Efficient computation of global sensitivity indices using sparse polynomial chaos expansions

Hybrid Simulation is a dynamic response simulation paradigm that merges physical experiments and computational models into a hybrid model. In earthquake engineering, it is used to investigate the response of structures to earthquake excitation. In the context of response to extreme loads, the structure, its boundary conditions, damping, and the ground motion excitation itself are all subjected to large parameter variability. However, in current seismic response testing practice, Hybrid Simulation campaigns rely on a few prototype structures with fixed parameters subjected to one or two ground motions of different intensity. While this approach effectively reveals structural weaknesses, it does not reveal the sensitivity of structure's response. This thus far missing information could support the planning of further experiments as well as drive modeling choices in subsequent analysis and evaluation phases of the structural design process.This paper describes a Global Sensitivity Analysis framework for Hybrid Simulation. This framework, based on Sobol' sensitivity indices, is used to quantify the sensitivity of the response of a structure tested using the Hybrid Simulation approach due to the variability of the prototype structure and the excitation parameters. Polynomial Chaos Expansion is used to surrogate the hybrid model response. Thereafter, Sobol' sensitivity indices are obtained as a by-product of polynomial coefficients, entailing a reduced number of Hybrid Simulations compared to a crude Monte Carlo approach. An experimental verification example highlights the excellent performance of Polynomial Chaos Expansion surrogates in terms of stable estimates of Sobol' sensitivity indices in the presence of noise caused by random experimental errors.

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Comprehensive global sensitivity analysis of a repository model using different types of transformations and metamodeling techniques

10.5194/egusphere-egu21-6131 ◽

2021 ◽

Author(s):

Sabine M. Spiessl ◽

Dirk-A. Becker ◽

Sergei Kucherenko

Keyword(s):

Sensitivity Analysis ◽

Global Sensitivity Analysis ◽

Higher Order ◽

Model Parameters ◽

High Dimensional Model Representation ◽

Model Output ◽

Global Sensitivity ◽

Sparse Polynomial ◽

Sensitivity Indices ◽

Highly Nonlinear

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.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.[1] M. Zuniga, S. Kucherenko, N. Shah (2013). Metamodelling with independent and dependent inputs. Computer Physics Communications, 184 (6): 1570-1580.[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.[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.[4] SobolGSA software (2021). User manual https://www.imperial.ac.uk/process-systems-engineering/research/free-software/sobolgsa-software/.

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