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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…

统计方法学 · 统计学 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…

量子物理 · 物理学 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…

数值分析 · 数学 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…

统计计算 · 统计学 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…

统计计算 · 统计学 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…

量子物理 · 物理学 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…

统计方法学 · 统计学 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…

高能物理 - 格点 · 物理学 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.…

数值分析 · 数学 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…

应用统计 · 统计学 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…

偏微分方程分析 · 数学 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…

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…

量子物理 · 物理学 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…

最优化与控制 · 数学 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…

统计方法学 · 统计学 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…

量子物理 · 物理学 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…

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 $s$…

偏微分方程分析 · 数学 2023-07-21 André Pedroso Kowacs , Alexandre Kirilov , Wagner Augusto Almeida de Moraes