Sensitivity Analysis

As noted in my Research Page, one of my main areas of interest is sensitivity analysis. This includes computational techniques as well as exploring the applicability of this information.


Sensitivity analysis refers to quantifying the dependence of solutions on problem parameters. Typically, the solutions are those of a mathematical model (eg. a partial differential equation, PDE) and parameters may include equation coefficients (usually material properties such as conductivity, viscosity, etc.), initial and boundary conditions, or the shape of the domain/length of a time interval.

For example, consider the following skematic of heat conduction in a composite rod.

The temperature at any position (x) of the rod and at any time (t): will also depend on these other parameters. Thus, we can write to highlight these dependencies. The sensitivity

Computing Sensitivities  

Continuous Sensitivity Equations

Discrete Sensitivity Equations

Automatic Differentiation


A list of sensitivity analysis applications follows. For examples of these applications, use the following link.

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