This is page 1 Printer: Opaque this Sensitivity Analysis Using Parallel ODE Solvers and Automatic Dierentiation in C:

ABSTRACT PVODE is a high-performance ordinary dierential equation solver for the types of initial value problems (IVPs) that arise in large-scale computational simulations. Often, one wants to compute sensitivi-ties with respect to certain parameters in the IVP. We discuss the use of automatic dierentiation (AD) to compute these sensitivities in the con-text of PVODE. Results on a simple test problem indicate that the use of AD-generated derivative code can reduce the time to solution over nite dierence approximations.