STUDY ON THE ADJOINT METHOD IN DATA ASSIMILATION AND THE RELATED PROBLEMS

It is not reasonable that one can only use the adjoint of model in data assimilation. The simulated numerical experiment shows that for the tidal model, the result of the adjoint of equation is almost the same as that of the adjoint of model: the averaged absolute difference of the amplitude between observations and simulation is less than 5.0 cm and that of the phase-lag is less than 5.0°. The results are both in good agreement with the observed M2 tide in the Bohai Sea and the Yellow Sea. For comparison, the traditional methods also have been used to simulate M2 tide in the Bohai Sea and the Yellow Sea. The initial guess values of the boundary conditions are given first, and then are adjusted to acquire the simulated results that are as close as possible to the observations. As the boundary conditions contain 72 values, which should be adjusted and how to adjust them can only be partially solved by adjusting them many times. The satisfied results are hard to acquire even gigantic efforts are done. Here, the automation of the treatment of the open boundary conditions is realized. The method is unique and superior to the traditional methods. It is emphasized that if the adjoint of equation is used, tedious and complicated mathematical deduction can be avoided. Therefore the adjoint of equation should attract much attention.

Multi-objective optimization strategies using adjoint method and game theory in aerodynamics

There are currently three different game strategies originated in economics： （1） Cooperative games （Pareto front）, （2） Competitive games （Nash game） and （3） Hierarchical games （Stackelberg game）. Each game achieves different equilibria with different performance, and their players play different roles in the games. Here, we introduced game concept into aerodynamic design, and combined it with adjoint method to solve multi- criteria aerodynamic optimization problems. The performance distinction of the equilibria of these three game strategies was investigated by numerical experiments. We computed Pareto front, Nash and Stackelberg equilibria of the same optimization problem with two conflicting and hierarchical targets under different parameterizations by using the deterministic optimization method. The numerical results show clearly that all the equilibria solutions are inferior to the Pareto front. Non-dominated Pareto front solutions are obtained, however the CPU cost to capture a set of solutions makes the Pareto front an expensive tool to the designer.

An Application of the Adjoint Method to a Statistical-Dynamical Tropical-Cyclone Prediction Model （SD-90）Ⅱ：Real Tropical Cyclone Cases

In the first paper in this series, a variational data assimilation of ideal tropical cyclone （TC） tracks was performed for the statistical-dynamical prediction model SD-90 by the adjoint method, and a prediction of TC tracks was made with good accuracy for tracks containing no sharp turns. In the present paper, the cases of real TC tracks are studied. Due to the complexity of TC motion, attention is paid to the diagnostic research of TC motion. First, five TC tracks are studied. Using the data of each entire TC track, by the adjoint method, five TC tracks are fitted well, and the forces acting on the TCs are retrieved. For a given TC, the distribution of the resultant of the retrieved force and Coriolis force well matches the corresponding TC track, i.e., when a TC turns, the resultant of the retrieved force and Coriolis force acts as a centripetal force, which means that the TC indeed moves like a particle; in particular, for TC 9911, the clockwise looping motion is also fitted well. And the distribution of the resultant appears to be periodic in some cases. Then, the present method is carried out for a portion of the track data for TC 9804, which indicates that when the amount of data for a TC track is sufficient, the algorithm is stable. And finally, the same algorithm is implemented for TCs with a double-eyewall structure, namely Bilis （2000） and Winnie （1997）, and the results prove the applicability of the algorithm to TCs with complicated mesoscale structures if the TC track data are obtained every three hours.

Design optimization of unsteady airfoils with continuous adjoint method

In this paper, a new unsteady aerodynamic design method is presented based on the Navier-Stokes equations and a continuous adjoint approach. A basic framework of time-accurate unsteady airfoil optimization which adopts time-averaged aerodynamic coefficients as objective functions is presented. The time-accurate continuous adjoint equation and its boundary conditions are derived. The flow field and the adjoint equation are simulated numerically by the finite volume method （FVM）. Feasibility and accuracy of the approach are perfectly validated by the design optimization results of the plunging NACA0012 airfoil.

Highly-Efficient Aerodynamic Optimal Design of Rotor Airfoil Using Viscous Adjoint Method

In order to overcome the efficiency problem of the conventional gradient-based optimal design method,a highly-efficient viscous adjoint-based RANS equations method is applied to the aerodynamic optimal design of hovering rotor airfoil.The C-shaped body-fitted mesh is firstly automatically generated around the airfoil by solving the Poisson equations,and the Navier-Stokes(N-S)equations combined with Spalart-Allmaras(S-A)one-equation turbulence model are used as the governing equations to acquire the reliable flowfield variables.Then,according to multi-constrained characteristics of the optimization of high lift/drag ratio for hovering rotor airfoil,its corresponding adjoint equations,boundary conditions and gradient expressions are newly derived.On these bases,two representative rotor airfoils,NACA0012 airfoil and SC1095 airfoil,are selected as numerical examples to optimize their synthesized aerodynamic characteristics about lift/drag ratio in hover,and better aerodynamic performance of optimal airfoils are obtained compared with the baseline.Furthermore,the new designed rotor with the optimized rotor airfoil has better hover aerodynamic characteristics compared with the baseline rotor.In contrast to the baseline airfoils optimized by the finite difference method,it is demonstrated that the adjoint optimal algorithm itself is practical and highly-efficient for the aerodynamic optimization of hover rotor airfoil.

Numerical study on spatially varying control parameters of a marine ecosystem dynamical model with adjoint method

Based on the simulation of a marine ecosystem dynamical model in the Bohai Sea, the Yellow Sea and the East China Sea, chlorophyll data are assimilated to study the spatially varying control parameters （CPs） by using the adjoint method. In this study, the CPs at some grid points are selected as the independent CPs, while the CPs at other grid points can be obtained through linear interpolation with the independent CPs. The independent CPs are uniformly selected from each 30′ × 30′area, and we confirm that the optimal influence radius is 1.2° by a twin experiment. In the following experiments, when only the maximum growth rate of phytoplankton （Vm） is estimated by two given types of spatially varying CPs, the mean relative errors of Vm are 1.22% and 0.94% while the decrease rates of the mean error of chlorophyll in the surface are 94.6% and 95.8%, respectively. When the other four CPs are estimated respectively, the results are also satisfactory, which indicates that the adjoint method has a strong ability of optimizing the prescribed CP with spatial variations. However, when all these five most important CPs are estimated simultaneously, the collocation of the changing trend of each parameter influences the estimation results remarkably. Only when the collocation of the changing trend of each parameter is consistent with the ecological mechanisms which influence the growth of the phytoplankton in marine ecosystem, could the five most important CPs be estimated more accurately.

STUDY ON THE ADJOINT METHOD IN DATA ASSIMILATION AND THE RELATED PROBLEMS

It is not reasonable that one can only use the adjoint of model in data assimilation. The simulated numerical experiment shows that for the tidal model, the result of the adjoint of equation is almost the same as that of the adjoint of model: the averaged absolute difference of the amplitude between observations and simulation is less than 5.0 cm and that of the phase-lag is less than 5.0°. The results are both in good agreement with the observed M2 tide in the Bohai Sea and the Yellow Sea. For comparison, the traditional methods also have been used to simulate M2 tide in the Bohai Sea and the Yellow Sea. The initial guess values of the boundary conditions are given first, and then are adjusted to acquire the simulated results that are as close as possible to the observations. As the boundary conditions contain 72 values, which should be adjusted and how to adjust them can only be partially solved by adjusting them many times. The satisfied results are hard to acquire even gigantic efforts are done. Here, the automation of the treatment of the open boundary conditions is realized. The method is unique and superior to the traditional methods. It is emphasized that if the adjoint of equation is used, tedious and complicated mathematical deduction can be avoided. Therefore the adjoint of equation should attract much attention.

Adjoint Method-Based Algorithm for Calculating the Relative Dispersion Ratio in a Hydrodynamic System

Relative dispersion ratio(RDR)can be used to quantify the deviation behavior of a water parcel’s trajectory caused by a disturbance in a hydrodynamic system.It can be calculated by using a standard method for determining relative dispersion(RD),which accounts for the growth of the deviation of a cluster of particles from a specific initial time.However,the standard method for computing RD is time consuming.It involves numerous computations on tracing many water parcels.In this study,a new method based on the adjoint method is proposed to acquire a series of RDR fields in one round of tracing.Through this method,the continuous variation in the RDR corresponding to a time series of the disturbance time t can be obtained.The consistency and efficiency of the new method are compared with those of the standard method by applying it to a double-gyre flow and an unsteady Arnold-Beltrami-Childress flow field.Results show that the two methods have good consistency in a finite time span.The new method has a notable speedup for evaluating the RDR at multiple t.

Numerical study on the spatially varying drag coefficient in simulation of storm surges employing the adjoint method

From the simulation of storm surges resulting from Typhoons 7203 and 8509 in the Bohai Sea, Yellow Sea and East China Sea, water level data at tide stations are assimilated into a two-dimensional storm surge model, to study the spatially varying drag coefficient (DC) by employing the adjoint method. In this study, the DC at some grid points is uniformly selected as the independent DC, while the DC at other grid points is obtained through linear interpolation of the independent DC. The DC at independent points is optimized by employing the adjoint assimilation method, and global optimization is achieved by optimizing the independent DC. To demonstrate the method's performance, three comparative experiments are carried out. In the first experiment, the DC is treated as a constant. In the second and third experiments, the DC is derived using an empirical formula. Comparing the experimental results, it is found that the simulation accuracy for both Typhoons 7203 and 8509 increases greatly when optimizing the independent DC. However, the number of independent points makes no great difference to the precision of simulation. Moreover, the DC inverted from Typhoons 7203 and 8509 differs in some sea areas because of the different typhoon tracks. However, the spatial distribution of the inverted DC, for both Typhoons 7203 and 8509, demonstrates a clear effect of the DC on the storm surge modeling near the coastal areas where the DC is highest or lowest.

Inversion Study on Pollutant Discharges in the Bohai Sea with the Adjoint Method

The adjoint method is presented which could be used to estimate the time-varying contamination concentration(CC) from pollution source(PS). Then the pollutant flux is calculated. In order to guarantee the continuity of pollutant distribution and make the calculated results more accurate, the independent point(IP) scheme is proposed. The contamination concentrations(CCs) at some time steps are selected as the independent points(IPs), and only CCs at these IPs are optimized while CCs at other points are calculated through linear interpolation of the independent CCs. In twin numerical experiments, all the given distributions are successfully inverted with the adjoint method. The cost functions and the mean absolute errors(MAEs) in concentrations and pollutant fluxes decrease greatly after assimilation, and the cost functions are reduced by about 5 orders of magnitude compared with their initial values. The results indicate that the adjoint method is computationally efficient to recover CCs from PS. It is easier to invert the given distribution which is less complex. The inversion efficiency with IP scheme is raised compared to that without this scheme. The IP scheme is significant for the inversion result, in which appropriate IP number could yield better inversion results. More work will be done to apply this method to real experiment.

Deep Time Reconstructions of Internal Earth Structure with the Adjoint Method

The adjoint method is a powerful tool to obtain gradient information in a computational model relative to unknown model parameters,allowing one to solve inverse problems where analytical solutions are not available or the cost to determine prohibitive.

Theoretical framework for geoacoustic inversion by adjoint method

Traditional geoacoustic inversions are generally solved by matched-field processing in combination with metaheuristic global searching algorithms which usually need massive computations. This paper proposes a new physical framework for geoacoustic retrievals. A parabolic approximation of wave equation with non-local boundary condition is used as the forward propagation model. The expressions of the corresponding tangent linear model and the adjoint operator are derived, respectively, by variational method. The analytical expressions for the gradient of the cost function with respect to the control variables can be formulated by the adjoint operator, which in turn can be used for optimization by the gradient-based method.

Effect of constant eddy viscosity assumption on optimization using a discrete adjoint method

This paper presents a thorough study of the effect of the Constant Eddy Viscosity(CEV)assumption on the optimization of a discrete adjoint-based design optimization system.First,the algorithms of the adjoint methods with and without the CEV assumption are presented,followed by a discussion of the two methods’solution stability.Second,the sensitivity accuracy,adjoint solution stability,and Root Mean Square(RMS)residual convergence rates at both design and offdesign operating points are compared between the CEV and full viscosity adjoint methods in detail.Finally,a multi-point steady aerodynamic and a multi-objective unsteady aerodynamic and aeroelastic coupled design optimizations are performed to study the impact of the CEV assumption on optimization.Two gradient-based optimizers,the Sequential Least-Square Quadratic Programming(SLSQP)method and Steepest Descent Method(SDM)are respectively used to draw a firm conclusion.The results from the transonic NASA Rotor 67 show that the CEV assumption can deteriorate RMS residual convergence rates and even lead to solution instability,especially at a near stall point.Compared with the steady cases,the effect of the CEV assumption on unsteady sensitivity accuracy is much stronger.Nevertheless,the CEV adjoint solver is still capable of achieving optimization goals to some extent,particularly if the flow under consideration is benign.

Inverse design of digital nanophotonic devices using the adjoint method

A high-efficiency inverse design of"digital"subwavelength nanophotonic devices using the adjoint method is proposed.We design a single-mode 3dB power divider and a dual-mode demultiplexer to demonstrate the efficiency of the proposed inverse design approach,called the digitized adjoint method,for single-and dual-object optimization,respectively.The optimization comprises three stages:1)continuous variation for an"analog"pattern;2)forced permittivity biasing for a"quasi-digital"pattern;and 3)a multilevel digital pattern.Compared with the conventional brute-force method,the proposed method can improve design efficiency by about five times,and the performance optimization can reach approximately the same level.The method takes advantages of adjoint sensitivity analysis and digital subwavelength structure and creates a new way for the efficient and high-performance design of compact digital subwavelength nanophotonic devices,which could overcome the efficiency bottleneck of the brute-force method,which is restricted by the number of pixels of a digital pattern,and improve the device performance by extending a conventional binary pattern to a multilevel one.

Nonlinear uncertainty quantification of the impact of geometric variability on compressor performance using an adjoint method

Manufactured blades are inevitably different from their design intent,which leads to a deviation of the performance from the intended value.To quantify the associated performance uncertainty,many approaches have been developed.The traditional Monte Carlo method based on a Computational Fluid Dynamics solver(MC-CFD)for a three-dimensional compressor is prohibitively expensive.Existing alternatives to the MC-CFD,such as surrogate models and secondorder derivatives based on the adjoint method,can greatly reduce the computational cost.Nevertheless,they will encounter’the curse of dimensionality’except for the linear model based on the adjoint gradient(called MC-adj-linear).However,the MC-adj-linear model neglects the nonlinearity of the performance function.In this work,an improved method is proposed to circumvent the lowaccuracy problem of the MC-adj-linear without incurring the high cost of other alternative models.The method is applied to the study of the aerodynamic performance of an annular transonic compressor cascade,subject to prescribed geometric variability with industrial relevance.It is found that the proposed method achieves a significant accuracy improvement over the MC-adj-linear with low computational cost,showing the great potential for fast uncertainty quantification.

Receptivity and structural sensitivity study of the wide vaneless diffuser flow with adjoint method

The stability of the flow in the vaneless diffuser of a centrifugal compressor is studied with the linear theory. The characteristics of direct and adjoint perturbation modes are investigated,and the receptivity of the instability mode to momentum forcing or mass injection is identified based on the adjoint modes. Analysis shows that the perturbation with the largest amplitude is located at the outlet of the vaneless diffuser, while the highest-receptivity region is located in the middle of the vaneless diffuser along the radial direction. The large difference between the direct and adjoint modes indicates that the instability mechanism cannot be identified from a study of either eigenmode separately. Therefore, the structural sensitivity analysis is adopted to study the feedback of the instability mode. The structural sensitivity of the eigenvalue which is proportional to the perturbation pressure and velocity is used to explain the mechanism of flow control for the vaneless diffuser.

ADJOINT METHOD OF PARAMETER IDENTIFICATION FOR SOME NON LINEAR REACTION DIFFUSION SYSTEMS

This paper deals with the problem of determining two unknown parameters of some nonlinear reaction diffusion models. These reaction diffusion models are derived from applications in the groundwater flow transport, environmental sciences, gas dynamics, heat and mass transfer, industrial automatization and some other engineering technological fields. The adjoint method based on the variational principle is a relatively new optimal control method. It is used in the identification of the unknown diffusion coefficient, and some coefficients of the nonlinear sink or source terms in these systems. At first, the problem is transferred into an optimization problem of minimizing a functional, and the adjoint equations of the governing equations are derived from the adjoint method. Then, the formulas are given to calculate the gradient of the objective function with respect to the couple of unknown parameters. At last, an iterative gradient based optimization algorithm is presented for solving the optimization problem. A numerical example is offered in the end. It shows the effectiveness of the proposed approach.

Aerodynamic design optimization by using a continuous adjoint method

This paper presents the fundamentals of a continuous adjoint method and the applications of this method to the aerodynamic design optimization of both external and internal flows.General formulation of the continuous adjoint equations and the corresponding boundary conditions are derived.With the adjoint method,the complete gradient information needed in the design optimization can be obtained by solving the governing flow equations and the corresponding adjoint equations only once for each cost function,regardless of the number of design parameters.An inverse design of airfoil is firstly performed to study the accuracy of the adjoint gradient and the effectiveness of the adjoint method as an inverse design method.Then the method is used to perform a series of single and multiple point design optimization problems involving the drag reduction of airfoil,wing,and wing-body configuration,and the aerodynamic performance improvement of turbine and compressor blade rows.The results demonstrate that the continuous adjoint method can efficiently and significantly improve the aerodynamic performance of the design in a shape optimization problem.

ADJOINT OPERATOR METHOD AND NORMAL FORMS OF HIGHER ORDER FOR NONLINEAR DYNAMICAL SYSTEM

Normal form theory is a very effective method when we study degenerate bifurcations of nonlinear dynamical systems. In this paper by using adjoint operator method, normal forms of order 3 and 4 for nonlinear dynamical system with nilpotent linear part and Z(2)-asymmetry are computed. According to normal forms obtained, universal unfoldings for some degenerate bifurcation cases of codimension 3 and simple global characterizations, are studied.

Adjoint Method for an Inverse Problem of CCPF Model

The problem for determining the exchange rate function of 2D CCPF model by measurements on the partial boundary is considered and solved as one PDE-constraint optimization problem. The optimal variant is the minimum of a cost functional that quantifies the difference between the measurements and the exact solutions. Gradientbased algorithm is used to solve this optimization problem. At each step, the derivative of the cost functional with respect to the exchange rate function is calculated and only one forward solution and one adjoint solution are needed. One method based on the adjoint equation is developed and implemented. Numerical examples show the efficiency of the adjoint method.