VTechWorks staff will be away for the winter holidays starting Tuesday, December 24, 2024, through Wednesday, January 1, 2025, and will not be replying to requests during this time. Thank you for your patience, and happy holidays!
 

Denserks: Fortran Sensitivity Solvers Using Continuous, Explicit Runge-kutta Schemes

Simple item page
dc.contributor.authorAlexe, Mihaien
dc.contributor.authorSandu, Adrianen
dc.contributor.departmentComputer Scienceen
dc.date.accessioned2013-06-19T14:36:47Zen
dc.date.available2013-06-19T14:36:47Zen
dc.date.issued2007-10-01en
dc.description.abstractDENSERKS is a Fortran sensitivity equation solver package designed for integrating models whose evolution can be described by ordinary differential equations (ODEs). A salient feature of DENSERKS is its support for both forward and adjoint sensitivity analyses, with built-in integrators for both first and second order continuous adjoint models. The software implements explicit Runge-Kutta methods with adaptive timestepping and high-order dense output schemes for the forward and the tangent linear model trajectory interpolation. Implementations of six Runge-Kutta methods are provided, with orders of accuracy ranging from two to eight. This makes DENSERKS suitable for a wide range of practical applications. The use of dense output, a novel approach in adjoint sensitivity analysis solvers, allows for a high-order cost-effective interpolation. This is a necessary feature when solving adjoints of nonlinear systems using highly accurate Runge-Kutta methods (order five and above). To minimize memory requirements and make long-time integrations computationally efficient, DENSERKS implements a two-level checkpointing mechanism. The code is tested on a selection of problems illustrating first and second order sensitivity analysis with respect to initial model conditions. The resulting derivative information is also used in a gradient-based optimization algorithm to minimize cost functionals dependent on a given set of model parameters.en
dc.format.mimetypeapplication/pdfen
dc.identifierhttp://eprints.cs.vt.edu/archive/00000996/en
dc.identifier.sourceurlhttp://eprints.cs.vt.edu/archive/00000996/01/denserks.pdfen
dc.identifier.trnumberTR-07-34en
dc.identifier.urihttp://hdl.handle.net/10919/19843en
dc.language.isoenen
dc.publisherDepartment of Computer Science, Virginia Polytechnic Institute & State Universityen
dc.relation.ispartofComputer Science Technical Reportsen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectMathematical softwareen
dc.titleDenserks: Fortran Sensitivity Solvers Using Continuous, Explicit Runge-kutta Schemesen
dc.typeTechnical reporten
dc.type.dcmitypeTexten

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
denserks.pdf
Size:
354.67 KB
Format:
Adobe Portable Document Format
Download

Collections

Computer Science Technical Reports
Scholarly Works, Computational Science Laboratory