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Sensitivity Analysis

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作者
Andrea Saltelli、K. Chan、E. M. Scott
出版社
John Wiley
ISBN
9780471998921
出版日期
2000/10

簡介

Sensitivity analysis is used to ascertain how a given model output depends upon the input parameters. This is an important method for checking the quality of a given model, as well as a powerful tool for checking the robustness and reliability of its analysis. The topic is acknowledged as essential for good modelling practice, and is an implicit part of any modelling field. · Offers an accessible introduction to sensitivity analysis · Covers all the latest research · Illustrates concepts with numerous examples, applications and case studies · Includes contributions form the leading researchers active in developing strategies for sensitivity analysis The principles of sensitivity analysis area carefully described, and suitable methods for approaching many types of problems are given. The book introduces the modeller to the entire causal assessment chain, from data to predictions, whilst explaining the impact of source uncertainties and framing assumptions. A 'hitch-hiker's guide' is included to allow the more experienced reader to readily access specific applications. Modellers from a wide range of disciplines, including biostatistics, economics, environmental impact assessment, chemistry and engineering will benefit greatly form the numerous examples and applications.

目錄

What is Sensitivity Analysis. Hitchhiker's Guide to Sensitivity Analysis. METHODS. Designs of Experiments. Screening Methods. Local Methods. Sampling-Based Methods. Reliability Algorithms: FORM and SORM Methods. Variance-Based Methods. Managing the Tyranny of Parameters in Mathematical Modelling of Physical Systems. Bayesian Sensitivity Analysis. Graphical Methods. APPLICATIONS. Practical Experience in Applying Sensitivity and Uncertainty Analysis. Scenario and Parametric Sensitivity and Uncertainty Analysis in Nuclear Waste Disposal Risk Assessment: The Case of GESAMAC. Sensitivity Analysis for Signal Extraction in Economic Time Series. A Dataless Precalibration Analysis in Solid State Physics. Appplication of First-Order (FORM) and Second-Order (SORM) Reliability Methods: Analysis and Interpretation of Sensitivity Measures Related to Groundwater Pressure Decreases and Resulting Ground Subsidence. One-at-a-Time and Mini-Global Analyses for Characterizing Model Sensitivity in the Nonlinear Ozone Predictions from the US EPA Regional Acid Deposition Model (RADM). Comparing Different Sensitivity Analysis Methods on a Chemical Reactions Model. An Application of Sensitivity Analysis to Fish Population Dynamics. Global Sensitivity Analysis: A Quality Assurance Tool in Environmental Policy Modelling. CONCLUSIONS. Assuring the Quality of Models Designed for Predictive Tasks. Fortune and Future of Sensitivity Analysis. References. Appendix. Index.

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