On the properties of runge-kutta discrete adjoints

Authors:
Adrian Sandu
Affiliations:
Department of Computer Science, Virginia Polytechnic Institute and State University, Blacksburg, VA
Venue:
ICCS'06 Proceedings of the 6th international conference on Computational Science - Volume Part IV
Year:
2006

Citing 2
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Abstract

In this paper we analyze the consistency and stability properties of Runge-Kutta discrete adjoints. Discrete adjoints are very popular in optimization and control since they can be constructed automatically by reverse mode automatic differentiation. The consistency analysis uses the concept of elementary differentials and reveals that the discrete Runge-Kutta adjoint method has the same order of accuracy as the original, forward method. A singular perturbation analysis reveals that discrete adjoints of stiff Runge-Kutta methods are well suited for stiff problems.