Sensitivity analysis using parallel ODE solvers and automatic differentiation in C: sensPVODE and ADIC
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.
- Research Organization:
- Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
- Sponsoring Organization:
- US Department of Energy (US)
- DOE Contract Number:
- W-7405-ENG-48
- OSTI ID:
- 15006495
- Report Number(s):
- UCRL-JC-137728; TRN: US200411%%236
- Resource Relation:
- Conference: 3rd International Conference/Workshop on Automatic Differentiation: From Simulation to Optimization, Nice (FR), 06/19/2000--06/23/2000; Other Information: PBD: 15 Sep 2000
- Country of Publication:
- United States
- Language:
- English
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