Automatic differentiation of numerical integration algorithms

DOI10.1090/S0025-5718-99-01027-3zbMath1017.65062MaRDI QIDQ4235514

Christian H. Bischof, Peter Eberhard

Publication date: 22 March 1999

Published in: Mathematics of Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Analysis of algorithms (68W40) Theoretical approximation of solutions to ordinary differential equations (34A45) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Uses Software

• ADIFOR
• ADIC
• RODAS
• PDE2D
• ODEPACK

Cites Work

• Automatic differentiation: techniques and applications
• Problem Formulation for Multidisciplinary Optimization
• A variable order Runge-Kutta method for initial value problems with rapidly varying right-hand sides
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