BibTeX
@INCOLLECTION{
Campbell1996ADa,
author = "Stephen L. Campbell and Richard Hollenbeck",
editor = "Martin Berz and Christian Bischof and George Corliss and Andreas Griewank",
title = "Automatic Differentiation and Implicit Differential Equations",
booktitle = "Computational Differentiation: Techniques, Applications, and Tools",
pages = "215--227",
publisher = "SIAM",
address = "Philadelphia, PA",
key = "Campbell1996ADa",
crossref = "Berz1996CDT",
abstract = "Many physical processes are most naturally and easily modeled as mixed systems of
differential and algebraic equations (DAEs). There has been an increased interest in several areas
in exploiting the advantages of working directly with these implicit models. Differentiation plays
an important role in both the analysis and numerical solution of DAEs. Automatic differentiation can
have a significant impact on what is considered a practical approach and what types of problems can
be solved. However, working with DAEs places special demands on automatic differentiation codes.
More is required than just computing a gradient quickly. This paper will begin with a brief
introduction to DAEs and how differentiation is important when working with DAEs. Then the
requirements in terms of both information and performance that DAEs make of automatic
differentiation software will be presented. Some of our own experience in using automatic
differentiation software will be mentioned. It will be seen that automatic differentiation software
has a significant role to play in the future for DAEs but that not all of the demands that the
numerical solution of DAEs places on automatic differentiation software are currently being met.",
keywords = "Differential algebraic equations, numerical integrators, higher derivatives.",
year = "1996"
}
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