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V.2. The finite differences method

V.2. The finite differences method

V.2.1. General presentation of finite difference sensitivity indices

The finite differences method is among the simplest one. The resulting sensitivity index of an input variable with respect to an output is an estimation of the derivative of versus , , around a nominal value . In this implementation of the method, the estimation is obtained by applying an OAT design-of-experiments (One-At-a-Time) to the studied model. For each input's nominal value, we define a range . The resulting estimate of the partial derivative around the nominal value is then given by

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