Sensitivity analysis of differential-algebraic equations and partial differential equations

Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.

• Type: Journal
• Year: 2006
• Where: CCE
• Authors: Linda R. Petzold, Shengtai Li, Yang Cao, Radu Serban
• Keywords: Adjoint Methods, CCE 2006, CCE 2007, Parameter Estimation, Sensitivity Analysis