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Nonlocal Sensitivity Analysis with Automatic Differentiation

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Author Info
Tesfatsion, Leigh

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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://www.econ.iastate.edu/tesfatsi/NASAHome.htm

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Publisher Info
Paper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 1990.

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Date of creation: 12 Jun 2001
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Handle: RePEc:isu:genres:1990

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Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Phone: +1 515.294.6741
Fax: +1 515.294.0221
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Web page: http://www.econ.iastate.edu
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Related research
Keywords: Nonlocal sensitivity analysis; automatic differentiation; adaptive homotopy;

Find related papers by JEL classification:
B4 - Schools of Economic Thought and Methodology - - Economic Methodology

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  1. Deddy Koesrindartoto & Junjie Sun, 2005. "An Agent-Based Computational Laboratory for Testing the Economic Reliability of Wholesale Power Market Designs," Computing in Economics and Finance 2005 50, Society for Computational Economics. [Downloadable!]
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This page was last updated on 2009-12-15.


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