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A hybrid approach for global sensitivity analysis

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  • Chakraborty, Souvik
  • Chowdhury, Rajib

Abstract

Distribution based sensitivity analysis (DSA) computes sensitivity of the input random variables with respect to the change in distribution of output response. Although DSA is widely appreciated as the best tool for sensitivity analysis, the computational issue associated with this method prohibits its use for complex structures involving costly finite element analysis. For addressing this issue, this paper presents a method that couples polynomial correlated function expansion (PCFE) with DSA. PCFE is a fully equivalent operational model which integrates the concepts of analysis of variance decomposition, extended bases and homotopy algorithm. By integrating PCFE into DSA, it is possible to considerably alleviate the computational burden. Three examples are presented to demonstrate the performance of the proposed approach for sensitivity analysis. For all the problems, proposed approach yields excellent results with significantly reduced computational effort. The results obtained, to some extent, indicate that proposed approach can be utilized for sensitivity analysis of large scale structures.

Suggested Citation

  • Chakraborty, Souvik & Chowdhury, Rajib, 2017. "A hybrid approach for global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 158(C), pages 50-57.
    • Handle: RePEc:eee:reensy:v:158:y:2017:i:c:p:50-57
    DOI: 10.1016/j.ress.2016.10.013
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    References listed on IDEAS

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    1. Frédéric Branger & Louis-Gaëtan Giraudet & Céline Guivarch & Philippe Quirion, 2015. "Global sensitivity analysis of an energy-economy model of the residential building sector," Policy Papers 2015.01, FAERE - French Association of Environmental and Resource Economists.
    2. Helton, Jon C. & Hansen, Clifford W. & Sallaberry, Cédric J., 2012. "Uncertainty and sensitivity analysis in performance assessment for the proposed high-level radioactive waste repository at Yucca Mountain, Nevada," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 44-63.
    3. Borgonovo, E., 2007. "A new uncertainty importance measure," Reliability Engineering and System Safety, Elsevier, vol. 92(6), pages 771-784.
    4. Liu, Qiao & Homma, Toshimitsu, 2009. "A new computational method of a moment-independent uncertainty importance measure," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1205-1211.
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    Cited by:

    1. Wu, Zeping & Wang, Wenjie & Wang, Donghui & Zhao, Kun & Zhang, Weihua, 2019. "Global sensitivity analysis using orthogonal augmented radial basis function," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 291-302.
    2. Awad, Majdi & Senga Kiesse, Tristan & Assaghir, Zainab & Ventura, Anne, 2019. "Convergence of sensitivity analysis methods for evaluating combined influences of model inputs," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 109-122.
    3. Shang, Xiaobing & Su, Li & Fang, Hai & Zeng, Bowen & Zhang, Zhi, 2023. "An efficient multi-fidelity Kriging surrogate model-based method for global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    4. Xiang Peng & Xiaoqing Xu & Jiquan Li & Shaofei Jiang, 2021. "A Sampling-Based Sensitivity Analysis Method Considering the Uncertainties of Input Variables and Their Distribution Parameters," Mathematics, MDPI, vol. 9(10), pages 1-18, May.
    5. Hao, Peng & Yang, Hao & Wang, Yutian & Liu, Xuanxiu & Wang, Bo & Li, Gang, 2021. "Efficient reliability-based design optimization of composite structures via isogeometric analysis," Reliability Engineering and System Safety, Elsevier, vol. 209(C).

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