Variance-based global sensitivity analysis via sparse-grid interpolation and cubature

DOI10.4208/CICP.230909.160310SMaRDI QIDQ5345835zbMATH OpenOpenAlexFDO

Authors Dongbin Xiu, Greg Buzzard

Publication date 7 June 2017

Published in Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/7a8d38096a6be36e334a8aade5b95b955ca04f7d

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Interpolation in approximation theory (41A05) Approximation by polynomials (41A10)

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• On the consistency of Sobol indices with respect to stochastic ordering of model parameters
• Sparse grids-based stochastic approximations with applications to aerodynamics sensitivity analysis

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