technical report A novel method for parameter sensitivity analysis of complex stochastic systems.


A novel general numerical methodology for parametric sensitivity analysis (PSA) is proposed, which allows to determine the parameters exerting the greatest influence on the output of a stochastic model of complex system, especially when the knowledge about the actual value of a parameter is insufficient. An example application is performed on a model of catalytic reaction network, in order to detect the kinetic rates mainly affecting the capability to retain material from its environment and to generate a large variety of molecular species.

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C. Damiani,  P. Lecca