Sensitivity analysis of initial-value problems with application to shooting techniques (Q1326364)

In connection with shooting methods for the solution of initial value problems, the derivative of the unknown function \(y(x,x_ 0,y_ 0)\) with respect to its initial value \(y_ 0\) is a measure of sensitivity. Instead of using finite difference approximation for its computation, various strategies as the embedded stepsize, the embedded order and the direct methods are implemented, leading to different algorithms. They are compared in terms of the computation time each one requires.