Nonlocal Sensitivity Analysis with Automatic Differentiation

Leigh Tesfatsion ()

Staff General Research Papers Archive from Iowa State University, Department of Economics

Abstract: This encyclopedia entry summarizes work by Robert E. Kalaba and Leigh Tesfatsion on nonlocal sensitivity analysis (sensitivity analysis over parameter intervals). A complete differential system for accomplishing this nonlocal sensitivity analysis is implemented by means a Fortran program "Nasa" (Nonlocal Automated Sensitivity Analysis). The Nasa program incorporates a fairly substantial library for the forward-mode automatic evaluation of partial derivatives through order three as well as an adaptive homotopy method for automatically obtaining all required initial conditions. Related work can be accessed at: http://www2.econ.iastate.edu/tesfatsi/NASAHome.htm

Keywords: automated sensitivity analysis; Parameterized nonlinear equations; nonlocal solution tracking; Nasa program (search for similar items in EconPapers)
JEL-codes: C6 (search for similar items in EconPapers)
Date: 2001-01-01
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