Nonlinear Sensitivity Analysis of Multi-Parameter Model Systems.
Abstract
Large sets of coupled, nonlinear equations arise in a number of disciplines in connection with computer based models of physical, social and economic processes. Solutions for such large systems of equations must be effected by means of digital computers using appropriately designed codes. This paper addresses itself to the critically important problem of how sensitive the solutions are to variations of, or inherent uncertainties in, the parameters of the equation set. We review here, and also present further developments, of our statistical method of sensitivity analysis. The sensitivity analysis presented here is nonlinear and thus permits one to study the effects of large deviations from the nominal parameter values. In addition, since all parameters are varied simultaneously, one can explore regions of parameter space where several parameters deviate simultaneously from their nominal values. Developed her eis a theory of a method of sensitivity analysis, then detail the method of implementation and finally present several examples of its use to date.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1974
- Accession Number
- ADA120932
Entities
People
- H. B. Levine
- K. E. Shuler
- R. I. Cukier
Organizations
- University of California, San Diego