Automating Steady and Unsteady Adjoints: Efficiently Utilizing Implicit and Algorithmic Differentiation

Abstract: Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to define a general AD rule, making adjoints automatic. Furthermore, we can leverage the structure of differential equations to automate unsteady adjoints in a memory efficient way. We also derive a technique to speed up explicit differential equation solvers, which have no iterative solver to exploit. All of these techniques are demonstrated on problems of various sizes, showing order of magnitude speed-ups with minimal code changes. Thus, we can enable users to easily compute accurate derivatives across complex analyses with internal solvers, or in other words, automate adjoints using a combination of AD and implicit differentiation.