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Matematicheskoe modelirovanie, 1990, Volume 2, Number 1, Pages 112–118 (Mi mm2320)  
This article is cited in 20 scientific papers (total in 21 papers)

Computational methods and algorithms

On sensitivity estimation for nonlinear mathematical models

I. M. Sobol'

Keldysh Applied Mathematics Institute, Academy of Sciences of the USSR
Full-text PDF (792 kB) Citations (21)
Abstract: A theorem about decomposition of an integrable function into summands of different dimensions is proved. A Monte Carlo algorithm is proposed for estimating the sensitivity of a function with respect to arbitrary groups of variables.
Received: 05.07.1989
Bibliographic databases:
UDC: 519.676
Language: Russian
Citation: I. M. Sobol', “On sensitivity estimation for nonlinear mathematical models”, Matem. Mod., 2:1 (1990), 112–118
Citation in format AMSBIB
\Bibitem{Sob90}
\by I.~M.~Sobol'
\paper On sensitivity estimation for nonlinear mathematical models
\jour Matem. Mod.
\yr 1990
\vol 2
\issue 1
\pages 112--118
\mathnet{http://mi.mathnet.ru/mm2320}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1052836}
\zmath{https://zbmath.org/?q=an:0974.00506}
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  • https://www.mathnet.ru/eng/mm2320
  • https://www.mathnet.ru/eng/mm/v2/i1/p112
    • This publication is cited in the following 21 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математическое моделирование
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    Abstract page:9054
    Full-text PDF :4368
    References:1
    First page:5
     
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