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s-soberh1-Visitor
1-Visitor
August 20, 2018
Solved

sensitivity analysis in equation

  • August 20, 2018
  • 3 replies
  • 9204 views

Hello,

 

can I perform a sensitivity analysis with Mathcad Prime 4.0? As a result I would like to know which parameter has the greatest effect on the Output. There are local and global sensitivity analysis. At local sensitivities, only one parameter is varied and all others are kept constant. Globals also indicate the interaction between the Parameters. Or maybe there is another oppurtunity.

Thank you

 

 

Best answer by DJF

With the exception of the Uniform distribution issue I mentioned earlier, it looks to be working fine.  M truly dominates the equation with its large variance.  Or else point me to a specific issue you're seeing.

3 replies

W
Werner_E25-Diamond I
25-Diamond I
August 20, 2018
@s-soberh wrote:

Hello,

 

can I perform a sensitivity analysis with Mathcad Prime 4.0? 

Guess yes, but not out of the box. It looks like it would require some programming in Prime.

D
DJF16-Pearl
16-Pearl
August 20, 2018

There are multiple ways it could be done.  

a.) programming as Werner suggests.  Perhaps the most robust of the solutions

b.) Redefine one variable at a time as a random vector (runif works well) and vectorize any equations as necessary

c.) built in montecarlo function.  You can change each variable's standard deviation individually.  Make stddev zero for all but one variable and see how the output changes for each one.  

V
24-Ruby IV
ValeryOchkov24-Ruby IV
24-Ruby IV
August 20, 2018

Maybe something like this

sens.png

F
Fred_Kohlhepp23-Emerald I
23-Emerald I
August 20, 2018

Prime is very proud of their "Design of Experiments" functions.  There is a function "effects" that looks like it might do what you're looking for (if you can figure out how to apply it.)

    W
    Werner_E25-Diamond I
    25-Diamond I
    August 20, 2018

    DOE is also implemented in real Mathcad.

    Maybe this doc can help additionally to understand how to set it up

    http://gekor-it.de/media/442a9e0d3eafb80effff806bfffffff4.pdf

    D
    DJF16-Pearl
    16-Pearl
    August 20, 2018

    I came up with this to make a tornado graph (and histograms) from a monte carlo.  The monte carlo is run several times, wherein only one variable is allowed any deviation at a time.  Not the prettiest graph, but gets the job done.  (Simple calculation looking at force output of a piston where the variables are diameter, pressure and friction)

     

    2018-08-20_16-53-55.jpg

    4.0 attached

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