Global and local sensitivity analysis methods for a physical system

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...

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Veröffentlicht in:	European journal of physics 2011-11, Vol.32 (6), p.1577-1583
1. Verfasser:	Morio, Jérôme
Format:	Artikel
Sprache:	eng
Schlagworte:	Communication, education, history, and philosophy Comparative Analysis Computation Equations (Mathematics) Evaluation Methods Exact sciences and technology General physics Mathematical Models Monte Carlo Methods Physics Physics literature and publications Simulation Surveys and tutorial papers, resource letters Teaching Methods
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	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. (Contains 2 tables and 1 figure.)
ISSN:	0143-0807 1361-6404
DOI:	10.1088/0143-0807/32/6/011