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Adjoint sensitivity analysis for nonsmooth differential-algebraic equation systems. (English) Zbl 1338.34034
The authors present a sensitivity analysis for explicit nonsmooth differential algebraic equations (NDAEs) of index 1. The proposed method combines techniques known for smooth DAEs and nonsmooth ordinary differential equations. The sensitivity analysis is derived for generalized Mayer type functionals which include the typical least-squares parameter fitting problem. In contrast to classical Mayer type functionals these functionals depend on information at interior time points. Finally, two interesting case studies are presented.
MSC:
34A09 Implicit ordinary differential equations, differential-algebraic equations
49Q12 Sensitivity analysis for optimization problems on manifolds
65L80 Numerical methods for differential-algebraic equations
34A36 Discontinuous ordinary differential equations
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