Higher-order tangent derivative and its applications to sensitivity analysis

Author(s):  
Nguyen Le Hoang Anh ◽  
Nguyen Manh Truong Giang ◽  
Nguyen Vy Thong
2014 ◽  
Vol 29 (4) ◽  
pp. 679-686 ◽  
Author(s):  
Aad van der Vaart

2021 ◽  
Author(s):  
Sabine M. Spiessl ◽  
Dirk-A. Becker ◽  
Sergei Kucherenko

<p>Due to their highly nonlinear, non-monotonic or even discontinuous behavior, sensitivity analysis of final repository models can be a demanding task. Most of the output of repository models is typically distributed over several orders of magnitude and highly skewed. Many values of a probabilistic investigation are very low or even zero. Although this is desirable in view of repository safety it can distort the evidence of sensitivity analysis. For the safety assessment of the system, the highest values of outputs are mainly essential and if those are only a few, their dependence on specific parameters may appear insignificant. By applying a transformation, different model output values are differently weighed, according to their magnitude, in sensitivity analysis. Probabilistic methods of higher-order sensitivity analysis, applied on appropriately transformed model output values, provide a possibility for more robust identification of relevant parameters and their interactions. This type of sensitivity analysis is typically done by decomposing the total unconditional variance of the model output into partial variances corresponding to different terms in the ANOVA decomposition. From this, sensitivity indices of increasing order can be computed. The key indices used most often are the first-order index (SI1) and the total-order index (SIT). SI1 refers to the individual impact of one parameter on the model and SIT represents the total effect of one parameter on the output in interactions with all other parameters. The second-order sensitivity indices (SI2) describe the interactions between two model parameters.</p><p>In this work global sensitivity analysis has been performed with three different kinds of output transformations (log, shifted and Box-Cox transformation) and two metamodeling approaches, namely the Random-Sampling High Dimensional Model Representation (RS-HDMR) [1] and the Bayesian Sparse PCE (BSPCE) [2] approaches. Both approaches are implemented in the SobolGSA software [3, 4] which was used in this work. We analyzed the time-dependent output with two approaches for sensitivity analysis, i.e., the pointwise and generalized approaches. With the pointwise approach, the output at each time step is analyzed independently. The generalized approach considers averaged output contributions at all previous time steps in the analysis of the current step. Obtained results indicate that robustness can be improved by using appropriate transformations and choice of coefficients for the transformation and the metamodel.</p><p>[1] M. Zuniga, S. Kucherenko, N. Shah (2013). Metamodelling with independent and dependent inputs. Computer Physics Communications, 184 (6): 1570-1580.</p><p>[2] Q. Shao, A. Younes, M. Fahs, T.A. Mara (2017). Bayesian sparse polynomial chaos expansion for global sensitivity analysis. Computer Methods in Applied Mechanics and Engineering, 318: 474-496.</p><p>[3] S. M. Spiessl, S. Kucherenko, D.-A. Becker, O. Zaccheus (2018). Higher-order sensitivity analysis of a final repository model with discontinuous behaviour. Reliability Engineering and System Safety, doi: https://doi.org/10.1016/j.ress.2018.12.004.</p><p>[4] SobolGSA software (2021). User manual https://www.imperial.ac.uk/process-systems-engineering/research/free-software/sobolgsa-software/.</p>


2019 ◽  
Vol 25 (4) ◽  
pp. 297-305 ◽  
Author(s):  
Zdeněk Kala

The article investigates the application of a new type of global quantile-oriented sensitivity analysis (called QSA in the article) and contrasts it with established Sobol’ sensitivity analysis (SSA). Comparison of QSA of the resistance design value (0.1 percentile) with SSA is performed on an example of the analysis of the resistance of a steel IPN 200 beam, which is subjected to lateral-torsional buckling. The resistance is approximated using higher order polynomial metamodels created from advanced non-linear FE models. The main, higher order and total effects are calculated using the Latin Hypercube Sampling method. Noticeable differences between the two methods are found, with QSA apparently revealing higher sensitivity of the resistance design value to random input second and higher order interactions (compared to SSA). SSA cannot identify certain reliability aspects of structural design as comprehensively as QSA, particularly in relation to higher order interactions effects of input imperfections. In order to better understand the reasons for the differences between QSA and SSA, two simple examples are presented, where QSA (median) and SSA show a general agreement in the calculation of certain sensitivity indices.


Author(s):  
Enrique Chávez-Martínez ◽  
Daniel Duarte ◽  
Arturo Giles Flores
Keyword(s):  

2012 ◽  
Vol 22 (3-4) ◽  
Author(s):  
Moritz Schmitz ◽  
Ralf Hannemann-Tams ◽  
Boris Gendler ◽  
Michael Förster ◽  
Wolfgang Marquardt ◽  
...  

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