2019
DOI: 10.1137/19m1243518
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Derivative-Based Global Sensitivity Analysis for Models with High-Dimensional Inputs and Functional Outputs

Abstract: We present a framework for derivative-based global sensitivity analysis (GSA) for models with high-dimensional input parameters and functional outputs. We combine ideas from derivative-based GSA, random field representation via Karhunen-Loève expansions, and adjointbased gradient computation to provide a scalable computational framework for computing the proposed derivative-based GSA measures. We illustrate the strategy for a nonlinear ODE model of cholera epidemics and for elliptic PDEs with application examp… Show more

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Cited by 10 publications
(10 citation statements)
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“…On the other hand, the corresponding PDE solution is less sensitive to the higher-order KL terms of the parameter, as seen in Figure 1 (right). This behavior is consistent with the analysis in [22], where a global sensitivity analysis formalism is used to quantify the impact of the KL terms of the log-coefficient, in an elliptic PDE, on variability in solution of the PDE.…”
Section: Model 1d Elliptic Equation With Ran-dom Coefficient Functionsupporting
confidence: 85%
See 2 more Smart Citations
“…On the other hand, the corresponding PDE solution is less sensitive to the higher-order KL terms of the parameter, as seen in Figure 1 (right). This behavior is consistent with the analysis in [22], where a global sensitivity analysis formalism is used to quantify the impact of the KL terms of the log-coefficient, in an elliptic PDE, on variability in solution of the PDE.…”
Section: Model 1d Elliptic Equation With Ran-dom Coefficient Functionsupporting
confidence: 85%
“…Advanced dimension reduction methods, such as global sensitivity analysis and active subspace, need to be developed to tackle input dimension reduction. One example is our recent work on functional derivative-base global sensitivity analysis [22]. More progress will be reported in our future work.…”
Section: Discussionmentioning
confidence: 95%
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“…These concepts were originally conceived for scalar QoIs. Recent works such as [1,11,41] generalize standard GSA tools to the case of vector-and function-valued QoIs. In particular, [17,1] concern variance-based GSA using Sobol' indices for such QoIs.…”
Section: Introductionmentioning
confidence: 99%
“…In particular, [17,1] concern variance-based GSA using Sobol' indices for such QoIs. The article [11] studies DGSMs for function-valued QoIs. A generalization of active subspace methods for vectorial outputs is presented in [41].…”
Section: Introductionmentioning
confidence: 99%