:orphan: Sobol Sensitivity indices ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ These examples serve as a guide for using the Sobol sensitivity module. They have been taken from various papers to enable validation of the implementation and have been referenced accordingly. Single output models ====================== We demonstrate the computation of the Sobol indices for models with a single output using the following examples: 1. **Additive function** This is a beginner-friendly example for introducing Sobol indices. The function is a linear combination of two inputs which produces a scalar output. 2. **Ishigami function** The Ishigami function is a non-linear, non-monotonic function that is commonly used to benchmark uncertainty and senstivity analysis methods. 3. **Sobol function** The Sobol function is non-linear function that is commonly used to benchmark uncertainty and senstivity analysis methods. Unlike the Ishigami function which has 3 input variables, the Sobol function can have any number of input variables (see [2]_). Multiple output models ======================== We demonstrate the computation of the Sobol indices for models with multiple outputs using the following example: 1. **Mechanical oscillator ODE** The Sobol indices are computed for a mechanical oscillator governed by a second-order differential equation [1]_. The model outputs the displacement of the oscillator for a given time period. Here the sensitivity of the model parameters are computed at each point in time (see [1]_). .. [1] Gamboa F, Janon A, Klein T, Lagnoux A, others. Sensitivity analysis for multidimensional and functional outputs. Electronic journal of statistics 2014; 8(1): 575-603. .. [2] Saltelli, A. (2002). Making best use of model evaluations to compute indices. .. raw:: html
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Additive function
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Sobol function
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Ishigami function
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.. only:: html .. image:: /auto_examples/sensitivity/sobol/images/thumb/sphx_glr_mechanical_oscillator_ODE_thumb.png :alt: :ref:`sphx_glr_auto_examples_sensitivity_sobol_mechanical_oscillator_ODE.py` .. raw:: html
Mechanical oscillator model (multioutput)
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.. toctree:: :hidden: /auto_examples/sensitivity/sobol/sobol_additive /auto_examples/sensitivity/sobol/sobol_func /auto_examples/sensitivity/sobol/sobol_ishigami /auto_examples/sensitivity/sobol/mechanical_oscillator_ODE .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-gallery .. container:: sphx-glr-download sphx-glr-download-python :download:`Download all examples in Python source code: sobol_python.zip ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download all examples in Jupyter notebooks: sobol_jupyter.zip ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_