Deterministic Sensitivity Analysis for a Model for Flow in Porous Media

Abstract : A deterministic method for sensitivity analysis is developed and applied to a mathematical model for the simulation of flow in porous media. The method is based on the singular value decomposition (SVD) of the Jacobian matrix of the model. It is a local approach to sensitivity analysis providing a hierarchical classification of the directions in both the input space and of those in the output space reflecting the degree of sensitiveness of the latter to the former. Its low computational cost, in comparison with that of statistical approaches, allows the study of the variability of the results of the sensitivity analysis due to the variations of the input parameters of the model, and thus it can provide a quality criterion for the validity of more classical probabilistic global approaches. For the example treated here, however, this variability is weak, and deterministic and statistical methods yield similar sensitivity results.
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Estelle Marchand, François Clément, Jean Roberts, Guillaume Pépin. Deterministic Sensitivity Analysis for a Model for Flow in Porous Media. [Research Report] RR-6502, INRIA. 2008. ⟨inria-00271986v2⟩

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