Author
C. M. Fortuin
Bio: C. M. Fortuin is an academic researcher from University of California, San Diego. The author has contributed to research in topics: Fourier transform & Rate equation. The author has an hindex of 1, co-authored 1 publications receiving 877 citations.
Papers
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TL;DR: In this article, the sensitivity of the solutions of large sets of coupled nonlinear rate equations to uncertainties in the rate coefficients is investigated, and it is shown via an application of Weyl's ergodic theorem that a subset of the Fourier coefficients is related to ∂ci/∂kl ǫ, the rate of change of the concentration of species i with respect to the rate constant for reaction l averaged over the uncertainties of all the other rate coefficients.
Abstract: A method has been developed to investigate the sensitivity of the solutions of large sets of coupled nonlinear rate equations to uncertainties in the rate coefficients. This method is based on varying all the rate coefficients simultaneously through the introduction of a parameter in such a way that the output concentrations become periodic functions of this parameter at any given time t. The concentrations of the chemical species are then Fourier analyzed at time t. We show via an application of Weyl's ergodic theorem that a subset of the Fourier coefficients is related to 〈∂ci/∂kl〉, the rate of change of the concentration of species i with respect to the rate constant for reaction l averaged over the uncertainties of all the other rate coefficients. Thus a large Fourier coefficient corresponds to a large sensitivity, and a small Fourier coefficient corresponds to a small sensitivity. The amount of numerical integration required to calculate these Fourier coefficients is considerably less than that requi...
954 citations
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TL;DR: Existing and new practices for sensitivity analysis of model output are compared and recommendations on which to use are offered to help practitioners choose which techniques to use.
2,265 citations
TL;DR: This work develops methods for applying existing analytical tools to perform analyses on a variety of mathematical and computer models and provides a complete methodology for performing these analyses, in both deterministic and stochastic settings, and proposes novel techniques to handle problems encountered during these types of analyses.
2,014 citations
TL;DR: The following techniques for uncertainty and sensitivity analysis are briefly summarized: Monte Carlo analysis, differential analysis, response surface methodology, Fourier amplitude sensitivity test, Sobol' variance decomposition, and fast probability integration.
1,780 citations
TL;DR: In this paper, a new method of global sensitivity analysis of nonlinear models is proposed based on a measure of importance to calculate the fractional contribution of the input parameters to the variance of the model prediction.
1,662 citations
TL;DR: In this paper, the Fourier amplitude sensitivity test (FAST) has been extended to include all the interaction terms involving a factor and the main effect of the factor's main effect.
Abstract: A new method for sensitivity analysis (SA) of model output is introduced. It is based on the Fourier amplitude sensitivity test (FAST) and allows the computation of the total contribution of each input factor to the output's variance. The term “total” here means that the factor's main effect, as well as all the interaction terms involving that factor, are included. Although computationally different, the very same measure of sensitivity is offered by the indices of Sobol'. The main advantages of the extended FAST are its robustness, especially at low sample size, and its computational efficiency. The computational aspects of the extended FAST are described. These include (1) the definition of new sets of parametric equations for the search-curve exploring the input space, (2) the selection of frequencies for the parametric equations, and (3) the procedure adopted to estimate the total contributions. We also address the limitations of other global SA methods and suggest that the total-effect indices are id...
1,652 citations