Adjoint-Based Methodology for Time-Dependent Optimization

This paper presents a discrete adjoint method for a broad class of time-dependent optimization problems. The time-dependent adjoint equations are derived in terms of the discrete residual of an arbitrary finite volume scheme which approximates unsteady conservation law equations. Although only the 2-D unsteady Euler equations are considered in the present analysis, this time-dependent adjoint method is applicable to the 3-D unsteady Reynolds-averaged Navier-Stokes equations with minor modifications. The discrete adjoint operators involving the derivatives of the discrete residual and the cost functional with respect to the flow variables are computed using a complex-variable approach, which provides discrete consistency and drastically reduces the implementation and debugging cycle. The implementation of the time-dependent adjoint method is validated by comparing the sensitivity derivative with that obtained by forward mode differentiation. Our numerical results show that O(10) optimization iterations of the steepest descent method are needed to reduce the objective functional by 3-6 orders of magnitude for test problems considered

Theoretical analysis and experimental validation of volume bias of soft Dice optimized segmentation maps in the context of inherent uncertainty

The clinical interest is often to measure the volume of a structure, which is typically derived from a segmentation. In order to evaluate and compare segmentation methods, the similarity between a segmentation and a predefined ground truth is measured using popular discrete metrics, such as the Dice score. Recent segmentation methods use a differentiable surrogate metric, such as soft Dice, as part of the loss function during the learning phase. In this work, we first briefly describe how to derive volume estimates from a segmentation that is, potentially, inherently uncertain or ambiguous. This is followed by a theoretical analysis and an experimental validation linking the inherent uncertainty to common loss functions for training CNNs, namely cross-entropy and soft Dice. We find that, even though soft Dice optimization leads to an improved performance with respect to the Dice score and other measures, it may introduce a volume bias for tasks with high inherent uncertainty. These findings indicate some of the method's clinical limitations and suggest doing a closer ad-hoc volume analysis with an optional re-calibration step.Comment: 18 pages, 7 figures, 3 tables, published in Elsevier Medical Image Analysis (2021

Space-time adaptive solution of inverse problems with the discrete adjoint method

Adaptivity in both space and time has become the norm for solving problems modeled by partial differential equations. The size of the discretized problem makes uniformly refined grids computationally prohibitive. Adaptive refinement of meshes and time steps allows to capture the phenomena of interest while keeping the cost of a simulation tractable on the current hardware. Many fields in science and engineering require the solution of inverse problems where parameters for a given model are estimated based on available measurement information. In contrast to forward (regular) simulations, inverse problems have not extensively benefited from the adaptive solver technology. Previous research in inverse problems has focused mainly on the continuous approach to calculate sensitivities, and has typically employed fixed time and space meshes in the solution process. Inverse problem solvers that make exclusive use of uniform or static meshes avoid complications such as the differentiation of mesh motion equations, or inconsistencies in the sensitivity equations between subdomains with different refinement levels. However, this comes at the cost of low computational efficiency. More efficient computations are possible through judicious use of adaptive mesh refinement, adaptive time steps, and the discrete adjoint method. This paper develops a framework for the construction and analysis of discrete adjoint sensitivities in the context of time dependent, adaptive grid, adaptive step models. Discrete adjoints are attractive in practice since they can be generated with low effort using automatic differentiation. However, this approach brings several important challenges. The adjoint of the forward numerical scheme may be inconsistent with the continuous adjoint equations. A reduction in accuracy of the discrete adjoint sensitivities may appear due to the intergrid transfer operators. Moreover, the optimization algorithm may need to accommodate state and gradient vectors whose dimensions change between iterations. This work shows that several of these potential issues can be avoided for the discontinuous Galerkin (DG) method. The adjoint model development is considerably simplified by decoupling the adaptive mesh refinement mechanism from the forward model solver, and by selectively applying automatic differentiation on individual algorithms. In forward models discontinuous Galerkin discretizations can efficiently handle high orders of accuracy, $h/p$-refinement, and parallel computation. The analysis reveals that this approach, paired with Runge Kutta time stepping, is well suited for the adaptive solutions of inverse problems. The usefulness of discrete discontinuous Galerkin adjoints is illustrated on a two-dimensional adaptive data assimilation problem

Introducing the sequential linear programming level-set method for topology optimization

The authors would like to thank Numerical Analysis Group at the Rutherford Appleton Laboratory for their FORTRAN HSL packages (HSL, a collection of Fortran codes for large-scale scientific computation. See http://www.hsl.rl.ac.uk/). Dr H Alicia Kim acknowledges the support from Engineering and Physical Sciences Research Council, grant number EP/M002322/1Peer reviewedPublisher PD