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A priori error estimates for local reliability-based sensitivity analysis with Monte Carlo Simulation

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  • Torii, André Jacomel
  • Novotny, Antonio André

Abstract

In this work, we present a priori error estimates for local reliability-based sensitivity analysis. The Score Function Method and the Weak Approach using Monte Carlo Simulation are studied. The results are important for practical choice of parameters in local sensitivity analysis. Besides, the results can be employed for development of a posteriori error estimates and adaptive schemes in the future. The theoretical results are obtained for the one dimensional case, but are also useful in the multidimensional context, as confirmed through a set of numerical experiments.

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  • Torii, André Jacomel & Novotny, Antonio André, 2021. "A priori error estimates for local reliability-based sensitivity analysis with Monte Carlo Simulation," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
    • Handle: RePEc:eee:reensy:v:213:y:2021:i:c:s0951832021002799
    DOI: 10.1016/j.ress.2021.107749
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    Cited by:

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    3. Yeh, Wei-Chang, 2022. "Novel self-adaptive Monte Carlo simulation based on binary-addition-tree algorithm for binary-state network reliability approximation," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    4. Yao, Wen & Zheng, Xiaohu & Zhang, Jun & Wang, Ning & Tang, Guijian, 2023. "Deep adaptive arbitrary polynomial chaos expansion: A mini-data-driven semi-supervised method for uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    5. Wang, Run-Zi & Gu, Hang-Hang & Zhu, Shun-Peng & Li, Kai-Shang & Wang, Ji & Wang, Xiao-Wei & Hideo, Miura & Zhang, Xian-Cheng & Tu, Shan-Tung, 2022. "A data-driven roadmap for creep-fatigue reliability assessment and its implementation in low-pressure turbine disk at elevated temperatures," Reliability Engineering and System Safety, Elsevier, vol. 225(C).
    6. Zhou, Changcong & Shi, Zhuangke & Kucherenko, Sergei & Zhao, Haodong, 2022. "A unified approach for global sensitivity analysis based on active subspace and Kriging," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
    7. Mateusz Oszczypała & Jarosław Ziółkowski & Jerzy Małachowski, 2023. "Modelling the Operation Process of Light Utility Vehicles in Transport Systems Using Monte Carlo Simulation and Semi-Markov Approach," Energies, MDPI, vol. 16(5), pages 1-31, February.

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