Sensitivity analysis of large-scale time dependent PDEs

DOI10.1016/S0168-9274(00)00028-3MaRDI QIDQ5932819zbMATH OpenFDO

Authors M. D. Tocci

Publication date 11 February 2003

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0168-9274(00)00028-3

zbMATH Keywords

algorithmsconvergencelarge-scale simulationsmatrix-free methodsnumerical examplessensitivity analysis

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Review text

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.

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Cites work

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Cited in

(5)

• Analyzing radiation diffusion using time-dependent sensitivity-based techniques.
• Adjoint sensitivity analysis for time-dependent partial differential equations with adaptive mesh refinement
• Finite-time matrix convolution integral sensitivity calculations
• Sensitivity Analysis and Computations of the Time Relaxation Model
• Sensitivity Analysis for the Euler Equations in Lagrangian Coordinates

Describes a project that uses

Uses Software

• ADIFOR
• SENKIN
• KELLEY

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