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A review of adjoint methods for sensitivity analysis, uncertainty quantification and optimization in numerical codes

Abstract : The goal of this paper is to briefly recall the importance of the adjoint method in many problems of sensitivity analysis, uncertainty quantification and optimization when the model is a differential equation. We illustrate this notion with some recent examples. As is well known, from a computational point of view the adjoint method is intrusive, meaning that it requires some changes in the numerical codes. Therefore we advocate that any new software development must take into account this issue, right from its inception.
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https://hal.archives-ouvertes.fr/hal-01242950
Contributor : Grégoire Allaire Connect in order to contact the contributor
Submitted on : Monday, December 14, 2015 - 12:59:58 PM
Last modification on : Friday, March 19, 2021 - 10:38:02 PM
Long-term archiving on: : Tuesday, March 15, 2016 - 1:11:11 PM

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Grégoire Allaire. A review of adjoint methods for sensitivity analysis, uncertainty quantification and optimization in numerical codes. Ingénieurs de l'Automobile, SIA, 2015, 836, pp.33-36. ⟨hal-01242950⟩

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