On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models

DOI10.1016/j.jcp.2018.12.023zbMath1451.62078OpenAlexW2911048285WikidataQ128621635 ScholiaQ128621635MaRDI QIDQ2214566

Pierre-Olivier Malaterre, Victor P. Shutyaev, Igor Yu. Gejadze

Publication date: 9 December 2020

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://hal.inrae.fr/hal-02608782/file/gejadze2019.pdf

zbMATH Keywords

gradientprojection methodglobal sensitivity analysisHessian matrixuncertainty quantificationquantity of interestvariational estimation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) General nonlinear regression (62J02)

Uses Software

• TAPENADE

Cites Work

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