Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5th-CASAM-N): II. Paradigm Application to a Bernoulli Model Comprising Uncertain Parameters

Abstract

This work presents the application of the recently developed “Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5 th -CASAM-N)” to a simplified Bernoulli model. The 5 th -CASAM-N builds upon and incorporates all of the lower-order ( i.e. , the first-, second-, third-, and fourth-order) adjoint sensitivities analysis methodologies. The Bernoulli model comprises a nonlinear model response, uncertain model parameters, uncertain model domain boundaries and uncertain model boundary conditions, admitting closed-form explicit expressions for the response sensitivities of all orders. Illustrating the specific mechanisms and advantages of applying the 5 th -CASAM-N for the computation of the response sensitivities with respect to the uncertain parameters and boundaries reveals that the 5 th -CASAM-N provides a fundamental step towards overcoming the curse of dimensionality in sensitivity and uncertainty analysis.