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Mathematical Geology

, Volume 19, Issue 2, pp 81–90 | Cite as

Sensitivity analysis of geologic computer models: A formal procedure based on Latin hypercube sampling

  • Thomas P. McWilliams
Articles
  • 88 Downloads

Abstract

Mathematical models in which a response variableY is calculated, usually via a computer program, as a function of input variablesX 1 ,X2, ...,Xk are encountered frequently in earth sciences literature. In many cases, uncertainty in the knowledge of the correct values of the input variables exists, leading to uncertainty in the correct value of the response. Sensitivity analysis procedures can be used to identify which input variable uncertainties contribute most to uncertainty in the response variable.

This paper presents the technique of Latin hypercube sampling, a structured, formal sampling process used in the sensitivity analysis procedure. Output resulting from the sample is analyzed using stepwise regression analysis, leading to identification of key input variables. Future data gathering activities can then be done efficiently, focusing on these variables. The technique is applied to a model, developed by Sudicky and Frind, which represents the flow of a contaminant through a porous media.

Key words

sensitivity analysis Latin hypercube sampling stepwise regression computer models 

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References

  1. Ford, A., Moore, G. H., and McKay, M. D., 1979. Sensitivity Analysis of Large Computer Models: A Case Study of the COAL2 National Energy Model, Los Alamos Scientific Laboratory Informal Report LA-7772-MS: Los Alamos National Laboratory.Google Scholar
  2. Iman, R. L., and Conover, W. J., 1979. The Use of the Rank Transform in Regression: Technometrics, vol. 21, p. 499–509.Google Scholar
  3. McKay, M. D., Beckman, R. J., and Conover, W. J., 1979. A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code: Technometrics, vol. 21, p. 239–245.Google Scholar
  4. Neter, J., Wasserman, W., and Kutner, M. H., 1983. Applied Linear Regression Models: Irwin, Homewood, Illinois, p. 417–437.Google Scholar
  5. Sudicky, E. A. and Frind, E. O., 1982. Contaminant Transport in Fractured Media: Analytical Solutions for a System of Parallel Fractures: Water Resour. Res., vol. 18, p. 1634–1642.Google Scholar
  6. Williams, Donna S., 1984. A User's Guide to Sensitivity Testing on Computer Models at Los Alamos National Laboratory, Los Alamos National Laboratory Manual LA-10104-M: Los Alamos National Laboratory.Google Scholar

Copyright information

© International Association for Mathematical Geology 1987

Authors and Affiliations

  • Thomas P. McWilliams
    • 1
  1. 1.College of Business AdministrationNortheastern UniversityBoston

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