Checkpointing for piecewise smooth functions
Check-pointing (CP) is a standard technique in Algorithmic Differentiation and high performance computing to reduce memory costs in trade-off for additional computational overhead. The basic idea of CP is to reduce memory requirements by not storing all information but only some intermediate values within the original computation, which can be used to recompute other values required by some later computations. In this paper, we present an off-line, synchronous, out-of-core check-pointing scheme with non-uniform step cost. The scheme helps to improve the numerical efficiency for the gradient computation of abs-factorable functions and the numerical solution of piecewise affine systems. The approach is validated on academic test examples and for a more realistic 2-phase flow simulation in porous media.