Questions tagged [sensitivity-analysis]

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Determining the importance of different parameters in a simulation

Suppose that I have a function of, say, three parameters, $f(p_1,p_2,p_3)$ whose output is a field(s) (e.g. velocity field) and is dependent on some real-valued parameters (e.g. viscosity, density, ...
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Varying all parameters in global sensitivity analysis by a given percentage: always bad?

I have heard that one should avoid varying all parameters in a GSA by the same amount (e.g., 10%, 25% etc.) because it suggests that uncertainty is the same for all parameters. This makes sense to me ...
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Derivative of a signal $y(t)$ wrt to another signal $x(t)$

I am running a sensitivity study on the model $y(t) = x(t - \tau)$ where $y(t)$ and $x(t)$ are 2 time signals and $\tau$ a time lag. Basically I want to study the sensitivity of $y$ to a change in $x$....
outlaw's user avatar
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Sensitivity of $y$ w.r.t. to $x$ in $y=f(x)$ where f is a routine

Given a model $f$ as a programming routine, such that we are able to compute $y=f(x)$ for any $x \in \mathcal{D}$, I am interested in the sensitivity (or let us say derivative) of $y$ with respect to $...
outlaw's user avatar
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Finding the source of numerical instability in a electrostatic problem solved by conformal mapping

I'm using conformal mapping to solve a 2D electrostatic problem (calculating the potential $u(x,y)$ in the plane). Let $C_1$ and $C_2$ be two circles at an electric potential $U_1$ and $U_2$, ...
Pedro H. N. Vieira's user avatar