Sensitivity of complex, internally coupled systems

Abstract

A method is presented for computing sensitivity derivatives with respect to independent (input) variables for complex, internally coupled systems, while avoiding the cost and inaccuracy of finite differencing performed on the entire system analysis. The method entails two alternative algorithms: the first is based on the classical implicit function theorem formulated on residuals of governing equations, and the second develops the system sensitivity equations in a new form using the partial (local) sensitivity derivatives of the output with respect to the input of each part of the system. A few application examples are presented to illustrate the discussion.

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