A Monte Carlo method for solving unsteady adjoint equations

Qiqi Wang, David F. Gleich, Amin Saberi, Nasrollah Etemadi, Parviz Moin

Abstract: Traditionally, solving the adjoint equation for unsteady problems involves solving a large, structured linear system. This paper presents a variation on this technique and uses a Monte Carlo linear solver. The Monte Carlo solver yields a forward-time algorithm for solving unsteady adjoint equations. When applied to computing the adjoint associated with Burgers’ equation, the Monte Carlo approach is faster for a large class of problems while preserving sufficient accuracy.