Efficient sensitivity analysis of large-scale differential-algebraic systems (Q1369209)

For the sensitivity analysis of large scale differential-algebraic systems (DAEs) the so-called staggered corrector method is proposed. Both, the DAE for the state variables and the sensitivity system, are discretized by the BDF method. The idea is to solve the linear equation of the discretized sensitivity system by iteration, using as preconditioner the matrix that is already available in decomposed form from the solution of the discretized DAE. Numerical experiments with the new code DSL48S (based on the well-known BDF-code DASSL and using the sparse linear algebra package MA48) are included.