Sensitivity Analysis of Differential-Algebraic Equations
Sensitivity analysis of differential-algebraic equation (DAE) systems 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 that 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 talk we introduce the forward and adjoint sensitivity methods for DAEs, and describe our forward and adjoint DAE software, DASPK3.1 and DASPKADJOINT.
