Groundwater parameter estimation via the unsteady adjoint variable formulation of discrete sensitivity analysis

2002 ◽  
Vol 18 (6) ◽  
pp. 391-398
Author(s):  
C. O. E. Burg
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Estimation ◽  
Adjoint Variable ◽  
Discrete Sensitivity ◽  
Unsteady Adjoint

Sensitivity analysis of sandwich beams and plates accounting for variable support conditions

2013 ◽  
Vol 61 (1) ◽  
pp. 201-210 ◽  
Author(s):  
R. Studziński ◽  
Z. Pozorski ◽  
A. Garstecki
Keyword(s):  
Sensitivity Analysis ◽  
Adjoint Variable Method ◽  
Adjoint Variable ◽  
Practical Applications ◽  
The Core ◽  
State Of Stress ◽  
Thin Steel ◽  
Influence Of Temperature On ◽  
Support Conditions ◽  
Variable Support

Abstract The paper addresses the problems of the sensitivity analysis and optimal design of multi-span sandwich panels with a soft core and flat thin steel facings. The response functional is formulated in a general form allowing wide practical applications. Sensitivity gradients of this functional with respect to dimensional, material and support parameters are derived using adjoint variable method. These operators account for the jump of the slope of a Timoshenko beam or a Reissner plate at the position of concentrated active load or reaction, thus extending the sensitivity operators known in literature. The jump of slope is the effect of shear deformation of the core. Special attention is focussed on sensitivity and optimisation allowing for variable support position and stiffness, because local phenomena observed in supporting area of sandwich plates often initiate failure mechanisms. Introducing optimally located elastic supports allows to reduce the unfavourable influence of temperature on the state of stress. Several examples illustrate the application of derived sensitivity operators and demonstrate their exactness

Adjoint Design Sensitivity Analysis of Molecular Gas Film Lubrication Sliders

2002 ◽  
Vol 125 (1) ◽  
pp. 145-151 ◽  
Author(s):  
Sang-Joon Yoon ◽  
Dong-Hoon Choi
Keyword(s):  
Sensitivity Analysis ◽  
Design Sensitivity ◽  
Design Sensitivity Analysis ◽  
Finite Difference Approximation ◽  
Molecular Gas ◽  
Air Bearings ◽  
Adjoint Variable ◽  
Topological Parameters ◽  
Molecular Gas Film Lubrication ◽  
Film Lubrication

This paper proposes an analytical design sensitivity analysis (DSA) to topological parameters of MGL (molecular gas film lubrication) sliders by introducing an adjoint variable method. For the analysis of slider air bearings, we used the spatial discretization of the generalized lubrication equation based on a control volume formulation. The residual functions for inverse analysis of the slider are considered as the equality constraint functions. The slider rail heights of all grid cells are chosen as design variables since they are the topological parameters determining air bearing surface (ABS). Then, a complicated adjoint variable equation is formulated to directly handle the highly nonlinear asymmetric coefficient matrix and vector in the discrete system equations of slider air bearings. An alternating direction implicit (ADI) scheme is utilized to efficiently solve large-scale problem in special band storage. The simulation results of DSA are directly compared with those of finite-difference approximation (FDA) to show the effectiveness and accuracy of the proposed approach. The overall sensitivity distribution over the ABS is reported, and clearly shows to which section of the ABS the special attention should be given during the manufacturing process. It is demonstrated that the proposed method can reduce more than 99 percent of the CPU time in comparison with FDA, even though both methods give the same results.

scholarly journals A Stochastic Harmonic Oscillator Temperature Model for the Valuation of Weather Derivatives

Mathematics ◽  
2021 ◽  
Vol 9 (22) ◽  
pp. 2890
Author(s):  
Alessio Giorgini ◽  
Rogemar S. Mamon ◽  
Marianito R. Rodrigo
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Estimation ◽  
Harmonic Oscillator ◽  
Numerical Simulations ◽  
Model Parameters ◽  
Call Option ◽  
Temperature Model ◽  
Option Prices ◽  
Harmonic Oscillator Model ◽  
Temperature Dynamics

Stochastic processes are employed in this paper to capture the evolution of daily mean temperatures, with the goal of pricing temperature-based weather options. A stochastic harmonic oscillator model is proposed for the temperature dynamics and results of numerical simulations and parameter estimation are presented. The temperature model is used to price a one-month call option and a sensitivity analysis is undertaken to examine how call option prices are affected when the model parameters are varied.

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