Reduction of hierarchical models: researching sensitivity by factors using analysis of finite fluctuations

Cover Page

Cite item

Abstract

The selected class of mathematical models determines the methods used in the study of a system or process and approaches to their control. One of the directions of model structure control is its reduction, understood as a reduction in the number of factors in order to build a less computationally expensive model. This problem can be referred to the concept of mathematical remodeling --- building a new model on the basis of a known one. Among the ways of solving such a problem is the Sensitivity Analysis of the model by factors, which can be carried out in various ways. One of these ways is based on applying the method of Analysis of Finite Fluctuations to estimate sensitivity measures. This method is based on the use of Lagrange mean value theorem. The mentioned theorem delivers an exact decomposition of the finite increment of a model's response as a weighted sum of the finite increments of its factors. The paper describes an approach that allows performing Sensitivity Analysis of this type at each of the levels of a hierarchical system, as well as an end-to-end analysis that involves finding estimates of the influence measures of the model outputs of the preceding levels on the output of the model of the upper level. Numerical examples demonstrating the applicability of the method are presented. Classical full-connected neural networks are used as a class of models describing the hierarchical levels of the system.

About the authors

Anton Sergeevich Sysoev

Lipetsk State Technical University

Email: sysoev_as@stu.lipetsk.ru
Lipetsk

Anatoly Kir'yanovich Pogodaev

Lipetsk State Technical University

Email: pak@stu.lipetsk.ru
Lipetsk

Pavel Viktorovich Saraev

Lipetsk State Technical University

Email: psaraev@yandex.ru
Lipetsk

References

  1. НУРИСЛАМОВА Л.Ф., ГУБАЙДУЛЛИН И.М. Исследование иредуцирование математической модели химической реакции ме-тодом Соболя // Компьютерные исследования и моделирова-ние. – 2016. – №8(4). – C. 633–646.
  2. ОЖЕРЕЛЬЕВА Т.А. Структурный анализ систем управления //Государственный советник. – 2015. – №1(9). – C. 40–44.
  3. САЛЬТЕЛЛИ А., СОБОЛЬ И.М. Анализ чувствительности нели-нейных математических моделей: численные опыты // Матема-тическое моделирование. – 1995. – №7. – C. 16–28.
  4. СУВОРОВ А.И. Методы оценки свойств и управления матема-тических моделей // Программные продукты и системы. – 1997. –№2.
  5. ШИПУНОВ А.Б., БАЛДИН Е.М., ВОЛКОВА П.А. и др. Нагляд-ная статистика. Используем R! – М.: ДМК Пресс, 2017. – 298 с.
  6. ЩЕГЛЕВАТЫХ Р.В., СЫСОЕВ А.С. Исследование нейросете-вой модели обнаружения аномальных наблюдений в массивах дан-ных // Прикладная математика и вопросы управления. – 2021. –№1. – C. 23–40.
  7. ЭФРОН Б. Нетрадиционные методы многомерного статисти-ческого анализа: сб. статей: Пер. с англ. – М.: Финансы и ста-тистика, 1988. – 263 с.
  8. AZIZI T., MUGABI R. Global sensitivity analysis in physiologicalsystems // Applied Mathematics. – 2020. – Vol. 11, No. 3. –P. 119–136.
  9. GUL R., SCHUTTE C., BERNHARD S. Mathematical modelingand sensitivity analysis of arterial anastomosis in the arm //Applied Mathematical Modelling. – 2016. – Vol. 40, No. 17–18. –P. 7724–7738.
  10. SALTELLI A. Global Sensitivity Analysis: the Primer. – Chichester:John Wiley & Sons, 2008.
  11. SARAEV P., BLYUMIN S., GALKIN A. et al. Mathematicalremodeling concept in simulation of complicated variable structuretransportation systems // Transportation Research Procedia. – 2020. –No. 45. – P. 475–482.
  12. SARRAZIN F., PIANOSI F., WAGENER T. Global SensitivityAnalysis of environmental models: Convergence and validation// Environmental Modelling & Software. – 2016. – Vol. 79. –P. 135–152.
  13. SOBOL I.M. Global sensitivity indices for nonlinear mathematicalmodels and their Monte Carlo estimates // Mathematics andcomputers in simulation. – 2001. – No. 1–3. – P. 271–280.
  14. RENARDY M., HULT C., EVANS S. et al. Global sensitivity analysisof biological multiscale models // Current opinion in biomedicalengineering. – 2019. – No. 11. – P. 109–116.
  15. ZHANG Z., GUL R., ZEB A. Global sensitivity analysis of COVID-19 mathematical model // Alexandria Engineering Journal. – 2021. –Vol. 60. – No. 1. – P. 565–572.

Supplementary files

Supplementary Files
Action
1. JATS XML


Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

Согласие на обработку персональных данных

 

Используя сайт https://journals.rcsi.science, я (далее – «Пользователь» или «Субъект персональных данных») даю согласие на обработку персональных данных на этом сайте (текст Согласия) и на обработку персональных данных с помощью сервиса «Яндекс.Метрика» (текст Согласия).