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Symplectic Runge-Kutta schemes for adjoint equations, automatic differentiation, optimal control, and more. (English) Zbl 1339.65243

65P10 Numerical methods for Hamiltonian systems including symplectic integrators
37M15 Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems
65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
65K10 Numerical optimization and variational techniques
49J15 Existence theories for optimal control problems involving ordinary differential equations
65L80 Numerical methods for differential-algebraic equations
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