sobol

Estimate dimension preference for automated refinement of stochastic expansion using total Sobol’ sensitivity indices.

Specification

• Alias: None

• Arguments: None

• Default: generalized

Description

Determine dimension preference for refinement of a stochastic expansion from the total Sobol’ sensitivity indices obtained from global sensitivity analysis. High indices indicate high importance for resolving statistical quantities of interest and therefore result in high dimension preference.

Examples

method,
        polynomial_chaos
          sparse_grid_level = 3
          dimension_adaptive p_refinement sobol
            max_iterations  = 20
            convergence_tol = 1.e-4