Sensitivity generation in an adaptive BDF-method
In this article we describe state-of-the-art approaches to calculate solutions and sensitivities for initial value problems (IVP) of semi-explicit systems of differential-algebraic equations of index one. We start with a description of the techniques we use to solve the systems efficiently with an a...
Gespeichert in:
| Hauptverfasser: | , |
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| Dokumenttyp: | Kapitel/Artikel Konferenzschrift |
| Sprache: | Englisch |
| Veröffentlicht: |
2008
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| In: |
Modeling, simulation and optimization of complex processes
Year: 2008, Pages: 15-24 |
| DOI: | 10.1007/978-3-540-79409-7_2 |
| Online-Zugang: | Resolving-System, Volltext: http://dx.doi.org/10.1007/978-3-540-79409-7_2 Verlag, Volltext: https://link.springer.com/chapter/10.1007/978-3-540-79409-7_2 
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| Verfasserangaben: | Jan Albersmeyer and Hans Georg Bock |
| Zusammenfassung: | In this article we describe state-of-the-art approaches to calculate solutions and sensitivities for initial value problems (IVP) of semi-explicit systems of differential-algebraic equations of index one. We start with a description of the techniques we use to solve the systems efficiently with an adaptive BDF-method. Afterwards we focus on the computation of sensitivities using the principle of Internal Numerical Differentiation (IND) invented by Bock [4]. We present a newly implemented reverse mode of IND to generate sensitivity information in an adjoint way. At the end we show a numerical comparison for the old and new approaches for sensitivity generation using the software package DAESOL-II [1], in which both approaches are implemented. |
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| Beschreibung: | Gesehen am 17.08.2018 |
| Beschreibung: | Online Resource |
| ISBN: | 9783540794097 |
| DOI: | 10.1007/978-3-540-79409-7_2 |