TY - JOUR
T1 - New global sensitivity indices for structure system with multivariate outputs and their effective solutions
AU - Wang, Fei
AU - Lu, Zhenzhou
AU - Xiao, Sinan
PY - 2015/8/1
Y1 - 2015/8/1
N2 - Global sensitivity analysis for input random variables is an important component of safety evaluation and optimal design in engineering structure. For many mathematical models encountered in engineering structure system involving multivariate outputs, this paper defines a set of new variance-based global sensitivity indices based on dimensionless model. These indices can synthetically measure the uncertainty effect on the multivariate outputs induced by the corresponding input random variable expediently and can effectively keep global sensitivity analysis information of each output. Simultaneously, to solve the costly computation problem in the Monte Carlo simulation, we calculate the new index by using a surrogate model which is based on a multiplicative version of the dimensional reduction method. The algorithm can greatly reduce model calls and save the calculation cost without decreasing its accuracy. Lastly, a numerical example and an engineering example are presented to show the reasonableness of the proposed index and the efficiency of the algorithm.
AB - Global sensitivity analysis for input random variables is an important component of safety evaluation and optimal design in engineering structure. For many mathematical models encountered in engineering structure system involving multivariate outputs, this paper defines a set of new variance-based global sensitivity indices based on dimensionless model. These indices can synthetically measure the uncertainty effect on the multivariate outputs induced by the corresponding input random variable expediently and can effectively keep global sensitivity analysis information of each output. Simultaneously, to solve the costly computation problem in the Monte Carlo simulation, we calculate the new index by using a surrogate model which is based on a multiplicative version of the dimensional reduction method. The algorithm can greatly reduce model calls and save the calculation cost without decreasing its accuracy. Lastly, a numerical example and an engineering example are presented to show the reasonableness of the proposed index and the efficiency of the algorithm.
KW - Analysis of variance (ANOVA)
KW - Cost reduction
KW - Dimensional reduction model (DRM)
KW - Global sensitivity analysis
KW - Multivariate outputs
KW - Uncertainty of system
UR - http://www.scopus.com/inward/record.url?scp=84941565225&partnerID=8YFLogxK
M3 - 文章
AN - SCOPUS:84941565225
SN - 1000-2758
VL - 33
SP - 546
EP - 552
JO - Xibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University
JF - Xibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University
IS - 4
ER -