Corpus ID: 214611724

Generalization of partitioned Runge-Kutta methods for adjoint systems

@article{Matsuda2020GeneralizationOP,
  title={Generalization of partitioned Runge-Kutta methods for adjoint systems},
  author={Takeru Matsuda and Yuto Miyatake},
  journal={ArXiv},
  year={2020},
  volume={abs/2003.09789}
}
  • Takeru Matsuda, Yuto Miyatake
  • Published 2020
  • Mathematics, Computer Science
  • ArXiv
  • This study computes the gradient of a function of numerical solutions of ordinary differential equations (ODEs) with respect to the initial condition. The adjoint method computes the gradient approximately by solving the corresponding adjoint system numerically. In this context, Sanz-Serna [SIAM Rev., 58 (2016), pp. 3--33] showed that when the initial value problem is solved by a Runge--Kutta (RK) method, the gradient can be exactly computed by applying an appropriate RK method to the adjoint… CONTINUE READING

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    Spatially Partitioned Embedded Runge-Kutta Methods

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