Gepner , Herve Partouche

In the present research, a variational technique to modifying the Poisson equation is presented, expanding its modelling capabilities to include a wider range of physical processes and resonant structures. The study examines the…

General Physics · Physics 2024-01-30 Mario J. Pinheiro

This paper proposes the utilization of a periodic Parareal with a periodic coarse problem to efficiently perform adjoint sensitivity analysis for the steady state of time-periodic nonlinear circuits. In order to implement this method, a…

Numerical Analysis · Mathematics 2024-05-30 Julian Sarpe , Andreas Klaedtke , Herbert De Gersem

We present two analytical formulae for estimating the sensitivity -- namely, the gradient or Jacobian -- at given realizations of an arbitrary-dimensional random vector with respect to its distributional parameters. The first formula…

Machine Learning · Statistics 2025-08-14 Pi-Yueh Chuang , Ahmed Attia , Emil Constantinescu

We derive and implement a second-order adjoint method to compute exact gradients and Hessians for a prototypical quantum optimal control problem, that of solving for the minimal energy applied electric field that drives a molecule from a…

Quantum Physics · Physics 2025-05-02 Harish S. Bhat

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of…

Probability · Mathematics 2019-06-05 A. D. Barbour , Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

This paper develops methodology for local sensitivity analysis based on directional derivatives associated with spatial processes. Formal gradient analysis for spatial processes was elaborated in previous papers, focusing on distribution…

Statistics Theory · Mathematics 2015-03-31 Maria A. Terres , Alan E. Gelfand

The shooting method is used to solve a boundary value problem with separated and explicit constraints. To obtain approximations of an unknown initial values there are considered arguments based on the adjoint differential system attached to…

Numerical Analysis · Mathematics 2022-10-06 Ernest Scheiber

In this paper we present a methodology that allows the efficient computation of the topological derivative for semilinear elliptic problems within the averaged adjoint Lagrangian framework. The generality of our approach should also allow…

Optimization and Control · Mathematics 2018-03-16 Kevin Sturm

Complex computer codes are widely used in science to model physical systems. Sensitivity analysis aims to measure the contributions of the inputs on the code output variability. An efficient tool to perform such analysis are the…

Statistics Theory · Mathematics 2013-10-15 Gaëlle Chastaing , Loic Le Gratiet