Efficient Computation of Sensitivities for Ordinary Differential Equation Boundary Value Problems

DOI10.1137/S0036142900376870MaRDI QIDQ4539422zbMATH OpenOpenAlexWikidataFDO

Authors Radu Serban, Linda Petzold

Publication date 8 July 2002

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0036142900376870

zbMATH Keywords

adjoint methodboundary value problemmidpoint methodnumerical examplessensivity analysisstability

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

The authors derive adjoint equations for sensivity analysis of models described by boundary value problems for ordinary differential equations. The main goal of the paper is to justify that the adjoint method offers an efficient means of computing sensivities, particularly if there are many parameters. It is also proved that for the considered classes of problems, the adjoint problems are well-posed and inherit the stability of the original system. In this sense, it is shown that numerical stability of the midpoint method for the original system implies numerical stability for the adjoint system. In the last section of the paper the computation of sensivities via the adjoint method is illustrated on a simple example.

Recommendations

• Numerical methods for computing sensitivities for ODEs and DDEs
• Efficient calculation of sensitivities for optimization problems
• Sensitivity of solutions computed through the asymptotic numerical method
• Sensitivity computations in higher order continuation methods
• Numerical computation of sensitivities and the adjoint approach
• The sensitivity of a computational \(L_ 1\)-approximation technique for integral equations
• Efficient calculation of boundary solutions of linear interval differential inclusions
• On Efficient Solutions to the Continuous Sensitivity Equation Using Automatic Differentiation
• Precise integration method for sensitivity analysis of linear ODEs
• Sensitivity analysis of boundary value problems: Application to nonlinear reaction-diffusion systems

Cited in

(9)

• Computing derivative information of sequentially coupled subsurface models
• The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations
• Convergence analysis of a numerical method to solve the adjoint linearized periodic orbit equations
• Precise integration method for sensitivity analysis of linear ODEs
• Efficient calculation of sensitivities for optimization problems
• Numerical computation of sensitivities and the adjoint approach
• Adjoint-based sensitivity analysis of steady char burnout
• Numerical methods for computing sensitivities for ODEs and DDEs
• Stochastic dynamics simulation with generalized interval probability

Describes a project that uses

Uses Software

• ADIFOR
• DASPK 3.0
• TAMC
• TAF

This page was built for publication: Efficient Computation of Sensitivities for Ordinary Differential Equation Boundary Value Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4539422)