Second-order adjoint sensitivity analysis methodology (2nd-asam) for   large-scale nonlinear systems: I. Theory
  This work presents the Second-Order Sensitivity Analysis Methodology (2nd-ASAM) for nonlinear systems. This methodology yields exactly and efficiently the second-order functional derivatives of system responses (associated with physical, engineering, biological, etc., systems) to the system's model parameters. 
Dan Gabriel Cacuci
math.OC math.NA