Algorithm 658: ODESSA–an ordinary differential equation solver with explicit simultaneous sensitivity analysis

ABSTRACT

ODESSA is a package of FORTRAN routines for simultaneous solution of ordinary differential equations and the associated first-order parametric sensitivity equations, yielding the ODE solution vector y&barbelow;(t) and the first-order sensitivity coefficients with respect to equation parameters p&barbelow;, &sgr;y&barbelow;(t)/&sgr;p&barbelow;. ODESSA is a modification of the widely disseminated initial-value solver LSODE, and retains many of the same operational features. Standard program usage and optional capabilities, installation, and verification considerations are addressed herein.

REFERENCES

• 1: HINDMARSH, A.C. LSODE and LSODI, two new initial value ordinary differential equation solvers. ACM-SIGNUM Newsl. 15, 4 (1980), 10-11.
• 2: Jorge R. Leis , Mark A. Kramer, The simultaneous solution and sensitivity analysis of systems described by ordinary differential equations, ACM Transactions on Mathematical Software (TOMS), v.14 n.1, p.45-60, March 1988 [doi>10.1145/42288.46156]

INDEX TERMS

Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS
      G.1.7 Ordinary Differential Equations
          Subjects: Error analysis; Stiff equations; Initial value problems
  G.4 MATHEMATICAL SOFTWARE
      Subjects: Efficiency

  I. Computing Methodologies
  I.6 SIMULATION AND MODELING

General Terms:
Algorithms, Measurement, Performance

Keywords:
model error, model prediction uncertainty, parameter variation, sensitivity analysis