Sensitivity analysis in Monte Carlo simulation for dependability analysis

被引:0
|
作者
Marseguerra, M [1 ]
Zio, E [1 ]
机构
[1] Politecn Milan, Dept Nucl Engn, I-20133 Milan, Italy
关键词
D O I
暂无
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In this paper we embrace the Monte Carlo simulation method for dependability analysis and illustrate a perturbation method, properly adapted from the particle transport field, which allows computing first-order differential sensitivity indexes with little additional computational effort. The development of the method is discussed in details and its validation is provided with reference to a simple case study.
引用
收藏
页码:1077 / 1083
页数:7
相关论文
共 50 条
  • [1] Cost sensitivity analysis by Monte Carlo simulation
    Woinaroschy, Alexandru
    ENVIRONMENTAL ENGINEERING AND MANAGEMENT JOURNAL, 2008, 7 (03): : 173 - 177
  • [2] Local Monte Carlo Simulation for the reliability sensitivity analysis
    Li, Dawei
    Lu, Zhenzhou
    Tang, Zhangchun
    MATERIALS PROCESSING TECHNOLOGY, PTS 1-4, 2011, 291-294 : 2183 - 2188
  • [3] Sensitivity Analysis for Monte Carlo Simulation of Option Pricing
    1600, Cambridge University Press (09):
  • [4] Monte Carlo vs. Fuzzy Monte Carlo Simulation for Uncertainty and Global Sensitivity Analysis
    Kim, Young-Jin
    SUSTAINABILITY, 2017, 9 (04):
  • [5] Monte Carlo simulation for moment-independent sensitivity analysis
    Wei, Pengfei
    Lu, Zhenzhou
    Yuan, Xiukai
    RELIABILITY ENGINEERING & SYSTEM SAFETY, 2013, 110 : 60 - 67
  • [6] ON THE ASYMPTOTIC ANALYSIS OF QUANTILE SENSITIVITY ESTIMATION BY MONTE CARLO SIMULATION
    Peng, Yijie
    Fu, Michael C.
    Glynn, Peter W.
    Hu, Jianqiang
    2017 WINTER SIMULATION CONFERENCE (WSC), 2017, : 2336 - 2347
  • [7] Extended Monte Carlo Simulation for Parametric Global Sensitivity Analysis and Optimization
    Wei, Pengfei
    Lu, Zhenzhou
    Song, Jingwen
    AIAA JOURNAL, 2014, 52 (04) : 867 - 878
  • [8] SENSITIVITY ANALYSIS FOR URANIUM SOILS DECONTAMINATION USING A MONTE CARLO SIMULATION
    Woinaroschy, Alexandru
    Radu, Aura Daniela
    ENVIRONMENTAL ENGINEERING AND MANAGEMENT JOURNAL, 2014, 13 (07): : 1817 - 1825
  • [9] MONTE-CARLO SENSITIVITY ANALYSIS
    GLASZIOU, P
    HILDEN, J
    MEDICAL DECISION MAKING, 1986, 6 (04) : 254 - 254
  • [10] Design and Sensitivity Analysis of Rock Slope Using Monte Carlo Simulation
    Aladejare, Adeyemi Emman
    Akeju, Victor Oluwatosin
    GEOTECHNICAL AND GEOLOGICAL ENGINEERING, 2020, 38 (01) : 573 - 585