Article ID Journal Published Year Pages File Type
521996 Journal of Computational Physics 2008 22 Pages PDF
Abstract

Traditionally, solving the adjoint equation for unsteady problems involves solving a large, structured linear system. This paper presents a variation on this technique and uses a Monte Carlo linear solver. The Monte Carlo solver yields a forward-time algorithm for solving unsteady adjoint equations. When applied to computing the adjoint associated with Burgers’ equation, the Monte Carlo approach is faster for a large class of problems while preserving sufficient accuracy.

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Physical Sciences and Engineering Computer Science Computer Science Applications
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