scholarly journals Uncertainty quantification and global sensitivity analysis for economic models

10.3982/qe866 ◽  
2019 ◽  
Vol 10 (1) ◽  
pp. 1-41 ◽  
Author(s):  
Daniel Harenberg ◽  
Stefano Marelli ◽  
Bruno Sudret ◽  
Viktor Winschel
Keyword(s):  
Sensitivity Analysis ◽  
Uncertainty Quantification ◽  
Global Sensitivity Analysis ◽  
Economic Models ◽  
Global Sensitivity

scholarly journals Uncertainty Quantification and Global Sensitivity Analysis for Economic Models

2017 ◽  
Author(s):  
Daniel Harenberg ◽  
Stefano Marelli ◽  
Bruno Sudret ◽  
Viktor Winschel
Keyword(s):  
Sensitivity Analysis ◽  
Uncertainty Quantification ◽  
Global Sensitivity Analysis ◽  
Economic Models ◽  
Global Sensitivity

scholarly journals Uncertainty Quantification and Global Sensitivity Analysis for Economic Models

2017 ◽  
Author(s):  
Daniel Harenberg ◽  
Stefano Marelli ◽  
Bruno Sudret ◽  
Viktor Winschel
Keyword(s):  
Sensitivity Analysis ◽  
Uncertainty Quantification ◽  
Global Sensitivity Analysis ◽  
Economic Models ◽  
Global Sensitivity

Uncertainty Quantification and Global Sensitivity Analysis of Batteries: Application to a Lead-Acid Battery

2018 ◽  
Vol 165 (16) ◽  
pp. A3971-A3984 ◽  
Author(s):  
Hojat Dehghandorost ◽  
Vahid Esfahanian ◽  
Farzin Chaychizadeh
Keyword(s):  
Sensitivity Analysis ◽  
Uncertainty Quantification ◽  
Global Sensitivity Analysis ◽  
Lead Acid Battery ◽  
Global Sensitivity ◽  
Lead Acid

scholarly journals Uncertainty quantification and global sensitivity analysis of double-diffusive natural convection in a porous enclosure

2020 ◽  
Vol 162 ◽  
pp. 120291
Author(s):  
Mohammad Mahdi Rajabi ◽  
Marwan Fahs ◽  
Aref Panjehfouladgaran ◽  
Behzad Ataie-Ashtiani ◽  
Craig T. Simmons ◽  
...  
Keyword(s):  
Sensitivity Analysis ◽  
Natural Convection ◽  
Uncertainty Quantification ◽  
Global Sensitivity Analysis ◽  
Global Sensitivity ◽  
Double Diffusive ◽  
Porous Enclosure

Uncertainty quantification and global sensitivity analysis with dependent inputs: Application to the 2D hydraulic model of the Loire River

2020 ◽  
Author(s):  
Lucie Pheulpin ◽  
Vito Bacchi
Keyword(s):  
Sensitivity Analysis ◽  
Uncertainty Quantification ◽  
Large Scale ◽  
Global Sensitivity Analysis ◽  
Numerical Models ◽  
Hydraulic Model ◽  
Model Parameters ◽  
Traditional Methods ◽  
Global Sensitivity ◽  
Loire River

<p>Hydraulic models are increasingly used to assess the flooding hazard. However, all numerical models are affected by uncertainties, related to model parameters, which can be quantified through Uncertainty Quantification (UQ) and Global Sensitivity Analysis (GSA). In traditional methods of UQ and GSA, the input parameters of the numerical models are considered to be independent which is actually rarely the case. The objective of this work is to proceed with UQ and GSA methods considering dependent inputs and comparing different methodologies. At our knowledge, there is no such application in the field of 2D hydraulic modelling.</p><p>At first the uncertain parameters of the hydraulic model are classified in groups of dependent parameters. Within this aim, it is then necessary to define the copulas that better represent these groups. Finally UQ and GSA based on copulas are performed. The proposed methodology is applied to the large scale 2D hydraulic model of the Loire River. However, as the model computation is high time-consuming, we used a meta-model instead of the initial model. We compared the results coming from the traditional methods of UQ and GSA (<em>i.e.</em> without taking into account the dependencies between inputs) and the ones coming from the new methods based on copulas. The results show that the dependence between inputs should not always be neglected in UQ and GSA.</p>

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