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応用および計算数学ジャーナル

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Editorial Note on Sensitivity analysis

Abstract

Theron Waelchi

Sensitivity analysis is that the study of how the uncertainty within the output of a mathematical model or system (numerical or otherwise) are often divided and allocated to different sources of uncertainty in its inputs. A related practice is uncertainty analysis, which features a greater specialise in uncertainty quantification and propagation of uncertainty; ideally, uncertainty and sensitivity analysis should be run in tandem.

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