Sensitivity analysis of ODEs and DAEs — theory and implementation guide
Implicit ordinary differential equations, differential-algebraic equations (34A09) Structural stability and analogous concepts of solutions to ordinary differential equations (34D30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical methods for differential-algebraic equations (65L80)
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.
- Sensitivity Analysis of ODES/DAES Using the Taylor Series Method
- Numerical methods for computing sensitivities for ODEs and DDEs
- The simultaneous solution and sensitivity analysis of systems described by ordinary differential equations
- Sensitivity analysis of differential-algebraic equations: A comparison of methods on a special problem
- Sensitivity analysis of partial differential equations: A case for functional sensitivity
- Sensitivity analysis and design optimization of differential-algebraic equation systems
- Error-controlled global sensitivity analysis of ordinary differential equations
- Precise integration method for sensitivity analysis of linear ODEs
- Adjoint sensitivity analysis for differential-algebraic equations: algorithms and software
- Sensitivity analysis of stiff and non-stiff initial-value problems
- A family of embedded Runge-Kutta formulae
- Dense output for extrapolation methods
- Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations
- scientific article; zbMATH DE number 4041188 (Why is no real title available?)
- scientific article; zbMATH DE number 3658896 (Why is no real title available?)
- scientific article; zbMATH DE number 50395 (Why is no real title available?)
- Numerical methods and software for sensitivity analysis of differential-algebraic systems
- Sensitivity analysis of initial-value problems with application to shooting techniques
- Sensitivity analysis of stiff and non-stiff initial-value problems
- Sensitivity analysis of linearly-implicit differential--algebraic systems by one-step extrapolation.
- Multiple shooting using a dichotomically stable integrator for solving differential-algebraic equations
- Boundary-Value Problems for Differential-Algebraic Equations: A Survey
- Precise integration method for sensitivity analysis of linear ODEs
- Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables
- The simultaneous solution and sensitivity analysis of systems described by ordinary differential equations
- Algorithm 658
- Sensitivity analysis of stiff and non-stiff initial-value problems
- Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
- A Survey on Numerical Methods for the Simulation of Initial Value Problems with sDAEs
- On the importance of the Jacobian determinant in parameter inference for random parameter and random measurement error models
- Sensitivity Analysis of ODES/DAES Using the Taylor Series Method
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