Sensitivity analysis in the migration of radionuclides: differential Monte Carlo versus double randomization (Q5938385)

We address in this paper the efficient estimation of sensitivity coefficients by Monte Carlo simulations. In the context of geological performance for the risk assessment of radioactive waste repositories, a recent non-analog Monte Carlo simulation based on an integral equation for the transport of radionuclides in porous media is examined in the view of sensitivity analysis. Two methods are compared: Differential Monte Carlo which requires special care when the integral kernel of the integral equation vanishes; and Double Randomization technique which is used to evaluate an effective sensitivity coefficient. Numerical results illustrate the methods for radionuclide migration and focus on the fraction reaching the upper surface of the medium.