I. M. Sobol

Keldysh Institute of Applied Mathematics — Russia

Mathematics · Physical Sciences

27h-index17.3kcitations89works0.02yr avg
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Research Topics

Mathematical Approximation and Integration(32), Probabilistic and Robust Engineering Design(23), Matrix Theory and Algorithms(13), Scientific Research and Discoveries(10), Electromagnetic Scattering and Analysis(7)

Publications89 total

QMC integration errors and quasi-asymptotics
Monte Carlo Methods and Applications·2020· 1 cited
Quasi-Monte Carlo method for solving Fredholm equations
Monte Carlo Methods and Applications·2019· 1 cited
On average dimensions of particle transport estimators
Monte Carlo Methods and Applications·2018· 4 cited
A limit theorem for average dimensions
Monte Carlo Methods and Applications·2015· 4 cited
Quasi-Monte Carlo: A high-dimensional experiment
Monte Carlo Methods and Applications·2014· 10 cited
Construction and Comparison of High-Dimensional Sobol' Generators
Wilmott·2011· 204 cited
On derivative-based global sensitivity criteria
Mathematical Models and Computer Simulations·2011· 5 cited
A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices
Computer Physics Communications·2010· 113 cited
Derivative based global sensitivity measures
Procedia - Social and Behavioral Sciences·2010· 60 citedOpen Access
Derivative based global sensitivity measures and their link with global sensitivity indices
Mathematics and Computers in Simulation·2009· 422 cited
Definition of the feasible solution set in multicriteria optimization problems with continuous, discrete, and mixed design variables
Nonlinear Analysis·2008· 8 cited
Letter to the editorial board
Computational Mathematics and Mathematical Physics·2008Open Access
Monte Carlo estimators for small sensitivity indices
Monte Carlo Methods and Applications·2008· 75 cited
On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors
Monte Carlo Methods and Applications·2007· 15 cited
The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral
Computational Mathematics and Mathematical Physics·2006· 11 cited
Quasi-random points keep their distance
Mathematics and Computers in Simulation·2006· 14 cited
Estimating the approximation error when fixing unessential factors in global sensitivity analysis
Reliability Engineering & System Safety·2006· 371 citedOpen Access
On global sensitivity analysis of quasi-Monte Carlo algorithms
Monte Carlo Methods and Applications·2005· 45 cited
On global sensitivity analysis of quasi-Monte Carlo algorithms
Monte Carlo Methods and Applications·2005· 51 cited
Global sensitivity indices for nonlinear mathematical models. Review
Wilmott·2005· 149 cited
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Frequent Co-authors

Sergei Kucherenko(8), Yu. L. Levitan(5), Boris V. Shukhman(4), Danil Asotsky(3), E. E. Myshetskaya(3), Andrea Saltelli(2), G. E. Archer(1), Bruce Jay Collings(1), Stefano Tarantola(1), Debora Gatelli(1), Wolfgang Mauntz(1), Alexander Kreinin(1), L. A. Pozdnyakov(1), R. A. Syunyaev(1), Maxim Khlopov(1), E. V. Sedelnikov(1), B.V. Shukman(1), N.I. Markovich(1), S. G. Rozin(1), Roman B. Statnikov(1)