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Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Analiza e ndjeshmërisë globale×Kuantifikimi i Pasigurisë×
FushaSimulimiSimulimi
FamiljaProcess / pipelineProcess / pipeline
Viti i origjinës1973–2001Seminal modern form: 2002
KrijuesiI.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)
LlojiVariance-based sensitivity decompositionComputational uncertainty analysis framework
Burimi themeluesSobol, 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 ↗
Emërtime të tjeravariance decomposition, Sobol indices, Morris screening, FAST methodUQ, polynomial chaos expansion, PCE, Kriging surrogate
Të lidhura49
PërmbledhjaGlobal 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.
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ScholarGateKrahasoni metodat: Global Sensitivity Analysis · Uncertainty Quantification. Marrë më 2026-06-17 nga https://scholargate.app/sq/compare