scholarly journals A Global Sensitivity Analysis Framework for Hybrid Simulation with Stochastic Substructures

2021 ◽  
Vol 7 ◽  
Author(s):  
Nikolaos Tsokanas ◽  
Xujia Zhu ◽  
Giuseppe Abbiati ◽  
Stefano Marelli ◽  
Bruno Sudret ◽  
...  
Keyword(s):  
Sensitivity Analysis ◽  
Hybrid Model ◽  
Surrogate Model ◽  
Global Sensitivity Analysis ◽  
Hybrid Simulation ◽  
Hybrid Models ◽  
Analysis Framework ◽  
Global Sensitivity ◽  
Sensitivity Indices ◽  
Realistic Situation

Hybrid simulation is an experimental method used to investigate the dynamic response of a reference prototype structure by decomposing it to physically-tested and numerically-simulated substructures. The latter substructures interact with each other in a real-time feedback loop and their coupling forms the hybrid model. In this study, we extend our previous work on metamodel-based sensitivity analysis of deterministic hybrid models to the practically more relevant case of stochastic hybrid models. The aim is to cover a more realistic situation where the physical substructure response is not deterministic, as nominally identical specimens are, in practice, never actually identical. A generalized lambda surrogate model recently developed by some of the authors is proposed to surrogate the hybrid model response, and Sobol’ sensitivity indices are computed for substructure quantity of interest response quantiles. Normally, several repetitions of every single sample of the inputs parameters would be required to replicate the response of a stochastic hybrid model. In this regard, a great advantage of the proposed framework is that the generalized lambda surrogate model does not require repeated evaluations of the same sample. The effectiveness of the proposed hybrid simulation global sensitivity analysis framework is demonstrated using an experiment.

scholarly journals A global sensitivity analysis framework for hybrid simulation with stochastic substructures

2021 ◽  
Author(s):  
Nikolaos Tsokanas ◽  
Xujia Zhu ◽  
Giuseppe Abbiati ◽  
Stefano Marelli ◽  
Bruno Sudret ◽  
...  
Keyword(s):  
Sensitivity Analysis ◽  
Hybrid Model ◽  
Global Sensitivity Analysis ◽  
Hybrid Simulation ◽  
Hybrid Models ◽  
Analysis Framework ◽  
Global Sensitivity ◽  
Sensitivity Indices ◽  
Model Response ◽  
Realistic Situation

Hybrid simulation is used to investigate the experimental dynamic response of a component or sub-assembly of a prototype structure using a hybrid model. The latter comprises both physically-tested and numerically-simulated substructures interacting with each other in a real-time feedback loop. In this study, we extend our previous work on metamodel-based sensitivity analysis of deterministic hybrid models to the practically more relevant case of stochastic hybrid models. The aim is to cover a more realistic situation where the physical substructure response is not deterministic. A generalized lambda surrogate model recently developed by some of the authors is proposed to surrogate the hybrid model response, and Sobol' sensitivity indices are computed for substructure quantity of interest response quantiles. The effectiveness of the proposed hybrid simulation global sensitivity analysis framework is demonstrated using an experiment.

scholarly journals A Global Sensitivity Analysis Framework for Hybrid Simulation

2021 ◽  
Author(s):  
Giuseppe Abbiati ◽  
Stefano Marelli ◽  
Nikolaos Tsokanas ◽  
Bruno Sudret ◽  
Bozidar Stojadinovic
Keyword(s):  
Sensitivity Analysis ◽  
Hybrid Model ◽  
Polynomial Chaos ◽  
Global Sensitivity Analysis ◽  
Hybrid Simulation ◽  
Polynomial Chaos Expansion ◽  
Chaos Expansion ◽  
Analysis Framework ◽  
Global Sensitivity ◽  
Sensitivity Indices

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.

scholarly journals A global sensitivity analysis framework for hybrid simulation

2021 ◽  
Vol 146 ◽  
pp. 106997 ◽  
Author(s):  
G. Abbiati ◽  
S. Marelli ◽  
N. Tsokanas ◽  
B. Sudret ◽  
B. Stojadinović
Keyword(s):  
Sensitivity Analysis ◽  
Global Sensitivity Analysis ◽  
Hybrid Simulation ◽  
Analysis Framework ◽  
Global Sensitivity

scholarly journals A Comparison of Surrogate Modeling Techniques for Global Sensitivity Analysis in Hybrid Simulation

2021 ◽  
Vol 4 (1) ◽  
pp. 1-21
Author(s):  
Nikolaos Tsokanas ◽  
Roland Pastorino ◽  
Božidar Stojadinović
Keyword(s):  
Sensitivity Analysis ◽  
Hybrid Model ◽  
Polynomial Chaos ◽  
Global Sensitivity Analysis ◽  
Hybrid Simulation ◽  
Surrogate Modeling ◽  
Sobol Indices ◽  
Global Sensitivity ◽  
Model Response ◽  
Modeling Techniques

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.

scholarly journals A survey of surrogate modeling techniques for global sensitivity analysis in hybrid simulation

2021 ◽  
Author(s):  
Nikolaos Tsokanas ◽  
Roland Pastorino ◽  
Bozidar Stojadinovic
Keyword(s):  
Sensitivity Analysis ◽  
Hybrid Model ◽  
Polynomial Chaos ◽  
Global Sensitivity Analysis ◽  
Hybrid Simulation ◽  
Surrogate Modeling ◽  
Sobol Indices ◽  
Global Sensitivity ◽  
Model Response ◽  
Modeling Techniques

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 loading-rate-sensitive 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 has been extensively used across various engineering disciplines, it is often the case that the hybrid model and related excitation is conceived as deterministic. However, associated uncertainties are present whilst simulation deviation due to their presence could be significant. To 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 unaffordable amount of hybrid simulation evaluations. Therefore, surrogate modeling techniques are used to alleviate this burden. In this paper, three different surrogate modeling methods are examined, namely polynomial chaos expansion, Kriging and polynomial chaos Kriging. 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 results highlight potential deviations.

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

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

<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>

Sensitivity analysis and the challenges posed by multiple approaches: a multifaceted mess

2020 ◽  
Author(s):  
Monica Riva ◽  
Aronne Dell'Oca ◽  
Alberto Guadagnini
Keyword(s):  
Sensitivity Analysis ◽  
Model Calibration ◽  
Global Sensitivity Analysis ◽  
System Model ◽  
Model Parameters ◽  
Model Output ◽  
Multiple Model ◽  
Total Uncertainty ◽  
Global Sensitivity ◽  
Sensitivity Indices

<p>Modern models of environmental and industrial systems have reached a relatively high level of complexity. The latter aspect could hamper an unambiguous understanding of the functioning of a model, i.e., how it drives relationships and dependencies among inputs and outputs of interest. Sensitivity Analysis tools can be employed to examine this issue.</p><p>Global sensitivity analysis (GSA) approaches rest on the evaluation of sensitivity across the entire support within which system model parameters are supposed to vary. In this broad context, it is important to note that the definition of a sensitivity metric must be linked to the nature of the question(s) the GSA is meant to address. These include, for example: (i) which are the most important model parameters with respect to given model output(s)?; (ii) could we set some parameter(s) (thus assisting model calibration) at prescribed value(s) without significantly affecting model results?; (iii) at which space/time locations can one expect the highest sensitivity of model output(s) to model parameters and/or knowledge of which parameter(s) could be most beneficial for model calibration?</p><p>The variance-based Sobol’ Indices (e.g., Sobol, 2001) represent one of the most widespread GSA metrics, quantifying the average reduction in the variance of a model output stemming from knowledge of the input. Amongst other techniques, Dell’Oca et al. [2017] proposed a moment-based GSA approach which enables one to quantify the influence of uncertain model parameters on the (statistical) moments of a target model output.</p><p>Here, we embed in these sensitivity indices the effect of uncertainties both in the system model conceptualization and in the ensuing model(s) parameters. The study is grounded on the observation that physical processes and natural systems within which they take place are complex, rendering target state variables amenable to multiple interpretations and mathematical descriptions. As such, predictions and uncertainty analyses based on a single model formulation can result in statistical bias and possible misrepresentation of the total uncertainty, thus justifying the assessment of multiple model system conceptualizations. We then introduce copula-based sensitivity metrics which allow characterizing the global (with respect to the input) value of the sensitivity and the degree of variability (across the whole range of the input values) of the sensitivity for each value that the prescribed model output can possibly undertake, as driven by a governing model. In this sense, such an approach to sensitivity is global with respect to model input(s) and local with respect to model output, thus enabling one to discriminate the relevance of an input across the entire range of values of the modeling goal of interest. The methodology is demonstrated in the context of flow and reactive transport scenarios.</p><p> </p><p><strong>References</strong></p><p>Sobol, I. M., 2001. Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates. Math. Comput. Sim., 55, 271-280.</p><p>Dell’Oca, A., Riva, M., Guadagnini, A., 2017. Moment-based metrics for global sensitivity analysis of hydrological systems. Hydr. Earth Syst. Sci., 21, 6219-6234.</p>

scholarly journals Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation

2014 ◽  
Vol 2014 ◽  
pp. 1-11 ◽  
Author(s):  
Lei Cheng ◽  
Zhenzhou Lu ◽  
Luyi Li
Keyword(s):  
Sensitivity Analysis ◽  
Failure Probability ◽  
Global Sensitivity Analysis ◽  
Computational Cost ◽  
Single Loop ◽  
Global Sensitivity ◽  
Sensitivity Indices ◽  
Distribution Parameters ◽  
Input Variables ◽  
Sampling Probability

An extending Borgonovo’s global sensitivity analysis is proposed to measure the influence of fuzzy distribution parameters on fuzzy failure probability by averaging the shift between the membership functions (MFs) of unconditional and conditional failure probability. The presented global sensitivity indices can reasonably reflect the influence of fuzzy-valued distribution parameters on the character of the failure probability, whereas solving the MFs of unconditional and conditional failure probability is time-consuming due to the involved multiple-loop sampling and optimization operators. To overcome the large computational cost, a single-loop simulation (SLS) is introduced to estimate the global sensitivity indices. By establishing a sampling probability density, only a set of samples of input variables are essential to evaluate the MFs of unconditional and conditional failure probability in the presented SLS method. Significance of the global sensitivity indices can be verified and demonstrated through several numerical and engineering examples.

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