{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

# adjoint - 6.581J 20.482J Foundations of Algorithms and...

This preview shows pages 1–3. Sign up to view the full content.

6.581J / 20.482J Foundations of Algorithms and Computational Techniques in Systems Biology Professor Bruce Tidor Professor Jacob K. White 6.581 / 20 .482 J Foundations of Algorithms and Computational Techniques in Systems Biology Adjoint Sensitivity Analysis for Optimization From: Cao Y, Li ST, Petzold L, Serban R, Adjoint sensitivity analysis or differential-algebraic equations: The adjoint DAE system and its numerical solution, SIAM Journal on Scientific Computing 24 : 1076–1089 (2003). Courtesy of: Joshua F. Apgar, Jared E. Toettcher, Jacob K. White, and Bruce Tidor. Sensitivity Problem For Dynamic Systems ( & , , ( , ), Dynamic System: Fxxutp p ) = 0 ( Initial Condition: x (0) = x p ) 0 T ( ( ( ), ) Derived Function: Gp ) = gxt pd t 0 dG = ?? dp 1

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
6.581J / 20.482J Foundations of Algorithms and Computational Techniques in Systems Biology Professor Bruce Tidor Professor Jacob K. White Forward Method ( & , , ( , ), Dynamic System: Fxxutp p ) = 0 ( Initial Condition: x (0) = x p ) 0 T ( ( ( ), ) Derived Function: Gp ) = gxt pd t 0 dG T g dx g dt = + dp 0 x dp p Trick 1: Augment The Problem T Gp ( ( ), T ( & ,, , ) () = gxt p ) + λ Fxxtpd t
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### Page1 / 5

adjoint - 6.581J 20.482J Foundations of Algorithms and...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online