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Extensions of Global Sensitivity Analysis: Theory, Computation, and Applications.

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Figure

Table 2.1 Total Sobol’ indices of (2.9) for variables X1, X2, and (X1, X2) when ρ = 1.
Figure 2.2 Sobol’ index T7,8,9,10 and approximation error δ7,8,9,10 for (2.10) as ρ varies from 0 to 1.Left: γ = 1; right: γ = 6.
Figure 3.1 Convergence of the total Sobol’ index for variable X1 as the number of Monte Carlosamples vary
Figure 3.2 Total Sobol’ indices for (3.9), the height of each bar indicates the total Sobol’ index
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