Global Sensitivity Analysis
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Global Sensitivity Analysis
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Author : Andrea Saltelli
language : en
Publisher: John Wiley & Sons
Release Date : 2008-02-28
Global Sensitivity Analysis written by Andrea Saltelli and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-28 with Mathematics categories.
Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.
Encyclopedia Of Gis
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Author : Shashi Shekhar
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-12
Encyclopedia Of Gis written by Shashi Shekhar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-12 with Computers categories.
The Encyclopedia of GIS provides a comprehensive and authoritative guide, contributed by experts and peer-reviewed for accuracy, and alphabetically arranged for convenient access. The entries explain key software and processes used by geographers and computational scientists. Major overviews are provided for nearly 200 topics: Geoinformatics, Spatial Cognition, and Location-Based Services and more. Shorter entries define specific terms and concepts. The reference will be published as a print volume with abundant black and white art, and simultaneously as an XML online reference with hyperlinked citations, cross-references, four-color art, links to web-based maps, and other interactive features.
Predictive Global Sensitivity Analysis
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Author : CHARLES L.. LUO MUNSON (LAN. HUANG, XIAOHUI.)
language : en
Publisher:
Release Date : 2024
Predictive Global Sensitivity Analysis written by CHARLES L.. LUO MUNSON (LAN. HUANG, XIAOHUI.) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024 with categories.
Basics And Trends In Sensitivity Analysis Theory And Practice In R
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Author : Sébastien Da Veiga
language : en
Publisher: SIAM
Release Date : 2021-10-14
Basics And Trends In Sensitivity Analysis Theory And Practice In R written by Sébastien Da Veiga and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-14 with Mathematics categories.
This book provides an overview of global sensitivity analysis methods and algorithms, including their theoretical basis and mathematical properties. The authors use a practical point of view and real case studies as well as numerous examples, and applications of the different approaches are illustrated throughout using R code to explain their usage and usefulness in practice. Basics and Trends in Sensitivity Analysis: Theory and Practice in R covers a lot of material, including theoretical aspects of Sobol’ indices as well as sampling-based formulas, spectral methods, and metamodel-based approaches for estimation purposes; screening techniques devoted to identifying influential and noninfluential inputs; variance-based measures when model inputs are statistically dependent (and several other approaches that go beyond variance-based sensitivity measures); and a case study in R related to a COVID-19 epidemic model where the full workflow of sensitivity analysis combining several techniques is presented. This book is intended for engineers, researchers, and undergraduate students who use complex numerical models and have an interest in sensitivity analysis techniques and is appropriate for anyone with a solid mathematical background in basic statistical and probability theories who develops and uses numerical models in all scientific and engineering domains.
Sensitivity Analysis
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Author : Emanuele Borgonovo
language : en
Publisher: Springer
Release Date : 2017-04-19
Sensitivity Analysis written by Emanuele Borgonovo and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-19 with Business & Economics categories.
This book is an expository introduction to the methodology of sensitivity analysis of model output. It is primarily intended for investigators, students and researchers that are familiar with mathematical models but are less familiar with the techniques for performing their sensitivity analysis. A variety of sensitivity methods have been developed over the years. This monograph helps the analyst in her/his first exploration of this world. The main goal is to foster the recognition of the crucial role of sensitivity analysis methods as the techniques that allow us to gain insights from quantitative models. Also, exercising rigor in performing sensitivity analysis becomes increasingly relevant both to decision makers and modelers. The book helps the analyst in structuring her/his sensitivity analysis quest properly, so as to obtain the correct answer to the corresponding managerial question. The first part of the book covers Deterministic Methods, including Tornado Diagrams; One-Way Sensitivity Analysis; Differentiation-Based Methods and Local Sensitivity Analysis with Constraints. The second part looks at Probabilistic Methods, including Regression-Based methods, Variance-Based Methods, and Distribution-Based methods. The final section looks at Applications, including capital budgeting, sensitivity analysis in climate change modelling and in the risk assessment of a lunar space mission.
Sensitivity Analysis In Practice
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Author : Andrea Saltelli
language : en
Publisher: John Wiley & Sons
Release Date : 2004-07-16
Sensitivity Analysis In Practice written by Andrea Saltelli and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-07-16 with Mathematics categories.
Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models. Other key features: Provides an accessible overview of the current most widely used methods for sensitivity analysis. Opens with a detailed worked example to explain the motivation behind the book. Includes a range of examples to help illustrate the concepts discussed. Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors. Contains a large number of references to sources for further reading. Authored by the leading authorities on sensitivity analysis.
Sensitivity And Uncertainty Analysis Volume Ii
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Author : Dan G. Cacuci
language : en
Publisher: CRC Press
Release Date : 2005-05-16
Sensitivity And Uncertainty Analysis Volume Ii written by Dan G. Cacuci and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-05-16 with Mathematics categories.
As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable scientific tools. Sensitivity and Uncertainty Analysis. Volume I: Theory focused on the mathematical underpinnings of two important methods for such analyses: the Adjoint Sensitivity Analysis Procedure and the Global Adjoint Sensitivity Analysis Procedure. This volume concentrates on the practical aspects of performing these analyses for large-scale systems. The applications addressed include two-phase flow problems, a radiative convective model for climate simulations, and large-scale models for numerical weather prediction.
23 European Symposium On Computer Aided Process Engineering
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Author : Felipe D. Sepulveda
language : en
Publisher: Elsevier Inc. Chapters
Release Date : 2013-06-10
23 European Symposium On Computer Aided Process Engineering written by Felipe D. Sepulveda and has been published by Elsevier Inc. Chapters this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-10 with Science categories.
In mineral processing, the recovery and/or concentration of the value components cannot occur in one operational stage, necessitating the use of separation circuits. The component to be separated is usually distributed at different concentrations and different particle sizes, resulting in different levels of recovery in terms of the particle size and concentration. Typically, more than one value component must be selectively removed by exploiting the differences in the components' floatability at different values of the pH, pulp potential and particle size. Several methods for the design of these circuits are available in the literature, but comparatively few articles present circuit analysis tools. In this work, global sensitivity analysis was used to analyze and design separation circuits. The effect of each stage on the general circuit was studied and the relationships between the recovery at each stage and the global recovery of the circuit were identified. The effects of uncertainties in the kinetic constants, the residence time and the number of cells were also analyzed. The Sobol' and Morris methods were applied using the software SimLab 2.2. The advantages and disadvantages of each method are discussed and the two methods are compared with local methods (which were previously published by the authors); application of the two methods to the design of mineral separation processes is also discussed. These considerations are illustrated by a case study.
Sensitivity Analysis
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Author : Andrea Saltelli
language : en
Publisher: Wiley
Release Date : 2009-03-16
Sensitivity Analysis written by Andrea Saltelli and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-16 with Mathematics categories.
The Wiley Paperback Series makes valuable content more accessible to a new generation of statisticians, mathematicians and scientists. Sensitivity analysis is used to ascertain how a given model output depends upon the input parameters. This is an important method for checking the quality of a given model, as well as a powerful tool for checking the robustness and reliability of its analysis. The topic is acknowledged as essential for good modelling practice and is an implicit part of any modelling field. Offers an accessible introduction to sensitivity analysis. Covers all the latest research. Illustrates concepts with numerous examples, applications and case studies. Includes contributions from the leading researchers active in developing strategies for sensitivity analysis. The principles of sensitivity analysis are carefully described and suitable methods for approaching many types of problems are given. The book introduces the modeller to the entire casual assessment chain, from data to predictions, whilst explaining the impact of source uncertainties and framing assumptions. A ‘hitch-hikers guide’ is included to allow the more experienced reader to readily access specific applications. Modellers from a wide range of disciplines, including biostatistics, economics, environmental impact assessment, chemistry and engineering will benefit greatly from the numerous examples and applications. "Presents many different sensitivity analysis methodologies and demonstrates their usefulness in scientific research." (Zentralblatt MATH)
Sensitivity Analysis For Coupled Aero Structural Systems
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Author : Anthony A. Giunta
language : en
Publisher:
Release Date : 1999
Sensitivity Analysis For Coupled Aero Structural Systems written by Anthony A. Giunta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Aeroelasticity categories.
A novel method has been developed for calculating gradients of aerodynamic force and moment coefficients for an aeroelastic aircraft model. This method uses the Global Sensitivity Equations (GSE) to account for the aero-structural coupling, and a reduced-order modal analysis approach to condense the coupling bandwidth between the aerodynamic and structural models. Parallel computing is applied to reduce the computational expense of the numerous high fidelity aerodynamic analyses needed for the coupled aero-structural system. Good agreement is obtained between aerodynamic force and moment gradients computed with the GSE/modal analysis approach and the same quantities computed using the brute-force, computationally expensive, finite difference approximations. A comparison between the computational expense of the GSE/modal analysis method and a pure finite difference is presented. These results show that the GSE/modal analysis approach is the more computationally efficient technique if sensitivity analysis is to be performed for two or more aircraft design parameters.