Derivative-Based Global Sensitivity Analysis for Models with High-Dimensional Inputs and Functional Outputs
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Abstract: We present a framework for derivative-based global sensitivity analysis (GSA) for models with high-dimensional input parameters and functional outputs. We combine ideas from derivative-based GSA, random field representation via Karhunen--Lo`{e}ve expansions, and adjoint-based gradient computation to provide a scalable computational framework for computing the proposed derivative-based GSA measures. We illustrate the strategy for a nonlinear ODE model of cholera epidemics and for elliptic PDEs with application examples from geosciences and biotransport.
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Cited in
(10)- Structure exploiting methods for fast uncertainty quantification in multiphase flow through heterogeneous media
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