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On the Numerical solution of the Adjoint Equation for Computing Sensitivities in Optimal Control

Bernd, Kathrin Kornelia LU (2015) In Bachelor's Theses in Mathematical Sciences NUMK01 20151
Mathematics (Faculty of Technology) and Numerical Analysis
Abstract
A short introduction to optimal control problems is presented. For these
problems the calculation of sensitivity matrices with the method of adjoint
equation is shown. The adjoint equations are derived with the corresponding
initial values. At the end two examples are calculated.
Popular Abstract
By many technical systems parameters can be chosen to change the behavior. How sensitive of parameter changes such a technical system is, can be measured with a sensitivity matrix. The calculation needs that first the initial behavior of the system with a fixed parameter will be evaluated and then special equations compute the sensitivities of the system. These special equations are called adjoint equations. So first the solution of the technical system with fixed parameters will be solved and afterwards the system of adjoint equations which depend on the technical system with fixed parameters will be solved, from this the sensitivities of the technical system follows.
Please use this url to cite or link to this publication:
author
Bernd, Kathrin Kornelia LU
supervisor
organization
course
NUMK01 20151
year
type
M2 - Bachelor Degree
subject
publication/series
Bachelor's Theses in Mathematical Sciences
report number
LUNFNA-4005-2015
ISSN
1654-6229
other publication id
2015:K11
language
English
id
7511336
date added to LUP
2015-09-09 10:49:03
date last changed
2015-12-14 13:32:13
@misc{7511336,
  abstract     = {A short introduction to optimal control problems is presented. For these
problems the calculation of sensitivity matrices with the method of adjoint
equation is shown. The adjoint equations are derived with the corresponding
initial values. At the end two examples are calculated.},
  author       = {Bernd, Kathrin Kornelia},
  issn         = {1654-6229},
  language     = {eng},
  note         = {Student Paper},
  series       = {Bachelor's Theses in Mathematical Sciences},
  title        = {On the Numerical solution of the Adjoint Equation for Computing Sensitivities in Optimal Control},
  year         = {2015},
}