mathematics ofcomputation volume 68 number 226 april 1999 pages 717 731 s 0025 5718 99 01027 3 automatic differentiation of numerical integration algorithms peter eberhard and christian bischof abstract automatic ...
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...Mathematics ofcomputation volume number april pages s automatic differentiation of numerical integration algorithms peter eberhard and christian bischof abstract dierentiation ad is a technique for automatically augmenting computer programs with statements the computation deriva tives this article discusses application to nu merical ordinary dierential equations odes in particular ramications fact that applied not only solution such an algorithm but procedure itself subtle issue can lead surprising results when tools are variable stepsize order ode integrators nal time step plays special role determining computed derivatives we investi gate these issues using various suggest constructive approaches obtaining desired introduction typically description technical systems or natural phenomena leads complicated mathematical models involving differ ential algebraic partial example many problems mechanical chemical electrical engineering be formulated as initial value problem h given values s...