Software and algorithms for sensitivity analysis of large-scale differential algebraic systems

Sensitivity analysis for DAE systems is important in many engineering and scientific applications. The information contained in the sensitivity trajectories is useful for parameter estimation, optimization, model reduction and experimental design. In this paper we present algorithms and software for sensitivity analysis of large-scale DAE systems of index up to two. The new software provides for consistent initialization of the solutions and the sensitivities, interfaces seamlessly with automatic differentiation for the accurate evaluation of the sensitivity equations, and is capable via MPI of exploiting the natural parallelism of sensitivity analysis as well as providing an efficient solution in sequential computations.