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Activity Number: 242
Type: Contributed
Date/Time: Tuesday, August 8, 2006 : 8:30 AM to 10:20 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #307167
Title: Sensitivity Analysis with Correlated Inputs: Application to Kinetic Models
Author(s): Sebastien Da Veiga*+ and Francois Wahl and Fabrice Gamboa
Companies: Institut Français du Pétrole and Institut Français du Pétrole and Université Paul Sabatier
Address: BP3, Vernaison, 69390, France
Keywords: nonparametric regression ; global sensitivity indices ; conditional moments estimation
Abstract:

We propose two original methods to estimate sensitivity indices when the inputs of a model are correlated. These methods are based on local polynomial smoothers for the estimation of conditional moments. Both have good theoretical properties which are exhibited and also illustrated through analytical examples. We use these estimators to carry out a sensitivity analysis on two real cases of kinetic models with correlated parameters: a simplified model of hydrodesulfuration and a model of isomerization of normal butane.

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