Sensitivity analysis of a dynamical system using C++

This article introduces basic principles of first order sensitivityanalysis and presents an algorithm that can be used to compute the sensitivityof a dynamical system to a selected parameter. This analysis is performed byextending with sensitivity equations the set of differential equationsdescribing the dynamical system. These additional equations requirethe evaluation of partial derivatives, and so a technique known as the tablealgorithm, which can be used to exactly and automatically compute thesederivatives, is described. A C++ class which can be used to implementthe table algorithm is presented along with a driver routine for evaluatingthe output of a model and its sensitivity to a single parameter. The use ofthis driver routine is illustrated with a specific application from environmentalhazards modeling.