Global sensitivity of structural variability by random sampling

DOI10.1016/j.cpc.2010.08.007zbMath1225.93075OpenAlexW2086689614MaRDI QIDQ546775

Edoardo Patelli, H. J. Pradlwarter, Gerhard Iwo Schuëller

Publication date: 30 June 2011

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://rcin.org.pl/dlibra/docmetadata?showContent=true&id=66789

zbMATH Keywords

Monte Carlo simulationglobal sensitivity analysisvariance decompositiongradient estimationSobol' indicesuncertain quantification

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sampled-data control/observation systems (93C57)

Related Items (1)

Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests

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• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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