Sensitivity analysis of ODEs and DAEs — theory and implementation guide

DOI10.1080/10556789908805742zbMath0939.34003OpenAlexW2087160561MaRDI QIDQ4700280

Martin Kiehl

Publication date: 1 November 1999

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556789908805742

zbMATH Keywords

parameter identificationinitial value problemsensitivity matrix

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Structural stability and analogous concepts of solutions to ordinary differential equations (34D30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical methods for differential-algebraic equations (65L80)

Related Items (5)

A Survey on Numerical Methods for the Simulation of Initial Value Problems with sDAEs ⋮ Boundary-Value Problems for Differential-Algebraic Equations: A Survey ⋮ Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables ⋮ On the Importance of the Jacobian Determinant in Parameter Inference for Random Parameter and Random Measurement Error Models ⋮ Multiple shooting using a dichotomically stable integrator for solving differential-algebraic equations

Uses Software

• MBSPACK
• BNDSCO

Cites Work

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• Dense output for extrapolation methods
• Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations
• A family of embedded Runge-Kutta formulae
• Sensitivity analysis of initial-value problems with application to shooting techniques
• Numerical methods and software for sensitivity analysis of differential-algebraic systems

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