Adjoint sensitivity analysis for nonsmooth differential-algebraic equation systems

Ralf Hannemann-Tamás; Diego A. Muñoz; Wolfgang Marquardt

doi:10.1137/140976315

Adjoint sensitivity analysis for nonsmooth differential-algebraic equation systems

Ralf Hannemann-Tamás, Diego A. Muñoz, Wolfgang Marquardt

Research output: Contribution to journal › Article in an indexed scientific journal › peer-review

5 Scopus citations

Abstract

An adjoint sensitivity method is presented for nonsmooth semiexplicit differentialalgebraic equation systems (NDAEs) of index 1. The adjoint sensitivity system is derived for a generalization of Mayer-type functionals subject to NDAE constraints. Opposed to classical Mayertype functionals that depend on the differential and algebraic variables evaluated only at the initial and final times, the generalization depends additionally on the evaluation at multiple interior time points. The derived adjoint sensitivity method extends and builds on the method for smooth DAEs by Cao et al. [SIAM J. Sci. Comput., 24 (2003), pp. 1076-1089] and on the method for nonsmooth ODEs by Ruban [J. Comput. Systems Sci. Internat., 36 (1997), pp. 536-542].

Original language	English
Pages (from-to)	A2380-A2402
Journal	SIAM Journal on Scientific Computing
Volume	37
Issue number	5
DOIs	https://doi.org/10.1137/140976315
State	Published - 2015

Bibliographical note

Publisher Copyright:
© 2015 Society for Industrial and Applied Mathematics.

Keywords

Adjoint method
Nonsmooth DAE
Sensitivity analysis

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10.1137/140976315

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title = "Adjoint sensitivity analysis for nonsmooth differential-algebraic equation systems",

abstract = "An adjoint sensitivity method is presented for nonsmooth semiexplicit differentialalgebraic equation systems (NDAEs) of index 1. The adjoint sensitivity system is derived for a generalization of Mayer-type functionals subject to NDAE constraints. Opposed to classical Mayertype functionals that depend on the differential and algebraic variables evaluated only at the initial and final times, the generalization depends additionally on the evaluation at multiple interior time points. The derived adjoint sensitivity method extends and builds on the method for smooth DAEs by Cao et al. [SIAM J. Sci. Comput., 24 (2003), pp. 1076-1089] and on the method for nonsmooth ODEs by Ruban [J. Comput. Systems Sci. Internat., 36 (1997), pp. 536-542].",

keywords = "Adjoint method, Nonsmooth DAE, Sensitivity analysis",

author = "Ralf Hannemann-Tam{\'a}s and Mu{\~n}oz, \{Diego A.\} and Wolfgang Marquardt",

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year = "2015",

doi = "10.1137/140976315",

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T1 - Adjoint sensitivity analysis for nonsmooth differential-algebraic equation systems

AU - Hannemann-Tamás, Ralf

AU - Muñoz, Diego A.

AU - Marquardt, Wolfgang

PY - 2015

Y1 - 2015

N2 - An adjoint sensitivity method is presented for nonsmooth semiexplicit differentialalgebraic equation systems (NDAEs) of index 1. The adjoint sensitivity system is derived for a generalization of Mayer-type functionals subject to NDAE constraints. Opposed to classical Mayertype functionals that depend on the differential and algebraic variables evaluated only at the initial and final times, the generalization depends additionally on the evaluation at multiple interior time points. The derived adjoint sensitivity method extends and builds on the method for smooth DAEs by Cao et al. [SIAM J. Sci. Comput., 24 (2003), pp. 1076-1089] and on the method for nonsmooth ODEs by Ruban [J. Comput. Systems Sci. Internat., 36 (1997), pp. 536-542].

AB - An adjoint sensitivity method is presented for nonsmooth semiexplicit differentialalgebraic equation systems (NDAEs) of index 1. The adjoint sensitivity system is derived for a generalization of Mayer-type functionals subject to NDAE constraints. Opposed to classical Mayertype functionals that depend on the differential and algebraic variables evaluated only at the initial and final times, the generalization depends additionally on the evaluation at multiple interior time points. The derived adjoint sensitivity method extends and builds on the method for smooth DAEs by Cao et al. [SIAM J. Sci. Comput., 24 (2003), pp. 1076-1089] and on the method for nonsmooth ODEs by Ruban [J. Comput. Systems Sci. Internat., 36 (1997), pp. 536-542].

KW - Adjoint method

KW - Nonsmooth DAE

KW - Sensitivity analysis

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DO - 10.1137/140976315

M3 - Artículo en revista científica indexada

AN - SCOPUS:84945931829

SN - 1064-8275

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SP - A2380-A2402

JO - SIAM Journal on Scientific Computing

JF - SIAM Journal on Scientific Computing

IS - 5

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Adjoint sensitivity analysis for nonsmooth differential-algebraic equation systems

Abstract

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