Coefficients of sensitivity for nonlinear discrete dynamic systems with distributed and pure delays (Q1284313)

The output of a dynamic system of the form \(y(t)= y(t,\alpha)\) implicitly depending on an unknown \(\alpha\) and a functional \(I[\cdot]\) constructed from \(y(t)\) is considered. The coefficient of sensitivity of the constants \(\alpha\) (and variables \(\alpha(t)\)) is \(\text{grad }I[\cdot]\) constructed on \(y(t)\). In this article, a variational method is used for the calculation of sensitivity coefficients. Its essence consists in the following. With the help of Lagrange multipliers the dynamic equation of the system is introduced into the quality function \(I[\cdot]\), the first variation is written and conjugate equations for the Lagrange multipliers are constructed with vanishing conditions for the coefficients appearing before the variations of the output processes. Coefficients appearing before the variations of parameters are sensitivity coefficients.