Dear Berdja Rafik, first-order sensitivity indices describe the main effects of single Parameters. Second-order sensitivity indices measure the contribution of parameter interactions (interactions between Parameters can be responsible for increase or decrease of effects). Total order sensitivity indices take all into account, the main, the second-order and higher-order effects, which involves the evaluation over a full range of parameter space.
Dear Berdja Rafik, first-order sensitivity indices describe the main effects of single Parameters. Second-order sensitivity indices measure the contribution of parameter interactions (interactions between Parameters can be responsible for increase or decrease of effects). Total order sensitivity indices take all into account, the main, the second-order and higher-order effects, which involves the evaluation over a full range of parameter space.