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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Bibliographic Details

Published in:	Computers & mathematics with applications (1987) Vol. 65; no. 3; pp. 338 - 351
Main Authors:	Dimov, I., Georgieva, R., Ostromsky, Tz, Zlatev, Z.
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.02.2013
Subjects:	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 Access:	Get full text
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