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sensitivity analysis in equation

SOLVED
Bedrock

sensitivity analysis in equation

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

 

 

1 ACCEPTED SOLUTION

Accepted Solutions

Re: sensitivity analysis in equation

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.

19 REPLIES 19

Re: sensitivity analysis in equation


@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.

Re: sensitivity analysis in equation

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.  

Re: sensitivity analysis in equation

Maybe something like this

sens.png

Re: sensitivity analysis in equation

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.)

Re: sensitivity analysis in equation

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

Highlighted

Re: sensitivity analysis in equation

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

Re: sensitivity analysis in equation

Based on your message, I tried it with the Monte Carlo. Unfortunately, I do not know how to continue. Maybe someone has the time and the desire to look at it. It would be great if you could write down the necessary lines. Best with a graph, which parameter has the most influence.

MC.JPG

Re: sensitivity analysis in equation

Easy enough, you just have to replace the relevant input data in my sheet.  Unless you want something different.

 

Re: sensitivity analysis in equation

Many Thanks DJF for your quick support.

I would have made a small change, but the values in the graphs do not match the means and standard deviations. I've added two more parameters, but it looks like it's not working anymore, although in my opinion I've changed everything.

Do I have to change anything in the program?