Seminar Announcement

Numerical Algorithms for Sensitivity Analysis

Steven Lee
Center for Applied Scientific Computing
Lawrence Livermore National Laboratory

Wednesday, November 17, 1999 (Note new date!)
3:00 - 4:00 p.m. (Note new time!)
Bldg. 905, Room 209 (Note new room!)

Computer-modeled simulations are used widely in the investigation of complex physical systems. These models are often parameter-dependent, and the numerical results may be highly sensitive to inaccuracies in the input parameters. Conceptually, the simplest approach to sensitivity analysis is to perform numerous simulations in which only one parameter is varied at a time. In this talk, we consider numerical models comprised of n nonlinear ordinary differential equations (ODEs) and m parameter values. However, we pursue the more systematic and practical procedure of evolving the so-called sensitivity differential equations together with the ODEs that describe the simulation. This approach gives us the first order sensitivity of the solution with respect to each parameter. Such information is useful for determining the most sensitive parameters, the insensitive parameters, and can be used for fitting computer models to experimental data.

This seminar is hosted by the Computational Sciences and Mathematics Research Department at Sandia National Labs in Livermore, CA. For more information on this or other events, visit http://csmr.ca.sandia.gov/news.html. Visitors from outside Sandia require advance arrangements in order to attend. For more information, please contact the CSMR office management assistant Doretha Smith at dahall@sandia.gov or (925) 294-4630.