LINDA PETZOLD
Linda Petzold
Dept. of Mechanical and Environmental Engineering
Engr. 2 Bldg., Room 2355
University of California, Santa Barbara
Santa Barbara, CA 93106-5070
http://www.engineering.ucsb.edu/~cse
petzold@engineering.ucsb.edu
Abstract:
Sensitivity analysis of differential-algebraic (DAE) systems is
important in many engineering and scientific applications.
Sensitivity analysis generates essential information for design
optimization, parameter estimation, optimal control, model reduction,
process sensitivity and experimental design. Recent work on methods
and software for sensitivity analysis of DAE systems has demonstrated
that forward sensitivities can be computed reliably and efficiently.
However, for problems which require the sensitivities with respect to
a large number of parameters, the forward sensitivity approach is
intractable and the adjoint (reverse) method is advantageous. In this
lecture we give the adjoint system for general DAEs and investigate
some of its fundamental analytical and numerical properties. We
describe our new adjoint DAE software and outline some of the issues
which are critical to the implementation.