The nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology, Volume II

The nth-Order Comprehensive Adjoint Sensitivity Analysis Methodology, Volume II

Overcoming the Curse of Dimensionality: Large-Scale Application

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This text describes a comprehensive adjoint sensitivity analysis methodology (nth-CASAM), developed by the author, which enablesthe efficient and exact computation of arbitrarily high-order functional derivatives of model responses to model parameters in large-scale systems. The nth-CASAM framework is set in linearly increasing Hilbert spaces, each of state-function-dimensionality, as opposed to exponentially increasing parameter-dimensional spaces, thereby overcoming the so-called "curse of dimensionality" in sensitivity and uncertainty analysis. The nth-CASAM is applicable to any model; the ...