Insights into sensitivity analysis of Earth and environmental systems models: On the impact of parameter perturbation scale

Abstract

This paper investigates the commonly overlooked “sensitivity” of sensitivity analysis (SA) to what we refer to as parameter “perturbation scale”, which can be defined as a prescribed size of the sensitivity-related neighbourhood around any point in the parameter space (analogous to step size Δx for numerical estimation of derivatives). We discuss that perturbation scale is inherent to any (local and global) SA approach, and explain how derivative-based SA approaches (e.g., method of Morris) focus on small-scale perturbations, while variance-based approaches (e.g., method of Sobol) focus on large-scale perturbations. We employ a novel variogram-based approach, called Variogram Analysis of Response Surfaces (VARS), which bridges derivative- and variance-based approaches. Our analyses with different real-world environmental models demonstrate significant implications of subjectivity in the perturbation-scale choice and the need for strategies to address these implications. It is further shown how VARS can uniquely characterize the perturbation-scale dependency and generate sensitivity measures that encompass all sensitivity-related information across the full spectrum of perturbation scales.