IDEAS home Printed from https://ideas.repec.org/p/isu/genres/1990.html
   My bibliography  Save this paper

Nonlocal Sensitivity Analysis with Automatic Differentiation

Author

Listed:
  • Tesfatsion, Leigh

Abstract

This encyclopedia entry summarizes work by Robert E. Kalaba and Leigh Tesfatsion on nonlocal sensitivity analysis (sensitivity analysis over parameter intervals). A complete differential system for accomplishing this nonlocal sensitivity analysis is implemented by means a Fortran program "Nasa" (Nonlocal Automated Sensitivity Analysis). The Nasa program incorporates a fairly substantial library for the forward-mode automatic evaluation of partial derivatives through order three as well as an adaptive homotopy method for automatically obtaining all required initial conditions. Related work can be accessed at: http://www2.econ.iastate.edu/tesfatsi/NASAHome.htm

Suggested Citation

  • Tesfatsion, Leigh, 2001. "Nonlocal Sensitivity Analysis with Automatic Differentiation," Staff General Research Papers Archive 1990, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genres:1990
    as

    Download full text from publisher

    File URL: http://www2.econ.iastate.edu/tesfatsi/nasahome.htm
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Koesrinartoto, D. & Sun, Junjie & Tesfatsion, Leigh, 2005. "An agent-based computational laboratory for testing the economic reliability of wholesale power market designs," ISU General Staff Papers 200501010800001043, Iowa State University, Department of Economics.

    More about this item

    Keywords

    automated sensitivity analysis; Parameterized nonlinear equations; nonlocal solution tracking; Nasa program;
    All these keywords.

    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:isu:genres:1990. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Curtis Balmer (email available below). General contact details of provider: https://edirc.repec.org/data/deiasus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.