Repository: Freie Universität Berlin, Math Department

Efficient global sensitivity analysis of kinetic Monte Carlo simulations using Cramérs–von Mises distance

Matera, S. and Dortaj, S. (2023) Efficient global sensitivity analysis of kinetic Monte Carlo simulations using Cramérs–von Mises distance. Journal of Chemical Physics . ISSN Online ISSN 1089-7690 Print ISSN 0021-9606

Full text not available from this repository.

Official URL:


Typically, the parameters entering a physical simulation model carry some kind of uncertainty, e.g., due to the intrinsic approximations in a higher fidelity theory from which they have been obtained. Global sensitivity analysis (GSA) targets quantifying which parameter uncertainties impact the accuracy of the simulation results, e.g., to identify which parameters need to be determined more accurately. We present a GSA approach based on the Cramérs–von Mises distance. Unlike prevalent approaches, it combines the following properties: (i) it is equally suited for deterministic as well as stochastic model outputs, (ii) it does not require gradients, and (iii) it can be estimated from numerical quadrature without further numerical approximations. Using quasi-Monte Carlo for numerical integration and a first-principles kinetic Monte Carlo model for the CO oxidation on RuO2(110), we examine the performance of the approach. We find that the results agree very well with what is known in the literature about the sensitivity of this model and that the approach converges in a modest number of quadrature points. Furthermore, it appears to be robust against even extreme relative noise. All these properties make the method particularly suited for expensive (kinetic) Monte Carlo models because we can reduce the number of simulations as well as the target variance of each of these.

Item Type:Article
Subjects:Mathematical and Computer Sciences > Mathematics > Applied Mathematics
Divisions:Department of Mathematics and Computer Science > Institute of Mathematics > Geophysical Fluid Dynamics Group
ID Code:3118
Deposited By: Ulrike Eickers
Deposited On:21 Feb 2024 13:28
Last Modified:21 Feb 2024 13:28

Repository Staff Only: item control page