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.2018.12.023zbMath1451.62078MaRDI 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

gradient; projection method; global sensitivity analysis; Hessian matrix; uncertainty quantification; quantity of interest; variational estimation

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

62J02: General nonlinear regression

Uses Software

• TAPENADE