YANG
CAO
University of California Santa Barbara
Santa Barbara, CA 93106, USA
ycao@cs.ucsb.edu
Abstract:
Although much work has been devoted to understanding
differential-algebraic equation (DAE) systems and developing numerical
methods and software for the simulation problem, until recently
relatively little work has been done regarding sensitivity analysis for
this class of problems. Efficient methods for sensitivity analysis are
required in
model development, uncertainty analysis and as an intermediate step in
design optimization of engineering processes. We describe the
sensitivity analysis problem for DAEs by both the forward and the
backward mode. We introduce the software DASPK3.0 for sensitivity
analysis via the forward mode, and outline a general adjoint method for
DAEs.