A Memory-Efficient Adjoint State Optimization Method Based on Time-Reversible Dynamical Low-Rank Approximation

Abstract

The primary challenge of conducting PDE-constrained optimization for high-dimensional problems, such as kinetic equations, is the often prohibitive memory cost. Computing gradients using the adjoint state method would require the storage of the entire time history of the forward solution. For such problems, where the memory cost for storing a single instance of the forward solution can already be a limiting factor, this is clearly not feasible. In this paper, we propose a memory-efficient adjoint state method that compresses the forward and adjoint solution with a dynamical low-rank approximation (a model order reduction technique) and bypasses the need to store the entire forward solution by employing a time-reversible low-rank integrator. The dynamical low-rank approach introduces a number of challenges: reversibility can fail in the rank-deficient case and the low-rank trajectories can show chaotic behavior. In particular, the latter has a number of important consequences for the optimization problem. We address those challenges and show that our method can drastically reduce the memory requirement for gradient-based optimization of kinetic equations. In particular, we consider two examples from kinetic plasma physics: optimizing beam profiles to suppress a bump-on-tail instability and shaping a particle beam using external electric fields.