A Comparison of Automatic Differentiation and Continuous Sensitivity Analysis for Derivatives of Differential Equation Solutions.
Yingbo MaVaibhav DixitMichael J. InnesXingjian GuoChristopher RackauckasPublished in: HPEC (2021)
Keyphrases
- sensitivity analysis
- differential equations
- boundary value problem
- variational inequalities
- continuous functions
- managerial insights
- dynamical systems
- ordinary differential equations
- influence diagrams
- initial conditions
- higher order
- boundary conditions
- numerical solution
- brownian motion
- optimal solution
- linear programming
- partial differential equations
- numerical methods
- decision variables
- numerical integration
- machine learning
- nonlinear differential equations
- pattern classification
- sufficient conditions
- multiresolution
- search algorithm
- image processing