An efficient method for estimating global sensitivity indices

Wanying Yun; Zhenzhou Lu; Xian Jiang; Shiyu Liu

doi:10.1002/nme.5249

An efficient method for estimating global sensitivity indices

Wanying Yun, Zhenzhou Lu, Xian Jiang, Shiyu Liu

School of Aeronautics

Research output: Contribution to journal › Article › peer-review

16 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	1275-1289
Number of pages	15
Journal	International Journal for Numerical Methods in Engineering
Volume	108
Issue number	11
DOIs	https://doi.org/10.1002/nme.5249
State	Published - 14 Dec 2016

Keywords

failure probability-based sensitivity index
maximum entropy theory
Nataf transformation
variance-based sensitivity index

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10.1002/nme.5249

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abstract = "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 {\textquoteleft}dimensional curse{\textquoteright} due to dimensional reduction technique. Ideas for the estimation of higher-order sensitivity indices are discussed.",

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author = "Wanying Yun and Zhenzhou Lu and Xian Jiang and Shiyu Liu",

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AU - Lu, Zhenzhou

AU - Jiang, Xian

AU - Liu, Shiyu

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AB - 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.

KW - failure probability-based sensitivity index

KW - maximum entropy theory

KW - Nataf transformation

KW - variance-based sensitivity index

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M3 - 文章

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JF - International Journal for Numerical Methods in Engineering

IS - 11

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An efficient method for estimating global sensitivity indices

Abstract

Keywords

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