What Do We Mean By Sensitivity Analysis? The Need For A Comprehensive Characterization Of Sensitivity In Earth System Models

Abstract:

Sensitivity analysis (SA) is an important paradigm in the context of Earth System model development and application, and provides a powerful tool that serves several essential functions in modelling practice, including 1) Uncertainty Apportionment - attribution of total uncertainty to different uncertainty sources, 2) Assessment of Similarity - diagnostic testing and evaluation of similarities between the functioning of the model and the real system, 3) Factor and Model Reduction - identification of non-influential factors and/or insensitive components of model structure, and 4) Factor Interdependence - investigation of the nature and strength of interactions between the factors, and the degree to which factors intensify, cancel, or compensate for the effects of each other.

A variety of sensitivity analysis approaches have been proposed, each of which formally characterizes a different “intuitive” understanding of what is meant by the “sensitivity” of one or more model responses to its dependent factors (such as model parameters or forcings). These approaches are based on different philosophies and theoretical definitions of sensitivity, and range from simple local derivatives and one-factor-at-a-time procedures to rigorous variance-based (Sobol-type) approaches. In general, each approach focuses on, and identifies, different features and properties of the model response and may therefore lead to different (even conflicting) conclusions about the underlying sensitivity.

This presentation revisits the theoretical basis for sensitivity analysis, and critically evaluates existing approaches so as to demonstrate their flaws and shortcomings. With this background, we discuss several important properties of response surfaces that are associated with the understanding and interpretation of sensitivity. Finally, a new approach towards global sensitivity assessment is developed that is consistent with important properties of Earth System model response surfaces.