Numerical and theoretical considerations for sensitivity calculation of discontinuous flow,.pdf
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Numerical and theoretical considerations for sensitivity calculation of discontinuous flow,
Numerical and theoretical considerations for
sensitivity calculation of discontinuous flow
Chris Homescu, I.M. Navon ?
Departmentt of Mathematics and
School of Computational Science and Information Technology
Florida State University
Tallahassee FL 32306
Abstract
Linearization of 1-D Euler equations about a discontinuous solution is discussed
from both the theoretical and numerical point of view. Estimates for the norm of
the solution of the linearized system are shown to be valid for the case presented.
Numerically, the linearization is performed following the guidelines of tangent linear
model and sensitivities with respect to a flow parameter are computed, being in
better agreement with the analytical value when compared with previously reported
results.
Key words: sensitivity, Euler equations, discontinuity, linearization, sensitivity
estimates, tangent linear model
1 Introduction
Sensitivities (which are derivatives of the variables or cost functionals that
describe the model with respect to parameters that determine the behavior of
the model –e.g. initial conditions, boundary conditions, shape parameters etc.)
were extensively studied in the last decades for problems involving continuous
functions. Research was performed also in the presence of discontinuities but
many questions in this area remain yet unanswered.
? Corresponding author.
Email addresses: chome@math.fsu.edu (Chris Homescu),
navon@csit.fsu.edu ( I.M. Navon).
Preprint submitted to Elsevier Science 7 September 2001
Sensitivity analysis in the case of a model with discontinuities was applied in
areas like fluid dynamics, aerodynamics, chemistry, financial analysis, meteo-
rology or environmental studies, to name but a few.
Studies include shape optimization for fluids (Burgreen and Baysal [1], New-
man et al. [2], Taylor et al. [3], Mohammadi and Pironneau [4]), noise analysis
and optimization of electronic circuits (Nguyen et al. [5]), control of contami-
nant releases in rivers (Piasecki and Kato
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