Sensitivity analysis refers to quantifying the dependence of solutions on problem parameters. Typically, the solutions are those of a mathematical model (eg. a partial differential equation, PDE) and parameters may include equation coefficients (usually material properties such as conductivity, viscosity, etc.), initial and boundary conditions, or the shape of the domain/length of a time interval.

For example, consider the following skematic of heat conduction in a composite rod.

The temperature at any position (x) of the rod and at any time (t): will also depend on these other parameters. Thus, we can write to highlight these dependencies. The sensitivity