Table 1.
Comparison of the different gradient computation methods. The flow eqn. is either linear or non-linear, with P parameters and N state variables.
| Finite differences | Forward sensitivities | Adjoint | |
|---|---|---|---|
| Suitability | Arbitrary | N ≫ P | P ≫ N |
| Cost | (1 + P) flow eqns. | P non-linear sensitivity eqns. + 1 flow eqn. | 1 linear adjoint eqn. + 1 flow eqn. |
| Key steps |
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