GRESS, a preprocessor for sensitivity analysis of Fortran programs. Sensitivity and uncertainty analyses are necessary components in the evaluation of computer simulation models. The identification of important model parameters is valuable for ascertaining specific data needs and as a first step in a thorough assessment of parameter uncertainties. This report describes an automated procedure for performing a comprehensive sensitivity analysis using computer calculus. The procedure employs an automated system called GRESS, which utilizes a precompiler to enhance a Fortran computer code by adding derivative-taking capabilities. From a single run of an enhanced model, GRESS calculates normalized sensitivities and derivatives of selected results with respect to all input data. GRESS computes a normalized sensitivity by multiplying a derivative by its associated input parameter value and dividing by the associated output value. Sensitivities can be reported or used during execution of the enhanced code. Benchmark results demonstrate that an automated procedure can be used cheaply and efficiently to perform a comprehensive sensitivity analysis of existing computer models.
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References in zbMATH (referenced in 9 articles , 1 standard article )
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