A role for sensitivity analysis in presenting the results from MCDA studies to decision makers

The design space (DS) is defined as the combination of materials and process conditions that provides assurance of quality for a pharmaceutical product. A model-based approach to identify a probability-based DS requires costly simulations across the entire process parameter space (certain) and the uncertain model parameter space and material properties space. We demonstrate that application of global sensitivity analysis (GSA) can significantly reduce model complexity and reduce computational time for identifying and quantifying a probabilistic DS by screening out nonimportant uncertain parameters. The novelty of this approach is that the use of an indicator function, which takes only binary values as a model function, allows application of a straightforward GSA based on Sobol' sensitivity indices and avoids using more costly Monte Carlo filtering or GSA for constrained problems. We consider a chemical reaction example to illustrate how this formulation results in a model reduction and a significant decrease of model runs.

Global Sensitivity Analysis of Arrhythmic Risk Biomarkers in Cardiac Single Cell Models

ABSTRACTPROSAIL is a combination of the leaf optical properties spectra (PROSPECT) model and the scattering by arbitrarily inclined leaves (SAIL) canopy bidirectional reflectance model. When modelling forest canopy reflectance using the PROSAIL radiative transfer model, the sensitivities of parameters can affect the modelling accuracy. Traditionally, sensitivities have been assessed using local sensitivity analysis (LSA); however, drawbacks to this approach include a lack of consideration for coupled effects between different parameters. In this study, parameter sensitivities in the PROSAIL model were calculated using two global sensitivity analysis (GSA) methods (the Extended Fourier Amplitude Sensitivity Test (EFAST) method and the Morris method), field measurements, and Landsat 5 Thematic Mapper (TM) data for a Moso bamboo forest. The results of GSA were compared with those of LSA in order to identify the key parameters impacting the Moso bamboo forest canopy reflectance, and to provide a reference for model optimization and vegetation canopy inversion improvement. The results showed that: (1) the sensitivities of six major input parameters of the PROSAIL model were generally consistent with the sorting orders of the two GSA methods, but were not in accordance with those from the LSA method, especially in the mid-infrared band; (2) coupled effects among parameters acting on reflectance simulation in visible light bands were greater than those in infrared bands; (3) the simulated canopy reflectance was evaluated using Landsat 5 TM data, and the results simulated based on LSA analysis showed higher error than those based on GSA analysis, because the LSA method ignored the influence of some parameters on canopy reflectance, e.g. leaf mesophyll structure (N), average leaf angle (ALA), leaf water content (Cw), and leaf dry matter content (Cm). However, GSA was able to fully consider the coupled effects among parameters, and thus identified the sensitive parameters impacting on reflectance more accurately.

Determination of an optimal measurement configuration in optical scatterometry using global sensitivity analysis

In this paper, we study the dynamical effects of timely and delayed diagnosis on the spread of COVID-19 in Ghana during its initial phase by using reported data from March 12 to June 19, 2020. The estimated basic reproduction number, ℛ0, for the proposed model is 1.04. One of the main focus of this study is global stability results. Theoretically and numerically, we show that the disease persistence depends on ℛ0. We carry out a local and global sensitivity analysis. The local sensitivity analysis shows that the most positive sensitive parameter is the recruitment rate, followed by the relative transmissibility rate from the infectious with delayed diagnosis to the susceptible individuals. And that the most negative sensitive parameters are: self-quarantined, waiting time of the infectious for delayed diagnosis and the proportion of the infectious with timely diagnosis. The global sensitivity analysis using the partial rank correlation coefficient confirms the directional flow of the local sensitivity analysis. For public health benefit, our analysis suggests that, a reduction in the inflow of new individuals into the country or a reduction in the inter community inflow of individuals will reduce the basic reproduction number and thereby reduce the number of secondary infections (multiple peaks of the infection). Other recommendations for controlling the disease from the proposed model are provided in Section 7.

Dimensionality reduction for surrogate model construction for global sensitivity analysis: Comparison between active subspace and local sensitivity analysis

Unraveling the complex dynamics of temporal moments for multispecies contaminant transport in saturated porous media: A global sensitivity analysis approach

There is uncertainty in the results of any mathematical model due to different reasons. It is important to estimate this uncertainty. Sensitivity analysis is commonly used to estimate how the changes in the input parameters affect the solutions of the model. In this paper, we discuss different ways of performing local and global sensitivity analyses and apply them to two models: an epidemic model and a new myocardial infarction model, both based on ordinary differential equations. The first model is a simple model used to explain the ideas, while the second one shows how to apply them to a model with more state variables and parameters. We find that if the parameters are not accurately known, local sensitivity analysis can be misleading and that global sensitivity methods that sample the whole parameter space, varying all the values of the parameters at the same time, are the most reliable. We also show how the sensitivity analysis results can be used to determine the uncertainty in the results of the model. We present numerical simulations.

A review of sensitivity analysis methods in building energy analysis

Sensitivity analyses are frequently used during the design of engineering systems to qualify and quantify the effect of parametric variation in the performance of a system. Two primary types of sensitivity analyses are generally used: local and global. Local analyses, generally involving derivative-based measures, have a significantly lower computational burden than global analyses but only provide measures of sensitivity around a nominal point. Global analyses, generally performed with a Monte Carlo sampling approach, and variation-based measures provide a complete description of sensitivity but incur a large computational burden and require information regarding the distributions of the design parameters in a concept. Local analyses are generally suited to the early stages of design when parametric information is limited, and a large number of concepts must be evaluated (necessitating a light computational burden). Global analyses are more suited to the later stages of design when more information about parametric distributions is available and fewer concepts are under consideration. Current derivative-based local approaches provide a different and incompatible set of measures than a global variation-based analysis. This makes a direct comparison of local to global measures ill posed. To reconcile local and global sensitivity analyses, a hybrid local variation-based sensitivity (HyVar) approach is presented. This approach has a similar computational burden to a local approach but produces measures or percentage contributions. The HyVar approach is directly comparable to global variation-based approaches. In this paper, the HyVar sensitivity analysis method is developed in the context of a functional based behavioral modeling framework. An example application of the method is presented along with a summary of results produced from a more comprehensive example.

Sensitivity analysis is a vital tool in numerical modeling to identify important parameters and processes that contribute to the overall uncertainty in model outputs. We developed a new sensitivity analysis method to quantify the relative importance of uncertain model processes that contain multiple uncertain parameters. The method is based on the concepts of Bayesian networks (BNs) to account for complex hierarchical uncertainty structure of a model system. We derived a new set of sensitivity indices using the methodology of variance‐based global sensitivity analysis with the Bayesian inference. The framework is capable of representing the detailed uncertainty information of a complex model system using BNs and affords flexible grouping of different uncertain inputs given their characteristics and dependency structures. We have implemented the method on a real‐world biogeochemical model at the groundwater‐surface water interface within the Hanford Site's 300 Area. The uncertainty sources of the model were first grouped into forcing scenario and three different processes based on our understanding of the complex system. The sensitivity analysis results indicate that both the reactive transport and groundwater flow processes are important sources of uncertainty for carbon‐consumption predictions. Within the groundwater flow process, the structure of geological formations is more important than the permeability heterogeneity within a given geological formation. Our new sensitivity analysis framework based on BNs offers substantial flexibility for investigating the importance of combinations of interacting uncertainty sources in a hierarchical order, and it is expected to be applicable to a wide range of multiphysics models for complex systems.

Parametric sensitivity analysis (SA) is an essential tool in optical data analysis aiming to quantify the relative importance of optical model parameters and identify those with a low influence which should remain fixed during analysis in order to simplify a model. Typically, such sensitivity studies are performed using a local sensitivity analysis, also referred to as “one-at-a-time” analysis, which estimates parameter sensitivity by evaluating the changes in model output while perturbing one parameter at a time and holding all other parameters fixed. All the pitfalls of the local sensitivity approach are quite obvious and well known; however, local SA is still prevailing in the area of data analysis for spectroscopic ellipsometry. In this study, we discuss applications of a global qualitative analysis introduced by Morris in 1991 which determines an overall significance for each model parameter and describes its nonlinear effect on model’s output and/or interactions with other parameters. The Morris method allows effective separation of the model parameters into different groups such as parameters with negligible effects, parameters with large linear effects without interactions, and parameters with large nonlinear and/or interaction effects. Here, we carried out the Morris sensitivity analysis to reveal the model parameter significance ranking in a test case of the B-spline model for titanium nitride (TiN). Such a screening approach can be considered as a practical tool for the initial global SA strategy prior to true “all-at-a-time” global sensitivity analysis.

We present a global sensitivity analysis that quantifies the impact of parameter uncertainty on model outcomes. Specifically, we propose variance‐decomposition‐based Sobol' indices to establish an importance ranking of parameters and univariate effects to determine the direction of their impact. We employ the state‐of‐the‐art approach of constructing a polynomial chaos expansion of the model, from which Sobol' indices and univariate effects are then obtained analytically, using only a limited number of model evaluations. We apply this analysis to several quantities of interest of a standard real‐business‐cycle model and compare it to traditional local sensitivity analysis approaches. The results show that local sensitivity analysis can be very misleading, whereas the proposed method accurately and efficiently ranks all parameters according to importance, identifying interactions and nonlinearities. Computational techniques uncertainty quantification sensitivity analysis polynomial chaos expansion C60 C63

Bayesian parameter and joint probability distribution estimation for a hysteretic constitutive model of reinforcing steel

The present paper describes the application of GSA (Global Sensitivity Analysis) techniques to mathematical models of bioprocesses in order to rank inputs such as feed titres, flow rates and matrix capacities for the relative influence that each exerts upon outputs such as yield or throughput. GSA enables quantification of both the impact of individual variables on process outputs, as well as their interactions. These data highlight those attributes of a bioprocess which offer the greatest potential for achieving manufacturing improvements. Whereas previous GSA studies have been limited to individual unit operations, this paper extends the treatment to an entire downstream process and illustrates its utility by application to the production of a Fab-based rattlesnake antivenom called CroFab [(Crotalidae Polyvalent Immune Fab (Ovine); Protherics U.K. Limited]. Initially, hyperimmunized ovine serum containing rattlesnake antivenom IgG (product), other antibodies and albumin is applied to a synthetic affinity ligand adsorbent column to separate the antibodies from the albumin. The antibodies are papain-digested into Fab and Fc fragments, before concentration by ultrafiltration. Fc, residual IgG and albumin are eliminated by an ion-exchanger and then CroFab-specific affinity chromatography is used to produce purified antivenom. Application of GSA to the model of this process showed that product yield was controlled by IgG feed concentration and the synthetic-material affinity column's capacity and flow rate, whereas product throughput was predominantly influenced by the synthetic material's capacity, the ultrafiltration concentration factor and the CroFab affinity flow rate. Such information provides a rational basis for identifying the most promising strategies for delivering improvements to commercial-scale biomanufacturing processes.