Sensitivity Analysis for Conceptual Design

Abstract

This note describes an approach to sensitivity analysis, which is a way to compare the relative rates of change of some variables with respect to others among the solutions to a system of equations. It treats the problem of different variable units and scales, exceptional cases and singularities in the relating equations, and additional problem-related information about the variables.

The analysis of the main problem in sensitivity analysis was entirely mathematical at first, with various engineering aspects emerging only gradually as the investigation proceeded. We attempt to make a clear separation between the mathematical aspects of the problem solution and the computational aspects of a program implementing the solution.

There is no new mathematics here. The bulk of the difficulty is in bridging the gap from easy or at least well-known mathematical results to working computer programs.¹