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arXiv · 2107.11408

Discrete adjoint computations for relaxation Runge-Kutta methods

Mario J. Bencomo·Jesse Chan
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Abstract

Relaxation Runge-Kutta methods reproduce a fully discrete dissipation (or conservation) of entropy for entropy stable semi-discretizations of nonlinear conservation laws. In this paper, we derive the discrete adjoint of relaxation Runge-Kutta schemes, which are applicable to discretize-then-optimize approaches for optimal control problems. Furthermore, we prove that the derived discrete relaxation Runge-Kutta adjoint preserves time-symmetry when applied to linear skew-symmetric systems of ODEs. Numerical experiments verify these theoretical results while demonstrating the importance of appropriately treating the relaxation parameter when computing the discrete adjoint.

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Mario J. Bencomo, Jesse Chan. 2021-07-23. Discrete adjoint computations for relaxation Runge-Kutta methods. https://arxiv.org/abs/2107.11408

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