Sensitivity Analysis and Software for Large-Scale Differential-Algebraic Systems

Linda Petzold \\ {\tt petzold@engineering.ucsb.edu} \\ Dept. of Mechanical and Environmental Engineering \\ University of California \\ Santa Barbara, CA 93106

Abstract

Efficient methods for sensitivity analysis of differential-algebraic equation (DAE) systems are required in model development, uncertainty analysis and as an intermediate step in design optimization of engineering processes. We describe the sensitivity analysis problem for DAEs by both the forward and the backward mode. We introduce the software DASPK3.0 for sensitivity analysis via the forward mode, and outline a general adjoint method for DAEs.