Efficient method for variance-based sensitivity analysis

Chen Xin; Molina-Cristobal Arturo; Guenov Marin D.; Riaz Atif

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Efficient method for variance-based sensitivity analysis

机译：基于方差的敏感性分析的有效方法

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摘要

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.

机译：提出了一种基于方差的敏感性分析的有效方法。它提供了一种将灵敏度问题转换为不确定性传播过程的通用方法，因此可以使用各种现有的近似技术（用于不确定性传播）来加快计算速度。在本文中，推导了用一种称为单变量缩减正交（URQ）的特定技术来实施该方法的公式。通过许多数字测试用例评估了该实现。与传统（基准）蒙特卡洛方法的比较证明了该方法的准确性和效率，该方法在线性模型上表现特别好，在大多数非线性模型上表现也相当好。关于非线性的当前限制主要是由于所使用的URQ方法的限制。

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来源
《Reliability Engineering & System Safety》 |2019年第1期|97-115|共19页
作者
Chen Xin; Molina-Cristobal Arturo; Guenov Marin D.; Riaz Atif;
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作者单位

Cranfield Univ, Sch Aerosp Transport & Mfg, Cranfield MK43 0AL, Beds, England;

Cranfield Univ, Sch Aerosp Transport & Mfg, Cranfield MK43 0AL, Beds, England;

Cranfield Univ, Sch Aerosp Transport & Mfg, Cranfield MK43 0AL, Beds, England;

Cranfield Univ, Sch Aerosp Transport & Mfg, Cranfield MK43 0AL, Beds, England;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
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正文语种 eng
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Efficient method for variance-based sensitivity analysis

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