Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
Authors:
- Yang CaoYCYang Cao
- Shengtai LiSLShengtai Li
- Linda PetzoldLPLinda Petzold
- Radu SerbanRSRadu Serban
Top Cited Papers
- 1 January 2003
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific Computing
- Vol. 24 (3) , 1076-1089
Abstract
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.Keywords
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