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Sensitivity Analysis Using Parallel ODE Solvers and Automatic Differentiation in C: SensPVODE and ADIC
, 2000
"... PVODE is a highperformance ordinary differential equation solver for the types of initial value problems (IVPs) that arise in largescale computational simulations. Often, one wants to compute sensitivities with respect to certain parameters in the IVP. We discuss the use of automatic different ..."
Abstract

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PVODE is a highperformance ordinary differential equation solver for the types of initial value problems (IVPs) that arise in largescale computational simulations. Often, one wants to compute sensitivities with respect to certain parameters in the IVP. We discuss the use of automatic differentiation (AD) to compute these sensitivities in the context of PVODE. Results on a simple test problem indicate that the use of ADgenerated derivative code can reduce the time to solution over finite difference approximations.