ScholarGate
دستیار

مقایسهٔ روش‌ها

روش‌های انتخابی خود را کنار هم مرور کنید؛ ردیف‌های متفاوت برجسته شده‌اند.

تحلیل حساسیت سراسری×کمی‌سازی عدم قطعیت×
حوزهشبیه‌سازیشبیه‌سازی
خانوادهProcess / pipelineProcess / pipeline
سال پیدایش1973–2001Seminal modern form: 2002
پدیدآورI.M. Sobol (indices, 2001); Morris (screening, 1991); Cukier et al. (FAST, 1973)Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)
نوعVariance-based sensitivity decompositionComputational uncertainty analysis framework
منبع بنیادینSobol, I.M. (2001). Global Sensitivity Indices for Nonlinear Mathematical Models and Their Monte Carlo Estimates. Mathematics and Computers in Simulation, 55(1–3), 271–280. DOI ↗Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗
نام‌های دیگرvariance decomposition, Sobol indices, Morris screening, FAST methodUQ, polynomial chaos expansion, PCE, Kriging surrogate
مرتبط49
خلاصهGlobal sensitivity analysis (GSA) is a family of techniques that decompose the variance of a model's output across its input parameters, quantifying how much each input — and each combination of inputs — contributes to the total uncertainty in the result. Sobol's variance-based indices (2001), Morris's one-at-a-time (OAT) screening (1991), and the Fourier Amplitude Sensitivity Test (FAST, first proposed by Cukier et al. in 1973) are the three most widely used approaches. Together they serve as the standard toolkit for identifying which parameters drive model behaviour and which can be safely fixed.Uncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.
ScholarGateمجموعه‌داده
  1. v1
  2. 2 منابع
  3. PUBLISHED
  1. v1
  2. 2 منابع
  3. PUBLISHED

رفتن به جست‌وجو دریافت اسلایدها

ScholarGateمقایسهٔ روش‌ها: Global Sensitivity Analysis · Uncertainty Quantification. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare