Automating sensitivity analysis of computer models using computer calculus

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An automated procedure for performing sensitivity analyses has been developed. The procedure uses a new FORTRAN compiler with computer calculus capabilities to generate the derivatives needed to set up sensitivity equations. The new compiler is called GRESS - Gradient Enhanced Software System. Application of the automated procedure with ''direct'' and ''adjoint'' sensitivity theory for the analysis of non-linear, iterative systems of equations is discussed. Calculational efficiency consideration and techniques for adjoint sensitivity analysis are emphasized. The new approach is found to preserve the traditional advantages of adjoint theory while removing the tedious human effort previously needed to apply this theoretical ... continued below

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Pages: 17

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Oblow, E.M. & Pin, F.G. January 1, 1985.

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Description

An automated procedure for performing sensitivity analyses has been developed. The procedure uses a new FORTRAN compiler with computer calculus capabilities to generate the derivatives needed to set up sensitivity equations. The new compiler is called GRESS - Gradient Enhanced Software System. Application of the automated procedure with ''direct'' and ''adjoint'' sensitivity theory for the analysis of non-linear, iterative systems of equations is discussed. Calculational efficiency consideration and techniques for adjoint sensitivity analysis are emphasized. The new approach is found to preserve the traditional advantages of adjoint theory while removing the tedious human effort previously needed to apply this theoretical methodology. Conclusions are drawn about the applicability of the automated procedure in numerical analysis and large-scale modelling sensitivity studies. 24 refs., 2 figs.

Physical Description

Pages: 17

Notes

NTIS, PC A02/MF A01.

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  • 7. annual DOE LLWMP participants information meeting, Las Vegas, NV, USA, 10 Sep 1985

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  • Other: DE85018095
  • Report No.: CONF-8509121-6
  • Grant Number: AC05-84OR21400
  • Office of Scientific & Technical Information Report Number: 5352635
  • Archival Resource Key: ark:/67531/metadc1066486

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Office of Scientific & Technical Information Technical Reports

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  • January 1, 1985

Added to The UNT Digital Library

  • Feb. 4, 2018, 10:51 a.m.

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  • March 27, 2018, 6:48 p.m.

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Oblow, E.M. & Pin, F.G. Automating sensitivity analysis of computer models using computer calculus, article, January 1, 1985; Tennessee. (digital.library.unt.edu/ark:/67531/metadc1066486/: accessed July 16, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.