Sensitivity analysis of linearly-implicit differential-algebraic systems by one-step extrapolation
Sensitivity analysis of linearly-implicit differential-algebraic systems by one-step extrapolation
复制标题
一步外推法线性隐式微分代数系统的灵敏度分析
DOI：
10.1016/j.apnum.2003.07.001
复制
发表时间：
2004
影响因子：
2.8
通讯作者：
U. Nowak
中科院分区：
文献类型：
--
作者：
M. Schlegel;W. Marquardt;R. Ehrig;U. Nowak
在这项工作中，我们提出了线性隐式微分代数方程组的灵敏度分析方法。采用外推的线性隐式欧拉离散格式得到了状态和灵敏度的解。通过实例分析，将该方法与广泛使用的多步BDF方法的灵敏度扩展进行了比较。特别指出了该方法在使用顺序方法进行动态优化的情况下的优点。
In this work we present an approach for the sensitivity analysis of linearly-implicit differential–algebraic equation systems. Solutions for both states and sensitivities are obtained by applying an extrapolated linearly implicit Euler discretization scheme. This approach is compared to the widely used sensitivity extensions of multi-step BDF methods by means of case studies. Especially, we point out the benefit of this method in the context of dynamic optimization using the sequential approach.