Sensitivity analysis of ODEs and DAEs — theory and implementation guide

DOI10.1080/10556789908805742MaRDI QIDQ4700280zbMATH OpenOpenAlexFDO

Authors Martin Kiehl

Publication date 1 November 1999

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556789908805742

zbMATH Keywords

parameter identificationinitial value problemsensitivity matrix

Mathematics Subject Classification ID

Numerical methods for differential-algebraic equations (65L80) Implicit ordinary differential equations, differential-algebraic equations (34A09) Structural stability and analogous concepts of solutions to ordinary differential equations (34D30) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Recommendations

• 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
• scientific article; zbMATH DE number 1303274

Cites work

• 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?)
• scientific article; zbMATH DE number 1303274 (Why is no real title available?)
• 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
• Numerical methods and software for sensitivity analysis of differential-algebraic systems
• Sensitivity analysis of initial-value problems with application to shooting techniques

Cited in

(11)

• Boundary-Value Problems for Differential-Algebraic Equations: A Survey
• Multiple shooting using a dichotomically stable integrator for solving differential-algebraic equations
• 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
• Precise integration method for sensitivity analysis of linear ODEs
• Algorithm 658
• A Survey on Numerical Methods for the Simulation of Initial Value Problems with sDAEs
• Sensitivity Analysis of ODES/DAES Using the Taylor Series Method
• On the importance of the Jacobian determinant in parameter inference for random parameter and random measurement error models
• Sensitivity analysis of linearly-implicit differential--algebraic systems by one-step extrapolation.
• Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution

Describes a project that uses

Uses Software

• BNDSCO
• MBSPACK

This page was built for publication: Sensitivity analysis of ODEs and DAEs — theory and implementation guide

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4700280)