Sensitivity analysis is the study of how the different input variations of a mathematical model influence the variability of its output. In this paper, we review the principle of global and local sensitivity analyses of a complex black-box system. A simulated case of application is given at the end of this paper to compare both approaches.…

Monte Carlo simulations are a classical tool to analyse physical systems. When unlikely events are to be simulated, the importance sampling technique is often used instead of Monte Carlo. Importance sampling has some drawbacks when the problem dimensionality is high or when the optimal importance sampling density is complex to obtain. In this…

We present a pedagogic approach aimed at modelling electric conduction in semiconductors in order to describe and explain some macroscopic properties, such as the characteristic behaviour of resistance as a function of temperature. A simple model of the band structure is adopted for the generation of electron-hole pairs as well as for the carrier…