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.

Available

Elsevier site
A Monte Carlo method for solving the unsteady adjoint equations
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A Monte Carlo method for solving the unsteady adjoint equations

Bibtex

@ARTICLE{wang2008-monte-carlo-for-adjoint,
  author = {Qiqi Wang and David Gleich and Amin Saberi and Nasrollah Etemadi
	and Parviz Moin},
  title = {A Monte Carlo method for solving unsteady adjoint equations},
  journal = {Journal of Computational Physics},
  year = {2008},
  volume = {227},
  pages = {6184--6205},
  number = {12},
  month = {June},
  address = {San Diego, CA, USA},
  doi = {10.1016/j.jcp.2008.03.006},
  issn = {0021-9991},
  publisher = {Academic Press Professional, Inc.}
}