Sensitivity Analysis for Differential Algebraic Equations

نویسندگان

  • G. BORONI
  • P. LOTITO
  • A. CLAUSSE
چکیده

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 functions that allows transforming the original adjoint system into an algebraic system, making it suitable for many efficient numerical methods. Keywords— Simulation, Parametric sensitivity, DAE system.

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تاریخ انتشار 2008