Adjoints reverse propagation of information: 1. IVPs induce terminal-value problems; 2. Parallel communication flows the other way. Precise form depends sensitively on the problem: 1. Must be modified whenever PDE, discretisation, parameter, prior, likelihood change. Practical implementation requires checkpointing: 1. Control flow must weave between forward and adjoint solution; 2. Delicately balance memory and disk I/O; 3. Expert knowledge required to make this work on HPC.
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