Global sensitivity analysis (GSA) has the advantage over local sensitivity analysis in that GSA does not require strong model assumptions such as linearity or monotonicity. As a result, GSA methods such as those based on variance decomposition are well-suited to multi-physics models, which are often plagued by large nonlinearities. However, as with many other sampling-based methods, inadequate sample size can badly pollute the result accuracies. A natural remedy is to adaptively increase the sample size until sufficient accuracy is obtained. This paper proposes an iterative methodology comprising mechanisms for guiding sample size selection and self-assessing result accuracy. The elegant features in the proposed methodology are the adaptive refinement strategies for stratified designs. We first apply this iterative methodology to the design of a self-validated first-order sensitivity analysis algorithm. We also extend this methodology to propose a self-validated second-order sensitivity analysis algorithm based on refining replicated orthogonal array designs. Several numerical experiments are given to demonstrate the effectiveness of these methods.
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