Accurate First-Order Sensitivity Analysis for Delay Differential Equations
| Autor: | Hossein Zivari-Piran, Wayne H. Enright |
|---|---|
| Rok vydání: | 2012 |
| Předmět: |
Stochastic partial differential equation
Computational Mathematics Differential equation Independent equation Simultaneous equations Distributed parameter system Applied Mathematics Mathematical analysis Delay differential equation Differential algebraic equation Mathematics Numerical partial differential equations |
| Zdroj: | SIAM Journal on Scientific Computing. 34:A2704-A2717 |
| ISSN: | 1095-7197 1064-8275 |
| Popis: | In this paper, we derive an equation governing the dynamics of first-order forward sensitivities for a general system of parametric neutral delay differential equations. We also derive a formula which identifies the size of jumps that appear at discontinuity points when the sensitivity equations are integrated. The formula leads to an algorithm which can compute sensitivities for various types of parameters very accurately and efficiently. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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