Global sensitivity of structural variability by random sampling

DOI10.1016/J.CPC.2010.08.007MaRDI QIDQ546775zbMATH OpenOpenAlexFDO

Authors Edoardo Patelli, H. J. Pradlwarter, Gerhart I. Schuëller

Publication date 30 June 2011

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://rcin.org.pl/dlibra/docmetadata?showContent=true&id=66789

zbMATH Keywords

Monte Carlo simulationvariance decompositionglobal sensitivity analysisgradient estimationSobol' indicesuncertain quantification

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sampled-data control/observation systems (93C57)

Recommendations

• A global sensitivity analysis in structural mechanics
• Global sensitivity analysis via a statistical tolerance approach
• A comparison of two sampling methods for global sensitivity analysis
• Efficient sampling methods for global reliability sensitivity analysis
• A new variance-based global sensitivity analysis technique
• Randomized Global Sensitivity Analysis and Model Robustness
• Global sensitivity analysis of statistical models by double randomization method
• Global sensitivity analysis with dependence measures
• Structural reliability sensitivities under nonstationary random vibrations
• Sensitivity analysis and variance reduction in a stochastic non-destructive testing problem

Cites work

• scientific article; zbMATH DE number 3178089 (Why is no real title available?)
• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Derivative based global sensitivity measures and their link with global sensitivity indices
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Making best use of model evaluations to compute sensitivity indices
• Monte Carlo gradient estimation in high dimensions
• Realistic and efficient reliability estimation for aerospace structures
• Relative importance of uncertain structural parameters. I: Algorithm
• Remarks on a Multivariate Transformation
• The jackknife estimate of variance
• Uncertainty analysis of complex structural systems

Cited in

(5)

• Uniform sampling and saddlepoint approximation for probabilistic sensitivity analysis in engineering design
• Efficient numerical simulation method for evaluations of global sensitivity analysis with parameter uncertainty
• A comparison of two sampling methods for global sensitivity analysis
• Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests
• Efficient sampling methods for global reliability sensitivity analysis

This page was built for publication: Global sensitivity of structural variability by random sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q546775)