4.5 Implementation of the SRSM-ADIFOR

The implementation of the SRSM-ADIFOR involves the modification of the model source code, by first processing the code using ADIFOR, and then making changes in the resultant code so that the derivatives with respect to the srvs can be calculated. Subsequently the derivative code has to be coupled with a main routine that produces the derivatives of concern as program outputs. The calculated derivatives are then coupled with the SRSM to estimate the coefficients of the polynomial chaos approximations of the outputs. In order to accomplish this, a set of routines is developed to generate expressions for the derivatives of a polynomial chaos expansion, and to generate a matrix similar to the illustration shown in Equation 4.14. The subsequent procedure is similar to the application of the SRSM. Figure 4.4 presents the steps involved in the application of the SRSM-ADIFOR.