Acclaimed mathematician Jesús María Sanz-Serna of the Universidad Carlos III de Madrid in Spain, will present “Sympletic Runge-Kutta schemes for adjoint equations, automatic differentiation, optimal control, and more” at the November 17th Math Seminar. This free event will take place from 11:20 a.m. – 12:20 p.m. in Armitage Hall, Room 123. All are welcome.
Abstract of the talk is as follows:
Sympletic Runge-Katta (RK) schemes were introduced in the 1980s to integrate numerically Hamiltonian systems of differential equations. As it turns out, unbeknownst to the user, sympletic RK schemes implicitly appear in a number of applications, including automatic differentiation, optimal control, etc. The talk explains in very general terms the links between sympletic integration and those application areas.