کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1140741 956740 2010 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Monte Carlo algorithms for evaluating Sobol’ sensitivity indices
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Monte Carlo algorithms for evaluating Sobol’ sensitivity indices
چکیده انگلیسی

Sensitivity analysis is a powerful technique used to determine robustness, reliability and efficiency of a model. The main problem in this procedure is the evaluating total sensitivity indices that measure a parameter’s main effect and all the interactions involving that parameter. From a mathematical point of view this problem is presented by a set of multidimensional integrals. In this work a simple adaptive Monte Carlo technique for evaluating Sobol’ sensitivity indices is developed. A comparison of accuracy and complexity of plain Monte Carlo and adaptive Monte Carlo algorithms is presented. Numerical experiments for evaluating integrals of different dimensions are performed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematics and Computers in Simulation - Volume 81, Issue 3, November 2010, Pages 506–514
نویسندگان
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