Consistent intialization of sensitivity matrices for a class of parametric DAE systems

DOI10.1023/A:1021952420623MaRDI QIDQ1860949zbMATH OpenOpenAlexFDO

Authors Matthias Gerdts, Christof Büskens

Publication date 16 December 2003

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021952420623

zbMATH Keywords

consistent initializationdifferential algebraic equationsNewton's methodnonlinear optimizationnumerical examplessensitivity matricessystems

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for differential-algebraic equations (65L80)

Review text

The authors introduce a method for the calculation of consistent initial values for a class of parametric differential algebraic equations (DAEs). The approach is also applied to the sensitivity matrices for a class of parametric DAE systems. In both cases a parametric nonlinear optimization approach in combination with Newton's method is used. An interesting example illustrates this technique.

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Cited in

(6)

• Direct shooting method for the numerical solution of higher-index DAE optimal control problems
• Differentiability of consistency functions for DAE systems
• Parameter range reduction from partial data in systems of differential algebraic equations
• A survey on optimal control problems with differential-algebraic equations
• Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
• A Survey on Numerical Methods for the Simulation of Initial Value Problems with sDAEs

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