期刊
SIAM JOURNAL ON SCIENTIFIC COMPUTING
卷 24, 期 3, 页码 1076-1089出版社
SIAM PUBLICATIONS
DOI: 10.1137/S1064827501380630
关键词
sensitivity analysis; DAE; adjoint method
资金
- U.S. Department of Energy by the University of California, Lawrence Livermore National Laboratory [W-7405-Eng-48]
- [EPRI WO-8333-06]
- [NSF CCR 98-96198]
- [NSF/ARPA PC 239415]
- [NSF/KDI ATM-9873133]
- [LLNL ISCR 00-15]
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.
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