Sensitivity generation in an adaptive BDF-method

• Verfasst von: Albersmeyer, Jan [VerfasserIn]
• Verfasst von: Bock, Hans Georg [VerfasserIn]
• Titel: Sensitivity generation in an adaptive BDF-method
• Verf.angabe: Jan Albersmeyer and Hans Georg Bock
• Umfang: 10 S.
• Fussnoten: Gesehen am 17.08.2018
• Titel Quelle: Enthalten in: Modeling, simulation and optimization of complex processes
• Jahr Quelle: 2008
• Band/Heft Quelle: (2008), S. 15-24
• ISBN Quelle: 978-3-540-79409-7
• DOI: doi:10.1007/978-3-540-79409-7_2
• Datenträger: Online-Ressource
• Sprache: eng
• K10plus-PPN: 1580153887

Abstract

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.