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On the efficient generation of taylor expansions for DAE solutions by automatic differentiation

Abstract:

Under certain conditions the signature method suggested by Pantiledes and Pryce facilitates the local expansion of DAE solutions by Taylor polynomials of arbitrary order. The successive calculation of Taylor coefficients involves the solution of nonlinear algebraic equations by some variant of the Gauss-Newton method. Hence, one needs to evaluate certain Jacobians and several right hand sides. Without advocating a particular solver we discuss how this information can be efficiently obtained using ADOL-C or similar automatic differentiation packages. © Springer-Verlag Berlin Heidelberg 2006.

Año de publicación:

2006

Keywords:

    Fuente:

    scopusscopus

    Tipo de documento:

    Conference Object

    Estado:

    Acceso restringido

    Áreas de conocimiento:

    • Optimización matemática
    • Optimización matemática
    • Análisis numérico

    Áreas temáticas:

    • Programación informática, programas, datos, seguridad
    • Experiencia, vida y práctica religiosas
    • Matemáticas

    Contribuidores:

    Walther A.Walther A.
    Andreas GriewankAndreas Griewank