2021
DOI: 10.1016/j.jcp.2020.110033
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A parallel-in-time approach for accelerating direct-adjoint studies

Abstract: Parallel-in-time methods are developed to accelerate the direct-adjoint looping procedure. Particularly, we utilize the Paraexp algorithm, previously developed to integrate equations forward in time, to accelerate the direct-adjoint looping that arises from gradient-based optimization. We consider both linear and nonlinear governing equations and exploit the linear, time-varying nature of the adjoint equations. Gains in efficiency are seen across all cases, showing that a Paraexp based parallel-in-time approac… Show more

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Cited by 5 publications
(2 citation statements)
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References 47 publications
(78 reference statements)
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“…Thus, the cost function needs to be rewritten to reflect the discontinuity as follows where is the spine response at snapshot t . The iterative scheme we chose to employ is a gradient-based adjoint approach (Jameson, 1988, or Skene et al, 2021). The adjoint method was chosen, in part, due to its ability to easily and efficiently handle multiple simultaneous optimisation parameters.…”
Section: Methodsmentioning
confidence: 99%
“…Thus, the cost function needs to be rewritten to reflect the discontinuity as follows where is the spine response at snapshot t . The iterative scheme we chose to employ is a gradient-based adjoint approach (Jameson, 1988, or Skene et al, 2021). The adjoint method was chosen, in part, due to its ability to easily and efficiently handle multiple simultaneous optimisation parameters.…”
Section: Methodsmentioning
confidence: 99%
“…Leveraging these techniques enables the construction of algorithms for optimal control which scale well in parallel when increasing the amount of work in the time dimension. Some parallel-in-time approaches for the optimal-control problem (1.1) use the direct-adjoint optimization loop [14,28], where all embedded ivp solves are tackled using time-parallel methods such as pfasst [7] or the well-known Parareal algorithm [20]. Others use the system (1.3); an example is ParaOpt [10], inspired by Parareal.…”
mentioning
confidence: 99%