Advertisement

Global Uncertainty and Sensitivity Analysis and Neighbourhoods

  • N. Giglioli
  • S. Tarantola
  • A. Saltelli
Conference paper
Part of the The European Consortium for Mathematics in Industry book series (MATHINDUSTRY, volume 5)

Summary

We shall briefly review recent progress in Global Quantitative Uncertainty and Sensitivity Analysis (UA/SA) techniques, relating these to multidimensional global calibration approaches of the “Monte Carlo filtering” type. Global quantitative techniques for Sensitivity Analysis (SA), that are based on the decomposition of the variance of the target model output, have received a considerable boost in recent years, due both to more efficient computational strategies and to a widening of their range of applications. Monte Carlo Filtering, and the GLUE (Generalised Likelihood Uncertainty Estimate) approach that derives from it are also promising tools to use in the presence of structural model uncertainty, as in the case of petroleum engineering that was the focus of the ECMI2002 mini-symposium “Advanced Mathematical Tools for Petroleum System Modelling”.

Keywords

Rainfall Intensity Flooding Risk Input Factor Monte Carlo Analysis European Environment Agency 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. [Lea78]
    Learner, E.E.: Specification Searches: Ad Hoc Inference with Nonexperimental Data New York: John Wiley & Sons (1987)Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  • N. Giglioli
    • 1
  • S. Tarantola
    • 1
  • A. Saltelli
    • 1
  1. 1.European Commission Institute for Systems, Informatics and SafetyJoint Research CentreIspraItaly

Personalised recommendations