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Report No.

GSALab computer code for global sensitivity analysis

Liu, Q.; Homma, Toshimitsu; Nishimaki, Yuichiro*; Hayashi, Hiroko*; Terakado, Masato*; Tamura, Satoshi*

For a risk assessment model of an engineering system, the uncertainties in the model inputs propagate through the model and lead to the uncertainty in the model output. In order to evaluate the model output uncertainty and the contribution of each model input to the output uncertainty, the computer code GSALab, which is based on Monte Carlo simulations, has been developed. It is composed of three parts, namely, random samples generation, uncertainty analysis and sensitivity analysis. In the part of sensitivity analysis, several global sensitivity indicators, including the popularly used variance-based indicators, are implemented. In addition, the GUI (Graphical User Interface) of GSALab has been developed for the user's convenience. In addition to risk assessment models, it is also possible to use GSALab for uncertainty and sensitivity analysis of a wide class of mathematical models.



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