Sensitivity Analysis Using Parallel ODE Solvers and Automatic Differentiation in C: SensPVODE and ADIC.

Lee, S. L. ; Hovland, P. D.

Technical Information Center Oak Ridge Tennessee

关键词: Sensitivity analysis;    Differential equations;    Optimization;    Simulation;   

RP-ID  :  DE200415006495

学科分类：工程和技术（综合）

美国|英语

来源: National Technical Reports Library

【 摘 要 】

PVODE is a high-performance ordinary differential equation solver for the types of initial value problems (IVPs) that arise in large-scale computational simulations. often, one wants to compute sensitivities with respect to certain parameters in the IVP. They discuss the use of automatic differentiation (AD) to compute these sensitivities in the context of PVODE. Results on a simple test problem indicate that the use of AD-generated derivative code can reduce the time to solution over finite difference approximations.