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On the Efficient Generation of Taylor Expansions for DAE Solutions by Automatic Differentiation

Please always quote using this URN:urn:nbn:de:0296-matheon-2362
  • Under certain conditions the signature method suggested by Pantiledes and Pryce facilitates the local expansion of DAE solutions by Taylor polynomials of arbitrary order. The successive calculation of Taylor coefficients involves the solution of nonlinear algebraic equations by some variant of the Gauss-Newton method. Hence, one needs to evaluate certain Jacobians and several right hand sides. Without advocating a particular solver we discuss how this information can be efficiently obtained using ADOL-C or similar automatic differentiation packages.3

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Metadaten
Author:Andreas Griewank, Andrea Walther
URN:urn:nbn:de:0296-matheon-2362
Referee:Volker Mehrmann
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2005/03/21
Release Date:2005/03/17
Preprint Number:230
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