Efficient method for variance-based sensitivity analysis

Chen, X., Molina-Cristobal, A. , Guenov, M. D. and Riaz, A. (2019) Efficient method for variance-based sensitivity analysis. Reliability Engineering and System Safety, 181, pp. 97-115. (doi: 10.1016/j.ress.2018.06.016)

Abstract

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.

• Item Type: Articles
• Status: Published
• Refereed: Yes
• Glasgow Author(s) Enlighten ID: Molina-Cristobal, Dr Arturo
• Authors: Chen, X., Molina-Cristobal, A., Guenov, M. D., and Riaz, A.
• College/School: College of Science and Engineering > School of Engineering
• Journal Name: Reliability Engineering and System Safety
• Publisher: Elsevier
• ISSN: 0951-8320
• ISSN (Online): 1879-0836
• Published Online: 05 July 2018
• Copyright Holders: Copyright © 2018 Elsevier Ltd
• First Published: First published in Reliability Engineering and System Safety 181:97-115
• Publisher Policy: Reproduced in accordance with the publisher copyright policy