Discretely Exact Derivatives for Hyperbolic PDE-Constrained Optimization Problems Discretized by the Discontinuous Galerkin Method
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  • 作者:Lucas C. Wilcox ; Georg Stadler ; Tan Bui-Thanh…
  • 关键词:Discontinuous Galerkin ; PDE ; constrained optimization ; Discrete adjoints ; Elastic wave equation ; Maxwell’s equations
  • 刊名:Journal of Scientific Computing
  • 出版年:2015
  • 出版时间:April 2015
  • 年:2015
  • 卷:63
  • 期:1
  • 页码:138-162
  • 全文大小:416 KB
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    5. Bui-Thanh, T., Burstedde, C., Ghattas, O., Martin, J., Stadler, G., Wilcox, L.C.: Extreme-scale UQ for Bayesian inverse problems governed by PDEs. In: SC12 Proceedings of the International Conference for High Performance Computing, Networking, Storage and Analysis (2012). doi:10.1109/SC.2012.56
    6. Bui-Thanh, T, Ghattas, O, Martin, J, Stadler, G (2013) A computational framework for infinite-dimensional Bayesian inverse problems part I: the linearized case, with application to global seismic inversion. SIAM J. Sci. Comput. 35: pp. A2494-A2523 CrossRef
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    8. Collis, S.S., Ober, C.C., van Bloemen Waanders, B.G.: Unstructured discontinuous Galerkin for seismic inversion. In: Conference Paper, SEG International Exposition and 80th Annual Meeting (2010)
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  • 刊物类别:Mathematics and Statistics
  • 刊物主题:Mathematics
    Algorithms
    Computational Mathematics and Numerical Analysis
    Applied Mathematics and Computational Methods of Engineering
    Mathematical and Computational Physics
  • 出版者:Springer Netherlands
  • ISSN:1573-7691
文摘
This paper discusses the computation of derivatives for optimization problems governed by linear hyperbolic systems of partial differential equations (PDEs) that are discretized by the discontinuous Galerkin (dG) method. An efficient and accurate computation of these derivatives is important, for instance, in inverse problems and optimal control problems. This computation is usually based on an adjoint PDE system, and the question addressed in this paper is how the discretization of this adjoint system should relate to the dG discretization of the hyperbolic state equation. Adjoint-based derivatives can either be computed before or after discretization; these two options are often referred to as the optimize-then-discretize and discretize-then-optimize approaches. We discuss the relation between these two options for dG discretizations in space and Runge–Kutta time integration. The influence of different dG formulations and of numerical quadrature is discussed. Discretely exact discretizations for several hyperbolic optimization problems are derived, including the advection equation, Maxwell’s equations and the coupled elastic-acoustic wave equation. We find that the discrete adjoint equation inherits a natural dG discretization from the discretization of the state equation and that the expressions for the discretely exact gradient often have to take into account contributions from element faces. For the coupled elastic-acoustic wave equation, the correctness and accuracy of our derivative expressions are illustrated by comparisons with finite difference gradients. The results show that a straightforward discretization of the continuous gradient differs from the discretely exact gradient, and thus is not consistent with the discretized objective. This inconsistency may cause difficulties in the convergence of gradient based algorithms for solving optimization problems.

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