On the Properties of Runge-Kutta Discrete Adjoints
نویسنده
چکیده
In this paper we analyze the consistency and stability properties of Runge-Kutta discrete adjoints. Discrete adjoints are very popular in optimization and control since they can be constructed automatically by reverse mode automatic differentiation. The consistency analysis uses the concept of elementary differentials and reveals that the discrete Runge-Kutta adjoint method has the same order of accuracy as the original, forward method. A singular perturbation analysis reveals that discrete adjoints of stiff Runge-Kutta methods are well suited for stiff problems.
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