When studying a mathematical model it is not enough to compute individual solutions. It is equally important to determine systematically the influence of parameter variations on these solutions. This is particularly true in engineering applications where parameters of the underlying model are often only imprecisely known. The main task of sensitivity analysis is to identify critical parameter dependences. In this short article, we review the basic ideas of sensitivity analysis for deterministic models. We emphasize the use of internal numerical differentiation which is a reliable and robust method. A greater part of the paper is devoted to typical applications, illustrated by numerical examples.
KeywordsSensitivity Analysis Jacobian Matrix Elliptic Boundary Sensitivity Equation Design Sensitivity Analysis
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