Analyses for lower and upper bounds of sobol' total sensitivity index based on derivative

Shufang Song, Tong Zhou, Zhenzhou Lü

Research output: Contribution to journalArticlepeer-review

Abstract

A main sensitivity index Si was set as the lower bound of Sitot and the new upper bound of Sitot was built based on the derivative. On the basis of functional analysis and Euler-Lagrange equation, the new upper bound of Sitot based derivative was analyzed for different variable distribution types, such as uniform, normal, exponential, triangular, Beta distribution etc. The derived process and formulas were presented in detail. Several numerical and engineering examples were used to verify the precision and efficiency of the presented bounds, which may provide the accurate bounds of Sitot.

Original languageEnglish
Pages (from-to)1773-1779
Number of pages7
JournalZhongguo Jixie Gongcheng/China Mechanical Engineering
Volume27
Issue number13
DOIs
StatePublished - 10 Jul 2016

Keywords

  • Derivative based global sensitivity index
  • Euler-Lagrange equation
  • Main global sensitivity index
  • Total global sensitivity index

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