Efficient numerical simulation method for evaluations of global sensitivity analysis with parameter uncertainty

DOI10.1016/J.APM.2015.06.009MaRDI QIDQ2286008zbMATH OpenOpenAlexFDO

Authors ZhangChun Tang, Pan Wang, Yanjun Xia, Peng Yang, Peng Wang, Zhenzhou Lü

Publication date 9 January 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2015.06.009

zbMATH Keywords

failure probabilityepistemic and aleatory uncertaintiesimproved importance sampling methodvariance-based importance measure

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)

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Cites work

• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• An application of the kriging method in global sensitivity analysis with parameter uncertainty
• An introduction to copulas.
• Essay on uncertainties in elastic and viscoelastic structures: From A. M. Freudenthal's criticisms to modern convex modeling
• Making best use of model evaluations to compute sensitivity indices
• Monte Carlo strategies in scientific computing
• Structural reliability under combined random load sequences

Cited in

(9)

• Improvements in the likelihood ratio method for steady-state sensitivity analysis and simulation
• An application of the kriging method in global sensitivity analysis with parameter uncertainty
• An Advanced Point Estimate Method for Uncertainty and Sensitivity Analysis Using Nataf Transformation and Dimension-Reduction Integration
• Implementation of sensitivity calculations in a general-purpose simulation program
• Optimization and sensitivity analysis of computer simulation models by the score function method
• GLOBAL SENSITIVITY ANALYSIS: AN EFFICIENT NUMERICAL METHOD FOR APPROXIMATING THE TOTAL SENSITIVITY INDEX
• A novel single-loop simulation method and its combination with adaptive kriging for moment-independent global sensitivity analysis
• A derivative based sensitivity measure of failure probability in the presence of epistemic and aleatory uncertainties
• Efficient method for fully quantifying the uncertainty of failure probability

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• QRM

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