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2022 | Vol. 32 | 93--96
Tytuł artykułu

An optimization technique for estimating Sobol sensitivity indices

Wybrane pełne teksty z tego czasopisma
Warianty tytułu
Konferencja
17th Conference on Computer Science and Intelligence Systems
Języki publikacji
EN
Abstrakty
EN
In this paper we proposed an optimization techniquefor improving the Monte Carlo algorithms based on Halton and Sobol algorithms. The novelty of the proposed approaches is that the optimization of the Halton and Sobol sequences is applied for the first time and essentially improves the results by the original sequences. The results will be of great importance for the environment protection and the trustability of forecasts.
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Wydawca

Rocznik
Tom
Strony
93--96
Opis fizyczny
Bibliogr. 21 poz., tab., wykr.
Twórcy
  • Institute of Mathematics and Informatics Bulgarian Academy of Sciences 8 Acad. G. Bonchev Str., 1113 Sofia, Bulgaria, vtodorov@math.bas.bg; venelin@parallel.bas.bg
  • Institute of Information and Communication Technologies Bulgarian Academy of Sciences 25A Acad. G. Bonchev Str., 1113 Sofia, Bulgaria
  • Institute of Mathematics and Informatics Bulgarian Academy of Sciences 8 Acad. G. Bonchev Str., 1113 Sofia, Bulgaria, sggeorgiev@math.bas.bg; sggeorgiev@uni-ruse.bg
  • Department of Applied Mathematics and Statistics Angel Kanchev University of Ruse 8 Studentska Str., 7004 Ruse, Bulgaria
Bibliografia
  • 1. I. Antonov, V. Saleev, An economic method of computing LPτ-sequences, USSR Comput. Math. Phys. 19, (1979), 252-256.
  • 2. I. Dimov, Monte Carlo Methods for Applied Scientists, New Jersey, London, Singapore, World Scientific, (2008).
  • 3. I.T. Dimov, R. Georgieva, Tz. Ostromsky, Z. Zlatev, Advanced algorithms for multidimensional sensitivity studies of large-scale air pollution models based on Sobol sequences, Computers and Mathematics with Applications 65(3), “Efficient Numerical Methods for Scientific Applications”, Elsevier, (2013), 338-351.
  • 4. F. Ferretti, A. Saltelli, S. Tarantola, Trends in sensitivity analysis practice in the last decade, Journal of Science of the Total Environment 568, (2016), 666-670.
  • 5. J. Halton, On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals, Numerische Mathematik 2, (1960), 84-90.
  • 6. J. Halton, G.B. Smith, Algorithm 247: radical-inverse quasi-random point sequence, Communications of the ACM 7, (1964), 701-702.
  • 7. S. Joe, F. Kuo, Remark on algorithm 659: implementing Sobol’s quasirandom sequence generator, ACM Transactions on Mathematical Software 29(1), (2003), 49-57.
  • 8. T. Homma, A. Saltelli, Importance measures in global sensitivity analysis of nonlinear models, Reliability Engineering and System Safety 52, (1996), 1-17.
  • 9. A. Karaivanova, E. Atanassov, T. Gurov, R. Stevanovic, K. Skala, Variance reduction MCMs with application in eEnvironmental studies: sensitivity analysis. AIP Conference Proceedings 1067(1), (2008), 549-558.
  • 10. A Karaivanova, I. Dimov, S. Ivanovska, A quasi-Monte Carlo method for integration with improved convergence, In International Conference on Large-Scale Scientific Computing, Springer, Berlin, Heidelberg, (2001), 158-165.
  • 11. L. Kocis, W. J. Whiten, Computational investigations of low-discrepancy sequences, ACM Transactions on Mathematical Software 23(2), (1997), 266-294.
  • 12. J. Matousek, On the L2-discrepancy for anchored boxes, Journal of Complexity 14(4), (1998), 527-556.
  • 13. G. Ökten, A. Göncüb, Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?, Mathematical and Computer Modelling 53, (2011), 1268-1281.
  • 14. A. Saltelli, S. Tarantola, F. Campolongo, M. Ratto, Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models, Halsted Press, New York, (2004).
  • 15. I. Sobol, Numerical methods Monte Carlo, Nauka, Moscow, (1973).
  • 16. I.M. Sobol, Sensitivity estimates for nonlinear mathematical models, Mathematical Modeling and Computational Experiment 1(4), (1993), 407-414.
  • 17. I.M. Sobol, S. Tarantola, D. Gatelli, S. Kucherenko, W. Mauntz, Estimating the approximation error when fixing unessential factors in global sensitivity analysis, Reliability Engineering & System Safety 92, (2007), 957-960.
  • 18. S.L. Zaharieva, I.R. Georgiev, V.A. Mutkov, Y.B. Neikov, Arima approach for forecasting temperature in a residential premises part 2, in 2021 20th International Symposium INFOTEH-JAHORINA (INFOTEH), IEEE, (2021), 1-5.
  • 19. Z. Zlatev, Computer Treatment of Large Air Pollution Models, KLUWER Academic Publishers, Dorsrecht-Boston-London, (1995).
  • 20. Z. Zlatev, I.T. Dimov, K. Georgiev, Three-dimensional version of the Danish Eulerian model, Z. Angew. Math. Mech. 76(S4), (1996), 473-476.
  • 21. Z. Zlatev, I.T. Dimov, Computational and Numerical Challenges in Environmental Modelling, Elsevier, Amsterdam, (2006).
Uwagi
Opracowanie rekordu ze środków MEiN, umowa nr SONP/SP/546092/2022 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2022-2023).
Typ dokumentu
Bibliografia
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