Adjoint sensitivity analysis for di$erential-algebraic equations: algorithms and software
نویسندگان
چکیده
An e4cient numerical method for sensitivity computation of large-scale di$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 sensitivity parameters and few objective functions. c © 2002 Elsevier Science B.V. All rights reserved.
منابع مشابه
Linear di erential algebraic equations of index 1 and their adjoint equations
For linear di erential algebraic equations of tractability index 1 the notion of the adjoint equation is analysed in full detail. Its solvability is shown at the lowest possible smoothness. The fundamental matrices of both equations are de ned and their relationships are characterized.
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تاریخ انتشار 2002