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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Veröffentlicht in:	Computers & mathematics with applications (1987) Jg. 65; H. 3; S. 338 - 351
Hauptverfasser:	Dimov, I., Georgieva, R., Ostromsky, Tz, Zlatev, Z.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier Ltd 01.02.2013
Schlagworte:	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
Online-Zugang:	Volltext
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