clarified JVPs

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N_T 2025-06-03 15:35:29 +02:00
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@ -42,14 +42,13 @@ to simulate -- if this is missing we're in trouble. But luckily, we can
tap into existing collections of model equations and established methods
for discretizing continuous models.
Let's assume we have a continuous formulation $\mathcal P^*(\mathbf{x}, \nu)$ of the physical quantity of
interest $\mathbf{u}(\mathbf{x}, t): \mathbb R^d \times \mathbb R^+ \rightarrow \mathbb R^d$,
Let's assume we have a continuous formulation $\mathcal P^*(\mathbf{u}, \nu)$ of the physical quantity of
interest $\mathbf{u}(\mathbf{u}, t): \mathbb R^d \times \mathbb R^+ \rightarrow \mathbb R^d$,
with model parameters $\nu$ (e.g., diffusion, viscosity, or conductivity constants).
The components of $\mathbf{u}$ will be denoted by a numbered subscript, i.e.,
$\mathbf{u} = (u_1,u_2,\dots,u_d)^T$.
%and a corresponding discrete version that describes the evolution of this quantity over time: $\mathbf{u}_t = \mathcal P(\mathbf{x}, \mathbf{u}, t)$.
Typically, we are interested in the temporal evolution of such a system.
Discretization yields a formulation $\mathcal P(\mathbf{x}, \nu)$
Discretization yields a formulation $\mathcal P(\mathbf{u}, \nu)$
that we re-arrange to compute a future state after a time step $\Delta t$.
The state at $t+\Delta t$ is computed via sequence of
operations $\mathcal P_1, \mathcal P_2 \dots \mathcal P_m$ such that
@ -63,7 +62,7 @@ $\partial \mathcal P_i / \partial \mathbf{u}$.
```
Note that we typically don't need derivatives
for all parameters of $\mathcal P(\mathbf{x}, \nu)$, e.g.,
for all parameters of $\mathcal P(\mathbf{u}, \nu)$, e.g.,
we omit $\nu$ in the following, assuming that this is a
given model parameter with which the NN should not interact.
Naturally, it can vary within the solution manifold that we're interested in,
@ -114,7 +113,7 @@ E.g., for two of them
$$
\frac{ \partial (\mathcal P_1 \circ \mathcal P_2) }{ \partial \mathbf{u} } \Big|_{\mathbf{u}^n}
=
\frac{ \partial \mathcal P_1 }{ \partial \mathbf{u} } \big|_{\mathcal P_2(\mathbf{u}^n)}
\frac{ \partial \mathcal P_1 }{ \partial \mathcal P_2 } \big|_{\mathcal P_2(\mathbf{u}^n)}
\
\frac{ \partial \mathcal P_2 }{ \partial \mathbf{u} } \big|_{\mathbf{u}^n} \ ,
$$