Sensitivity analysis of large-scale time dependent PDEs (Q5932819)

The author presents several new algorithms for estimating the sensitivity of solutions of partial differential equations to certain parameters in the equations. The author is concerned with large-scale simulations so the use of direct linear algebra is not feasible. Therefore a new class of algorithms is developed which use matrix-free methods to solve all the linear systems. Several of the direct algorithms are described and it is shown how some of the ideas contained in them can be used to develop matrix-free methods. Several numerical examples are given to compare the methods, and a convergence theory for the methods is presented.