A derivative based sensitivity measure of failure probability in the presence of epistemic and aleatory uncertainties

DOI10.1016/J.CAMWA.2012.08.017zbMATH Open1268.65004OpenAlexW2041062006MaRDI QIDQ356439FDOQ356439

Authors: Pan Wang, ZhangChun Tang, Zhenzhou Lü 

Publication date: 25 July 2013

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2012.08.017

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zbMATH Keywords

epistemic uncertaintyfailure probabilityquasi-Monte Carlo methodderivative based sensitivity measurepoint estimate methodtotal index

Mathematics Subject Classification ID

Reliability and life testing (62N05) Monte Carlo methods (65C05)

Cited In (7)

• Global sensitivity analysis of fuzzy distribution parameter on failure probability and its single-loop estimation
• An application of the kriging method in global sensitivity analysis with parameter uncertainty
• Reliability sensitivity analysis method based on subset simulation hybrid techniques
• Probabilistic Risk Analysis of Process Systems Considering Epistemic and Aleatory Uncertainties: A Comparison Study
• A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters
• Efficient numerical simulation method for evaluations of global sensitivity analysis with parameter uncertainty
• Reliability sensitivity analysis of stochastic finite element models

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