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This work presents the second-order forward and adjoint sensitivity analysis procedures (SO-FSAP and SO-ASAP) for computing exactly and efficiently the second-order functional derivatives of physical (engineering, biological, etc.) system…

Mathematical Physics · Physics 2015-05-20 Dan G. Cacuci

This work presents an illustrative application of the Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) developed by Cacuci (2015) to a paradigm nonlinear heat conduction benchmark, which models a conceptual experimental test…

Optimization and Control · Mathematics 2016-01-29 Dan Gabriel Cacuci

This work presents an illustrative application of the second-order adjoint sensitivity analysis procedure (SO-ASAP) to a paradigm neutron diffusion problem, which is sufficiently simple to admit an exact solution, thereby making transparent…

Mathematical Physics · Physics 2015-05-20 Dan G. Cacuci

Adjoint-based sensitivity analysis is routinely used today to assess efficiently the effect of open-loop control on the linear stability properties of unstable flows. Sensitivity maps identify regions where small-amplitude control is the…

Fluid Dynamics · Physics 2021-06-18 Edouard Boujo

We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Pierre-Jean Meyer , Murat Arcak

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

We consider a system of differential equations and obtain its solutions with exponential asymptotics and analyticity with respect to the spectral parameter. Solutions of such type have importance in studying spectral properties of…

Classical Analysis and ODEs · Mathematics 2024-05-09 Maria Kuznetsova

The data-driven modeling of dynamical systems has become an essential tool for the construction of accurate computational models from real-world data. In this process, the inherent differential structures underlying the considered physical…

Numerical Analysis · Mathematics 2025-06-04 Michael S. Ackermann , Ion Victor Gosea , Serkan Gugercin , Steffen W. R. Werner

We consider time series data modeled by ordinary differential equations (ODEs), widespread models in physics, chemistry, biology and science in general. The sensitivity analysis of such dynamical systems usually requires calculation of…

Methodology · Statistics 2017-09-20 Valdemar Melicher , Tom Haber , Wim Vanroose

Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down…

Dynamical Systems · Mathematics 2015-06-16 Patrick Blonigan , Qiqi Wang

We present an efficient finite difference method for the approximation of second derivatives, with respect to system parameters, of expectations for a class of discrete stochastic chemical reaction networks. The method uses a coupling of…

Quantitative Methods · Quantitative Biology 2012-10-16 Elizabeth Skubak Wolf , David F. Anderson

We propose estimators for dynamic second order response theory in coarse grained variables for driven out-of-equilibrium subsystems. The error is controlled through the the notion of subsystem spectral gap for the convergence of coarse…

Probability · Mathematics 2024-11-19 Fenna Müller , Max von Renesse

Sensitivity analysis plays an important role in the understanding of complex models. It helps to identify influence of input parameters in relation to the outputs. It can be also a tool to understand the behavior of the model and then can…

Computational Engineering, Finance, and Science · Computer Science 2013-01-01 David Garcia Sanchez , Bruno Lacarrière , Marjorie Musy , Bernard Bourges

The completeness of the group classification of systems of two linear second-order ordinary differential equations with constant coefficients is delineated in the paper. The new cases extend what has been done in the literature. These cases…

Classical Analysis and ODEs · Mathematics 2013-03-27 S. V. Meleshko , S. Moyo G. F. Oguis

In this paper, a concurrent learning based adaptive observer is developed for a class of second-order linear time-invariant systems with uncertain system matrices. The developed technique yields an exponentially convergent state estimator…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar

Motivated by the pressing challenges in the digital twin development for biomanufacturing systems, we introduce an adjoint sensitivity analysis (SA) approach to expedite the learning of mechanistic model parameters. In this paper, we…

Molecular Networks · Quantitative Biology 2024-07-02 Keilung Choy , Wei Xie

This article includes a short survey of selected averaging and dimension reduction techniques for deterministic fast-slow systems. This survey includes, among others, classical techniques, such as the WKB approximation or the averaging…

Mathematical Physics · Physics 2022-11-21 Matthias Klar , Karsten Matthies , Johannes Zimmer

In this paper, we propose and evaluate a novel algorithm for performing spectrum sensing on linear modulations based on second-order cyclic features of the received signals. The proposed approach has similar computational complexity to that…

Signal Processing · Electrical Eng. & Systems 2020-02-11 Anantha K. Karthik , Jameer Ali M. S , Mohammed Zafar Ali Khan , A. Bhagavathi Rao

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this paper, we present a data-driven approach to identify second-order systems, having internal Rayleigh damping. This means that the damping matrix is given as a linear combination of the mass and stiffness matrices. These systems…

Optimization and Control · Mathematics 2019-10-03 Igor Pontes Duff , Pawan Goyal , Peter Benner
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