Suppose I have the following function which takes the solution to an ODE and returns a sum-of-squared errors, making use of the integrator interface (which I need to use for my actual application, not necessary for this MWE): using DifferentialEquations, ForwardDiff f(u, p, t) = p * u u0 = 1 / 2 ts…

reinit! is designed to be non-allocating, allowing one to fill the values of the integrator and go again. You cannot fill an array of Float64’s with an array of Dual numbers, that’s just not possible because there isn’t even enough memory space there (dual numbers are larger bitsizes becaues they ar…

That makes sense. I suspected that to be the case. You’d have to create a dual valued integrator which you then reinit! in order for the differentiation to be non-allocating, and to do that the easiest way would be to directly define the dual tag and the chunk size so that you know the type in adv…

Updating integrator parameter/initial condition with ForwardDiff.Dual types

General Usage

DanielVandH July 6, 2022, 11:17am 4

Continued in Declaring ForwardDiff tag directly with a DifferentialEquations integrator / nested function

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Updating integrator parameter/initial condition with ForwardDiff.Dual types

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