2020
DOI: 10.1016/j.ress.2019.106722
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Variance-based sensitivity analysis for time-dependent processes

Abstract: The global sensitivity analysis of time-dependent processes requires history-aware approaches. We develop for that purpose a variance-based method that leverages the correlation structure of the problems under study and employs surrogate models to accelerate the computations. The errors resulting from fixing unimportant uncertain parameters to their nominal values are analyzed through a priori estimates. We illustrate our approach on a harmonic oscillator example and on a nonlinear dynamic cholera model.

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Cited by 46 publications
(64 citation statements)
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“…Finally, from the PCE, it is possible to estimate the two sensitivity indices as the ratio between the PCE coefficients. Since the case study is evaluated in time, the implementation of time-dependent indices is implemented following [ 27 ] as: …”
Section: Methodsmentioning
confidence: 99%
“…Finally, from the PCE, it is possible to estimate the two sensitivity indices as the ratio between the PCE coefficients. Since the case study is evaluated in time, the implementation of time-dependent indices is implemented following [ 27 ] as: …”
Section: Methodsmentioning
confidence: 99%
“…with [a i , b i ] the physical parameter ranges for c i , adapted from [4]. The solution of the system is a random process, y = y(t; θ).…”
Section: Model Descriptionmentioning
confidence: 99%
“…Therefore, an analysis that is aware of the history of the output variability is needed. The implementation of time-dependent indices, known as generalized Sobol indices [14] read as…”
Section: Polynomial Chaos Expansionmentioning
confidence: 99%