Sensitivity Analysis of ODES/DAES Using the Taylor Series Method
نویسنده
چکیده
This paper studies the applicability of the Taylor method for the sensibility analysis of ODEs and DAEs. Extended automatic differentiation rules are introduced for the calculus of partial derivatives of Taylor series. The numerical method is implemented using an efficient variablestep variable-order scheme. Finally, some numerical tests are presented showing the benefits of the formulation.
منابع مشابه
Performance of the Taylor series method for ODEs/DAEs
This paper revisits the use of the Taylor series method for the numerical integration of ODEs and DAEs. The numerical method is implemented using an efficient variablestep variable-order scheme. Several numerical tests comparing with well-established numerical codes are presented. ! 2004 Elsevier Inc. All rights reserved.
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ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 27 شماره
صفحات -
تاریخ انتشار 2006