GlobalSensitivity.jl: Performant and Parallel Global Sensitivity Analysis with Julia
Open accessAbstract
Global Sensitivity Analysis (GSA) methods are used to quantify the uncertainty in the output of a model with respect to the parameters.These methods allow practitioners to measure both parameters' individual contributions and the contribution of their interactions to the output uncertainty.GlobalSensitivity.jl is a Julia (Bezanson et al., 2017) package containing implementations of some of the most popular GSA methods.Currently it supports Delta Moment-Independent (Borgonovo, 2007;
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System steady states can be computed using NLSolve.jl or HomotopyContinuation.jl; bifurcation structures can be calculated with BifurcationKit.jl; sensitivity and uncertainty can be investigated with SciMLSensitivity.jl and GlobalSensitivity.jl.
“More broadly, system steady states can be computed using the NLSolve.jl or HomotopyContinuation.jl Julia packages [57]; bifurcation structures can be calculated, and bifurcation diagrams generated, with the BifurcationKit.jl library [61]; and SciMLSensitivity.jl and GlobalSensitivity.jl can be used to investigate the sensitivity and uncertainty of model solutions with regard to parameters [62].”
From Catalyst: Fast and flexible modeling of reaction networks (2023) · cites this paper as [62]
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References 24 · Cited by 48
- Authors
- Dixit, V. K., & Rackauckas, C.
- Affiliations
- Massachusetts Institute of Technology (US)
- Venue
- Journal of Open Source Software
- Publisher
- The Open Journal
- Published
- 2022-08-17
- Volume
- 7
- Issue
- 76
- Pages
- 4561
- ISSN
- 2475-9066 (ISSN-L)
- OpenAlex
- W4292133640
- Cited by
- 48
- References
- 24
- Citations by year
- 2026: 13 · 2025: 11 · 2024: 13 · 2023: 9 · 2021: 1 · 2019: 1
- FWCI
- 4.98
- Type
- journal article
- Language
- en
- Open access
- diamond
- doi.org
- Licence
- Locations
- The Journal of Open Source Software (publishedVersion, cc-by)
- Funders
- National Science Foundation (2029670, 2103804, S002283-USAID, 1835443)
- U.S. Department of Energy (DEAR0001211, DEAR0001222)
- United States Agency for International Development (S002283‐USAID)
- University of Pennsylvania
- Pennsylvania State University
- Equinor (308817)
- Norges Forskningsråd (308817)
- Advanced Research Projects Agency - Energy (DE-AR0001222, DE-AR0001211)
- U.S. Air Force (FA8750‐19‐2‐1000)
- Advanced Research Projects Agency (DE-AR0001211, DE-AR0001222)
- Division of Electrical, Communications and Cyber Systems
- Topics
- Social Sciences › Decision Sciences › Statistics, Probability and Uncertainty › Probabilistic and Robust Engineering Design
- Physical Sciences › Computer Science › Artificial Intelligence › Gaussian Processes and Bayesian Inference
- Social Sciences › Decision Sciences › Management Science and Operations Research › Simulation Techniques and Applications
- Keywords
- global sensitivity analysis, Julia, parallel computing, uncertainty quantification, parameter interactions, software package
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