2016
DOI: 10.1090/qam/1458
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Sensitivity via the complex-step method for delay differential equations with non-smooth initial data

Abstract: In this report, we use the complex-step derivative approximation technique to compute sensitivities for delay differential equations (DDEs) with non-smooth (discontinuous and even distributional) history functions. We compare the results with exact derivatives and with those computed using the classical sensitivity equations whenever possible. Our results demonstrate that the implementation of the complex-step method using the method of steps and the Matlab solver dde23 provides a very good approximation of se… Show more

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Cited by 7 publications
(12 citation statements)
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References 27 publications
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“…We fit seven mathematical models to three types of tumor data sets (breast, lung, and skin (HPV) tumors), and used γ values ranging from 0 to 1 for the statistical error model (2). Specifically, we take γ = 0, 0.25, 0.5, 0.75, 0.84, 1.…”
Section: Resultsmentioning
confidence: 99%
See 2 more Smart Citations
“…We fit seven mathematical models to three types of tumor data sets (breast, lung, and skin (HPV) tumors), and used γ values ranging from 0 to 1 for the statistical error model (2). Specifically, we take γ = 0, 0.25, 0.5, 0.75, 0.84, 1.…”
Section: Resultsmentioning
confidence: 99%
“…Here we use a method originally based on analyticity [15,16,17,18] of the functions involved. The method was recently developed further in [1,2]. This method, referred to as the complex-step method, as derived earlier relied on the Cauchy-Riemann equations in a crucial way.…”
Section: The Complex-step Methods For Computing Sensitivitiesmentioning
confidence: 99%
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“…In recent efforts [5,6], we demonstrated the efficiency of the complex-step method for computing sensitivities for biological models. There the method is applied to examples of various complexity, ranging from time delayed differential equations (DDEs) to Lamé systems, and the results are compared with solutions of traditional sensitivity equations.…”
Section: Sensitivity Analysis Via the Complex-step Methodmentioning
confidence: 99%
“…Further, we note that no boundary condition is needed to impose on ℘ since the total stress is already prescribed on Γ N in (9). In summary, we solve the balance equations (1a) and (1b) with constitutive equations (3), (4), (6), and 7along with initial condition (8) and boundary conditions (9)- (11). The principle unknowns are the solid displacement u and fluid pressure p.…”
Section: The Discharge Velocity Is Given Bymentioning
confidence: 99%