Applied Math Graduate Student Seminar: John Darges, NC State, Sensitivity Analysis in Forward and Inverse Problems
SAS 4201Global sensitivity analysis (GSA) offers a flexible framework for understanding the structural importance of uncertain parameters in mathematical models. This dissertation focuses on forward and inverse problems arising in uncertainty quantification and the computation of Sobol’ indices, measures of variance-based sensitivity. The models involved in these prob- lems are often computationally expensive to evaluate. Sensitivity…