Techniques For Sensitivity Analysis Of Simulation Models

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Design and Analysis of Simulation Experiments

Author : Jack P.C. Kleijnen
Publisher : Springer
ISBN 13 : 3319180878
Total Pages : 334 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Design and Analysis of Simulation Experiments by : Jack P.C. Kleijnen

Download or read book Design and Analysis of Simulation Experiments written by Jack P.C. Kleijnen and published by Springer. This book was released on 2015-07-01 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a new edition of Kleijnen’s advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Altogether, this new edition has approximately 50% new material not in the original book. More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels. The latter two chapters reflect how active the research has been in these areas. The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses. Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter. From Reviews of the First Edition: “Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.” (William E. BILES, JASA, June 2009, Vol. 104, No. 486)

Techniques for Sensitivity Analysis of Simulation Models

Author : Jack P.C. Kleijnen
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (841 download)

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Book Synopsis Techniques for Sensitivity Analysis of Simulation Models by : Jack P.C. Kleijnen

Download or read book Techniques for Sensitivity Analysis of Simulation Models written by Jack P.C. Kleijnen and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Sensitivity Analysis in Practice

Author : Andrea Saltelli
Publisher : John Wiley & Sons
ISBN 13 : 047087094X
Total Pages : 232 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis Sensitivity Analysis in Practice by : Andrea Saltelli

Download or read book Sensitivity Analysis in Practice written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2004-07-16 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models. Other key features: Provides an accessible overview of the current most widely used methods for sensitivity analysis. Opens with a detailed worked example to explain the motivation behind the book. Includes a range of examples to help illustrate the concepts discussed. Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors. Contains a large number of references to sources for further reading. Authored by the leading authorities on sensitivity analysis.

Physics Of Cancer, The: Research Advances

Author : Bernard S Gerstman
Publisher : World Scientific
ISBN 13 : 9811223505
Total Pages : 279 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Physics Of Cancer, The: Research Advances by : Bernard S Gerstman

Download or read book Physics Of Cancer, The: Research Advances written by Bernard S Gerstman and published by World Scientific. This book was released on 2020-12-03 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cancer deaths per capita have decreased in recent years, but the improvement is attributed to prevention, not treatment. The difficulty in treating cancer may be due to its 'complexity', in the mathematical physics sense of the word. Tumors evolve and spread in response to internal and external factors that involve feedback mechanisms and nonlinear behavior. Investigations of the nonlinear interactions among cells, and between cells and their environment, are crucial for developing a sufficiently detailed understanding of the system's emergent phenomenology to be able to control the behavior. In the case of cancer, controlling the system's behavior will mean the ability to treat and cure the disease. Physicists have been studying various complex, nonlinear systems for many years using a variety of techniques. These investigations have provided insights that allow physicists to make unique contributions towards the treatment of cancer.This interdisciplinary book presents recent advancements in physicists' research on cancer. The work presented in this volume uses a variety of physical, biochemical, mathematical, theoretical, and computational techniques to gain a deeper molecular and cellular understanding of the horrific disease that is cancer.

Global Sensitivity Analysis

Author : Andrea Saltelli
Publisher : John Wiley & Sons
ISBN 13 : 9780470725177
Total Pages : 304 pages
Book Rating : 4.7/5 (251 download)

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Book Synopsis Global Sensitivity Analysis by : Andrea Saltelli

Download or read book Global Sensitivity Analysis written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2008-02-28 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.

Hybrid Systems: Computation and Control

Author : Alberto Bemporad
Publisher : Springer Science & Business Media
ISBN 13 : 3540714928
Total Pages : 812 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Hybrid Systems: Computation and Control by : Alberto Bemporad

Download or read book Hybrid Systems: Computation and Control written by Alberto Bemporad and published by Springer Science & Business Media. This book was released on 2007-03-20 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 10th International Conference on Hybrid Systems: Computation and Control, HSCC 2007, held in Pisa, Italy in April 2007. The 44 revised full papers and 39 revised short papers presented together with the abstracts of 3 keynote talks were carefully reviewed and selected from 167 submissions. Among the topics addressed are models of heterogeneous systems, computability and complexity issues, real-time computing and control, embedded and resource-aware control, control and estimation over wireless networks, tools for analysis, verification, control, and design, programming languages support and implementation, applications, including automotive, communication networks, avionics, energy systems, transportation networks, biology and other sciences, manufacturing, and robotics.

Numerical Methods in Sensitivity Analysis and Shape Optimization

Author : Emmanuel Laporte
Publisher : Springer Science & Business Media
ISBN 13 : 1461200695
Total Pages : 202 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Numerical Methods in Sensitivity Analysis and Shape Optimization by : Emmanuel Laporte

Download or read book Numerical Methods in Sensitivity Analysis and Shape Optimization written by Emmanuel Laporte and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensitivity analysis and optimal shape design are key issues in engineering that have been affected by advances in numerical tools currently available. This book, and its supplementary online files, presents basic optimization techniques that can be used to compute the sensitivity of a given design to local change, or to improve its performance by local optimization of these data. The relevance and scope of these techniques have improved dramatically in recent years because of progress in discretization strategies, optimization algorithms, automatic differentiation, software availability, and the power of personal computers. Numerical Methods in Sensitivity Analysis and Shape Optimization will be of interest to graduate students involved in mathematical modeling and simulation, as well as engineers and researchers in applied mathematics looking for an up-to-date introduction to optimization techniques, sensitivity analysis, and optimal design.

Sensitivity Analysis in Earth Observation Modelling

Author : George P. Petropoulos
Publisher : Elsevier
ISBN 13 : 0128030313
Total Pages : 448 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Sensitivity Analysis in Earth Observation Modelling by : George P. Petropoulos

Download or read book Sensitivity Analysis in Earth Observation Modelling written by George P. Petropoulos and published by Elsevier. This book was released on 2016-10-07 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensitivity Analysis in Earth Observation Modeling highlights the state-of-the-art in ongoing research investigations and new applications of sensitivity analysis in earth observation modeling. In this framework, original works concerned with the development or exploitation of diverse methods applied to different types of earth observation data or earth observation-based modeling approaches are included. An overview of sensitivity analysis methods and principles is provided first, followed by examples of applications and case studies of different sensitivity/uncertainty analysis implementation methods, covering the full spectrum of sensitivity analysis techniques, including operational products. Finally, the book outlines challenges and future prospects for implementation in earth observation modeling. Information provided in this book is of practical value to readers looking to understand the principles of sensitivity analysis in earth observation modeling, the level of scientific maturity in the field, and where the main limitations or challenges are in terms of improving our ability to implement such approaches in a wide range of applications. Readers will also be informed on the implementation of sensitivity/uncertainty analysis on operational products available at present, on global and continental scales. All of this information is vital in the selection process of the most appropriate sensitivity analysis method to implement. Outlines challenges and future prospects of sensitivity analysis implementation in earth observation modeling Provides readers with a roadmap for directing future efforts Includes case studies with applications from different regions around the globe, helping readers to explore strengths and weaknesses of the different methods in earth observation modeling Presents a step-by-step guide, providing the principles of each method followed by the application of variants, making the reference easy to use and follow

A Sensitivity Analysis Method for Determining Simulation Model Output Degradation in Response to Physical System Alteration

Author : Lissa Galbraith
Publisher :
ISBN 13 :
Total Pages : 202 pages
Book Rating : 4.:/5 (12 download)

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Book Synopsis A Sensitivity Analysis Method for Determining Simulation Model Output Degradation in Response to Physical System Alteration by : Lissa Galbraith

Download or read book A Sensitivity Analysis Method for Determining Simulation Model Output Degradation in Response to Physical System Alteration written by Lissa Galbraith and published by . This book was released on 1984 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Techniques for Sensitivity Analysis of Simulation Models

Author : Jack P. C. Kleijnen
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Techniques for Sensitivity Analysis of Simulation Models by : Jack P. C. Kleijnen

Download or read book Techniques for Sensitivity Analysis of Simulation Models written by Jack P. C. Kleijnen and published by . This book was released on 1990 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Developing a Protocol for Observational Comparative Effectiveness Research: A User's Guide

Author : Agency for Health Care Research and Quality (U.S.)
Publisher : Government Printing Office
ISBN 13 : 1587634236
Total Pages : 236 pages
Book Rating : 4.5/5 (876 download)

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Book Synopsis Developing a Protocol for Observational Comparative Effectiveness Research: A User's Guide by : Agency for Health Care Research and Quality (U.S.)

Download or read book Developing a Protocol for Observational Comparative Effectiveness Research: A User's Guide written by Agency for Health Care Research and Quality (U.S.) and published by Government Printing Office. This book was released on 2013-02-21 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This User’s Guide is a resource for investigators and stakeholders who develop and review observational comparative effectiveness research protocols. It explains how to (1) identify key considerations and best practices for research design; (2) build a protocol based on these standards and best practices; and (3) judge the adequacy and completeness of a protocol. Eleven chapters cover all aspects of research design, including: developing study objectives, defining and refining study questions, addressing the heterogeneity of treatment effect, characterizing exposure, selecting a comparator, defining and measuring outcomes, and identifying optimal data sources. Checklists of guidance and key considerations for protocols are provided at the end of each chapter. The User’s Guide was created by researchers affiliated with AHRQ’s Effective Health Care Program, particularly those who participated in AHRQ’s DEcIDE (Developing Evidence to Inform Decisions About Effectiveness) program. Chapters were subject to multiple internal and external independent reviews. More more information, please consult the Agency website: www.effectivehealthcare.ahrq.gov)

Robust Method for Sensitivity Analysis in Simulation Model

Author : Huda Abdullah
Publisher :
ISBN 13 :
Total Pages : 3 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Robust Method for Sensitivity Analysis in Simulation Model by : Huda Abdullah

Download or read book Robust Method for Sensitivity Analysis in Simulation Model written by Huda Abdullah and published by . This book was released on 2019 with total page 3 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kleijnen proposed using Ordinary Least Squares method combining with experimental design to estimate polynomial regression metamodels, but I/O data violates some classical assumptions of OLS as the correlation between output which due to common random numbers and Heterogeneous variances which caused by using different factor combinations. Thus Kleijnen and David referred to using repeated OLS (OLSR) or Generalized Least Squares (GLS) as a robust methods instead of OLS.In this study we compare these two methods using a simulation model M/M/1 which represented by a Queuing model in the repair and maintenance fields. We validated the estimated first order polynomial regression meta-model using adjusted R2 and Relative average absolute error, Our results demonstrate that As a result, OLSR is more efficient and more validation than GLS method.

Basics and Trends in Sensitivity Analysis: Theory and Practice in R

Author : Sébastien Da Veiga
Publisher : SIAM
ISBN 13 : 1611976693
Total Pages : 307 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Basics and Trends in Sensitivity Analysis: Theory and Practice in R by : Sébastien Da Veiga

Download or read book Basics and Trends in Sensitivity Analysis: Theory and Practice in R written by Sébastien Da Veiga and published by SIAM. This book was released on 2021-10-14 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of global sensitivity analysis methods and algorithms, including their theoretical basis and mathematical properties. The authors use a practical point of view and real case studies as well as numerous examples, and applications of the different approaches are illustrated throughout using R code to explain their usage and usefulness in practice. Basics and Trends in Sensitivity Analysis: Theory and Practice in R covers a lot of material, including theoretical aspects of Sobol’ indices as well as sampling-based formulas, spectral methods, and metamodel-based approaches for estimation purposes; screening techniques devoted to identifying influential and noninfluential inputs; variance-based measures when model inputs are statistically dependent (and several other approaches that go beyond variance-based sensitivity measures); and a case study in R related to a COVID-19 epidemic model where the full workflow of sensitivity analysis combining several techniques is presented. This book is intended for engineers, researchers, and undergraduate students who use complex numerical models and have an interest in sensitivity analysis techniques and is appropriate for anyone with a solid mathematical background in basic statistical and probability theories who develops and uses numerical models in all scientific and engineering domains.

Modern Simulation and Modeling

Author : Reuven Y. Rubinstein
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 392 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Modern Simulation and Modeling by : Reuven Y. Rubinstein

Download or read book Modern Simulation and Modeling written by Reuven Y. Rubinstein and published by Wiley-Interscience. This book was released on 1998-03-09 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: A step-by-step guide for today's modeling and simulation practices This new guide for modeling and simulation of discrete-event systems (DES) demonstrates why simulation is fast becoming the method of choice for the evaluation of system performance in science, engineering, and management. The book begins with the basics of conventional simulation, then proceeds to modern simulation-treating sensitivity analysis and optimization in a wide range of systems that exhibit complex interaction of discrete events. These include communications networks, flexible manufacturing systems, PERT (project evaluation and review techniques) networks, queueing systems, and more. Less focused on theory than on presenting a clear approach to practical applications, Modern Simulation and Modeling: * Emphasizes concepts rather than mathematical completeness * Integrates references and explanations of complex topics into the body of the text * Provides an innovative chapter on rare-event probability estimation * Describes the implementation of the score function (SF) method using the NSO simulation package * Features 40 illustrations and numerous algorithms * Offers extensive, end-of-chapter exercise sets * Includes chapter bibliographies for further reading Modern Simulation and Modeling is an essential text for graduate students of DES and stochastic processes and for undergraduate students in simulation. It is also an excellent reference for professionals in statistics and probability, mathematics, and management science.

Optimization and Sensitivity Analysis of Computer Simulation Models by the Score Function Method

Author : Jack P. C. Kleijnen
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (336 download)

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Book Synopsis Optimization and Sensitivity Analysis of Computer Simulation Models by the Score Function Method by : Jack P. C. Kleijnen

Download or read book Optimization and Sensitivity Analysis of Computer Simulation Models by the Score Function Method written by Jack P. C. Kleijnen and published by . This book was released on 1995 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Approximation Methods for High Dimensional Simulation Results - Parameter Sensitivity Analysis and Propagation of Variations for Process Chains

Download Approximation Methods for High Dimensional Simulation Results - Parameter Sensitivity Analysis and Propagation of Variations for Process Chains PDF Online Free

Author : Daniela Steffes-lai
Publisher : Logos Verlag Berlin GmbH
ISBN 13 : 3832536965
Total Pages : 232 pages
Book Rating : 4.8/5 (325 download)

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Book Synopsis Approximation Methods for High Dimensional Simulation Results - Parameter Sensitivity Analysis and Propagation of Variations for Process Chains by : Daniela Steffes-lai

Download or read book Approximation Methods for High Dimensional Simulation Results - Parameter Sensitivity Analysis and Propagation of Variations for Process Chains written by Daniela Steffes-lai and published by Logos Verlag Berlin GmbH. This book was released on 2014 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work addresses the analysis of a sequential chain of processing steps, which is particularly important for the manufacture of robust product components. In each processing step, the material properties may have changed and distributions of related characteristics, for example, strains, may become inhomogeneous. For this reason, the history of the process including design-parameter uncertainties becomes relevant for subsequent processing steps. Therefore, we have developed a methodology, called PRO-CHAIN, which enables an efficient analysis, quantification, and propagation of uncertainties for complex process chains locally on the entire mesh. This innovative methodology has the objective to improve the overall forecast quality, specifically, in local regions of interest, while minimizing the computational effort of subsequent analysis steps. We have demonstrated the benefits and efficiency of the methodology proposed by means of real applications from the automotive industry.

Sensitivity Analysis

Author : Andrea Saltelli
Publisher : John Wiley & Sons
ISBN 13 : 0471998923
Total Pages : 515 pages
Book Rating : 4.4/5 (719 download)

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Book Synopsis Sensitivity Analysis by : Andrea Saltelli

Download or read book Sensitivity Analysis written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2000-10-03 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensitivity analysis is used to ascertain how a given model output depends upon the input parameters. This is an important method for checking the quality of a given model, as well as a powerful tool for checking the robustness and reliability of its analysis. The topic is acknowledged as essential for good modelling practice, and is an implicit part of any modelling field. · Offers an accessible introduction to sensitivity analysis · Covers all the latest research · Illustrates concepts with numerous examples, applications and case studies · Includes contributions form the leading researchers active in developing strategies for sensitivity analysis The principles of sensitivity analysis area carefully described, and suitable methods for approaching many types of problems are given. The book introduces the modeller to the entire causal assessment chain, from data to predictions, whilst explaining the impact of source uncertainties and framing assumptions. A 'hitch-hiker's guide' is included to allow the more experienced reader to readily access specific applications. Modellers from a wide range of disciplines, including biostatistics, economics, environmental impact assessment, chemistry and engineering will benefit greatly form the numerous examples and applications.