Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (Q5938386): Difference between revisions
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Revision as of 23:43, 4 March 2024
scientific article; zbMATH DE number 1621892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates |
scientific article; zbMATH DE number 1621892 |
Statements
Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (English)
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6 September 2001
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The author shows how the global sensitivity indices for rather complex mathematical models can be efficiently computed by Monte Carlo (or quasi-Monte Carlo) methods. These indices are used for estimating the influence of individual variables or groups of variables on the model output.
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sensitivity analysis
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Monte Carlo method
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quasi-Monte Carlo method
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mathematical modelling
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