An efficient method for estimating global sensitivity indices

Wanying Yun, Zhenzhou Lu, Xian Jiang, Shiyu Liu

科研成果: 期刊稿件文章同行评审

16 引用 (Scopus)

摘要

An efficient method is proposed to estimate the first-order global sensitivity indices based on failure probability and variance by using maximum entropy theory and Nataf transformation. The computational cost of this proposed method is quite small, and the proposed method can efficiently overcome the ‘dimensional curse’ due to dimensional reduction technique. Ideas for the estimation of higher-order sensitivity indices are discussed.

源语言英语
页(从-至)1275-1289
页数15
期刊International Journal for Numerical Methods in Engineering
108
11
DOI
出版状态已出版 - 14 12月 2016

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