Advanced algorithms for multidimensional sensitivity studies of large-scale air pollution models based on Sobol sequences

In this paper advanced variance-based algorithms for global sensitivity analysis are studied. We consider efficient algorithms, such as Monte Carlo, quasi-Monte Carlo (QMC) and scrambled quasi-Monte Carlo algorithms based on Sobol sequences. Low discrepancy ΛΠτ Sobol sequences are considered as a ba...

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Vydané v:	Computers & mathematics with applications (1987) Ročník 65; číslo 3; s. 338 - 351
Hlavní autori:	Dimov, I., Georgieva, R., Ostromsky, Tz, Zlatev, Z.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Ltd 01.02.2013
Predmet:	Monte Carlo method Multidimensional integration Scrambled Sobol sequences Sobol sequences Sobol sequences Scrambled Sobol sequences Monte Carlo method Multidimensional integration
ISSN:	0898-1221, 1873-7668
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