A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems

DOI10.1016/J.CMA.2021.114009MaRDI QIDQ2237728zbMATH OpenOpenAlexFDO

Authors Nichen Tong, Xingfu Wu, Chao Chen, Qiming Liu, X. Han

Publication date 28 October 2021

Published in Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cma.2021.114009

zbMATH Keywords

global sensitivity analysis (GSA)high-dimensional model representations (HDMRs)multi-input multi-output systemsummatory functionsvariance and covariance decomposition (VCD)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(10)

• An analytic method for sensitivity analysis of complex systems
• Vectorial surrogate modeling method for multi-objective reliability design
• A generalized separation for the variance contributions of input variables and their distribution parameters
• Covariogram ranges for approximate global sensitivity analysis
• Regression-based sensitivity analysis and robust design
• A practical global sensitivity analysis methodology for multi-physics applications
• A Generalized Kernel Method for Global Sensitivity Analysis
• A novel sensitivity analysis method for multi-input-multi-output structures considering non-probabilistic correlations
• Global sensitivity analysis for multivariate outputs using generalized RBF-PCE metamodel enhanced by variance-based sequential sampling
• Multivariate sensitivity analysis for dynamic models with both random and random process inputs

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