Multidimensional Sensitivity Analysis of Large-Scale Mathematical Models

DOI10.1007/978-1-4614-7172-1_8zbMath1477.65013arXiv1701.05494OpenAlexW72011800MaRDI QIDQ2847767

Rayna Georgieva, Ivan T. Dimov

Publication date: 11 September 2013

Published in: Numerical Solution of Partial Differential Equations: Theory, Algorithms, and Their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.05494

zbMATH Keywords

global sensitivity analysisanalysis for independent inputsMonte Carlo and quasi-Monte Carlo algorithmsoptimal Monte Carlo methods

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear inference, regression (62J99) Monte Carlo methods (65C05)

Related Items (4)

A study of highly efficient stochastic sequences for multidimensional sensitivity analysis ⋮ Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind ⋮ Sensitivity Studies of an Air Pollution Model by Using Efficient Stochastic Algorithms for Multidimensional Numerical Integration ⋮ A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind

Uses Software

• Algorithm 823
• nag
• TOMS659
• SFMT

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