DASPKADJOINT

DASPKADJOINT, for sensitivity computation of difierential-algebraic equations (DAEs) by the adjoint method, is introduced and described. Several critical issues for the implementation are addressed. DASPKADJOINT is more e-cient than the forward method implemented in DASPK3.0 for applications with a large number of sensitivity parameters and few objective functions. Numerical examples are given to illustrate the simple and efiectiveuse of the software.

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References in zbMATH (referenced in 4 articles )

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  1. Lenz, Simon Manfred: Impulsive hybrid discrete-continuous delay differential equations (2014)
  2. Alexe, Mihai; Sandu, Adrian: Forward and adjoint sensitivity analysis with continuous explicit Runge-Kutta schemes (2009)
  3. Jeon, Moongu: Parallel optimal control with multiple shooting, constraints aggregation and adjoint methods (2005)
  4. Özyurt, Derya B.; Barton, Paul I.: Cheap second order directional derivatives of stiff ODE embedded functionals (2005)