Analytic Hessian derivation for the quasi-one-dimensional Euler equations

The Hessian for the quasi-one-dimensional Euler equations is derived. A pressure minimization problem and a pressure matching inverse problem are considered. The flow sensitivity, adjoint sensitivity, gradient and Hessian are calculated analytically using a direct approach that is specific to the model problems. For the pressure minimization problem we find that the Hessian exists and it contains elements with significantly larger values around the shock location. For the pressure matching inverse problem we find at least one case for which the gradient as well as the Hessian do not exist. In addition, two formulations for calculating the Hessian are proposed and implemented for the given problems. Both methods can be implemented in industrial applications such as large scale aerodynamic optimization.