Closed HoshiSora-95 closed 1 year ago
Suggestion derivation mistake on ODE adjoints
Identification Notes 11
Correction
$$ \int{t{0}}^{T}\lambda^{\ast}\left(s^{\prime}-f{u}s-f{p}\right)dt =\int{t{0}}^{T}\lambda^{\ast}s^{\prime}dt-\int{t{0}}^{T}\lambda^{\ast}\left(f{u}s-f{p}\right)dt $$
should be
$$ \int{t{0}}^{T}\lambda^{\ast}\left(s^{\prime}-f{u}s-f{p}\right)dt =\int{t{0}}^{T}\lambda^{\ast}s^{\prime}dt-\int{t{0}}^{T}\lambda^{\ast}\left(f{u}s+f{p}\right)dt $$
and that affects the latter derivations.
Screenshots
Additional context
Yes, I think I had a sign error. I noticed it when lecturing but haven't gotten back to correct it. A PR would be helpful.
Suggestion derivation mistake on ODE adjoints
Identification Notes 11
Correction
$$ \int{t{0}}^{T}\lambda^{\ast}\left(s^{\prime}-f{u}s-f{p}\right)dt =\int{t{0}}^{T}\lambda^{\ast}s^{\prime}dt-\int{t{0}}^{T}\lambda^{\ast}\left(f{u}s-f{p}\right)dt $$
should be
$$ \int{t{0}}^{T}\lambda^{\ast}\left(s^{\prime}-f{u}s-f{p}\right)dt =\int{t{0}}^{T}\lambda^{\ast}s^{\prime}dt-\int{t{0}}^{T}\lambda^{\ast}\left(f{u}s+f{p}\right)dt $$
and that affects the latter derivations.
Screenshots
Additional context