Sensitivity analysis for chemical models

Chemical Reviews

Volumn 105, Issue 7, 2005, Pages 2811-2827

  Saltelli, Andrea ^a   Ratto, Marco ^a   Tarantola, Stefano ^a   Campolongo, Francesca ^a  

^a JOINT RESEARCH CENTRE   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; MATRIX ALGEBRA; MONTE CARLO METHODS; PARAMETER ESTIMATION; PHOTOCHEMICAL REACTIONS; REGRESSION ANALYSIS; SENSITIVITY ANALYSIS;

CHEMICAL MODELS; FOURIER AMPLITUDE SENSITIVITY TEST (FAST); MONTE CARLO FILTERING; MONTE CARLO-BASED REGRESSION METHODS;

REACTION KINETICS;

EID: 22944490817     PISSN: 00092665     EISSN: None     Source Type: Journal    
DOI: 10.1021/cr040659d     Document Type: Review

References (99)

1. Rosen, R. A Comprehensive Inquiry into the Nature Origin, and Fabrication of Life; Columbia University Press: New York, 1991.
2. Saltelli, A. In Sensitivity Analysis; Chan, K., Scott, M., Eds.; John Wiley & Sons: Chichester, 2000.
3. Grievank, A. In Evaluating derivatives, Principles and techniques of algorithmic differentiation; SIAM, 2000.
4. Turányi, T. J. Math. Chem. 1990, 5, 203.
5. Rabitz, H.; Kramer, M.; Dacol, D. Annu. Rev. Phys. Chem. 1983, 34, 419.
6. Rabitz, H. Science 1989, 246, 221.
7. Tomlin, A. S.; Turányi, T. In Low-temperature Combustion and Autoignition; Pilling M. J., Hancock, G., Eds.; Elsevier: 1997; p 293.
8. Varma, A.; Morbidelli, M.; Wu, H. Parametric Sensitivity in Chemical Systems; Cambridge: 1999.
9. Turányi, T.; Rabitz, H. In Sensitivity Analysis; Chan, K., Scott, M., Eds.; John Wiley & Sons: Chichester, 2000; p 81.
10. Cacuci, D. G. In Sensitivity & Uncertainty Analysis, Volume 1: Theory; Chapman & Hall: 2003.
11. Ionesco-Bujor, M.; Cacuci, D. G. Nucl. Sci. Eng. 2004, 147, 189.
12. Saltelli, A.; Hjorth, J. J. Atmos. Chem. 1995, 21, 187.
13. Pandis, S. N.; Seinfeld, J. H. J. Geophys. Res. 1989, 94, 1105.
14. Vuilieumier, L.; Harley, R.; Brown, N. J. Environ. Sci. Technol. 1997, 31, 1206.
15. Kioutsioukis, I.; Melas, D.; Zerefos, C.; Ziomas, I. Comput. Phys. Commun. 2005, 167, 23.
16. Le Dimet, F.-X.; Navon, I. M.; Daescu, D. N. Mon. Weather Rev. 2002, 130, 629.
17. Mallet, V.; Sportisse, B. Atmos. Chem. Phys. Discuss. 2004, 4, 1371.
18. Saltelli, A. J. Geophys. Res. 1999, 104, 3789; 1999, 104, 24013.
19. Hakami, A.; Odman M. T.; Russel, A. G. Environ. Sci. Technol. 2003, 37, 2442.
20. Cukier, R. I.; Fortuin, C. M.; Shuler, K. E.; Petschek, A. G.; Schaibly, J. H. J. Chem. Phys. 1973, 59, 3873.
21. Schaibly, J. H.; Shuler, K. E. J. Chem. Phys. 1973, 59, 3879.
22. Cukier, R. I.; Schaibly, J. H.; Shuler, K. E. J. Chem. Phys. 1975, 63, 1140.
23. Cukier, R. I.; Levine, H. B.; Shuler, K. E. J. Comput. Phys. 1978, 26, 1.
24. Pierce, T. H.; Cukier, R. I. J. Comput. Phys. 1981, 41, 427.
25. Koda, M.; McRae, G. J.; Seinfeld, J. H. Int. J. Chem. Kinet. 1979, 11, 427.
26. McRae, G. J.; Tilden, J. W.; Seinfeld, J. H. Comput. Chem. Eng. 1982, 6, 15.
27. Koda, M.; Dogru, A. H.; Seinfeld, J. H. J. Comput. Phys. 1979, 30, 259.
28. Koda, M. Atmos. Environ. 1982, 16, 2595.
29. Koda, M.; Seinfeld, J. H. IEEE Trans. Autom. Control 1982, 27, 951.
30. Liepmann, D.; Stephanopoulos, G. Ecol. Modell. 1985, 30, 13.
31. Helton, J. C. Reliab. Eng. Syst. Saf. 1993, 42, 327.
32. Saltelli, A.; Tarantola, S.; Campolongo, F. Stat. Sci. 2000, 15, 377.
33. Santner, T. J.; Williams, B. J.; Notz, W. I. Design and Analysis of Computer Experiments; Springer-Verlag: 2003.
34. Helton, J. C.; Davis, F. J. Reliab. Eng. Syst. Saf. 2003, 81, 23.
35. Cacuci D. G.; Ionesco-Bujor, M. Nucl. Sci. Eng. 2004, 147, 204.
36. Goldsmith, C. H. In Encyclopaedia of Biostatistics; Armitage, P., Colton, T., Eds.; Wiley: New York, 1998.
37. Hora, S. C.; Iman, R. L. Sandia Lab. Rep. 1986, SAND85-2839.
38. Ishigami, T.; Homma, T. In Proceedings of the ISUMA '90, First International Symposium on Uncertainty Modelling and Analysis; University of Maryland: December 3-5; 1990; p 398.
39. Iman, R. L.; Hora, S. C. Risk Anal. 1990, 10, 401.
40. Krzykacz-Hausmann, B. Technical Report GRS-A-1700; Gesellschaft fuer Reaktor Sicherheit (GRS) MbH: Garching, 1990.
41. Saltelli, A.; Andres, T. H.; Homma, T. Comput. Stat. Data Anal. 1993, 15, 211.
42. Sobol, I. M. Math. Modell. Comput. Exp. (Engl. Transl.) 1993, 1, 407.
43. Homma, T.; Saltelli, A. Reliab. Eng. Syst. Saf. 1996, 52, 1.
44. McKay, M. D. LA-UR-96-2695 1996, 1.
45. Saltelli, A.; Tarantola, S.; Campolongo, F.; Ratto, M. Sensitivity Analysis in Practice. A Guide to Assessing Scientific Models; John Wiley & Sons Publishers: New York, 2004.
46. Rabitz, H.; Aliş, Ö. F.; Shorter, J.; Shim, K. Comput. Phys. Commun. 1999, 117, 11.
47. Rabitz, H.; Aliş, Ö. F. In Sensitivity Analysis; Chan, K., Scott, M., Eds.; John Wiley & Sons: Chichester, 2000; p 199.
48. Box, G. E. P.; Hunter, W. G.; Hunter, J. S. Statistics for experimenters; John Wiley and Sons: New York, 1978.
49. Sacks, J.; Welch, W. J.; Mitchell, T. J.; Wynn, H. P. Stat. Sci. 1989, 4, 409.
50. Welch, W. J.; Buck, R. J.; Sacks, J.; Wynn, H. P.; Mitchell, T. J.; Morris, M. D. Technometrics 1992, 34, 15.
51. Morris, M. D. Technometrics 1991, 33, 161.
52. Saltelli, A.; Bolado, R. Comput. Stat. Data Anal. 1998, 26, 445.
53. Saltelli, A.; Tarantola S.; Chan, K. Technometrics 1999, 41, 39.
54. Saltelli A.; Tarantola, S. J. Am. Stat. Assoc. 2002, 97, 702.
55. Hamby, D. M. Environ. Monit. Assess. 1994, 32, 135.
56. Kleijnen, J. P. C. In Handbook of Simulation; Banks, J., Ed.; Wiley: New York, 1998.
57. Frey, H. C., Ed. Risk Anal. 2002, 22.
58. Chance, E.; Curtis, A.; Jones, I.; Kirby, C. Report AERE-B8775; Harwell: 1977.
59. http://www.reactiondesign.com/; see also CHEMKIN page at SANDIA Labs. http://www.ca.sandia.gov/chemkin/.
60. Turányi, T.; Zalotai, L.; Dóbé, S.; Bercé, T. Phys. Chem. Chem. Phys. 2002, 4, 2568.
61. Kleijnen, J. P.; Helton, J. C. Reliab. Eng. Syst. Saf. 1999, 65, 147.
62. Draper, N. R.; Smith, H. Applied Regression Analysis; John Wiley & Sons: New York, 1981.
63. Campolongo, F.; Saltelli, A.; Jensen, N. R.; Wilson, J.; Hjorth, J. J. Atmos. Chem. 1999, 32, 327.
64. Iman, R. L.; Conover, W. J. Technometrics 1979, 21, 499.
65. Saltelli, A.; Sobol, I. M. Reliab. Eng. Syst. Saf. 1995, 50, 225.
66. Tarantola, S.; Gatelli, D.; Mara, T. Reliab. Eng. Syst. Saf. 2005, in press.
67. Chan, K.; Tarantola, S.; Saltelli, A.; Sobol, I. M. In Sensitivity Analysis; Chan, K., Scott, M., Eds.; John Wiley & Sons: Chichester, 2000; p 167.
68. Archer, G.; Saltelli, A.; Sobol, I. M. J. Stat. Comput. Simul. 1997, 58, 99.
69. Shim, K.; Rabitz, H. Phys. Rev. B 1998, 58, 1940.
70. Rabitz, H.; Alis, Ö. J. Math. Chem. 1999, 25, 197.
71. Shorter, J. A.; Ip, P. C.; Rabitz, H. J. Phys. Chem. A 1999, 103, 7192.
72. Shorter, J. A.; Ip, P. C.; Rabitz, H. Geophys. Res. Lett. 2000, 27, 3485.
73. Morbidelli, M.; Varma, A. Chem. Eng. Sci. 1988, 43, 91.
74. Saltelli, A. Comput. Phys. Commun. 2002, 145, 280.
75. Ratto, M.; Saltelli, A.; Tarantola, S.; Young, P. J. R. Stat. Soc., B 2004, submitted.
76. Hornberger, G. M.; Spear, R. C. J. Environ. Manage. 1981, 12, 7.
77. Young, P. C.; Parkinson, S. D.; Lees, M. J. Appl. Stat. 1996, 23, 165.
78. Young, P. Comput. Phys. Commun. 1999, 117, 113.
79. Krzykacz-Hausmann, B. In Proceedings of SAMO2001; Prado, P., Bolado, R., Eds.; CIEMAT: Madrid, 2001; p 31.
80. Campolongo, F.; Kleijnen, J.; Andres, T. In Sensitivity Analysis; Chan, K., Scott, M., Eds.; John Wiley & Sons: Chichester, 2000; p 65.
81. Capaldo, K. P.; Pandis, S. N. J. Geophys. Res. 1997, 102, 23/251.
82. Campolongo, F.; Tarantola, S.; Saltelli, A. Comput. Phys. Commun. 1999, 117, 75.
83. Le Bras, G.; Barneş I.; Hjorth, J.; Zetzsch, C.; Martinez, E.; Mihalopoulos, N. Report EUR 19569 EN; European Commission: Luxembourg; 2000.
84. Sobol, I. M. USSR Comput. Math. Math. Phys. 1976, 16 (5), 1332.
85. Bratley, P.; Bennet, L. F. ACM Trans. Math. Software 1988, 14, 88.
86. Iman R. L.; Conover W. J. Commun. Stat.: Theory Methods 1980, A9, 1749.
87. McKay, M. D.; Beckman, R. J.; Conover, W. J. Technometrics 1979, 21, 239.
88. McKay, M. D. Tech. Rep. NUREG/CR-6311, LA-12915-MS; U.S. Nuclear Regulatory Commission and Los Alamos National Laboratory: 1995.
89. www.jrc.cec.eu.int/uasa/prj-sa-soft.asp. This software has been maintained since 1990 by the authors at the Joint Research Centre of the European Commission.
90. Ratto, M.; Tarantola, S.; Saltelli, A. Comput. Phys. Commun. 2001, 136, 212.
91. Scire, J. J.; Dryer, F. L.; Yetter, R. A. Int. J. Chem. Kinet. 2001, 33, 784.
92. KINALC is freely available at http://www.chem.leeds.ac.uk/Combustion/ kinalc.htm. See also: Turányi, T. Comput. Chem. 1990, 14, 253.
93. Scott, M., Saltelli, A., Eds. J. Stat. Comput. Simul. 1997, 57.
94. Saltelli, A., Chan, K., Scott, M., Eds. Comput. Phys. Commun. 1999, 117.
95. Tarantola, S., Saltelli, A., Eds. Reliab. Eng. Syst. Saf. 2003, 79.
96. Helton, J. C.; McKay, M. D.; Cooke, R.; Saltelli, A. Reliab. Eng. Syst. Saf., to appear in spring 2005.
97. Cawlfield, J. D. In Sensitivity Analysis; Chan, K., Scott, M., Eds.; John Wiley & Sons: Chichester, 2000; p 155.
98. O'Hagan, A.; Kennedy, M. C.; Oakley J. E. Bayesian Stat. 1999, 6, 503.
99. Oakley, J.; O'Hagan, A. J. R. Stat. Soc., Ser. B 2004, 66, 751.