Sensitivity analysis of partial differential equations: A case for functional sensitivity

Sensitivity analysis allows for analyzing the effects of parameter uncertainty. For functional parameters, the sensitivity of the system is described by the functional derivatives of the output variables with respect to the parameters. Approximation of each of the functional parameters by a finite number of scalars (via the finite element representation) allows one to use elementary sensitivity analysis. The functional sensitivities are easily approximated from elementary sensitivities and, being objective quantities, they allow one to evaluate the numerical quality of sensitivities. The grid density necessary for computing functional sensitivities may differ significantly from the grid required for the numerical solution of the governing equation.