The simultaneous solution and sensitivity analysis of systems described by ordinary differential equations

ABSTRACT

The methodology for the simultaneous solution of ordinary differential equations and the associated first-order parametric sensitivity equations is presented, and a detailed description of its implementation as a modification of a widely disseminated implicit ODE solver is given. The error control strategy ensures that local error criteria are independently satisfied by both the model and sensitivity solutions. The internal logic effectuated by this implementation is detailed. Numerical testing of the algorithm is reported; results indicate that greater reliability and improved efficiency is offered over other sensitivity analysis methods.

REFERENCES

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INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS

Additional Classification:
  G. Mathematics of Computing
  G.4 MATHEMATICAL SOFTWARE
      Subjects: Efficiency

  I. Computing Methodologies
  I.6 SIMULATION AND MODELING

General Terms:
Algorithms, Experimentation, Performance, Reliability, Theory