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

  • Category Technical paper
  • Related event Congrès : Congrès SIMULATION - 18 et 19 mars 2015
  • Edition SIA
  • Date 03/18/2015
  • Author G. allaire - Ecole Polytechnique
  • Language English
  • Type PDF file (297.31 Ko)
    (Downloadable immediately on receipt of online payment)
  • Number of pages 5
  • Code R-2015-02-06
  • Fee Free

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.