Tackling quantitatively large dimensionality problems

被引:87
作者
Campolongo, F [1 ]
Tarantola, S [1 ]
Saltelli, A [1 ]
机构
[1] Commiss European Communities, Joint Res Ctr, Inst Syst Informat & Safety, I-21020 Ispra, Italy
关键词
sensitivity analysis; multi-parameter models; screening; quantitative sensitivity measure;
D O I
10.1016/S0010-4655(98)00165-9
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
A two-step approach to sensitivity analysis of model output in large computational models is proposed. A preliminary screening exercise is suggested in order to identify the subset of the most potentially explanatory factors. Afterwards, a quantitative method is recommended on the subset of preselected inputs. The advantage of the proposed procedure is that, very often, among a large number of input factors, only a few have a significant effect on the model output. The approach provides quantitative sensitivity measures while controlling the computational cost of the experiment. The procedure has been tested on a recent version of a chemical kinetics model of the tropospheric oxidation pathways of dimethylsulphide, including 68 uncertain factors. (C) 1999 Elsevier Science B.V.
引用
收藏
页码:75 / 85
页数:11
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