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JOURNALS // Matematicheskoe modelirovanie // Archive

Mat. Model., 2005 Volume 17, Number 9, Pages 43–52 (Mi mm2792)

This article is cited in 18 papers

Global sensitivity indices for the investigation of nonlinear mathematical models

I. M. Sobol'

Institute for Mathematical Modelling, Russian Academy of Sciences

Abstract: The paper is a review of the theory of global sensitivity indices, that allow to investigate numerically the structure of a nonlinear function defined analytically or as a “black box”.

Received: 16.03.2005



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