Parametric sensitivity functions for hybrid discrete/continuous systems

The general equations for the parametric sensitivity functions of a broad class of hybrid discrete/continuous dynamic systems where the continuous part is described by differential-algebraic equations (DAEs) are presented. For the cases where this continuous part is an ordinary differential equation system (ODEs) or a linear time invariant DAE, sufficient conditions for the existence and uniqueness of the sensitivity functions are derived. Numerical computation of these sensitivity functions has been implemented as a generic functionality in a mathematical modeling environment. Special cases and application examples are used for illustration. (C) 1999 Elsevier Science B.V. and IMACS. All rights reserved.