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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

In this study, we find the optimal control boundary (i.e., actuator velocity) that cancels the acoustic reverberations inside drop-on-demand inkjet printheads at a specific time. We formulate an optimization problem to minimize the total…

Fluid Dynamics · Physics 2025-04-14 Javier Lorente-Macias , Matthew P. Juniper

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

This paper synthesizes anytime algorithms, in the form of continuous-time dynamical systems, to solve monotone variational inequalities. We introduce three algorithms that solve this problem: the projected monotone flow, the safe monotone…

Optimization and Control · Mathematics 2025-02-18 Ahmed Allibhoy , Jorge Cortés

Before a car-following model can be applied in practice, it must first be validated against real data in a process known as calibration. This paper discusses the formulation of calibration as an optimization problem, and compares different…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Ronan Keane , H. Oliver Gao

This paper presents a transient forward harmonic adjoint sensitivity analysis (TFHA), which is a combination of a transient forward circuit analysis with a harmonic balance based adjoint sensitivity analysis. TFHA provides sensitivities of…

Numerical Analysis · Mathematics 2024-01-25 Julian Sarpe , Andreas Klaedtke , Herbert De Gersem

The speed of sound in two-phase pipe flow systems is often several orders of magnitude greater than the travelling speed of hydraulic information (volume fractions.) Dynamically simulating such flows requires resolution of acoustic and…

Computational Physics · Physics 2018-11-30 Andreas Holm Akselsen

Adjoint methods form a class of importance sampling methods that are used to accelerate Monte Carlo (MC) simulations of transport equations. Ideally, adjoint methods allow for zero-variance MC estimators provided that the solution to an…

Mathematical Physics · Physics 2015-03-19 Guillaume Bal , Ian Langmore

Ordinary Differential Equations are derived for the adjoint Euler equations firstly using the method of characteristics in 2D. For this system of partial-differential equations, the characteristic curves appear to be the streamtraces and…

Numerical Analysis · Mathematics 2022-09-09 Jacques Peter , Jean-Antoine Désidéri

Two of the most important areas in computational finance: Greeks and, respectively, calibration, are based on efficient and accurate computation of a large number of sensitivities. This paper gives an overview of adjoint and automatic…

Computational Finance · Quantitative Finance 2011-07-12 Cristian Homescu

Engineered injection and extraction systems that create chaotic advection are promising procedures for enhancing mixing between two species. Mixing efficiencies vary considerably, so carefully selecting the design parameters, like pumping…

Chaotic Dynamics · Physics 2026-01-29 Carla Feistner , Francesca Ziliotto , Barbara Wohlmuth , Gabriele Chiogna

Stellarators are a promising route to steady-state fusion power. However, to achieve the required confinement, the magnetic geometry must be highly optimized. This optimization requires navigating high-dimensional spaces, often…

Plasma Physics · Physics 2019-09-25 Elizabeth Paul , Ian Abel , Matt Landreman , William Dorland

This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

Probability · Mathematics 2018-05-10 Michel Benaïm , Charles-Edouard Bréhier

We consider the incompressible Navier--Stokes equations with periodic boundary conditions and time-independent forcing. For this type of flow, we derive adjoint equations whose trajectories converge asymptotically to the equilibrium and…

Fluid Dynamics · Physics 2016-04-15 Mohammad Farazmand

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

We propose a deterministic adjoint matching framework that formulates human preference alignment for flow-based generative models as an optimal control problem over velocity fields. One can directly regress the control toward a…

Artificial Intelligence · Computer Science 2026-05-08 Zhengyi Guo , Jiayuan Sheng , David D. Yao , Wenpin Tang

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

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

Meta-optics promises compact, high-performance imaging and color routing. However, designing high-performance structures is a high-dimensional optimization problem: mapping a desired optical output back to a physical 3D structure requires…

Machine Learning · Computer Science 2026-04-21 Chanik Kang , Hyewon Suk , Haejun Chung

In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first…

Molecular Networks · Quantitative Biology 2016-02-17 Georgios Arampatzis , Markos A. Katsoulakis , Yannis Pantazis
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