Sensitivity analysis of linearly-implicit differential--algebraic systems by one-step extrapolation.

DOI10.1016/j.apnum.2003.07.001zbMath1036.65067OpenAlexW1968352112WikidataQ59028937 ScholiaQ59028937MaRDI QIDQ1419859

Rainald Ehrig, Ulrich Nowak, Wolfgang Marquardt, Martin Schlegel

Publication date: 26 January 2004

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2003.07.001

zbMATH Keywords

comparison of methodsnumerical examplesOptimal controlDynamic optimizationExtrapolation methodsimplicit Euler discretizationlinearly-implicit differential-algebraic equation systemsmulti-step backward differentiation formula methodSensitivity evaluation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Implicit ordinary differential equations, differential-algebraic equations (34A09) Existence theories for optimal control problems involving ordinary differential equations (49J15) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for differential-algebraic equations (65L80)

Related Items (3)

Local optimization of dynamic programs with guaranteed satisfaction of path constraints ⋮ Parallel sensitivity analysis for efficient large-scale dynamic optimization ⋮ Parameter estimation and accuracy matching strategies for 2-D reactor models

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• Second order sufficient conditions and sensitivity analysis for the optimal control of a container crane under state constraints
• Solving Ordinary Differential Equations I
• Dynamic Sparsing in Stiff Extrapolation Methods

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