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Abstract Details

Activity Number: 330
Type: Topic Contributed
Date/Time: Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #305595
Title: A Nonintrusive Technique for Inverse Sensitivity Analysis
Author(s): Simon Tavener*+ and Don Estep and Troy Butler
Companies: Colorado State University and Colorado State University and The University of Texas at Austin
Address: 115 Weber Building, Fort Collins, CO, 80523, United States
Keywords: inverse ; sensitivity ; analysis ; non-intrusive
Abstract:

We discuss a non-intrusive numerical method for inverse sensitivity analysis of a deterministic map from a set of parameters to a randomly perturbed quantity of interest. The solution method has two stages: (1) approximating the unique set-valued solution to the inverse problem, and (2) applying measure theory to compute the approximate probability measure on the parameter space that solves the inverse problem. We analyze the properties of the method and discuss its implementation.


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