Fourth Mississippi State Conference on
Differential Equations and Computational Simulations,
Electron. J. Diff. Eqns., Conf. 03, 1999, pp. 1327.
Use of discrete sensitivity analysis to transform explicit simulation
codes into design optimization codes
Clarence O. E. Burg
Abstract:
Sensitivity analysis is often used in high fidelity numerical optimization to
estimate design space derivatives efficiently. Typically, explicit codes are
combined with the adjoint formulation of continuous sensitivity analysis,
which requires the derivation and solution of the adjoint equations along with
appropriate boundary conditions. However, for implicit codes, which
already calculate the Jacobian matrix of the discretized governing
equations, the discrete approach of sensitivity analysis is relatively
easy to implement. Using the complex
Taylor's series expansion method to generate derivatives, a highly
accurate approximation to the Jacobian matrix can be generated
for implicit or explicit codes, allowing uniform application of
discrete sensitivity analysis to both implicit and explicit codes.
Published July 10, 2000.
Math Subject Classifications: 76N25, 49Q12.
Key Words: design optimization, sensitivity analysis, adjoint methods,
computational fluid dynamics.
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Clarence O. E. Burg
Research Engineer, Computational Simulation and Design Center
Engineering Research Center
Mississippi State University, Mississippi State, MS, USA
email: burg@erc.msstate.edu name 
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