Sensitivity Analysis Lab Kit: Sobol Indices Calculator + Case Dataset
The Sensitivity Analysis Lab Kit: Sobol Indices Calculator + Case Dataset is a modular, open-architecture resource designed to compute global sensitivity measures—specifically first-order and total-order Sobol indices—for process simulation models integrated into digital twin frameworks. It provides standardized computational workflows, pre-validated case datasets, and interoperable interfaces for model coupling (e.g., via FMU or REST APIs). The kit enables quantitative attribution of output variance to individual input parameters and their interactions, supporting robustness assessment and parameter prioritization in dynamic engineering systems.
📖 Overview
📑 Key Components
🎯 Applications
- ✓ Prioritizing calibration efforts in chemical process digital twins
- ✓ Identifying non-influential parameters for model reduction
- ✓ Quantifying uncertainty propagation in real-time predictive maintenance systems
📐 Key Formulas
First-Order Sobol Index (Si)
S_i = \frac{\mathbb{V}_{X_i}[\mathbb{E}_{\mathbf{X}_{\sim i}}[Y \mid X_i]]}{\mathbb{V}[Y]}
Measures the main (unconditional) effect of input Xi on output variance Y, accounting for all interactions involving Xi only through its marginal contribution.
Total-Order Sobol Index (STi)
ST_i = \frac{\mathbb{E}_{\mathbf{X}_{\sim i}}[\mathbb{V}_{X_i}[Y \mid \mathbf{X}_{\sim i}]]}{\mathbb{V}[Y]}
Captures the total contribution of input Xi—including all interaction effects with other inputs—to the output variance.
Variance Decomposition Identity
\mathbb{V}[Y] = \sum_i V_i + \sum_{i<j} V_{ij} + \cdots + V_{12\dots k}
Expresses total output variance as sum of partial variances attributable to individual inputs and all possible interaction terms up to k-way.