Sensitivity Analysis of Parameters in Modelling with Delay-differential Equations
Title | Sensitivity Analysis of Parameters in Modelling with Delay-differential Equations PDF eBook |
Author | Christopher T. H. Baker |
Publisher | |
Pages | |
Release | 1999 |
Genre | Applied mathematics |
ISBN |
Design Sensitivity Analysis
Title | Design Sensitivity Analysis PDF eBook |
Author | Lisa G. Stanley |
Publisher | SIAM |
Pages | 160 |
Release | 2002-01-01 |
Genre | Mathematics |
ISBN | 9780898717556 |
This book provides an understandable introduction to one approach to design sensitivity computation and illustrates some of the important mathematical and computational issues inherent in using the sensitivity equation method (SEM) for partial differential equations. The authors use basic models to illustrate the computational issues that one might encounter when applying the SEM in a laboratory or research setting, while providing an overview of applications and computational issues regarding sensitivity calculations performed by way of continuous sensitivity equation methods (CSEM).
Efficient Simulation, Accurate Sensitivity Analysis and Reliable Parameter Estimation for Delay Differential Equations
Title | Efficient Simulation, Accurate Sensitivity Analysis and Reliable Parameter Estimation for Delay Differential Equations PDF eBook |
Author | Hossein ZivariPiran |
Publisher | |
Pages | 0 |
Release | 2009 |
Genre | |
ISBN | 9780494609057 |
Delay differential equations (DDEs) are a class of differential equations that have received considerable recent attention and been shown to model many real life problems, traditionally formulated as systems of ordinary differential equations (ODEs), more naturally and more accurately. Ideally a DDE modeling package should provide facilities for approximating the solution, performing a sensitivity analysis and estimating unknown parameters. In this thesis we propose new techniques for efficient simulation, accurate sensitivity analysis and reliable parameter estimation of DDEs. We propose a new framework for designing a delay differential equation (DDE) solver which works with any supplied initial value problem (IVP) solver that is based on a general linear method (GLM) and can provide dense output. This is done by treating a general DDE as a special example of a discontinuous IVP. We identify a precise process for the numerical techniques used when solving the implicit equations that arise on a time step, such as when the underlying IVP solver is implicit or the delay vanishes. We introduce an equation governing the dynamics of sensitivities for the most general system of parametric DDEs. Then, having a similar view as the simulation (DDEs as discontinuous ODEs), we introduce a formula for finding the size of jumps that appear at discontinuity points when the sensitivity equations are integrated. This leads to an algorithm which can compute sensitivities for various kind of parameters very accurately. Finally, we discuss the structure of our evolving modeling package DDEM. We present a process that has been used for incorporating existing codes to reduce the implementation time. We discuss the object-oriented paradigm as a way of having a manageable design with reusable and customizable components. The package is programmed in C++ and provides a user-friendly calling sequences. The numerical results are very encouraging and show the effectiveness of the techniques. We also develop an algorithm for reliable parameter identification of DDEs. We propose a method for adding extra constraints to the optimization problem, changing a possibly non-smooth optimization to a smooth problem. These constraints are effectively handled using information from the simulator and the sensitivity analyzer.
Time-delay Systems
Title | Time-delay Systems PDF eBook |
Author | Sun Yi |
Publisher | World Scientific |
Pages | 153 |
Release | 2010 |
Genre | Technology & Engineering |
ISBN | 9814307394 |
This book comprehensively presents a recently developed novel methodology for analysis and control of time-delay systems. Time-delays frequently occurs in engineering and science. Such time-delays can cause problems (e.g. instability) and limit the achievable performance of control systems. The concise and self-contained volume uses the Lambert W function to obtain solutions to time-delay systems represented by delay differential equations. Subsequently, the solutions are used to analyze essential system properties and to design controllers precisely and effectively.
Model Parametric Sensitivity Analysis and Nonlinear Parameter Estimation
Title | Model Parametric Sensitivity Analysis and Nonlinear Parameter Estimation PDF eBook |
Author | Malamas Caracotsios |
Publisher | |
Pages | 488 |
Release | 1986 |
Genre | Parameter estimation |
ISBN |
Efficient Simulation, Accurate Sensitivity Analysis and Reliable Parameter Estimation for Delay Differential Equations
Title | Efficient Simulation, Accurate Sensitivity Analysis and Reliable Parameter Estimation for Delay Differential Equations PDF eBook |
Author | |
Publisher | |
Pages | |
Release | 2003 |
Genre | |
ISBN |
PhD.
Sensitivity & Uncertainty Analysis, Volume 1
Title | Sensitivity & Uncertainty Analysis, Volume 1 PDF eBook |
Author | Dan G. Cacuci |
Publisher | CRC Press |
Pages | 304 |
Release | 2003-05-28 |
Genre | Mathematics |
ISBN | 0203498798 |
As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable investigative scientific tools in their own right. While most techniques used for these analyses are well documented, there has yet to appear a systematic treatment of the method based