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

  • Steven L. Lee
  • Paul D. Hovland
Chapter
  • 316 Downloads

Abstract

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. We 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.

Keywords

Finite Difference Automatic Differentiation Finite Difference Approximation Sensitivity Vector Sensitivity ODEs 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Steven L. Lee
  • Paul D. Hovland

There are no affiliations available

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