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This work presents an illustrative application of the second-order adjoint sensitivity analysis procedure (SO-ASAP) to a paradigm neutron diffusion problem, which is sufficiently simple to admit an exact solution, thereby making transparent…

Mathematical Physics · Physics 2015-05-20 Dan G. Cacuci

Neural ordinary differential equations (NODEs) have recently attracted increasing attention; however, their empirical performance on benchmark tasks (e.g. image classification) are significantly inferior to discrete-layer models. We…

Machine Learning · Statistics 2020-12-07 Juntang Zhuang , Nicha Dvornek , Xiaoxiao Li , Sekhar Tatikonda , Xenophon Papademetris , James Duncan

We establish that nonconvex definable parametric optimization problems with possibly nonsmooth objectives, inequality constraints, conic constraint systems, and non-unique primal and dual solutions admit an adjoint state formula under a…

Optimization and Control · Mathematics 2026-04-23 Jérôme Bolte , Edouard Pauwels , Cheik Traoré

Seismic traveltime tomography represents a popular and useful tool for unravelling the structure of the subsurface across the scales. In this work we address the case where the forward model is represented by the eikonal equation and derive…

Geophysics · Physics 2025-08-21 Andrea Zunino , Scott Keating , Andreas Fichtner

Within the framework of building energy assessment, this article proposes to use a derivative based sensitivity analysis of heat transfer models in a building envelope. Two, global and local, estimators are obtained at low computational…

Computational Engineering, Finance, and Science · Computer Science 2021-11-18 Ainagul Jumabekova , Julien Berger , Aurélie Foucquier

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

We consider the bilinear optimal control of an advection-reaction-diffusion system, where the control arises as the velocity field in the advection term. Such a problem is generally challenging from both theoretical analysis and algorithmic…

Optimization and Control · Mathematics 2021-01-08 Roland Glowinski , Yongcun Song , Xiaoming Yuan , Hangrui Yue

Many combinatorial problems deal with preferences and violations, the goal of which is to find solutions with the minimum cost. Weighted constraint satisfaction is a framework for modeling such problems, which consists of a set of cost…

Artificial Intelligence · Computer Science 2014-01-21 J. H. M. Lee , Ka Lun Leung

The computational cost of fluid simulations increases rapidly with grid resolution. This has given a hard limit on the ability of simulations to accurately resolve small scale features of complex flows. Here we use a machine learning…

Computational Physics · Physics 2021-06-23 Jiawei Zhuang , Dmitrii Kochkov , Yohai Bar-Sinai , Michael P. Brenner , Stephan Hoyer

Estimation of the initial state of turbulent channel flow from spatially and temporally resolved wall data is performed using adjoint-variational data assimilation. The accuracy of the predicted flow deteriorates with distance from the…

Fluid Dynamics · Physics 2026-02-17 Qi Wang , Mengze Wang , Tamer A. Zaki

The second moment method is a linear acceleration technique which couples the transport equation to a diffusion equation with transport-dependent additive closures. The resulting low-order diffusion equation can be discretized independent…

Numerical Analysis · Mathematics 2024-09-18 Zachary K. Hardy , Jim E. Morel , Jan I. C. Vermaak

This work aims to estimate time-resolved velocity field that is directly associated with pressure fluctuations in a subsonic round jet. To achieve this goal, synchronous measurements of the velocity field and in-flow pressure fluctuations…

Fluid Dynamics · Physics 2021-06-15 Songqi Li , Lawrence Ukeiley

Multibody dynamics simulations have become widely used tools for vehicle systems analysis and design. As this approach evolves, it becomes able to provide additional information for various types of analyses. One very important direction is…

Computational Engineering, Finance, and Science · Computer Science 2014-11-05 Yitao Zhu , Corina Sandu , Daniel Dopico , Adrian Sandu

This work presents the Second-Order Sensitivity Analysis Methodology (2nd-ASAM) for nonlinear systems. This methodology yields exactly and efficiently the second-order functional derivatives of system responses (associated with physical,…

Optimization and Control · Mathematics 2016-01-26 Dan Gabriel Cacuci

Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…

Optimization and Control · Mathematics 2026-02-12 Mateo Díaz , Pedro Izquierdo Lehmann , Haihao Lu , Jinwen Yang

Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…

Computation · Statistics 2022-03-01 Charles C. Margossian , Michael Betancourt

A fully discrete formalism is introduced to perform stability analysis of a turbulent compressible flow whom dynamics is modeled with the Reynolds-Averaged Navier-Stokes (RANS) equations. The discrete equations are linearized using finite…

Fluid Dynamics · Physics 2015-06-18 Clément Mettot , Florent Renac , Denis Sipp

To infer the treatment effect for a single treated unit using panel data, synthetic control methods construct a linear combination of control units' outcomes that mimics the treated unit's pre-treatment outcome trajectory. This linear…

Methodology · Statistics 2024-05-07 Hongxiang Qiu , Xu Shi , Wang Miao , Edgar Dobriban , Eric Tchetgen Tchetgen

Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the…

Methodology · Statistics 2026-03-12 Yushu Zou , Liangyuan Hu , Amanda Ricciuto , Mark Deneau , Kuan Liu

This Technical Note outlines an adjoint complement to a critical building block of pressure-based Finite-Volume (FV) flow solvers that employ a collocated variable arrangement to simulate virtually incompressible fluids. The focal point is…

Numerical Analysis · Mathematics 2022-08-10 Niklas Kühl , Thomas Rung