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For a given {\it misfit function}, a specified optimality measure of a model, its gradient describes the manner in which one may alter properties of the system to march towards a stationary point. The adjoint method, arising from…

Solar and Stellar Astrophysics · Physics 2015-05-28 Shravan Hanasoge , Aaron Birch , Laurent Gizon , Jeroen Tromp

We devise the fast adjoint response algorithm for the gradient of physical measures (long-time-average statistics) of discrete-time hyperbolic chaos with respect to many system parameters. Its cost is independent of the number of…

Dynamical Systems · Mathematics 2022-09-13 Angxiu Ni

Motivated by the pressing challenges in the digital twin development for biomanufacturing systems, we introduce an adjoint sensitivity analysis (SA) approach to expedite the learning of mechanistic model parameters. In this paper, we…

Molecular Networks · Quantitative Biology 2024-07-02 Keilung Choy , Wei Xie

We present a new software system PETSc TSAdjoint for first-order and second-order adjoint sensitivity analysis of time-dependent nonlinear differential equations. The derivative calculation in PETSc TSAdjoint is essentially a high-level…

Mathematical Software · Computer Science 2021-10-28 Hong Zhang , Emil M. Constantinescu , Barry F. Smith

In this work, we present an adjoint-based method for discovering the underlying governing partial differential equations (PDEs) given data. The idea is to consider a parameterized PDE in a general form and formulate a PDE-constrained…

Optimization and Control · Mathematics 2025-09-23 Mohsen Sadr , Tony Tohme , Kamal Youcef-Toumi

The implementation of the discrete adjoint method for exponential time differencing (ETD) schemes is considered. This is important for parameter estimation problems that are constrained by stiff time-dependent PDEs when the discretized PDE…

Optimization and Control · Mathematics 2016-10-11 Kai Rothauge , Eldad Haber , Uri Ascher

It is well-known that linearized perturbation methods for sensitivity analysis, such as tangent or adjoint equation-based, finite difference and automatic differentiation are not suitable for turbulent flows. The reason is that turbulent…

Chaotic Dynamics · Physics 2019-07-04 Nisha Chandramoorthy , Qiqi Wang

This paper applies a discrete adjoint gradient computation method for a multi-class traffic flow model on road networks. Vehicle classes are characterized by their specific velocity functions, which depend on the total traffic density,…

Analysis of PDEs · Mathematics 2026-04-02 Paola Goatin , Axel Klar , Carmen Mezquita-Nieto

Sensitivity analysis is a cornerstone of climate science, essential for understanding phenomena ranging from storm intensity to long-term climate feedbacks. However, computing these sensitivities using traditional physical models is often…

Adjoint methods enable the accurate calculation of the sensitivities of a quantity of interest. The sensitivity is obtained by solving the adjoint system, which can be derived by continuous or discrete adjoint strategies. In acoustic wave…

Computational Physics · Physics 2019-03-28 Luca Magri

The adjoint method is an efficient way to numerically compute gradients in optimization problems with constraints, but is only formulated to differentiable cost and constraint functions on real variables. With the introduction of complex…

Optimization and Control · Mathematics 2026-01-21 Andrew Zheng , Adam R. Stinchcombe

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

In the field of complex dynamics, multistable attractors have been gaining a significant attention due to its unpredictability in occurrence and extreme sensitivity to initial conditions. Co-existing attractors are abundant in diverse…

Adaptation and Self-Organizing Systems · Physics 2024-06-12 Mousumi Roy , Swarnendu Mandal , Chittaranjan Hens , Awadhesh Prasad , N. V. Kuznetsov , Manish Dev Shrimali

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

This document, as the title stated, is meant to provide a vectorized implementation of adjoint dynamics calculation for Graph Convolutional Neural Ordinary Differential Equations (GCDE). The adjoint sensitivity method is the gradient…

Machine Learning · Computer Science 2022-09-16 Jack Cai

Adjoint field methods are both elegant and efficient for calculating sensitivity information required across a wide range of physics-based inverse problems. Here we provide a unified approach to the derivation of such methods for problems…

Geophysics · Physics 2011-09-20 Alireza Aghasi , Eric L. Miller

We develop the NILSAS algorithm, which performs adjoint sensitivity analysis of chaotic systems via computing the adjoint shadowing direction. NILSAS constrains its minimization to the adjoint unstable subspace, and can be implemented with…

Computational Physics · Physics 2019-07-24 Angxiu Ni , Chaitanya Talnikar

The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged…

Computational Physics · Physics 2015-03-20 Qiqi Wang , Rui Hu , Patrick Blonigan

Adjoints are used in optimization to speed-up computations, simplify optimality conditions or compute sensitivities. Because time is reversed in adjoint equations with first order time derivatives, boundary conditions and transmission…

Computational Engineering, Finance, and Science · Computer Science 2011-04-12 Frederic Alauzet , Olivier Pironneau

In stochastic optimization, a common tool to deal sequentially with large sample is to consider the well-known stochastic gradient algorithm. Nevertheless, since the stepsequence is the same for each direction, this can lead to bad results…

Optimization and Control · Mathematics 2023-03-03 Antoine Godichon-Baggioni , Pierre Tarrago