Fourth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (4th-CASAM-N): I. Mathematical Framework

Abstract

This work presents the fourth-order comprehensive sensitivity analysis methodology for nonlinear systems (abbreviated as “4th-CASAM-N”) for exactly and efficiently computing the first-, second-, third-, and fourth-order functional derivatives (customarily called “sensitivities”) of physical system responses (i.e., “system performance parameters”) to the system’s (or model) parameters. The qualifier “comprehensive” indicates that the 4th-CASAM-N methodology enables the exact and efficient computation not only of response sensitivities with respect to the customary model parameters (including computational input data, correlations, initial and/or boundary conditions) but also with respect to imprecisely known material boundaries, caused by manufacturing tolerances, of the system under consideration. The 4th-CASAM-N methodology presented in this work enables the hitherto very difficult, if not intractable, exact computation of all of the first-, second-, third-, and fourth-order response sensitivities for large-scale systems involving many parameters, as usually encountered in practice. Notably, the implementation of the 4th-CASAM-N requires very little additional effort beyond the construction of the adjoint sensitivity system needed for computing the first-order sensitivities. The application of the principles underlying the 4th-CASAM-N to an illustrative paradigm nonlinear heat conduction model will be presented in an accompanying work.

Keywords

• fourth-order adjoint sensitivity analysis methodology
• exact expressions for efficient computation of first-, second-, third-, and fourth-order response sensitivities
• large-scale systems