An alternative formulation of the global sensitivity equations

To optimize the performance of any system, the sensitivity derivatives of the system's output variables with respect to its input variables must be readily available. It is also desirable that these derivatives be inexpensive to calculate as the optimization process requires many evaluations of the output variables and their derivatives. Optimization methods that have been developed for use in automated structural design programs may not be extended for use in integrated multidisciplinary design programs until adequate means of calculating accurate sensitivity derivatives of complex, internally coupled systems have been developed. Until the development of the Global Sensitivity Equations (GSE), the only method of determining the sensitivity derivatives of coupled systems has been by using finite differences. Analytical or semi-analytical derivatives do not exist as there is no analytical solution to the coupled problem. Also, difficulties arise because the finite difference method is expensive as the system has to iterate to a converged solution for each incremental input variable. The method may not be accurate, and the choice of the input variable increment may cause the difference in the output variable to be insignificant compared to computer numerical error if the choice is too small, or the process may not predict the true value of the output variable if the increment is too large. The GSE allow the system's sensitivity derivatives to be calculated as functions of the component subsystem's (local) sensitivity derivatives. These local sensitivity derivatives are calculated from specifically decoupled subsystems, whereas the GSE account for total system coupling. Since the subsystems are decoupled, it may be possible for the local derivatives to be calculated by analytical or semi-analytical methods, which generally reduce cost and improve accuracy. Several academic problems have been solved using GSE and have demonstrated encouraging results.