scholarly journals A Vine Copula-Based Global Sensitivity Analysis Method for Structures with Multidimensional Dependent Variables

Mathematics ◽  
2021 ◽  
Vol 9 (19) ◽  
pp. 2489
Author(s):  
Zhiwei Bai ◽  
Hongkui Wei ◽  
Yingying Xiao ◽  
Shufang Song ◽  
Sergei Kucherenko
Keyword(s):  
Sensitivity Analysis ◽  
Global Sensitivity Analysis ◽  
Joint Probability ◽  
Copula Functions ◽  
Global Sensitivity ◽  
Sensitivity Indices ◽  
Sensitivity Analysis Method ◽  
Input Variables ◽  
Vine Copula ◽  
Bivariate Copula

For multidimensional dependent cases with incomplete probability information of random variables, global sensitivity analysis (GSA) theory is not yet mature. The joint probability density function (PDF) of multidimensional variables is usually unknown, meaning that the samples of multivariate variables cannot be easily obtained. Vine copula can decompose the joint PDF of multidimensional variables into the continuous product of marginal PDF and several bivariate copula functions. Based on Vine copula, multidimensional dependent problems can be transformed into two-dimensional dependent problems. A novel Vine copula-based approach for analyzing variance-based sensitivity measures is proposed, which can estimate the main and total sensitivity indices of dependent input variables. Five considered test cases and engineering examples show that the proposed methods are accurate and applicable.

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.

Investigation of the uncertainty of the in-plane mechanical properties of composite laminates

2011 ◽  
Vol 226 (7) ◽  
pp. 1739-1750 ◽  
Author(s):  
Tian Longfei ◽  
Lu Zhenzhou ◽  
Hao Wenrui
Keyword(s):  
Mechanical Properties ◽  
Sensitivity Analysis ◽  
Composite Laminates ◽  
Global Sensitivity Analysis ◽  
Nonlinear Models ◽  
Analysis Method ◽  
Global Sensitivity ◽  
Response Variance ◽  
Sensitivity Analysis Method ◽  
Input Variables

The uncertainty of the in-plane mechanical properties of the laminate used in an aircraft wing structure is investigated. Global sensitivity analysis is used to identify the source of the uncertainties of the response performance. Due to the limitations of the existing global sensitivity analysis method for nonlinear models with correlated input variables, a new one using nonlinear regression is proposed. Furthermore, a contribution matrix is defined for engineering convenience. Two nonlinear numerical examples are employed in this article to demonstrate the ability of the proposed global sensitivity analysis method. After applying the proposed global sensitivity analysis method to the laminate model, the contribution matrices are obtained; from these matrices, researchers can identify the dominant variance contributions that contribute the most to the response variance. Factor analysis is then employed to analyze the global sensitivity analysis results and determine the most efficient methods to decrease the variances of the in-plane elastic constants. Monte Carlo simulation is used to demonstrate the efficiency of the methods in decreasing the variances.

scholarly journals New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability

Mathematics ◽  
2021 ◽  
Vol 9 (19) ◽  
pp. 2425
Author(s):  
Zdeněk Kala
Keyword(s):  
Sensitivity Analysis ◽  
Global Sensitivity Analysis ◽  
Binary Outcome ◽  
Global Sensitivity ◽  
First Order ◽  
Sensitivity Measure ◽  
Sensitivity Indices ◽  
Alternative Measures ◽  
Input Variables ◽  
Dome Shape

This article presents new sensitivity measures in reliability-oriented global sensitivity analysis. The obtained results show that the contrast and the newly proposed sensitivity measures (entropy and two others) effectively describe the influence of input random variables on the probability of failure Pf. The contrast sensitivity measure builds on Sobol, using the variance of the binary outcome as either a success (0) or a failure (1). In Bernoulli distribution, variance Pf(1 − Pf) and discrete entropy—Pfln(Pf) − (1 − Pf)ln(1 − Pf) are similar to dome functions. By replacing the variance with discrete entropy, a new alternative sensitivity measure is obtained, and then two additional new alternative measures are derived. It is shown that the desired property of all the measures is a dome shape; the rise is not important. Although the decomposition of sensitivity indices with alternative measures is not proven, the case studies suggest a rationale structure of all the indices in the sensitivity analysis of small Pf. The sensitivity ranking of input variables based on the total indices is approximately the same, but the proportions of the first-order and the higher-order indices are very different. Discrete entropy gives significantly higher proportions of first-order sensitivity indices than the other sensitivity measures, presenting entropy as an interesting new sensitivity measure of engineering reliability.

A Global Sensitivity Analysis Method for Multi-Input Multi-Output System and its Application in Structural Design

2021 ◽  
pp. 2141005
Author(s):  
Qiming Liu ◽  
Nichen Tong ◽  
Xu Han
Keyword(s):  
Sensitivity Analysis ◽  
Global Sensitivity Analysis ◽  
Sensitivity Index ◽  
Response Functions ◽  
Analysis Method ◽  
Order Function ◽  
Global Sensitivity ◽  
Sensitivity Analysis Method ◽  
Output System ◽  
Input Variables

Commonly, variance-based global sensitivity analysis methods are popular and applicable to quantify the impact of a set of input variables on output response. However, for many engineering practical problems, the output response is not single but multiple, which makes some traditional sensitivity analysis methods difficult or unsuitable. Therefore, a novel global sensitivity analysis method is presented to evaluate the importance of multi-input variables to multi-output responses. First, assume that a multi-input multi-output system (MIMOS) includes [Formula: see text] variables and [Formula: see text] responses. A set of summatory functions [Formula: see text] and [Formula: see text] are constructed by the addition and subtraction of any two response functions. Naturally, each response function is represented using a set of summatory function. Subsequently, the summatory functions [Formula: see text] and [Formula: see text] are further decomposed based on the high dimensional model representation (HDMR), respectively. Due to the orthogonality of all the decomposed function sub-terms, the variance and covariance of each response function can be represented using the partial variances of all the decomposed function sub-terms on the corresponding summatory functions, respectively. The total fluctuation of MIMOS is calculated by the sum of the variances and covariances on all the response functions. Further, the fluctuation is represented as the sum of the total partial variances for all the [Formula: see text]-order function sub-terms, and the total partial variance is the sum of [Formula: see text] partial variances for the corresponding [Formula: see text]-order function sub-terms. Then, the function sensitivity index (FSI) [Formula: see text] for s-order function sub-terms is defined by the ratio of the total partial variance and total fluctuation, which includes first-order, second-order, and high-order FSI. The variable sensitivity index [Formula: see text] of variable [Formula: see text] is calculated by the sum of all the FSIs including the contribution of variable [Formula: see text]. Finally, numerical example and engineering application are employed to demonstrate the accuracy and practicality of the presented global sensitivity analysis method for MIMOS.

A global sensitivity analysis method based on ANOVA with convex set model and its state-dependent parameter solution

2018 ◽  
Vol 233 (11) ◽  
pp. 4039-4051
Author(s):  
Qing Guo ◽  
Yongshou Liu ◽  
Xiangyu Chen
Keyword(s):  
Sensitivity Analysis ◽  
Global Sensitivity Analysis ◽  
Convex Set ◽  
The State ◽  
Analysis Method ◽  
Global Sensitivity ◽  
State Dependent ◽  
Sensitivity Analysis Method ◽  
Dependent Parameter ◽  
Input Variables

Convex set model is most widely applied around nonprobabilistic uncertainty description. This paper combines the convex model with global sensitivity analysis theory of variance, and then proposes an index based on convex set model and variance-based global sensitivity analysis method to illustrate the effect of the nonprobability variables on the dangerous degree. The proposed index consists of two parts, including the main and total indices. The main index can quantitatively reflect the effect of uncertainties of input variables on the variance of output response, and the total index reflects the influence of interaction with other variables in addition to the individual influence of input variables. Furthermore, an efficient state-dependent parameter solution for solving the variance-based global sensitivity analysis of nonprobabilistic convex uncertainty is given in this paper. The state-dependent parameter solution not only greatly improves the efficiency but also guarantees the computational accuracy, and the times of performance functions evaluation decrease from [Formula: see text] in single-loop Monte Carlo solution to 2048 in the state-dependent parameter method. Finally, three numerical examples and a finite element example are used to verify the feasibility and rationality of the proposed method.

scholarly journals Hierarchical sensitivity analysis for a large-scale process-based hydrological model applied to an Amazonian watershed

2020 ◽  
Vol 24 (10) ◽  
pp. 4971-4996
Author(s):  
Haifan Liu ◽  
Heng Dai ◽  
Jie Niu ◽  
Bill X. Hu ◽  
Dongwei Gui ◽  
...  
Keyword(s):  
Sensitivity Analysis ◽  
Large Scale ◽  
Global Sensitivity Analysis ◽  
Hydrological Models ◽  
Climate Scenarios ◽  
Analysis Method ◽  
Global Sensitivity ◽  
Uncertainty Sources ◽  
Sensitivity Indices ◽  
Sensitivity Analysis Method

Abstract. Sensitivity analysis methods have recently received much attention for identifying important uncertainty sources (or uncertain inputs) and improving model calibrations and predictions for hydrological models. However, it is still challenging to apply the quantitative and comprehensive global sensitivity analysis method to complex large-scale process-based hydrological models (PBHMs) because of its variant uncertainty sources and high computational cost. Therefore, a global sensitivity analysis method that is capable of simultaneously analyzing multiple uncertainty sources of PBHMs and providing quantitative sensitivity analysis results is still lacking. In an effort to develop a new tool for overcoming these weaknesses, we improved the hierarchical sensitivity analysis method by defining a new set of sensitivity indices for subdivided parameters. A new binning method and Latin hypercube sampling (LHS) were implemented for estimating these new sensitivity indices. For test and demonstration purposes, this improved global sensitivity analysis method was implemented to quantify three different uncertainty sources (parameters, models, and climate scenarios) of a three-dimensional large-scale process-based hydrologic model (Process-based Adaptive Watershed Simulator, PAWS) with an application case in an ∼ 9000 km2 Amazon catchment. The importance of different uncertainty sources was quantified by sensitivity indices for two hydrologic outputs of interest: evapotranspiration (ET) and groundwater contribution to streamflow (QG). The results show that the parameters, especially the vadose zone parameters, are the most important uncertainty contributors for both outputs. In addition, the influence of climate scenarios on ET predictions is also important. Furthermore, the thickness of the aquifers is important for QG predictions, especially in main stream areas. These sensitivity analysis results provide useful information for modelers, and our method is mathematically rigorous and can be applied to other large-scale hydrological models.

Global Sensitivity Analysis for Field Response Based on the Manifold of Feature Covariance Matrix

2021 ◽  
Author(s):  
Zhouzhou Song ◽  
Zhao Liu ◽  
Can Xu ◽  
Ping Zhu
Keyword(s):  
Sensitivity Analysis ◽  
Covariance Matrix ◽  
Computational Models ◽  
Global Sensitivity Analysis ◽  
Feature Selection Method ◽  
Global Sensitivity ◽  
Sensitivity Indices ◽  
Field Response ◽  
Input Variables ◽  
The Impact

Abstract In real-world applications, it is commonplace that the computational models have field responses, i.e., the temporal or spatial fields. It has become a critical task to develop global sensitivity analysis (GSA) methods to measure the effect of each input variable on the full-field. In this paper, a new sensitivity analysis method based on the manifold of feature covariance matrix (FCM) is developed for quantifying the impact of input variables on the field response. The method firstly performs feature extraction on the field response to obtain a low-dimensional FCM. An adaptive feature selection method is proposed to avoid the FCM from singularity. Thereby, the field response is represented by a FCM, which lies on a symmetric positive-definite matrix manifold. Then, the GSA technique based on the Cramér-von Mises distance for output valued on the Riemannian manifold is introduced for estimating the sensitivity indices for field response. An example of a temporal field and an example of a 2-D displacement field are introduced to demonstrate the applicability of the proposed method in estimating global sensitivity indices for field solution. Results show that the proposed method can distinguish the important input variables correctly and can yield robust index values. Besides, the proposed method can be implemented for GSA for field responses of different dimensionalities.

scholarly journals A Novel Global Sensitivity Measure Based on Probability Weighted Moments

Symmetry ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 90
Author(s):  
Shufang Song ◽  
Lu Wang
Keyword(s):  
Sensitivity Analysis ◽  
Global Sensitivity Analysis ◽  
Small Samples ◽  
Double Loop ◽  
Numerical Estimation ◽  
Global Sensitivity ◽  
Sensitivity Measure ◽  
Probability Weighted Moments ◽  
Input Variables ◽  
Single Set

Global sensitivity analysis (GSA) is a useful tool to evaluate the influence of input variables in the whole distribution range. Variance-based methods and moment-independent methods are widely studied and popular GSA techniques despite their several shortcomings. Since probability weighted moments (PWMs) include more information than classical moments and can be accurately estimated from small samples, a novel global sensitivity measure based on PWMs is proposed. Then, two methods are introduced to estimate the proposed measure, i.e., double-loop-repeated-set numerical estimation and double-loop-single-set numerical estimation. Several numerical and engineering examples are used to show its advantages.

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