Sensitivity Analysis for ODEs and DAEs

Solves ODE/DAE systems (as ODE15s solver) and studies dependence of solutions wrt parameters.

Description

The zip file contains
1) The two m-files, SENS_IND and SENS_SYS.
2) Four MATLAB 5.3 files which are not in Matlab R 6.1 and may be called from SENS_SYS and SENS_IND:
ntrp15s.m, odezero.m, icdae.m, icsdae.m.
3)The file Description.pdf, which explains how to use the functions and gives a short overview of the algorithms.

Both m-files SENS_IND and SENS_SYS have been created as modifications of the ODE15s MATLAB ODE/DAE solver (in fact, have been written "over" it ) so that apart from solving the system, approximate the derivatives of the solution with respect to some parameter(s).

SENS_IND and SENS_SYS use different algorithms for the same task (see the Description.pdf file for small overview).

In the pdf file, you can find as well two examples, one to show the available features and other showing how to use these functions to solve simple BVPs by "single shooting" (The functions have many more possible uses: parameter identification, multiple shooting, small optimal control problems, ...)

The four MATLAB 5.3 files may be set just in the same directory of SENS_IND and SENS_SYS, if you have
MATLAB 6.*

Please, e-mail us if you have any comment or find problems.

• MATLAB release: MATLAB 5.3 (R11)

[John Hedengren]

A much needed tool for modellers to appropriately understant model uncertainty.

[MJ Major]

Certainly helpful; offered a much needed ODE solver which had been discarded.

[Alaa El -din Kadib]

Please send me information about sensitivity analysis and finite differences.

[Faisal javed]

can ode45 be used for nonlinear odes solution (e.g 2 DOf gyroscopes)

[Edo Ab]

Very useful. However, I would add more into the description file even if it means adding descriptions of ODE solvers and sensitivity analysis the writer finds a prerequisite.

[Vaibhav]

Works fine. Is it possible to pass extra parameter in the ODEFUN file? At present it accepts only quotes ('ODEFUN') form. Is it possible to use @ODEFUN format. In the later, we can manipulate the number of inputs, which is generally required in optimization.