Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation

2016 ◽  
Vol 314 ◽  
pp. 557-589 ◽  
Author(s):  
Kunkun Tang ◽  
Pietro M. Congedo ◽  
Rémi Abgrall
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>


2021 ◽  
Vol 4 (1) ◽  
pp. 1-21
Author(s):  
Nikolaos Tsokanas ◽  
Roland Pastorino ◽  
Božidar Stojadinović

Hybrid simulation is a method used to investigate the dynamic response of a system subjected to a realistic loading scenario. The system under consideration is divided into multiple individual substructures, out of which one or more are tested physically, whereas the remaining are simulated numerically. The coupling of all substructures forms the so-called hybrid model. Although hybrid simulation is extensively used across various engineering disciplines, it is often the case that the hybrid model and related excitation are conceived as being deterministic. However, associated uncertainties are present, whilst simulation deviation, due to their presence, could be significant. In this regard, global sensitivity analysis based on Sobol’ indices can be used to determine the sensitivity of the hybrid model response due to the presence of the associated uncertainties. Nonetheless, estimation of the Sobol’ sensitivity indices requires an unaffordable amount of hybrid simulation evaluations. Therefore, surrogate modeling techniques using machine learning data-driven regression are utilized to alleviate this burden. This study extends the current global sensitivity analysis practices in hybrid simulation by employing various different surrogate modeling methodologies as well as providing comparative results. In particular, polynomial chaos expansion, Kriging and polynomial chaos Kriging are used. A case study encompassing a virtual hybrid model is employed, and hybrid model response quantities of interest are selected. Their respective surrogates are developed, using all three aforementioned techniques. The Sobol’ indices obtained utilizing each examined surrogate are compared with each other, and the results highlight potential deviations when different surrogates are used.


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