On sensitivity estimation for nonlinear mathematical models. Sobol', I. M. Matematicheskoe Modelirovanie, 2(1):112–-118, 1990. Mathematical Modeling & Computational Experiment (Engl.), 1993, 1, 407–414.
abstract   bibtex   
A theorem about decomposition of an integrable function into summands of different dimensions is proved. A Monte Carlo algorithm is proposed for estimating the sensitivity of a function with respect to arbitrary groups of variables.
@Article{         Sobol_1990aa,
  abstract      = {A theorem about decomposition of an integrable function into summands of different dimensions is proved. A Monte Carlo algorithm is proposed for estimating the sensitivity of a function with respect to arbitrary groups of variables.},
  author        = {Sobol', Ilya M.},
  file          = {Sobol_1990aa.pdf},
  journal       = {Matematicheskoe Modelirovanie},
  keywords      = {uncertainty,sensitivity,sobol},
  langid        = {russian},
  note          = {Mathematical Modeling \& Computational Experiment (Engl.), 1993, 1, 407–414.},
  number        = {1},
  pages         = {112–-118},
  title         = {On sensitivity estimation for nonlinear mathematical models},
  volume        = {2},
  year          = {1990}
}

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