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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

Existing deep learning-based surrogate models facilitate efficient data generation, but fall short in uncertainty quantification, efficient parameter space exploration, and reverse prediction. In our work, we introduce SurroFlow, a novel…

Machine Learning · Computer Science 2024-07-19 Jingyi Shen , Yuhan Duan , Han-Wei Shen

The increasing use of stochastic models for describing complex phenomena warrants surrogate models that capture the reference model characteristics at a fraction of the computational cost, foregoing potentially expensive Monte Carlo…

Machine Learning · Computer Science 2024-06-10 Neil Kichler , Sher Afghan , Uwe Naumann

Global sensitivity analysis (GSA) quantifies the influence of uncertain variables in a mathematical model. The Sobol' indices, a commonly used tool in GSA, seek to do this by attributing to each variable its relative contribution to the…

Computation · Statistics 2018-12-19 Joseph Hart , Pierre Gremaud

In the context of global sensitivity analysis, the Sobol' indices constitute a powerful tool for assessing the relative significance of the uncertain input parameters of a model. We herein introduce a novel approach for evaluating these…

Computation · Statistics 2016-05-31 K. Konakli , B. Sudret

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

An open-sourced multiphase Darcy-Brinkman approach is proposed to simulate two-phase flow in hybrid systems containing both solid-free regions and porous matrices. This micro-continuum model is rooted in elementary physics and volume…

Computational Physics · Physics 2021-03-15 Francisco J. Carrillo , Ian C. Bourg , Cyprien Soulaine

Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic…

Numerical Analysis · Mathematics 2019-03-05 Ilona Ambartsumyan , Eldar Khattatov , ChangQing Wang , Ivan Yotov

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

The Sobol' indices are a recognized tool in global sensitivity analysis. When the uncertain variables in a model are statistically independent, the Sobol' indices may be easily interpreted and utilized. However, their interpretation and…

Data Analysis, Statistics and Probability · Physics 2018-08-17 Joseph Hart , Pierre Gremaud

The variance-based method of Sobol sensitivity indices is very popular among practitioners due to its efficiency and easiness of interpretation. However, for high-dimensional models the direct application of this method can be very time…

Statistics Theory · Mathematics 2016-05-26 S. Kucherenko , S. Song

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

Global sensitivity analysis (GSA) is used to quantify the influence of uncertain variables in a mathematical model. Prior to performing GSA, the user must specify (or implicitly assume), a probability distribution to model the uncertainty,…

Statistics Theory · Mathematics 2018-11-22 Joseph Hart , Pierre Gremaud

Every computer model depends on numerical input parameters that are chosen according to mostly conservative but rigorous numerical or empirical estimates. These parameters could for example be the step size for time integrators, a seed for…

Computational Physics · Physics 2020-09-11 Matthias Frey , Andreas Adelmann

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

The Stokes-Brinkman equations model flow in heterogeneous porous media by combining the Stokes and Darcy models of flow into a single system of equations. With suitable parameters, the equations can model either flow without detailed…

Numerical Analysis · Mathematics 2019-08-28 Kevin Williamson , Pavel Burda , Bedřich Sousedík

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…

Computational models are utilized in many scientific domains to simulate complex systems. Sensitivity analysis is an important practice to aid our understanding of the mechanics of these models and the processes they describe, but…

Methodology · Statistics 2022-08-12 Massimo Aufiero , Lucas Janson

Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce…

Machine Learning · Statistics 2026-01-21 Guerlain Lambert , Céline Helbert , Claire Lauvernet

The estimation of variance-based importance measures (called Sobol' indices) of the input variables of a numerical model can require a large number of model evaluations. It turns to be unacceptable for high-dimensional model involving a…

Statistics Theory · Mathematics 2013-05-28 Matieyendou Lamboni , Bertrand Iooss , Anne-Laure Popelin , Fabrice Gamboa