1. Sensitivity Analysis for Mixed-Language Numerical Models
- Author
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Jean Utke, Robert A Lefebvre, and Bradley T Rearden
- Subjects
Theoretical computer science ,Computer science ,Automatic differentiation ,Fortran ,Separation of concerns ,Context (language use) ,Numerical models ,Mixed language ,algorithmic differentiation ,Development (topology) ,sensitivity analysis ,General Earth and Planetary Sciences ,mixed-programming languages ,Sensitivity (control systems) ,computer ,General Environmental Science ,computer.programming_language - Abstract
The separation of concerns in the development of numerical models not only leads to a separation into components but, based on their purpose, these components may also be written in different programming languages. The sensitivity analysis of a numerical model provides quantitative information about the dependencies of the model outputs with respect to its inputs. An analysis of mixed-language models using derivatives computed with algorithmic (or automatic) differentiation needs to comprehensively handle all the involved components and the respective interfaces in a mixed-language environment. We describe the issues arising in the context of the sensitivity analysis, present a solution implemented with the algorithmic differentiation tool Rapsodia for C++ and Fortran, and discuss its practical use in a large-scale engineering application.
- Published
- 2013
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