DGSA

DGSA: A Matlab toolbox for distance-based generalized sensitivity analysis of geoscientific computer experiments. Sensitivity analysis plays an important role in geoscientific computer experiments, whether for forecasting, data assimilation or model calibration. In this paper we focus on an extension of a method of regionalized sensitivity analysis (RSA) to applications typical in the Earth Sciences. Such applications involve the building of large complex spatial models, the application of computationally extensive forward modeling codes and the integration of heterogeneous sources of model uncertainty. The aim of this paper is to be practical: 1) provide a Matlab code, 2) provide novel visualization methods to aid users in getting a better understanding in the sensitivity 3) provide a method based on kernel principal component analysis (KPCA) and self-organizing maps (SOM) to account for spatial uncertainty typical in Earth Science applications and 4) provide an illustration on a real field case where the above mentioned complexities present themselves. We present methods that extend the original RSA method in several ways. First we present the calculation of conditional effects, defined as the sensitivity of a parameter given a level of another parameters. Second, we show how this conditional effect can be used to choose nominal values or ranges to fix insensitive parameters aiming to minimally affect uncertainty in the response. Third, we develop a method based on KPCA and SOM to assign a rank to spatial models in order to calculate the sensitivity on spatial variability in the models. A large oil/gas reservoir case is used as illustration of these ideas.

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  1. Kolyukhin, Dmitriy: Global sensitivity analysis of statistical models by double randomization method (2021)