Sensitivity analysis of ODEs and DAEs — theory and implementation guide (Q4700280)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1356115
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sensitivity analysis of ODEs and DAEs — theory and implementation guide |
scientific article; zbMATH DE number 1356115 |
Statements
Sensitivity analysis of ODEs and DAEs — theory and implementation guide (English)
0 references
1 November 1999
0 references
initial value problem
0 references
sensitivity matrix
0 references
parameter identification
0 references
0 references
0 references
0.91869223
0 references
0.9038435
0 references
0.88945335
0 references
0.8883143
0 references
0.8836902
0 references
0.88331884
0 references
0.8798985
0 references
0.8792352
0 references
0 references
A short but very meaningful overview of the solution of ODEs and DAEs with differential additional conditions (boundary, parameter identification) is given. Three different approaches to compute the so-called sensitivity matrix are presented and their advantages and disadvantages are discussed. The connection of the used implicit integration methods with the computation of the sensitivity matrix is shown to generate a highly effective algorithm. The introduction of a linear system with the same sensitivity matrix as the nonlinear one leads to a more efficient way and to relatively simple implementations for computing the sensitivity matrix. This idea is extended to semiexplicit nonlinear index 1 DAEs. Two examples verify the theoretical behaviour of the approach.
0 references
