The use of graph theory in the sensitivity analysis of the model output: asecond order screening method

Sensitivity analysis screening methods aim to isolate the most important fa ctors in experiments involving a large number of significant factors and in teractions. This paper extends the one-factor-at-a-time screening method proposed by Mo rris. The new method, in addition to the 'overall' sensitivity measures alr eady provided by the traditional Morris method, offers estimates of the two -factor interaction effects. The number of model evaluations required is O( k(2)), where k is the number of model input factors. The efficient sampling strategy in the parameter space is based on concepts of graph theory and on the solution of the 'handcuffed prisoner problem' ( C) 1999 Published by Elsevier Science Ltd. All rights reserved.