✦ LIBER ✦

A Monte Carlo method for solving unsteady adjoint equations

✍ Scribed by Qiqi Wang; David Gleich; Amin Saberi; Nasrollah Etemadi; Parviz Moin

Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 548 KB
Volume: 227
Category: Article
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2008.03.006

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✦ Synopsis

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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