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arXiv 1503.04021math.NAcs.NAmath.OC
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辛Runge-库塔方案用于伴随方程、自动微分、最优控制等

Symplectic Runge-Kutta schemes for adjoint equations, automatic differentiation, optimal control and more

Universidad Carlos III de Madrid(马德里卡洛斯三世大学)

J. M. Sanz-Serna

AI总结:

本文探讨了辛Runge-库塔方案在保持二次不变量、计算数值灵敏度、最优控制及拉格朗日力学中的作用,揭示其在自动微分和最优控制中的隐含应用。

摘要:

辛Runge-库塔方案能够精确保持系统被积分的二次不变量(运动不变量)。尽管这一特性常被视为一种偶然现象(并非适用于所有不变量),但在计算数值灵敏度、最优控制理论和拉格朗日力学中起着重要作用,如本文所述。本文结合一些新内容,以统一的方式呈现了目前分散或隐含在文献中的若干结果。一些广泛使用的程序,如最优控制理论中的直接方法和通过反向累积计算灵敏度,隐含地涉及了辛分割Runge-库塔方案的整合。

英文摘要:

It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity (it does not hold for arbitrary first integrals), it plays an important role in the computation of numerical sensitivities, optimal control theory and Lagrangian mechanics, as described in this paper, which, together with some new material, presents in a unified way a number of results now scattered or implicit in the literature. Some widely used procedures, such as the direct method in optimal control theory and the computation of sensitivities via reverse accumulation imply "hidden" integrations with symplectic Partitioned Runge-Kutta schemes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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