Forward and adjoint sensitivity analysis with continuous explicit Runge-Kutta schemes

Applied Mathematics and Computation

Volumn 208, Issue 2, 2009, Pages 328-346

  Alexe, Mihai ^a   Sandu, Adrian ^a  

^a State University   (United States)

Author keywords

Adjoint models; Automatic differentiation; Dense output; Runge Kutta pairs; Sensitivity analysis; Tangent linear models

Indexed keywords

COMPUTER SOFTWARE; INTERPOLATION; INVERSE PROBLEMS; RUNGE KUTTA METHODS;

ADJOINT MODELS; AUTOMATIC DIFFERENTIATION; DENSE OUTPUT; RUNGE-KUTTA PAIRS; TANGENT LINEAR MODELS;

SENSITIVITY ANALYSIS;

EID: 58849140597     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2008.11.035     Document Type: Article

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