ADJOINT SENSITIVITY ANALYSIS FOR DIFFERENTIAL-ALGEBRAIC EQUATIONS: THE ADJOINT DAE SYSTEM AND ITS NUMERICAL SOLUTION

被引：275

作者：

Cao, Yang ^{[1
]}

Li, Shengtai ^{[2
]}

Petzold, Linda ^{[1
]}

Serban, Radu ^{[3
]}

机构：

[1] Univ Calif Santa Barbara, Dept Comp Sci, Santa Barbara, CA 93106 USA

[2] Los Alamos Natl Lab, Div Theoret, Los Alamos, NM 87545 USA

[3] Lawrence Livermore Natl Lab, Ctr Appl Sci Comp, Livermore, CA 94551 USA

来源：

SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2003年 / 24卷 / 03期

关键词：

sensitivity analysis; DAE; adjoint method;

D O I：

10.1137/S1064827501380630

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

An adjoint sensitivity method is presented for parameter-dependent differential-algebraic equation systems (DAEs). The adjoint system is derived, along with conditions for its consistent initialization, for DAEs of index up to two (Hessenberg). For stable linear DAEs, stability of the adjoint system (for semi-explicit DAEs) or of an augmented adjoint system (for fully implicit DAEs) is shown. In addition, it is shown for these systems that numerical stability is maintained for the adjoint system or for the augmented adjoint system.

引用

页码：1076 / 1089

页数：14

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