ABSTRACT
This chapter presents the Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) for nonlinear systems, in which the equations modelling the system are nonlinear in the dependent variables. It describes the 2nd-ASAM for computing exactly and efficiently the second-order functional derivatives of system responses to the system's model parameters. Computing second-order partial sensitivities that correspond to vanishing first-order sensitivities may also be of interest, since vanishing first-order sensitivities may indicate critical points of the response in the phase-space of model parameters. It has been shown that constructing and solving the 2nd-LASS requires very little additional effort beyond the construction of the 1st-LASS needed for computing the first-order sensitivities.
