Discretely Exact Derivatives for Hyperbolic PDE-Constrained Optimization Problems Discretized by the Discontinuous Galerkin Method

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 discontinuousGalerkin (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 This document has been approved for public release; its distribution is unlimited. Lucas C. Wilcox (B) Department of Applied Mathematics, Naval Postgraduate School, Monterey, CA, USA e-mail: [email protected] G. Stadler · T. Bui-Thanh · O. Ghattas Institute for Computational Engineering and Sciences, The University of Texas at Austin, Austin, TX, USA T. Bui-Thanh Department of Aerospace Engineering and Engineering Mechanics, The University of Texas at Austin, Austin, TX, USA O. Ghattas Departments of Mechanical Engineering and Jackson School of Geosciences, The University of Texas at Austin, Austin, TX, USA