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Sensitivity Estimates for Nonlinear Mathematical Models

  • Sobol' I
Mathematical Modeling and Computational experiment
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Abstract

The theorem that an integrable function can be decompsed into summands of different dimensions is proved. The Monte Carlo algorithm is proposed for estimating the senstivity of a function with respect to arbitrary groups of variables.

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APA

Sobol’, I. M. (1993). Sensitivity Estimates for Nonlinear Mathematical Models. Mathematical Modeling and Computational Experiment.

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