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The global sensitivity analysis method, used to quantify the influence of uncertain input variables on the response variability of a numerical model, is applicable to deterministic computer code (for which the same set of input variables…

Methodology · Statistics 2009-06-08 Bertrand Iooss , Mathieu Ribatet , Amandine Marrel

Trotter-Suzuki decompositions are frequently used in the quantum simulation of quantum chemistry. They transform the evolution operator into a form implementable on a quantum device, while incurring an error---the Trotter error. The Trotter…

Quantum Physics · Physics 2020-01-08 Andrew Tranter , Peter J. Love , Florian Mintert , Nathan Wiebe , Peter V. Coveney

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

Numerical Analysis · Mathematics 2014-11-03 Paul G. Constantine , David F. Gleich , Yangyang Hou , Jeremy Templeton

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

Global sensitivity analysis is now established as a powerful approach for determining the key random input parameters that drive the uncertainty of model output predictions. Yet the classical computation of the so-called Sobol' indices is…

Computation · Statistics 2016-06-16 L. Le Gratiet , S. Marelli , B. Sudret

The dynamics of a quantum system can be simulated using a quantum computer by breaking down the unitary into a quantum circuit of one and two qubit gates. The most established methods are the Trotter-Suzuki decompositions, for which…

Quantum Physics · Physics 2019-08-20 Earl Campbell

This work presents a novel surface decomposition method for the sensitivity analysis of first-passage dynamic reliability of linear systems subjected to Gaussian random excitations. The method decomposes the sensitivity of first-passage…

Methodology · Statistics 2026-03-09 Jianhua Xian , Sai Hung Cheung , Cheng Su

Hamiltonian formulations of lattice field theories provide access to real-time dynamics, but their simulation is difficult to implement efficiently. Trotter-Suzuki decompositions are at the center of time evolution computation, either on…

High Energy Physics - Lattice · Physics 2026-02-25 Marko Maležič , Johann Ostmeyer

In uncertainty quantification, variance-based global sensitivity analysis quantitatively determines the effect of each input random variable on the output by partitioning the total output variance into contributions from each input.…

Numerical Analysis · Mathematics 2024-05-28 Dongjin Lee , Elle Lavichant , Boris Kramer

Variance-based global sensitivity analysis, in particular Sobol' analysis, is widely used for determining the importance of input variables to a computational model. Sobol' indices can be computed cheaply based on spectral methods like…

New global sensitivity measures based on quantiles of the output are introduced. Such measures can be used for global sensitivity analysis of problems in which quantiles are explicitly the functions of interest and for identification of…

Applications · Statistics 2016-08-09 Sergei Kucherenko , Shufang Song

Global sensitivity analysis of a numerical code, more specifically estimation of Sobol indices associated with input variables, generally requires a large number of model runs. When those demand too much computation time, it is necessary to…

Analysis of PDEs · Mathematics 2012-01-16 Alexandre Janon , Maëlle Nodet , Clémentine Prieur

Given-data methods for variance-based sensitivity analysis have significantly advanced the feasibility of Sobol' index computation for computationally expensive models and models with many inputs. However, the limitations of existing…

Machine Learning · Statistics 2025-09-16 Teresa Portone , Bert Debusschere , Samantha Yang , Emiliano Islas-Quinones , T. Patrick Xiao

Quantum computers can efficiently simulate many-body systems. As a widely used Hamiltonian simulation tool, the Trotter-Suzuki scheme splits the evolution into the number of Trotter steps $N$ and approximates the evolution of each step by a…

Quantum Physics · Physics 2019-01-23 Suguru Endo , Qi Zhao , Ying Li , Simon Benjamin , Xiao Yuan

We introduce novel algorithms for the quantum simulation of molecular systems which are asymptotically more efficient than those based on the Trotter-Suzuki decomposition. We present the first application of a recently developed technique…

In this paper, we present a flow-based method for global optimization of continuous Sobolev functions, called Stein Boltzmann Sampling (SBS). SBS initializes uniformly a number of particles representing candidate solutions, then uses the…

Optimization and Control · Mathematics 2025-02-21 Gaëtan Serré , Argyris Kalogeratos , Nicolas Vayatis

Uncertainties exist in both physics-based and data-driven models. Variance-based sensitivity analysis characterizes how the variance of a model output is propagated from the model inputs. The Sobol index is one of the most widely used…

Methodology · Statistics 2020-06-09 Zhanlin Liu , Youngjun Choe

Hamiltonian simulation, i.e., simulating the real time evolution of a target quantum system, is a natural application of quantum computing. Trotter-Suzuki splitting methods can generate corresponding quantum circuits; however, a faithful…

Quantum Physics · Physics 2024-03-21 Ayse Kotil , Rahul Banerjee , Qunsheng Huang , Christian B. Mendl

The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingredients: semi-parametric estimation theory, high-order…

Statistics Theory · Mathematics 2025-11-10 Sébastien Da Veiga , Fabrice Gamboa , Thierry Klein , Agnès Lagnoux , Clémentine Prieur

In this paper, we study the global properties of a class of evolution-like differential operator with a 0-order perturbation defined on the product of $r+1$ tori and $s$ spheres $\mathbb{T}^{r+1}\times(\mathbb{S}^{3})^s$, with $r$ and $s$…

Analysis of PDEs · Mathematics 2023-07-21 André Pedroso Kowacs , Alexandre Kirilov , Wagner Augusto Almeida de Moraes