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Predictions from science and engineering models depend on several input parameters. Global sensitivity analysis quantifies the importance of each input parameter, which can lead to insight into the model and reduced computational cost;…

Numerical Analysis · Mathematics 2016-07-28 Paul G. Constantine , Paul Diaz

This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge…

Computation · Statistics 2019-11-14 Joseph B. Nagel , Jörg Rieckermann , Bruno Sudret

Sensitivity analysis plays an important role in the development of computer models/simulators through identifying the contribution of each (uncertain) input factor to the model output variability. This report investigates different aspects…

Computation · Statistics 2022-06-24 Hossein Mohammadi , Peter Challenor , Clémentine Prieur

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of…

Statistics Theory · Mathematics 2013-03-26 Alexandre Janon

Sensitivity indices are commonly used to quantity the relative inuence of any specic group of input variables on the output of a computer code. In this paper, we focus both on computer codes the output of which is a cumulative distribution…

Statistics Theory · Mathematics 2020-07-27 Jean-Claude Fort , Thierry Klein , Agnès Lagnoux

Seismic fragility curves have been introduced as key components of Seismic Probabilistic Risk Assessment studies. They express the probability of failure of mechanical structures conditional to a seismic intensity measure and must take into…

Applications · Statistics 2022-10-13 Clement Gauchy , Cyril Feau , Josselin Garnier

We show how to apply Sobol's method of global sensitivity analysis to measure the influence exerted by a set of nodes' evidence on a quantity of interest expressed by a Bayesian network. Our method exploits the network structure so as to…

Machine Learning · Statistics 2021-10-11 Rafael Ballester-Ripoll , Manuele Leonelli

Global sensitivity metrics are essential tools for assessing parameter importance in complex models, particularly when precise information about parameter values is unavailable. In many cases, such metrics are used to provide parameter…

Statistics Theory · Mathematics 2025-11-19 Huiyan Zou , Allison L. Lewis

Global sensitivity analysis aims at determining which uncertain input parameters of a computational model primarily drives the variance of the output quantities of interest. Sobol' indices are now routinely applied in this context when the…

Computation · Statistics 2017-05-30 R. Schöbi , B. Sudret

This paper presents three new computational methods for calculating design sensitivities of statistical moments and reliability of high-dimensional complex systems subject to random input. The first method represents a novel integration of…

Numerical Analysis · Mathematics 2014-02-18 Sharif Rahman , Xuchun Ren

Development of new multiscale mathematical models often entails considerable complexity and multiple undetermined parameters, typically arising from closure relations. To enable reliable simulations, one must quantify how uncertain physical…

Numerical Analysis · Mathematics 2026-02-26 Linheng Ruan , Ilja Kröker , Sergey Oladyshkin , Iryna Rybak

Probabilistic sensitivity analysis identifies the influential uncertain input to guide decision-making. We propose a general sensitivity framework with respect to the input distribution parameters that unifies a wide range of sensitivity…

Methodology · Statistics 2023-02-10 Jiannan Yang

This chapter makes a review, in a complete methodological framework, of various global sensitivity analysis methods of model output. Numerous statistical and probabilistic tools (regression, smoothing, tests, statistical learning, Monte…

Statistics Theory · Mathematics 2014-04-10 Bertrand Iooss , Paul Lemaître

Sensitivity analysis (SA) has much to offer for a very large class of applications, such as model selection, calibration, optimization, quality assurance and many others. Sensitivity analysis offers crucial contextual information regarding…

This paper presents a simple numerical scheme for the two dimensional Shallow-Water Equations (SWEs). Inspired by the study of numerical approximation of the one dimensional SWEs Audusse et al. (2015), this paper extends the problem from 1D…

Computational Physics · Physics 2018-01-24 Jie Hu

Flooding is a destructive and dangerous hazard and climate change appears to be increasing the frequency of catastrophic flooding events around the world. Physics-based flood models are costly to calibrate and are rarely generalizable…

Machine Learning · Computer Science 2019-10-16 Chelsea Sidrane , Dylan J Fitzpatrick , Andrew Annex , Diane O'Donoghue , Yarin Gal , Piotr Biliński

A framework is developed based on different uncertainty quantification (UQ) techniques in order to assess validation and verification (V&V) metrics in computational physics problems, in general, and computational fluid dynamics (CFD), in…

Computational Physics · Physics 2020-07-15 Saleh Rezaeiravesh , Ricardo Vinuesa , Philipp Schlatter

Default values for many model parameters in Numerical Weather Prediction models are typically adopted based on theoretical or experimental investigations by scheme designers. Short-range forecasts are substantially affected by the…

Atmospheric and Oceanic Physics · Physics 2021-06-16 Sandeep Chinta , Yaswanth Sai Jetti , C Balaji

This work introduces the use of multivariate global sensitivity analysis for assessing the impact of uncertain electric machine design parameters on efficiency maps and profiles. Contrary to the common approach of applying variance-based…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Aylar Partovizadeh , Sebastian Schöps , Dimitrios Loukrezis

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of…

Statistics Theory · Mathematics 2013-03-27 Alexandre Janon , Thierry Klein , Agnes Lagnoux-Renaudie , Maëlle Nodet , Clémentine Prieur