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LPT-2004-01   BibTeX

@ARTICLE{LPT-2004-01,
AUTHOR = {M. Schlegel and W. Marquardt and R. Ehrig and U. Nowak},
TITLE = {{Sensitivity analysis of linearly-implicit differential-algebraic systems by one-step extrapolation}},
JOURNAL = {Applied Numerical Mathematics},
YEAR = {2004},
volume = {48},
number = {1},
pages = {83-102},
month = {},
note = {},
abstract = {In this work we present an approach for the sensitivity analysis of linearly-implicit differential-algebraic equation systems. Solutions for both, states and sensitivities are obtained by applying an extrapolated linearly implicit Euler discretization scheme. This approach is compared to the widely used sensitivity extensions of multi-step BDF methods by means of case studies. Especially, we point out the benefit of this method in the context of dynamic optimization using the sequential approach. },
keywords = {Sensitivity evaluation, differential-algebraic systems, extrapolation methods, dynamic optimization, optimal control.},
}

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Martin Schlegel, Wolfgang Marquardt, R. Ehrig, U. Nowak:

Sensitivity analysis of linearly-implicit differential-algebraic systems by one-step extrapolation

Applied Numerical Mathematics, 2004, 48(1), 83-102

Abstract:
In this work we present an approach for the sensitivity analysis of linearly-implicit differential-algebraic equation systems. Solutions for both, states and sensitivities are obtained by applying an extrapolated linearly implicit Euler discretization scheme. This approach is compared to the widely used sensitivity extensions of multi-step BDF methods by means of case studies. Especially, we point out the benefit of this method in the context of dynamic optimization using the sequential approach.

Keywords:
Sensitivity evaluation, differential-algebraic systems, extrapolation methods, dynamic optimization, optimal control.

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