Second-order adjoint sensitivity analysis methodology (2nd-asam) for   large-scale nonlinear systems: II. Application to a nonlinear heat conduction   benchmark
  This work presents an illustrative application of the Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) developed by Cacuci (2015) to a paradigm nonlinear heat conduction benchmark, which models a conceptual experimental test section containing heated rods immersed in liquid lead-bismuth eutectic. This benchmark admits an exact solution, thereby making transparent the underlying mathematical derivations. For this illustrative problem, six large-scale adjoint computations sufficed to compute exactly all five 1st-order and fifteen distinct 2nd-order derivatives of the temperature response to the five model parameters. Very significantly, only the sources on the right-sides of the heat conduction differential operator need to be modified; the left-side of the differential equations (and hence the solver in large-scale practical applications) remains unchanged. 
Dan Gabriel Cacuci
math.OC math.NA