First report of an attempt to apply variance reducing multipliers in Monte Carlo estimations of global sensitivity indices. 1999 Elsevier Science B.V.
A note on the use of transformations in sensitivity computations for elliptic systems
β Scribed by J.A. Burns; L.G. Stanley
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 943 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0895-7177
No coin nor oath required. For personal study only.
β¦ Synopsis
Sensitivity analysis is an important tool in engineering with applications ranging from optimal design to computational fluid dynamics. There are many algorithms available for computing sensitivities. These range from automatic differentiation techniques to variational methods. In this paper,.we describe two variational methods for computing sensitivities. We use a 1D model problem as a platform for describing and comparing these methods. In particular, the regularity of the sensitivity equations obtained from each method is addressed. Numerical approximations to each sensitivity are calculated using finite element schemes, and numerical comparisons are presented.
π SIMILAR VOLUMES
In this paper we propose a new method for the numerical resolution of the Kolmogorov equations for continuous time Markov chains. The numerical treatment required is very simple as for the discrete time Markov chain. An accurate error analysis is derived by Shur's theorem.
In 1999 [J. Comput. Phys. 153, 596], Hui and his co-workers proposed a unified coordinate system for computing compressible flows with discontinuous solutions. In their coordinate system, there is a free parameter h such that the traditional Eulerian approach and Lagrangian approach correspond to th