Cheap Second Order Directional Derivatives of Stiff ODE Embedded Functionals

DOI10.1137/030601582zbMath1076.65067OpenAlexW2066051929MaRDI QIDQ5318324

Paul I. Barton, Derya Ozyurt

Publication date: 22 September 2005

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/030601582

zbMATH Keywords

heat equationnumerical examplesautomatic differentiationvan der Pol oscillatorBDF methodstaggered corrector methodHessian-vector productssecond order adjoint methoddirectional finite differences

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12)

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Uses Software

• DASPK 3.0
• CVODES
• TAMC
• DASPKADJOINT