Variance-based sensitivity analysis for time-dependent processes

被引：35
|
作者：
Alexanderian, Alen [1 ]
Gremaud, Pierre A. [1 ]
Smith, Ralph C. [1 ]
机构：
[1] North Carolina State Univ, Dept Math, Raleigh, NC 27695 USA
来源：
RELIABILITY ENGINEERING & SYSTEM SAFETY | 2020年 / 196卷
基金：
美国国家科学基金会;
关键词：
Global sensitivity analysis; Sobol' Indices; Karhunen-Loeve expansion; Time-dependent processes; Surrogate models; Polynomial chaos; Uncertainty quantification; POLYNOMIAL CHAOS EXPANSIONS; EFFICIENT COMPUTATION; SOBOL INDEXES; APPROXIMATION; MODELS;
D O I：
10.1016/j.ress.2019.106722
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
The global sensitivity analysis of time-dependent processes requires history-aware approaches. We develop for that purpose a variance-based method that leverages the correlation structure of the problems under study and employs surrogate models to accelerate the computations. The errors resulting from fixing unimportant uncertain parameters to their nominal values are analyzed through a priori estimates. We illustrate our approach on a harmonic oscillator example and on a nonlinear dynamic cholera model.
引用
收藏
页数：17
相关论文
共 50 条
  • [41] Variance-Based Sensitivity Analysis of Significant Design Parameters of an Induction Machine
    Orth, D.
    Alteheld, C.
    Gottkehaskamp, R.
    [J]. 2020 INTERNATIONAL CONFERENCE ON ELECTRICAL MACHINES (ICEM), VOL 1, 2020, : 550 - 556
  • [42] Sensitivity analysis of model output: Variance-based methods make the difference
    Chan, K
    Saltelli, A
    Tarantola, S
    [J]. PROCEEDINGS OF THE 1997 WINTER SIMULATION CONFERENCE, 1997, : 261 - 268
  • [43] Variance-based sensitivity analysis with the uncertainties of the input variables and their distribution parameters
    Wang, Pan
    Lu, Zhenzhou
    Xiao, Sinan
    [J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2018, 47 (04) : 1103 - 1125
  • [44] An Effective Algorithm for variance-based Sensitivity Indices (EASI)
    Plischke, Elmar
    [J]. RELIABILITY, RISK AND SAFETY: THEORY AND APPLICATIONS VOLS 1-3, 2010, : 1731 - 1735
  • [45] Variance-Based Sensitivity Analysis to Support Simulation-Based Design Under Uncertainty
    Opgenoord, Max M. J.
    Allaire, Douglas L.
    Willcox, Karen E.
    [J]. JOURNAL OF MECHANICAL DESIGN, 2016, 138 (11)
  • [46] A comparison of approximation techniques for variance-based sensitivity analysis of biochemical reaction systems
    Zhang, Hong-Xuan
    Goutsias, John
    [J]. BMC BIOINFORMATICS, 2010, 11
  • [47] Application of variance-based sensitivity analysis in modeling oil well productivity and injectivity
    Ahmed, Quosay A.
    Nimir, Hassan B.
    Ayoub, Mohammed A.
    Mohyaldinn, Mysara Eissa
    [J]. JOURNAL OF PETROLEUM EXPLORATION AND PRODUCTION TECHNOLOGY, 2020, 10 (02) : 729 - 738
  • [48] VARIANCE-BASED WHEEL/RAIL CONTACT SENSITIVITY ANALYSIS IN RESPECT OF WHEELSET DYNAMICS
    Bideleh, Seyed Milad Mousavi
    Berbyuk, Viktor
    [J]. INTERNATIONAL DESIGN ENGINEERING TECHNICAL CONFERENCES AND COMPUTERS AND INFORMATION IN ENGINEERING CONFERENCE, 2015, VOL 6, 2016,
  • [49] Evaluation of covariate effects using variance-based global sensitivity analysis in pharmacometrics
    Katsube, Takayuki
    Wajima, Toshihiro
    [J]. JOURNAL OF PHARMACOKINETICS AND PHARMACODYNAMICS, 2021, 48 (06) : 851 - 860
  • [50] Application of variance-based sensitivity analysis in modeling oil well productivity and injectivity
    Quosay A. Ahmed
    Hassan B. Nimir
    Mohammed A. Ayoub
    Mysara Eissa Mohyaldinn
    [J]. Journal of Petroleum Exploration and Production Technology, 2020, 10 : 729 - 738
12345