I am trying to have a comprehensive idea about sensitivity analysis. I found numerous papers, books, and serves about global sensitivity analysis methods. Coming to the local sensitivity methods, I try searching for the general methods applied. What I find is that in the local sensitivity case the aim is to do a differential study (partial derivatives) to indicate the local influence of a parameter on the model output. Most of the methods in this context are usually applied for models having differential equations forms (Ordinary differential equations or partial differential equations ). However I am searching for methods with more general notions. Could some one lead me to references where I might find an interesting ideas in this domain. Let me mention also that I am working in the case of having a black box model, i.e. its form is unknown, it is simply a matlab code.

I respect any suggestion and I highly appreciate any perspective.


A good general reference is

(2000) Saltelli, A.; Chan, K. & Scott, E. M. (Eds.) Sensitivity Analysis. Wiley.

The sensitivity package in R implements most of the methods of this book.


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