Sensitivity Analysis of Large - Scale TimeDependent PDE ' s ?
نویسنده
چکیده
In this paper, we present several new algorithms for estimating the sensitivity of solutions of partial diierential equations to certain parameters in the equations. There has been a great deal of work done on sensitivity analysis using direct linear algebra, but we are concerned with large-scale simulations so the use of direct linear algebra is not feasible. Therefore we have developed a new class of algorithms which use matrix-free methods to solve all the linear systems. We describe several of the direct algorithms and show how some of the ideas contained in them can be used to develop the matrix-free methods. Several numerical examples are given to compare the methods, and a convergence theory for the methods is presented.
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