Adjoint sensitivity analysis for differential-algebraic equations: algorithms and software

Adjoint sensitivity analysis for di$erential-algebraic equations: algorithms and software

An e4cient numerical method for sensitivity computation of large-scale di$erential-algebraic systems is developed based on the adjoint method. Issues that are critical for the implementation are addressed. Complexity analysis and numerical results demonstrate that the adjoint sensitivity method is advantageous over the forward sensitivity method for applications with a large number of sensitivi...

Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution

An adjoint sensitivity method is presented for parameter-dependent differentialalgebraic equation systems (DAEs). The adjoint system is derived, along with conditions for its consistent initialization, for DAEs of index up to two (Hessenberg). For stable linear DAEs, stability of the adjoint system (for semi-explicit DAEs) or of an augmented adjoint system (for fully implicit DAEs) is shown. In...

Self-adjoint differential-algebraic equations

Sensitivity Analysis for Differential Algebraic Equations

In this paper we propose a new method based on adjoint systems for parametric sensitivity analysis of DAE’s. This method is employed in a series of experiments, and the results are compared with the estimation of sensitivity by a finite differences method, widely used because of the simplicity of its implementation. In addition, we propose a method extension based on the use of estimation funct...

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)...