Global sensitivity analysis—a computational implementation of the Fourier Amplitude Sensitivity Test (FAST)

Abstract

This paper describes a computational implementation of the Fourier Amplitude Sensitivity Test (FAST) and illustrates its use with a sample problem. The FAST procedure is ideally suited to the task of determining the global sensitivity of nonlinear mathematical models subjected to variations of arbitrary size in either the system parameters or initial conditions. A FORTRAN computer program, capable of performing sensitivity analyses of either algebraic or differential equation systems is described.

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