Simulation Notes Europe, Volume 22(3-4), December 2012

Software for Higher-order Sensitivity Analysis of Parametric DAEs

Simulation Notes Europe SNE 22(3-4), 2012, 163-168
DOI: 10.11128/sne.22.tn.10151

Abstract

We introduce AC-SAMMM (The AaChen platform for Structured Automatic Manipulation of Mathematical  Models), a new software infrastructure  for efficient transformation  and evaluation of expressions and their higher-order derivatives. We describe the way this software can be used to perform automatically  the translation  of a model written  in an equation-oriented language like Modelica into a subset of C/C++ and the generation of the model’s higher-order derivative code by algorithmic differentiation  (AD) techniques. The derivatives are generated, using the derivative code compiler (dcc), an AD tool which provides source code transformation  for a restricted but  numerically relevant subset of C/C++. dcc can be applied repeatedly to its own output, to generate derivative codes of arbitrary order.