Variance-based sensitivity analysis with the uncertainties of the input variables and their distribution parameters. Issue 4 (21st April 2018)

• Record Type: Journal Article
• Authors: Wang, Pan; Lu, Zhenzhou; Xiao, Sinan
• Is Part Of: Communications in statistics. Volume 47:Issue 4(2018)
• Page Start: 1103
• Page End: 1125
• Publication Date: 2018-04-21
• Subjects: Analytical solution -- Distribution parameter -- Input variable -- Sensitivity indices -- State dependent parameter method; 65C60; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2017.1307394
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: For the structural systems with both the uncertainties of input variables and their distribution parameters, three sensitivity indices are proposed to measure the influence of input variables, distribution parameters and their interactive effects. With those sensitivity indices, analysts can make a decision that whether it is worth to accumulate data of one distribution parameter to reduce its uncertainty. Due to the large computational cost, the analytical solutions are derived for quadratic polynomial output responses. Whereas for the complex models, state dependent parameter (SDP) method is utilized to solve the proposed sensitivity indices efficiently.