Imperial College London

DrBenoitChachuat

Faculty of EngineeringDepartment of Chemical Engineering

Reader in Process Systems Engineering
 
 
 
//

Contact

 

b.chachuat Website

 
 
//

Location

 

609Roderic Hill BuildingSouth Kensington Campus

//

Summary

 

Publications

Citation

BibTex format

@article{Peric:2017:10.1137/16M1102719,
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 = {http://dx.doi.org/10.1137/16M1102719},
volume = {39},
year = {2017}
}

RIS format (EndNote, RefMan)

TY  - JOUR
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 - http://dx.doi.org/10.1137/16M1102719
UR - http://hdl.handle.net/10044/1/51917
VL - 39
ER -