Cheap second order directional derivatives of stiff ODE embedded functionals. (English) Zbl 1076.65067

Özyurt, Derya B.; Barton, Paul I.

SIAM J. Sci. Comput. 26, No. 5, 1725-1743 (2005).

MSC:

65L10	Numerical solution of boundary value problems involving ordinary differential equations
65M06	Finite difference methods for initial value and initial-boundary value problems involving PDEs
65L12	Finite difference and finite volume methods for ordinary differential equations
34B15	Nonlinear boundary value problems for ordinary differential equations

Keywords:

second order adjoint method; Hessian-vector products; staggered corrector method; BDF method; van der Pol oscillator; heat equation; numerical examples; automatic differentiation; directional finite differences

Software:

TAMC; CVODES; DASPK 3.0; DASPKADJOINT