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173 changes: 173 additions & 0 deletions _sources/acknowledgements.rst.txt
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References and acknowledgements
===============================

Citing tlm_adjoint
------------------

tlm_adjoint is described in

- James R. Maddison, Daniel N. Goldberg, and Benjamin D. Goddard, 'Automated
calculation of higher order partial differential equation constrained
derivative information', SIAM Journal on Scientific Computing, 41(5), pp.
C417--C445, 2019, doi: 10.1137/18M1209465

The automated assembly and linear solver caching applied by tlm_adjoint is
based on the approach described in

- J. R. Maddison and P. E. Farrell, 'Rapid development and adjoining of
transient finite element models', Computer Methods in Applied Mechanics and
Engineering, 276, 95--121, 2014, doi: 10.1016/j.cma.2014.03.010

Checkpointing with tlm_adjoint, and mixed forward restart / non-linear
dependency data schedules defined by the code in
`tlm_adjoint/checkpoint_schedules/mixed.py
<autoapi/tlm_adjoint/checkpoint_schedules/mixed/index.html>`_, are described in

- James R. Maddison, 'On the implementation of checkpointing with high-level
algorithmic differentiation', https://arxiv.org/abs/2305.09568v1, 2023

References
----------

dolfin-adjoint
``````````````

tlm_adjoint implements high-level algorithmic differentiation using an
approach based on that used by dolfin-adjoint, described in

- P. E. Farrell, D. A. Ham, S. W. Funke, and M. E. Rognes, 'Automated
derivation of the adjoint of high-level transient finite element programs',
SIAM Journal on Scientific Computing 35(4), pp. C369--C393, 2013,
doi: 10.1137/120873558

tlm_adjoint was developed from a custom extension to dolfin-adjoint.

Taylor remainder convergence testing
````````````````````````````````````

The functions in `tlm_adjoint/verification.py
<autoapi/tlm_adjoint/verification/index.html>`_ implement Taylor remainder
convergence testing using the approach described in

- P. E. Farrell, D. A. Ham, S. W. Funke, and M. E. Rognes, 'Automated
derivation of the adjoint of high-level transient finite element programs',
SIAM Journal on Scientific Computing 35(4), pp. C369--C393, 2013,
doi: 10.1137/120873558

Solving eigenproblems with SLEPc
````````````````````````````````

The `eigendecompose` function in `tlm_adjoint/eigendecomposition.py
<autoapi/tlm_adjoint/eigendecomposition/index.html>`_ was originally developed
by loosely following the slepc4py 3.6.0 demo demo/ex3.py. slepc4py 3.6.0
license information follows.

.. code-block:: text
=========================
LICENSE: SLEPc for Python
=========================
:Author: Lisandro Dalcin
:Contact: [email protected]
Copyright (c) 2015, Lisandro Dalcin.
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions
are met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDER AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
Differentiating fixed-point problems
````````````````````````````````````

The `FixedPointSolver` class in `tlm_adjoint/fixed_point.py
<autoapi/tlm_adjoint/fixed_point/index.html>`_ derives tangent-linear and
adjoint information using the approach described in

- Jean Charles Gilbert, 'Automatic differentiation and iterative processes',
Optimization Methods and Software, 1(1), pp. 13--21, 1992,
doi: 10.1080/10556789208805503
- Bruce Christianson, 'Reverse accumulation and attractive fixed points',
Optimization Methods and Software, 3(4), pp. 311--326, 1994,
doi: 10.1080/10556789408805572

Binomial checkpointing
``````````````````````

The `MultistageCheckpointSchedule` class in
`tlm_adjoint/checkpoint_schedules/binomial.py
<autoapi/tlm_adjoint/checkpoint_schedules/binomial/index.html>`_ implements the
binomial checkpointing strategy described in

- Andreas Griewank and Andrea Walther, 'Algorithm 799: revolve: an
implementation of checkpointing for the reverse or adjoint mode of
computational differentiation', ACM Transactions on Mathematical Software,
26(1), pp. 19--45, 2000, doi: 10.1145/347837.347846

The `MultistageCheckpointSchedule` class determines a memory/disk storage
distribution using an initial run of the checkpoint schedule, leading to a
distribution equivalent to that in

- Philipp Stumm and Andrea Walther, 'MultiStage approaches for optimal offline
checkpointing', SIAM Journal on Scientific Computing, 31(3), pp. 1946--1967,
2009, doi: 10.1137/080718036

The `TwoLevelCheckpointSchedule` class in
`tlm_adjoint/checkpoint_schedules/binomial.py
<autoapi/tlm_adjoint/checkpoint_schedules/binomial/index.html>`_ implements the
two-level mixed periodic/binomial checkpointing approach described in

- Gavin J. Pringle, Daniel C. Jones, Sudipta Goswami, Sri Hari Krishna
Narayanan, and Daniel Goldberg, 'Providing the ARCHER community with adjoint
modelling tools for high-performance oceanographic and cryospheric
computation', version 1.1, EPCC, 2016

and in the supporting information for

- D. N. Goldberg, T. A. Smith, S. H. K. Narayanan, P. Heimbach, and M.
Morlighem,, 'Bathymetric influences on Antarctic ice-shelf melt rates',
Journal of Geophysical Research: Oceans, 125(11), e2020JC016370, 2020,
doi: 10.1029/2020JC016370

L-BFGS
``````

The file `tlm_adjoint/optimization.py
<autoapi/tlm_adjoint/optimization/index.html>`_ includes an implementation of
the L-BFGS algorithm, described in

- Jorge Nocedal and Stephen J. Wright, 'Numerical optimization', Springer, New
York, NY, 2006, Second edition, doi: 10.1007/978-0-387-40065-5
- Richard H. Byrd, Peihuang Lu, and Jorge Nocedal, and Ciyou Zhu, 'A limited
memory algorithm for bound constrained optimization', SIAM Journal on
Scientific Computing, 16(5), 1190--1208, 1995, doi: 10.1137/0916069

Funding
-------

Early development work leading to tlm_adjoint was conducted as part of a U.K.
Natural Environment Research Council funded project (NE/L005166/1). Further
development has been conducted as part of a U.K. Engineering and Physical
Sciences Research Council funded project (EP/R021600/1) and a Natural
Environment Research Council funded project (NE/T001607/1).
197 changes: 197 additions & 0 deletions _sources/autoapi/tlm_adjoint/adjoint/index.rst.txt
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:orphan:

:py:mod:`tlm_adjoint.adjoint`
=============================

.. py:module:: tlm_adjoint.adjoint
Module Contents
---------------

.. py:class:: AdjointRHS(x)
The right-hand-side of an adjoint equation, for an adjoint variable
associated with an equation solving for a forward variable `x`.

:arg x: The forward variable.

.. py:method:: b(*, copy=False)
Return the right-hand-side, as a variable.

:arg copy: If `True` then a copy of the internal variable storing the
right-hand-side value is returned. If `False` the internal variable
itself is returned.
:returns: A variable storing the right-hand-side value.


.. py:method:: initialize()
Allocate an internal variable to store the right-hand-side.
Typically need not be called manually.


.. py:method:: sub(b)
Subtract a term from the right-hand-side.

:arg b: The term to subtract.
:func:`.subtract_adjoint_derivative_action` is used to subtract the
term.


.. py:method:: is_empty()
Return whether the right-hand-side is 'empty', meaning that the
:meth:`.AdjointRHS.initialize` method has not been called.

:returns: `True` if the :meth:`.AdjointRHS.initialize` method has not
been called, and `False` otherwise.



.. py:class:: AdjointEquationRHS(eq)
The right-hand-side of an adjoint equation, for adjoint variables
associated with an equation solving for multiple forward variables `X`.

Multiple :class:`.AdjointRHS` objects. The :class:`.AdjointRHS` objects may
be accessed by index, e.g.

.. code-block:: python
adj_eq_rhs = AdjointEquationRHS(eq)
adj_rhs = adj_eq_rhs[m]
:arg eq: An :class:`.Equation`. `eq.X()` defines the forward variables.

.. py:method:: b(*, copy=False)
For the case where there is a single forward variable, return a
variable associated with the right-hand-side.

:arg copy: If `True` then a copy of the internal variable storing the
right-hand-side value is returned. If `False` the internal variable
itself is returned.
:returns: A variable storing the right-hand-side value.


.. py:method:: B(*, copy=False)
Return variables associated with the right-hand-sides.

:arg copy: If `True` then copies of the internal variables storing the
right-hand-side values are returned. If `False` the internal
variables themselves are returned.
:returns: A :class:`tuple` of variables storing the right-hand-side
values.


.. py:method:: is_empty()
Return whether all of the :class:`.AdjointRHS` objects are 'empty',
meaning that the :meth:`.AdjointRHS.initialize` method has not been
called for any :class:`.AdjointRHS`.

:returns: `True` if the :meth:`.AdjointRHS.initialize` method has not
been called for any :class:`.AdjointRHS`, and `False` otherwise.



.. py:class:: AdjointBlockRHS(block)
The right-hand-side of multiple adjoint equations.

Multiple :class:`.AdjointEquationRHS` objects. The
:class:`.AdjointEquationRHS` objects may be accessed by index, e.g.

.. code-block:: python
adj_block_rhs = AdjointBlockRHS(block)
adj_eq_rhs = adj_block_rhs[k]
:class:`.AdjointRHS` objects may be accessed e.g.

.. code-block:: python
adj_rhs = adj_block_rhs[(k, m)]
:arg block: A :class:`Sequence` of :class:`.Equation` objects.

.. py:method:: pop()
Remove and return the last :class:`.AdjointEquationRHS` in the
:class:`.AdjointBlockRHS`.

:returns: A :class:`tuple` `(n, B)`. `B` is the removed
:class:`.AdjointEquationRHS`, associated with block `n`.


.. py:method:: is_empty()
Return whether there are no :class:`.AdjointEquationRHS` objects in
the :class:`.AdjointBlockRHS`.

:returns: `True` if there are no :class:`.AdjointEquationRHS` objects
in the :class:`.AdjointBlockRHS`, and `False` otherwise.



.. py:class:: AdjointModelRHS(blocks)
The right-hand-side of multiple blocks of adjoint equations.

Multiple :class:`.AdjointBlockRHS` objects. The :class:`.AdjointBlockRHS`
objects may be accessed by index, e.g.

.. code-block:: python
adj_model_rhs = AdjointModelRHS(block)
adj_block_rhs = adj_block_rhs[p]
:class:`.AdjointEquationRHS` objects may be accessed e.g.

.. code-block:: python
adj_eq_rhs = adj_block_rhs[(p, k)]
:class:`.AdjointRHS` objects may be accessed e.g.

.. code-block:: python
adj_rhs = adj_block_rhs[(p, k, m)]
If the last block of adjoint equations contains no equations then it is
automatically removed from the :class:`.AdjointModelRHS`.

:arg blocks: A :class:`Sequence` of :class:`Sequence` objects each
containing :class:`.Equation` objects, or a :class:`Mapping` with items
`(index, block)` where `index` is an :class:`int` and `block` a
:class:`Sequence` of :class:`.Equation` objects. In the latter case
blocks are ordered by `index`.

.. py:method:: pop()
Remove and return the last :class:`.AdjointEquationRHS` in the last
:class:`.AdjointBlockRHS` in the :class:`.AdjointModelRHS`.

:returns: A :class:`tuple` `((n, i), B)`. `B` is the removed
:class:`.AdjointEquationRHS`, associated with equation `i` in block
`n`.


.. py:method:: is_empty()
Return whether there are no :class:`.AdjointBlockRHS` objects in the
:class:`.AdjointModelRHS`.

:returns: `True` if there are no :class:`.AdjointBlockRHS` objects in
the :class:`.AdjointModelRHS`, and `False` otherwise.



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