Denserks: Fortran Sensitivity Solvers Using Continuous, Explicit Runge-kutta Schemes
| dc.contributor.author | Alexe, Mihai | en |
| dc.contributor.author | Sandu, Adrian | en |
| dc.contributor.department | Computer Science | en |
| dc.date.accessioned | 2013-06-19T14:36:47Z | en |
| dc.date.available | 2013-06-19T14:36:47Z | en |
| dc.date.issued | 2007-10-01 | en |
| dc.description.abstract | DENSERKS 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.mimetype | application/pdf | en |
| dc.identifier | http://eprints.cs.vt.edu/archive/00000996/ | en |
| dc.identifier.sourceurl | http://eprints.cs.vt.edu/archive/00000996/01/denserks.pdf | en |
| dc.identifier.trnumber | TR-07-34 | en |
| dc.identifier.uri | http://hdl.handle.net/10919/19843 | en |
| dc.language.iso | en | en |
| dc.publisher | Department of Computer Science, Virginia Polytechnic Institute & State University | en |
| dc.relation.ispartof | Computer Science Technical Reports | en |
| dc.rights | In Copyright | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject | Mathematical software | en |
| dc.title | Denserks: Fortran Sensitivity Solvers Using Continuous, Explicit Runge-kutta Schemes | en |
| dc.type | Technical report | en |
| dc.type.dcmitype | Text | en |
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