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Efficient Sensitivities for the Spin-up Phase-
incollection
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Area General |
Author(s)
Thomas Kaminski
, Ralf Giering
, Michael Voßbeck
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Published in Automatic Differentiation: Applications, Theory, and Implementations
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Editor(s) H. M. Bücker, G. Corliss, P. Hovland, U. Naumann, B. Norris |
Year 2005 |
Publisher Springer |
Abstract In geosciences, it is common to spin up models by integrating with annually repeated boundary conditions. ad-generated code for evaluating sensitivities of the final cyclo-stationary state with respect to model parameters or boundary conditions usually includes a similar iteration for the derivative statements, possibly with a reduced number of iterations. We evaluate an alternative strategy that first carries out the spin-up, then evaluates the full Jacobian for the final iteration and then applies the implicit function theorem to solve for the sensitivities of the cyclo-stationary state. We demonstrate the benefit of the strategy for the spin-up of a simple box-model of the atmospheric transport. We derive a heuristic inequality for this benefit, which increases with the number of iterations and decreases with the size of the state space. |
Cross-References Bucker2005ADA |
AD Tools TAF |
AD Theory and Techniques Iteration |
BibTeX
@INCOLLECTION{
Kaminski2005ESf,
author = "Thomas Kaminski and Ralf Giering and Michael Vo{\ss}beck",
title = "Efficient Sensitivities for the Spin-up Phase",
editor = "H. M. B{\"u}cker and G. Corliss and P. Hovland and U. Naumann and B.
Norris",
booktitle = "Automatic Differentiation: {A}pplications, Theory, and Implementations",
series = "Lecture Notes in Computational Science and Engineering",
publisher = "Springer",
year = "2005",
abstract = "In geosciences, it is common to spin up models by integrating with annually
repeated boundary conditions. AD-generated code for evaluating sensitivities of the final
cyclo-stationary state with respect to model parameters or boundary conditions usually includes a
similar iteration for the derivative statements, possibly with a reduced number of iterations. We
evaluate an alternative strategy that first carries out the spin-up, then evaluates the full
Jacobian for the final iteration and then applies the implicit function theorem to solve for the
sensitivities of the cyclo-stationary state. We demonstrate the benefit of the strategy for the
spin-up of a simple box-model of the atmospheric transport. We derive a heuristic inequality for
this benefit, which increases with the number of iterations and decreases with the size of the state
space.",
crossref = "Bucker2005ADA",
ad_tools = "TAF",
pages = "285--293",
doi = "10.1007/3-540-28438-9_25",
ad_area = "General",
ad_theotech = "Iteration",
PDF = "http://www.FastOpt.com/papers/kaminskial04b.pdf"
}
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