Colsol-DDE / ParamEDE

A combined software suite written in Fortran for solving stiff and non-stiff initial value problems (IVP) in differential equations that exhibit time delays, switches, and impulses (formally: impulsive hybrid discrete-continuous delay differential equations, IHDDE). Colsol-DDE is the first program that allows the computation of forward and adjoint sensitivities for the considered very general class of IVPs by means of Internal Numerical Differentiation (IND). ParamEDE solves nonlinear constrained least-squares parameter estimation problems in IHDDE. Using a sophisticated Generalized Gauss-Newton method with a suitable globalization technique ensures convergence to only those solutions that are statistically stable against small perturbations of the measurement data. ParamEDE implements an internal regularization in in order to deal with singular or ill-conditioned problems.

[1] Simon M. Lenz: Impulsive hybrid discrete-continuous delay differential equations. PhD Thesis, Heidelberg University, 2014. Online: http://archiv.ub.uni-heidelberg.de/volltextserver/17117/