Juraj Kardoš , Wouter Edeling , Diana Suleimenova , Derek Groen , Olaf Schenk
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引用次数: 0
Abstract
Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input–output interactions. In many applications, the inputs are stochastically dependent, which violates one of the essential assumptions in the state-of-the-art sensitivity analysis methods. Consequently, the results obtained ignoring the correlations provide values which do not reflect the true contributions of the input parameters. This study proposes an approach to address the parameter correlations using a polynomial chaos expansion method and Rosenblatt and Cholesky transformations to reflect the parameter dependencies. Treatment of the correlated variables is discussed in context of variance and derivative-based sensitivity analysis. We demonstrate that the sensitivity of the correlated parameters can not only differ in magnitude, but even the sign of the derivative-based index can be inverted, thus significantly altering the model behavior compared to the prediction of the analysis disregarding the correlations. Numerous experiments are conducted using workflow automation tools within the VECMA toolkit.
期刊介绍:
Computational Science is a rapidly growing multi- and interdisciplinary field that uses advanced computing and data analysis to understand and solve complex problems. It has reached a level of predictive capability that now firmly complements the traditional pillars of experimentation and theory.
The recent advances in experimental techniques such as detectors, on-line sensor networks and high-resolution imaging techniques, have opened up new windows into physical and biological processes at many levels of detail. The resulting data explosion allows for detailed data driven modeling and simulation.
This new discipline in science combines computational thinking, modern computational methods, devices and collateral technologies to address problems far beyond the scope of traditional numerical methods.
Computational science typically unifies three distinct elements:
• Modeling, Algorithms and Simulations (e.g. numerical and non-numerical, discrete and continuous);
• Software developed to solve science (e.g., biological, physical, and social), engineering, medicine, and humanities problems;
• Computer and information science that develops and optimizes the advanced system hardware, software, networking, and data management components (e.g. problem solving environments).