[SciPy-user] Sundials

[Sebastian Walter]

Hello Nils, hello Radu,

This package is basically what I could use for my research (optimal
experimental design with underlying DAE dynamics).
Scipy is really missing integrators that also provide sensitivities:
nowadays, simulation is regarded as predictive and therefore
it is typical, that one wishes to do optimization with ODE,DAE,PDE constraints.

In our research, we have an objective function that looks in the most
simple case like this:
Phi = trace(inv(dot(J.T,J)))
where J(q) = dF/dp and F is a function of the solution of a DAE at
measurment times [t_1, t_2, ..., t_M].
i.e. the optimization problem is
min_q Phi(q)

I'd like to try SUNDIALS to do some optimal experimental design. But
I'm  not sure if your package supports all we need:
1) Actually, we need second, third and higher order derivatives,
preferably in a combination of adoint mode and forward mode.
    Can SUNDIALS do that?
2) The forward mode is directional derivatives. Is it possible to do
userspecified directions? I.e. we want
dot(dPhi/d(q_1,q_2) ,[1,2]), i.e. the derivative of Phi w.r.t. two
variables q_1 and q_2 in direction [1,2].
3) Doing a reverse sweep starting from the objective function, we need
to pass in adjoint directions at the meassurment times [t_1, t_2, ...,
t_M].
    Does SUNDIALS support that? Or is it possible to interrupt the
integration at each measurement time, hand in a new adjoint direction
and then perform a warm start?

Sebastian




On Mon, May 18, 2009 at 11:57 AM, Nils Wagner
<nwagner at iam.uni-stuttgart.de> wrote:
> FWIW, a new release of Sundials is available.
> See below for details.
>
>  Nils
>
>
>
>
> From: Radu Serban <radu at xulu.com>
> Date: Thu, 14 May 2009 15:07:36 -0400
> Subject: Sundials 2.4.0 release
>
> Announcing the release of Sundials version 2.4.0. The
> suite includes the
> following five solvers:
>  - CVODE (v. 2.6.0), for integration of ODE initial value
> problems;
>  - CVODES (v. 2.6.0), for integration and sensitivity
> analysis of ODE IVP;
>  - IDA (v. 2.6.0), for integration of DAE initial value
> problems;
>  - IDAS (v. 1.0.0), for integration and sensitivity
> analysis of DAE IVP;
>  - KINSOL (v. 2.6.0), for nonlinear algebraic systems.
>
> The Sundials solvers provide robust time integrators (with
> optional
> sensitivity analysis capabilities) and nonlinear solvers
> that can easily be
> incorporated into existing simulation codes. The solvers
> are independent of
> the data representation and can be used both on serial and
> parallel computers.
> They are written in ANSI C, with CVODE, IDA, and KINSOL
> also providing a
> Fortran interface. In addition, sundialsTB provides a
> Matlab interface to
> CVODES, IDAS, and KINSOL.
>
> Sundials is freely available, under a BSD license, at
>        http://www.llnl.gov/casc/sundials
>
> For the Sundials team,
> Radu Serban
>
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