Derivative-based global sensitivity analysis for models with high-dimensional inputs and functional outputs

Abstract

We present a framework for derivative-based global sensitivity analysis (GSA) for models with high-dimensional input parameters and functional outputs. We combine ideas from derivative-based GSA, random field representation via Karhunen--Lo\`{e}ve expansions, and adjoint-based gradient computation to provide a scalable computational framework for computing the proposed derivative-based GSA measures. We illustrate the strategy for a nonlinear ODE model of cholera epidemics and for elliptic PDEs with application examples from geosciences and biotransport.