Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5th-CASAM-N): I. Mathematical Framework

Abstract

This work presents the mathematical framework of the “Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5th-CASAM-N),” which generalizes and extends all of the previous works performed to date on this subject. The 5th-CASAM-N enables the exact and efficient computation of all sensitivities, up to and including fifth-order, of model responses to uncertain model parameters and uncertain boundaries of the system’s domain of definition, thus enabling, inter alia, the quantification of uncertainties stemming from manufacturing tolerances. The 5th-CASAM-N provides a fundamental step towards overcoming the curse of dimensionality in sensitivity and uncertainty analysis.