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Global sensitivity analysis for multivariate output model and dynamic models

机译：多变量输出模型和动态模型的全局敏感性分析

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Global sensitivity analysis has mainly been analyzed for scalar output and static models, though many mathematical and computational models used in engineering produce multivariate output that show some degree of correlation, and most physical systems are dynamic models. This paper focuses on global sensitivity analysis for multivariate output and dynamic models and a novel procedure is proposed to research the influence of inputs and model modes on the synthetic uncertainty of output. Introducing an additional variable to represent the variation of model modes which is viewed as model framework uncertainty, the variance decompositions of multivariate output and dynamic models are obtained and the significance of variance contributions is presented in detail. Two numerical examples and two practical models are employed to illustrate the validity and usefulness of the novel global sensitivity analysis approach.
机译：对于标量输出和静态模型，全局敏感性分析主要分析，尽管工程中使用的许多数学和计算模型产生了显示一定程度的相关程度的多变量输出，但大多数物理系统都是动态模型。本文重点介绍了多元输出和动态模型的全局敏感性分析，提出了一种新的程序，以研究输入和模型模式对输出合成不确定性的影响。引入附加变量以表示被视为模型框架不确定性的模型模式的变化，获得了多变量输出和动态模型的方差分解，并详细介绍了方差贡献的重要性。采用两个数值示例和两个实际模型来说明新型全球敏感性分析方法的有效性和有用性。

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