Global and local sensitivity analysis methods for a physical system

被引：100

作者：

Morio, Jerome ^{[1
]}

机构：

[1] Onera French Aerosp Lab, F-91761 Palaiseau, France

来源：

EUROPEAN JOURNAL OF PHYSICS | 2011年 / 32卷 / 06期

关键词：

INDEXES;

D O I：

10.1088/0143-0807/32/6/011

中图分类号：

G40 [教育学];

学科分类号：

040101 ; 120403 ;

摘要：

Sensitivity analysis is the study of how the different input variations of a mathematical model influence the variability of its output. In this paper, we review the principle of global and local sensitivity analyses of a complex black-box system. A simulated case of application is given at the end of this paper to compare both approaches.

引用

收藏

页码：1577 / 1583

页数：7

相关论文

共 13 条

[1]

Alam FM, 2004, PROCEEDINGS OF THE 2004 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, P949

[2]

CUKIER H, 1978, J COMPUT PHYS, V26, P1

[3] THE JACKKNIFE ESTIMATE OF VARIANCE [J].

EFRON, B ;

STEIN, C .

ANNALS OF STATISTICS, 1981, 9 (03) :586-596

[4] Uncertainty-based sensitivity indices for imprecise probability distributions [J].

Hall, Jim W. .

RELIABILITY ENGINEERING & SYSTEM SAFETY, 2006, 91 (10-11) :1443-1451

[5] A CLASS OF STATISTICS WITH ASYMPTOTICALLY NORMAL DISTRIBUTION [J].

HOEFFDING, W .

ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (03) :293-325

[6] Importance measures in global sensitivity analysis of nonlinear models [J].

Homma, T ;

Saltelli, A .

RELIABILITY ENGINEERING & SYSTEM SAFETY, 1996, 52 (01) :1-17

[7] QUASI-RANDOM SEQUENCES AND THEIR DISCREPANCIES [J].

MOROKOFF, WJ ;

CAFLISCH, RE .

SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1994, 15 (06) :1251-1279

[8] Simplex-based screening designs for estimating metamodels [J].

Pujol, Gilles .

RELIABILITY ENGINEERING & SYSTEM SAFETY, 2009, 94 (07) :1156-1160

[9] A quantitative model-independent method for global sensitivity analysis of model output [J].

Saltelli, A ;

Tarantola, S ;

Chan, KPS .

TECHNOMETRICS, 1999, 41 (01) :39-56

[10] Making best use of model evaluations to compute sensitivity indices [J].

Saltelli, A .

COMPUTER PHYSICS COMMUNICATIONS, 2002, 145 (02) :280-297