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Sensitivity analysis using contribution to sample variance plot: Application to a water hammer model

Author

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  • Tarantola, S.
  • Kopustinskas, V.
  • Bolado-Lavin, R.
  • Kaliatka, A.
  • UÅ¡puras, E.
  • VaiÅ¡noras, M.

Abstract

This paper presents “contribution to sample variance plot†, a natural extension of the “contribution to the sample mean plot†, which is a graphical tool for global sensitivity analysis originally proposed by Sinclair. These graphical tools have a great potential to display graphically sensitivity information given a generic input sample and its related model realizations. The contribution to the sample variance can be obtained at no extra computational cost, i.e. from the same points used for deriving the contribution to the sample mean and/or scatter-plots. The proposed approach effectively instructs the analyst on how to achieve a targeted reduction of the variance, by operating on the extremes of the input parameters' ranges. The approach is tested against a known benchmark for sensitivity studies, the Ishigami test function, and a numerical model simulating the behaviour of a water hammer effect in a piping system.

Suggested Citation

  • Tarantola, S. & Kopustinskas, V. & Bolado-Lavin, R. & Kaliatka, A. & UÅ¡puras, E. & VaiÅ¡noras, M., 2012. "Sensitivity analysis using contribution to sample variance plot: Application to a water hammer model," Reliability Engineering and System Safety, Elsevier, vol. 99(C), pages 62-73.
    • Handle: RePEc:eee:reensy:v:99:y:2012:i:c:p:62-73
    DOI: 10.1016/j.ress.2011.10.007
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    1. Bolado-Lavin, R. & Castaings, W. & Tarantola, S., 2009. "Contribution to the sample mean plot for graphical and numerical sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 94(6), pages 1041-1049.
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    Cited by:

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    2. Pengfei Wei & Zhenzhou Lu & Jingwen Song, 2014. "Uncertainty Importance Analysis Using Parametric Moment Ratio Functions," Risk Analysis, John Wiley & Sons, vol. 34(2), pages 223-234, February.
    3. Cheng, Lei & Lu, Zhenzhou & Zhang, Leigang, 2015. "Application of Rejection Sampling based methodology to variance based parametric sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 9-18.
    4. Spiessl, S.M. & Becker, D.-A. & Rübel, A., 2012. "EFAST analysis applied to a PA model for a generic HLW repository in clay," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 190-204.
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    7. Wei, Pengfei & Lu, Zhenzhou & Ruan, Wenbin & Song, Jingwen, 2014. "Regional sensitivity analysis using revised mean and variance ratio functions," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 121-135.
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