Sixth International Conference

on Sensitivity Analysis of Model

Output 2010

Procedia Social and Behavioral Sciences Volume 2, Issue 6

Milan, Italy
19-22 July 2010

Editors:
Emanuele Borgonovo
Andrea Saltelli
Stefano Tarantola

ISBN: 978-1-62748-867-9
ISSN: 1877-0428

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TABLE OF CONTENTS

Editorial............................................................................................................................................................................ 7579
Uncertainty and Sensitivity Analysis in Performance Assessment for the Proposed Repository for
High-level Radioactive Waste at Yucca Mountain, Nevada......................................................................................... 7580
Jon C. Helton, Clifford W. Hansen, Cedric J. Sallaberry

Computer Experiments with Functional Outputs: Global Sensitivity Analysis and Metamodeling ........................ 7583
Benjamin Auder, Bertrand Iooss, Michel Marqus

Sensitivity Analysis of Simulation Models: An Overview............................................................................................. 7585

Jack P. C. Kleijnen

Global Sensitivity Analysis for Systems with Independent and/or Correlated Inputs............................................... 7587
Herschel Rabitz

Sensitivity Analysis in the Context of Quality Assurance............................................................................................. 7590

Jerome R. Ravetz

How to Avoid a Perfunctory Sensitivity Analysis ......................................................................................................... 7592

Andrea Saltelli, Paola Annoni, Beatrice DHombres

Distributional Sensitivity Analysis ................................................................................................................................. 7595

Douglas L. Allaire, Karen E. Willcox

Sensitivity Analysis Associated with the Evaluation of Measurement Uncertainty: Application to a

Computational Code in Metrology................................................................................................................................. 7597
Alexandre Allard, Nicolas Fischer, Franck Didieux

Uncertainty Propagation and Sensitivity Analysis of Coupled Thermalhydraulic-Neutronic Nuclear

Power Plant Simulations: Influence of Uncertainty in Neutronic Data ...................................................................... 7599
F. nchel, T. Barrachina, R. Mir, R. Macin-Juan

Maximin Design on Non-Hypercube Domain and Kernel Interpolation .................................................................... 7601

Yves Auffray, Pierre Barbillon, Jean-Michel Marin

Modeling the Evolution of the Antarctic Ice Sheet in the Last 200 ky ........................................................................ 7603
Cecilia Balconi, Fulvia Baratelli, Mauro Giudici, Chiara Vassena

Solute Transport in Geological Porous Media: Estimation of Dispersion Coefficients.............................................. 7605

Fulvia Baratelli, Laura Cattaneo, Mauro Giudici, Chiara Vassena

Analytic Properties of High Dimensional Model Representations............................................................................... 7607

Francesca Beccacece, Emanuele Borgonovo

Decision Support Systems Based on the Economic Feasibility Assessment for Municipal Solid Waste
(MSW) Management Under Uncertainty Using SimLab Toolpack.......................................................................... 7609
Boguslaw Bieda

Cost-effectiveness of Varicella and Zoster Vaccination in England & Wales: Importance Measures for
Correlated Parameters.................................................................................................................................................... 7611
J. Bilcke, A. J. Van Hoek, N. Hens, M. Aerts, W. J. Edmunds, P. Beutels

A Comparison of Three Metamodel-based Methods for Global Sensitivity Analysis: GP modelling,

HDMR and LAR-gPC ..................................................................................................................................................... 7613
Graud Blatman, Bruno Sudret

Guidelines for Optimal Estimation of Correlation Ratios Based on Monte Carlo Simulation of
Computer Codes .............................................................................................................................................................. 7615
R. Bolado, E. Plischke, S. Tarantola, A. Badea

Total Order Reliability Importance in Space PSA........................................................................................................ 7617

Emanuele Borgonovo, Curtis Smith

Theorems and Analytical Test Cases in Moment Independent Sensitivity Analysis.................................................. 7619
Emanuele Borgonovo, William Castaings, Stefano Tarantola

Uncertainty Importance and Risk-Based Decision Making in the Inoperability Input-Output Model.................... 7621
Emanuele Borgonovo, Marco Percoco

Applications of Sparse Grid Interpolation: Sensitivity Analysis and Experiment Design......................................... 7623
Gregery T. Buzzard, Daniela Changkuon, Maia M. Donahue, Ann E. Rundell

Distribution-based Global Sensitivity Analysis Using Polynomial Chaos Expansions............................................... 7625

Y. Caniou, B. Sudret

Sensitivity Analysis of a Hierarchical Qualitative Model The Analysis of MASC .................................................. 7627
Marta Carpani, Jacques-Eric Bergez, Herv Monod

Sampling Plans for the Estimation of Moment-independent Importance Measures ................................................. 7629
W. Castaings, E. Borgonovo, S. Tarantola

Evaluating the Uncertainty of Hydrological Model Simulations Coupled with Meteorological

Forecasts at Different Spatial Scales .............................................................................................................................. 7631
A. Ceppi, G. Ravazzani, D. Rabuffetti, M. Mancini

Substitutability vs. Complementarity: Rethinking STI Composite Indicators Building with an

Application of Sensitivity Analysis ................................................................................................................................. 7633
Giovanni Cerulli, Andrea Filippetti

Sensitivity Analysis Via Derived Parameters.............................................................................................................. 7636

J. L. Cormenzana, R. Bolado

Direct Sensitivity Computation for 1D Hydrodynamic Modelling Vs Classical Empirical and Monte
Carlo Approaches ............................................................................................................................................................ 7638
Carole Delenne, Thibaut Feret, Vincent Guinot, Bernard Cappelaere

Simulation-Optimization under Uncertainty through Metamodeling and Bootstrapping ........................................ 7640

Gabriella Dellino, Jack P. C. Kleijnen, Carlo Meloni

Bearing Capacity of Reinforced Foundations: Statistical Approach and Sensitivity Analysis ................................. 7642
Arindam Dey

Adaptive Monte Carlo Approach for Sensitivity Analysis ........................................................................................... 7644

Ivan Dimov, Rayna Georgieva

Adaptive Monte Carlo Algorithm for Sensitivity Studies of Eulerian Large-scale Air Pollution Models................ 7646
Ivan Dimov, Rayna Georgieva, Tzvetan Ostromsky

Identifiability and Sensitivity Analysis of a Photodynamic Therapy Model............................................................... 7648

Simona Dobre, Thierry Bastogne, Muriel Barberi-Heyob, Alain Richard

Identifying Important Observations Using Cross Validation and Computationally Frugal Sensitivity
Analysis Methods............................................................................................................................................................. 7650
Laura Foglia, Mary C. Hill, Steffen W. Mehl, Paolo Perona, Paolo Burlando

Adjoint Sensitivity Analysis for Hybrid Systems and Its Application to Identification of Biological
Systems ............................................................................................................................................................................. 7652
Krzysztof Fujarewicz

The Effect of Quality and Reserves Uncertainty to Production Scheduling of a Lignite Mine Feeding a
Power Plant ...................................................................................................................................................................... 7654
Michael Galetakis, Christos Roumpos

Uncertainty and Sensitivity Analysis in Code Environmental Model for Risk Assessments from
Industrial Source Complex ............................................................................................................................................. 7656
J. Carlos Garca-Daz, J. M. Gozalvez-Zafrilla

Optimal Sensitivity Analysis under Constraints: Application to Fisheries................................................................. 7658

Jean-Pierre Gauchi, Sigrid Lehuta, Stphanie Mahvas

URANIE: The CEA/DEN Uncertainty and Sensitivity Platform ................................................................................ 7660

Fabrice Gaudier

Sensitivity Study for a Bed-Load Transport Routing Scheme Applied to a Large Alpine Catchment..................... 7662
Bernhard Gems, Stefan Achleitner, Friedrich Schberl, Markus Aufleger

Relative Sensitivity of Conditional Distributions to Kurtosis Deviations in the Joint Model.................................... 7664
Miguel A. Gmez-Villegas, Paloma Main, Hilario Navarro, Rosario Susi

Climate Change and Irrigation Water Need Sensitivity Analysis ............................................................................... 7666
Rubens Gondim, Aline Maia, Marco De Castro

Determination of the Uncertainty Bounds of a Continuous Distillation Code: Effect of Input

Variability and Model Uncertainty ................................................................................................................................ 7668
J. M. Gozalvez-Zafrilla, J. Carlos Garca-Daz, A. Santaf-Moros

Regression Sensitivity Analysis for Cash Flow Simulation Based Real Option Valuation ........................................ 7670
Tero J. Haahtela

Sensitivity Analysis As a Sustainable Building Design Help ........................................................................................ 7672

Matthias Haase, Inger Andresen, Berit Time, Anne Grete Hestnes

Use of Replicated Latin Hypercube Sampling to Estimate Sampling Variance in Uncertainty and
Sensitivity Analysis Results for the Geologic Disposal of Radioactive Waste............................................................. 7674
Clifford W. Hansen, Jon C. Helton, Cedric J. Sallaberry

Global Sensitivity Analysis of the Process-Based Wheat Simulation Model SiriusQuality1 Identifies
Key Genotypic Parameters and Unravels Parameters Interactions............................................................................ 7676
Jianqiang He, Pierre Stratonovitch, Vincent Allard, Mikhail A. Semenov, Pierre Martre

A Computer-aided Framework for Systematic Model Development, Analysis and Identification in

Innovative Product-Process Engineering....................................................................................................................... 7678
Martina Heitzig, Grkan Sin, Peter Glarborg, Rafiqul Gani

What Do Tigers and Backswimmers Have in Common? An Analysis of Structure and Sensitivity in
Individual-based Models ................................................................................................................................................. 7680
Muhammad Ali Imron, Andre Gergs, Uta Berger

Sensitivity Analysis in Advanced Building Industry..................................................................................................... 7682

Zdenek Kala

Water Hammer Model Sensitivity Study by the FAST Method .................................................................................. 7684
Algirdas Kaliatka, Mindaugas Vaisnoras, Eugenijus Uspuras

Sensitivity and Uncertainty Quantification Techniques Applied to Systems of Conservation Laws........................ 7686
James R. Kamm, William J. Rider, V. Gregory Weirs, Stefano Tarantola, Marco Ratto

Sensitivity Analysis for Tire/Road Interface Model...................................................................................................... 7688

R. Kibr, F. Anstett-Collin, M. Basset

Uncertainty and Sensitivity Analysis of National Road Transport Inventories Compiled with
COPERT 4 ....................................................................................................................................................................... 7690
Ioannis Kioutsioukis, Chariton Kouridis, Dimitrios Gkatzoflias, Panagiota Dilara, Leonidas Ntziachristos

Sensitivity Analysis of Load Carrying Capacity in AFM-based Manipulation .......................................................... 7692

M. H. Korayem, A. Amanati

Investigation on the Structure of a Networked System ................................................................................................ 7694

S. La Rovere, P. Vestrucci

Quasi-Random-Sampling High Dimensional Model Representations for the Construction of Reduced

Discrete Time State Space Dynamic Models.................................................................................................................. 7696
Romain S. C. Lambert, Nilay Shah, Sergei S. Kucherenko

Empirical Relationship Between Sensitivity Index and Mean Square Error of Prediction: A Case
Study for Greenhouse Gas Emission.............................................................................................................................. 7698
Matieyendou Lamboni, David Makowski, Herv Monod

Model Choice Considerations and Information Integration Using Analytical Hierarchy Process ........................... 7700
James R. Langenbrunner, Francois M. Hemez, Jane M. Booker, Tim J. Ross

A Measure for Estimating the Effect of the Input Uncertainty on the Mean Value of the Model
Output................................................................................................................................................................................ N/A
Qiao Liu, Toshimitsu Homma

Sensitivity Analysis in Stochastic Second Order Cone Programming for Mobile Ad Hoc Networks....................... 7704
Francesca Maggioni, Stein W. Wallace, Marida Bertocchi, Elisabetta Allevi

Joint Metamodeling for Sensitivity Analysis of Continuous and Stochastic Inputs of a Computer Code................ 7706
A. Marrel

Practical Applications of Uncertainty and Sensitivity Techniques in Building Energy Simulation ......................... 7708
Houcem Eddine Mechri, Vincenzo Corrado

Development of a Localized Probabilistic Sensitivity Method to Determine Random Variable

Regional Importance ....................................................................................................................................................... 7710
Harry Millwater, Gulshan Singh

An Original Sensitivity Statistic Within a New Adaptive Accelerated Monte-Carlo Method ................................... 7712
Munoz Zuniga Miguel, Garnier Josselin, Remy Emmanuel

Sensitivity of Road Safety Outcomes to Uncertainties in the Computational Model for Assessing the
Impact of Policy Measures at the Regional Level ......................................................................................................... 7714
B. B. Nambuusi, E. Hermans, T. Brijsa, G. Wets

A Comparative Analysis of Emulators for the Sensitivity Analysis of a Land Surface Process Model .................... 7716
George P. Petropoulos, Marco Ratto, Stefano Tarantola

Senstitivity Analysis for Spatial Simulation of Urban Growth .................................................................................... 7718

W. Plata Rocha, M. Gomez Delgado, J. Bosque Sendra

Knowledge-based Probabilistic Representations of Branching Ratios in Chemical Networks ................................. 7720

Sylvain Plessis, Nathalie Carrasco, Pascal Pernot

An Adaptive Correlation Ratio Method ........................................................................................................................ 7722

Elmar Plischke

An Identification and Grouping Approach to Analyze the Output of a Dynamic Safety Assessment...................... 7724
Luca Podofillini, Davide Mercurio, Vinh N. Dang, Enrico Zio

Application of Global Sensitivity Analysis to Nuclear Reactor Calculations.............................................................. 7726

F. Puente Espel, S. Tarantola, S. Ghrayeb, K. Ivanov

Modeling Uncertainties in Complex Systems ................................................................................................................ 7728

Nabil Rachdi, Jean-Claude Fort, Thierry Klein, Fabien Mangeant

Computation of Sensitivity Indices with Different Routines for Latin Hypercube Designs ...................................... 7730
D. Mohan Rao, Jamuna Konda

Robust Method for Sensitivity Analysis in Simulation Model/a Comparison Study.................................................. 7732
Huda Abdullah Rashid

Importance Measures on Networks................................................................................................................................ 7735

J. C. Ruiz, C. M. Rocco

Evaluation of MARS Modeling Technique for Sensitivity Analysis of Model Output............................................... 7737
Davood Shahsavani, Stefano Tarantola, Marco Ratto

Uncertainty and Sensitivity Analysis of SWMM Model in Computation of Manhole Water Depth and
Subcatchment Peak Flood............................................................................................................................................... 7739
R. A. Sharifan, A. Roshan, M. Aflatoni, A. Jahedi, M. Zolghadr

Sensitivity Analysis of a Model That Describes the Biofiltration of TRS Compounds .............................................. 7741
Javier Silva, Germn Aroca

Sensitivity Analysis for Multiple Criteria Decision Making Methods: TOPSIS and SAW ....................................... 7743
Ruta Simanaviciene, Leonas Ustinovichius

Derivative Based Global Sensitivity Measures .............................................................................................................. 7745

I. M. Sobol, S. Kucherenko

EFAST Analysis Applied to a PA Model for a Generic HLW Repository in Clay..................................................... 7747
S. M. Spiessl, D.-A. Becker, A. Rbel

Calibration of a Crop Simulation Model Using an Evolutionary Algorithm with Self-Adaptation.......................... 7749
Pierre Stratonovitch, Mikhail A. Semenov

Uncertainty Quantification Via Codimension One Domain Partitioning and a New Concentration
Inequality.......................................................................................................................................................................... 7751
Timothy J. Sullivan, Mike McKerns, Ufuk Topcu, Houman Owhadi

Improving Random Balance Designs For The Estimation of First Order Sensitivity Indices................................... 7753
Stefano Tarantola, Masato Koda

Screening Groups of Parameters Using the Morris Method to Select Parameters for Variance Based
Sensitivity Analysis .......................................................................................................................................................... 7755
Stig Morten Thorsen

Uncertainty Analysis of Varying Temperature Chemical Kinetic Systems ................................................................ 7757

Tibor Nagy, Tams Turnyi

Sensitivity Analysis for Quantile Regression................................................................................................................. 7759

Andrey L. Vasnev

Quality of High Dimensional Numerical Space Filling Designs for the Sensitivity Analysis of
Interference Optical Filters............................................................................................................................................. 7761
O. Vasseur, M. Claeys-Bruno, M. Sergent

Preliminary Results for the Global Sensitivity Analysis of SALTIRSOIL Model Outputs....................................... 7763
Fernando Visconti, Jos Miguel De Paz, Jos Luis Rubio, Juan Snchez

Sensitivity Analysis Using Stochastic Expansion Methods to Calculate Variance-based Sensitivity

Indices............................................................................................................................................................................... 7765
V. Gregory Weirs, Laura P. Swiler, William J. Rider, Brian M. Adams, James R. Kamm, Michael S. Eldred

The Use of Sensitivity Analysis for the Design of Functional Structural Plant Models ............................................. 7768
Qiongli Wu, Paul-Henry Counde

Combined Global Sensitivity Analysis and Population PBPK Modeling for Assessing Consistency of
TCDD Toxicokinetics Data in Mice................................................................................................................................ 7770
Loc Yengo, Cline Brochot, Alexandre Pry

Variance Decomposition Sensitivity Analysis of a Passive Residual Heat Removal System Model.......................... 7772
Yu Yu, Tao Liu, Jiejuan Tong, Jun Zhao, Francesco Di Maio, Enrico Zio, Aling Zhang

Use of Moment Independent Importance Measures in the Framework of Seismic Fragility Analysis..................... 7774
I. Zentner, E. Borgonovo, A. Pellegri, S. Tarantola

Effects of the Oil Export Price Increase on the Economy of Kazakhstan: Results from the Sensitivity
Analysis............................................................................................................................................................................. 7776
Kapsalyamova Zhanna

Sensitivity Analysis of the Model of a Nuclear Passive System by Means of Subset Simulation............................... 7778
Enrico Zio, Nicola Pedroni

An Application of Global Sensitivity Analysis in Evaluation of Transmission Line Fault-Locating

Algorithms........................................................................................................................................................................ 7780
Rastko Zivanovic
Author Index