Exact vs approximate second-order derivatives in vertically-integrated ice sheet models

Abstract

Second order derivatives of model outputs with respect to input parameters are key to several applications in ice sheet modelling. For example, the ability to compute Hessian-vector products broadens the list of available optimisation methods, and facilitates certain kinds of parametric uncertainty quantification. Some modern ice sheet models are built on frameworks supporting algorithmic differentiation (AD), allowing for the computation of higher order derivatives with relative ease. However, many of our most widely-used models are not. A natural alternative might be to follow common practise in first order gradient computation and construct an approximate second-order adjoint model at the PDE level, which neglects the nonlinear dependence of ice viscosity on velocity. Here, we present such a model for the shallow-stream approximation allowing one to compute approximate second-order derivatives, and compare with full second-order derivates found using AD. We find that this produces Hessian-vector products that are superficially similar to those computed via AD. However, an analysis of the spectral decomposition of the Hessians calculated in each way reveals that the subspaces spanned by their eigenvectors diverge after the leading 4 modes, though divergence does not accelerate after this. We conclude that the utility of the approximate Hessian is case-dependent, and a full Hessian, likely computed using AD, should be used where high fidelity is required above very low rank.