Sangam: A Confluence of Knowledge Streams

Efficient method for variance-based sensitivity analysis

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dc.creator Chen, Xin
dc.creator Molina-Cristobal, Arturo
dc.creator Guenov, Marin D.
dc.creator Riaz, Atif
dc.date 2018-08-03T14:43:19Z
dc.date 2018-08-03T14:43:19Z
dc.date 2018-07-05
dc.date.accessioned 2022-05-25T16:37:29Z
dc.date.available 2022-05-25T16:37:29Z
dc.identifier Chen X, Molina-Cristóbal A, Guenov MD, Riaz A. Efficient method for variance-based sensitivity analysis. Reliability Engineering and System Safety, Volume 181, Issue January, 2019, pp. 97-115
dc.identifier 0951-8320
dc.identifier https://doi.org/10.1016/j.ress.2018.06.016
dc.identifier http://dspace.lib.cranfield.ac.uk/handle/1826/13376
dc.identifier 20962270
dc.identifier.uri http://localhost:8080/xmlui/handle/CUHPOERS/182234
dc.description Presented is an efficient method for variance-based sensitivity analysis. It provides a general approach to transforming a sensitivity problem into one uncertainty propagation process, so that various existing approximation techniques (for uncertainty propagation) can be applied to speed up the computation. In this paper, formulations are deduced to implement the proposed approach with one specific technique named Univariate Reduced Quadrature (URQ). This implementation was evaluated with a number of numerical test-cases. Comparison with the traditional (benchmark) Monte Carlo approach demonstrated the accuracy and efficiency of the proposed method, which performs particularly well on the linear models, and reasonably well on most non-linear models. The current limitations with regard to non-linearity are mainly due to the limitations of the URQ method used.
dc.language en
dc.publisher Elsevier
dc.rights Attribution-NonCommercial-NoDerivatives 4.0 International
dc.rights http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.title Efficient method for variance-based sensitivity analysis
dc.type Article


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