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Sensitivity analysis for differential algebraic equations

In this paper we propose a new method based on adjoint systems for parametric sensitivity analysis of DAE's. This method is employed in a series of experiments, and the results are compared with the estimation of sensitivity by a finite differences method, widely used because of the simplicity of its implementation. In addition, we propose a method extension based on the use of estimation functions that allows transforming the original adjoint system into an algebraic system, making it suitable for many efficient numerical methods.