Method | System Integrations | ROSA | SOSA | Equations Used | Error Sources |
---|---|---|---|---|---|
MC | 2L(J + 1) | 264000 | 288000 | (10)-(12) | • number of MC samples used |
DA | 2J(J + 1) + 1 | 925 | 1105 | (14)-(16) | • local approximation |
• truncation of Taylor series | |||||
• derivative approximation | |||||
PA | J(J - 1)S2/2 + JS + 1 | 3445 | 4141 | (14), (15), (18) | • local approximation |
• truncation of FD-HDMR | |||||
• polynomial approximation | |||||
• polynomial regression | |||||
GHI | 2J(J - 1)⌊Q/2⌋2 + 2J⌊Q/2⌋ + 1 | 3445 | 4141 | (14), (15), (19)-(21) | • local approximation |
• truncation of FD-HDMR | |||||
• Gauss-Hermite integration | |||||
OHA | L | 6000 | 6000 | (14), (15), (23) | • truncation of ANOVA-HDMR |
• Hermite approximation | |||||
• polynomial regression |