Forward and adjoint sensitivity analysis with continuous explicit Runge-Kutta schemes

DOI10.1016/j.amc.2008.11.035zbMath1159.65071OpenAlexW1974014634MaRDI QIDQ1004416

Mihai Alexe, Adrian Sandu

Publication date: 10 March 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2008.11.035

zbMATH Keywords

sensitivity analysisnumerical examplesautomatic differentiationlinear multistep methodsRunge-Kutta pairsFortran librarydense outputadjoint modelsDENSERKStangent linear models

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Packaged methods for numerical algorithms (65Y15)

Related Items (6)

A computational method for full waveform inversion of crosswell seismic data using automatic differentiation ⋮ Constrained motion planning of nonholonomic systems ⋮ Unnamed Item ⋮ Numerical methods for computing sensitivities for ODEs and DDEs ⋮ Solving parameter estimation problems with discrete adjoint exponential integrators ⋮ AutoMat: automatic differentiation for generalized standard materials on GPUs

Uses Software

• SUNDIALS
• L-BFGS-B
• L-BFGS
• RODAS
• DASPK 3.0
• CVODES
• LBFGS-B
• TAPENADE
• TAMC
• TAF
• KPP
• DASPKADJOINT
• MITgcm

Cites Work

• Unnamed Item
• Unnamed Item
• SUNDIALS
• Automatic differentiation of explicit Runge-Kutta methods for optimal control
• Dense output for extrapolation methods
• Continuous extensions of Rosenbrock-type methods
• Discrete second order adjoints in atmospheric chemical transport modeling
• On the discrete adjoints of adaptive time stepping algorithms
• A family of embedded Runge-Kutta formulae
• High order embedded Runge-Kutta formulae
• Runge-Kutta methods in optimal control and the transformed adjoint system
• Adjoint sensitivity analysis of regional air quality models
• Global error estimation with Runge-Kutta triples
• Adjoint sensitivity analysis for differential-algebraic equations: algorithms and software
• Differentiable Interpolants for High-Order Runge–Kutta Methods
• Solving Ordinary Differential Equations I
• Algorithm 778: L-BFGS-B
• Automatic differentiation of numerical integration algorithms
• Generation of high-order interpolants for explicit Runge-Kutta pairs
• Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
• On the Properties of Runge-Kutta Discrete Adjoints
• Cheap Second Order Directional Derivatives of Stiff ODE Embedded Functionals
• Forward, Tangent Linear, and Adjoint Runge-Kutta Methods in KPP–2.2
• Parametric sensitivities for optimal control problems using automatic differentiation
• Continuous approximation with embedded Runge-Kutta methods

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