A Comprehensive Study of Adjoint-Based Optimization of Non-Linear Systems with Application to Burgers' Equation

In the context of adjoint-based optimization, nonlinear conservation laws pose significant problems regarding the existence and uniqueness of both direct and adjoint solutions, as well as the well-posedness of the problem for sensitivity analysis and gradient-based optimization algorithms. In this paper we will analyze the convergence of the adjoint equations to known exact solutions of the inviscid Burgers' equation for a variety of numerical schemes. The effect of the non-differentiability of the underlying approximate Riemann solver, complete vs. incomplete differentiation of the discrete schemes and inconsistencies in time advancement will be discussed.Comment: 28 pages, 6 figures, published 10 Jun 201