CFD Newton Solvers with EliAD, An Elimination Automatic
Differentiation Tool
Shaun A Forth & Mohamed
Tadjouddine
Published in
Computational Fluid Dynamics 2002, Proceedings of The Second International
Conference on Computational Fluid Dynamics, ICCFD, Sydney, Australia,
15-19 July, 2002 Springer 2003, pp 134-139, ISBN 3-540-00793-3
Abstract
We present a matrix interpretation of standard forward and reverse
modes of automatic differentiation (AD) in terms of forward- and
back-substitution of the extended Jacobian system. We then show how
efficiency improvements for Jacobian calculation are achieved by performing
Gaussian elimination on the extended Jacobian. We introduce the EliAD
tool, developed to enable such elimination AD and present results demonstrating
significant run-time improvements both for individual finite-volume flux
Jacobian calculations and for a 2-D parabolised Navier-Stokes (PNS) flow
solver.
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