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Wydział Matematyki, Informatyki i Mechaniki Uniwersytetu Warszawskiego

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Sem. Biomat. i T. Gier

 

Variance-based sensitivity analysis for systems with delays


Prelegent: Jan Poleszczuk


During the first part of my talk I will make a brief introduction to the variance-based sensitivity analysis methods for general dynamical systems. I will focus mainly on the Fourier Amplitude Sensitivity Test (FAST) which allows to greatly reduce computational complexity of variance-based sensitivity estimations. Second part of my talk will be devoted to sensitivity estimation in case of delayed differential equations, i.e. sensitivity to uncertainties in delay and perturbations in the initial functions.  In case of many systems existing delay differential equations solvers are too slow for the sensitivity analysis purposes and thus, I will introduce a new numerical method based on the backward propagation of Hermite interpolation and finding numerical solutions for nonlinear systems.