A Comparison of Automatic Differentiation and Continuous Sensitivity Analysis for Derivatives of Differential Equation Solutions.
Christopher RackauckasYingbo MaVaibhav DixitXingjian GuoMike InnesJarrett RevelsJoakim NybergVijay IvaturiPublished in: CoRR (2018)
Keyphrases
- sensitivity analysis
- differential equations
- boundary value problem
- variational inequalities
- continuous functions
- managerial insights
- dynamical systems
- influence diagrams
- initial conditions
- numerical methods
- numerical solution
- ordinary differential equations
- higher order
- brownian motion
- image analysis
- difference equations
- optimal solution
- dynamic programming
- multiscale
- special case
- multiresolution
- continuous data
- discrete data
- search algorithm