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Faculty of EngineeringDepartment of Chemical Engineering

Reader in Process Systems Engineering



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BibTex format

author = {Peric, ND and Villanueva, ME and Chachuat, B},
doi = {10.1137/16M1102719},
journal = {SIAM Journal on Scientific Computing},
pages = {A3014--A3039},
title = {Sensitivity analysis of uncertain dynamic systems using set-valued integration},
url = {},
volume = {39},
year = {2017}

RIS format (EndNote, RefMan)

AB - We present an extension of set-valued integration to enable efficient sensitivity analysis of parameter-dependent ordinary differential equation (ODE) systems, using both the forward and adjoint methods. The focus is on continuous-time set-valued integration, whereby auxiliary ODE systems are derived whose solutions describe high-order inclusions of the parametric trajectories in the form of polynomial models. The forward and adjoint auxiliary ODE systems treat the parameterization error of the original differential variables as a time-varying uncertainty, and propagate the sensitivity bounds forward and backward in time, respectively. This construction enables building on the sensitivity analysis capabilities of state-of-the-art solvers, such as CVODES in the SUNDIALS suite. Several numerical case studies are presented to assess the performance and accuracy of these set-valued sensitivity integrators.
AU - Peric,ND
AU - Villanueva,ME
AU - Chachuat,B
DO - 10.1137/16M1102719
EP - 3039
PY - 2017///
SN - 1064-8275
SP - 3014
TI - Sensitivity analysis of uncertain dynamic systems using set-valued integration
T2 - SIAM Journal on Scientific Computing
UR -
UR -
VL - 39
ER -