Derivative based global sensitivity measures and their link with global sensitivity indices

Mathematics and Computers in Simulation

Volumn 79, Issue 10, 2009, Pages 3009-3017

  Sobol', I M ^a   Kucherenko, S ^b  

^a INSTITUTE OF MATHEMATICAL MODELING   (Russian Federation)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Derivative based global sensitivity measure; Global sensitivity index; Morris method; Quasi Monte Carlo method

Indexed keywords

COMPUTER TIME; FUNCTIONALS; GLOBAL SENSITIVITY; GLOBAL SENSITIVITY INDEX; HYPERCUBE; IMPORTANCE MEASURE; INDIVIDUAL FACTORS; INFLUENTIAL FACTORS; MODEL FUNCTIONS; MORRIS METHOD; NORMAL RANDOM VARIABLE; QUASI MONTE CARLO METHOD; SENSITIVITY INDICES; SQUARE INTEGRABLE; TOTAL VARIANCE;

MONTE CARLO METHODS; RANDOM PROCESSES;

RANDOM VARIABLES;

EID: 67349117635     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2009.01.023     Document Type: Article

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