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A priori error estimates for local reliability-based sensitivity analysis with Monte Carlo Simulation

机译:基于局部可靠性的敏感性分析的先验误差估计与蒙特卡罗模拟

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摘要

In this work, we present a priori error estimates for local reliability-based sensitivity analysis. The Score Function Method and the Weak Approach using Monte Carlo Simulation are studied. The results are important for practical choice of parameters in local sensitivity analysis. Besides, the results can be employed for development of a posteriori error estimates and adaptive schemes in the future. The theoretical results are obtained for the one dimensional case, but are also useful in the multidimensional context, as confirmed through a set of numerical experiments.
机译:在这项工作中,我们提出了基于局部可靠性的灵敏度分析的先验错误估计。 研究了蒙特卡罗模拟的得分功能方法和弱方法。 结果对于局部敏感性分析中的参数的实际选择是重要的。 此外,结果可用于在将来开发后验误差估计和自适应方案。 为一维壳体获得理论结果,但是通过一组数值实验证实,在多维背景下也可用。

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