Nonlocal Sensitivity Analysis with Automatic Differentiation

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