Sensitivity analysis for mixed-language numerical models

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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.

Original languageEnglish
Pages (from-to)1794-1803
Number of pages10
JournalProcedia Computer Science
Volume18
DOIs
StatePublished - 2013
Event13th Annual International Conference on Computational Science, ICCS 2013 - Barcelona, Spain
Duration: Jun 5 2013Jun 7 2013

Funding

Utke was supported by the U.S. Department of Energy, under contract DE-AC02-06CH11357.

Keywords

  • Algorithmic differentiation
  • Mixed-programming languages
  • Sensitivity analysis

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