Global Sensitivity Analysis with Small Sample Sizes: Ordinary Least Squares Approach

Abstract

A new version of global sensitivity analysis is developed in this paper. This new version coupled with tools from statistics, machine learning, and optimization can devise small sample sizes that allow for the accurate ordering of sensitivity coefficients for the first 10–30 most sensitive chemical reactions in complex chemical-kinetic mechanisms, and is particularly useful for studying the chemistry in realistic devices. A key part of the paper is calibration of these small samples. Because these small sample sizes are developed for use in realistic combustion devices, the calibration is done over the ranges of conditions in such devices, with a test case being the operating conditions of a compression ignition engine studied earlier. Compression–ignition engines operate under low-temperature combustion conditions with quite complicated chemistry making this calibration difficult, leading to the possibility of false positives and false negatives in the ordering of the reactions. So an important aspect of the paper is showing how to handle the trade-off between false positives and false negatives using ideas from the multiobjective optimization literature. The combination of the new global sensitivity method and the calibration are sample sizes a factor of approximately 10 times smaller than were available with our previous algorithm