Cheap Second Order Directional Derivatives of Stiff ODE Embedded Functionals
numerical examplesheat equationvan der Pol oscillatorautomatic differentiationBDF methodstaggered corrector methodHessian-vector productssecond order adjoint methoddirectional finite differences
Nonlinear boundary value problems for ordinary differential equations (34B15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
- scientific article; zbMATH DE number 6202399
- \texttt{PETSc TSAdjoint}: a discrete adjoint ODE solver for first-order and second-order sensitivity analysis
- Implementation of Nordsieck second derivative methods for stiff ODEs
- Application of targeted automatic differentiation to large-scale dynamic optimization
- Fast derivatives of likelihood functionals for ODE based models using adjoint-state method
- Sensitivity analysis of uncertain dynamic systems using set-valued integration
- Second-order adjoints for solving PDE-constrained optimization problems
- On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations
- Forward and adjoint sensitivity analysis with continuous explicit Runge-Kutta schemes
- On the discrete adjoints of adaptive time stepping algorithms
- Adjoint sensitivity analysis for nonsmooth differential-algebraic equation systems
- Discrete second order adjoints in atmospheric chemical transport modeling
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