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Latin American applied research

Print version ISSN 0327-0793

Abstract

BORONI, G.; LOTITO, P.  and  CLAUSSE, A.. Sensitivity analysis for differential algebraic equations. Lat. Am. appl. res. [online]. 2008, vol.38, n.2, pp.123-127. ISSN 0327-0793.

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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