Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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DOI:
10.1016/s0378-4754(00)00270-6
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发表时间:
2001-02-15
影响因子:
4.6
通讯作者:
Sobol, IM
Sobol, IM
中科院分区:
数学3区
文献类型:
--
作者:
Sobol, IM

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对于相当复杂的数学模型,全局敏感度指数可以通过蒙特卡罗(或拟蒙特卡罗)方法有效地计算出来。这些指数用于估计单个变量或变量组对模型输出的影响。©2001国际计算机数学及其应用学会。由爱思唯尔科学出版社出版。保留所有权利。
Global sensitivity indices for rather complex mathematical models can be efficiently computed by Monte Carlo (or quasi-Monte Carlo) methods. These indices are used for estimating the influence of individual variables or groups of variables on the model output. (C) 2001 IMACS. Published by Elsevier Science B.V. All rights reserved.