Variance-based sensitivity analysis for time-dependent processes

Alen Alexanderian, Pierre A. Gremaud and Ralph C. Smith

Reliability Engineering and System Safety, 2020, vol. 196, issue C

Abstract: The global sensitivity analysis of time-dependent processes requires history-aware approaches. We develop for that purpose a variance-based method that leverages the correlation structure of the problems under study and employs surrogate models to accelerate the computations. The errors resulting from fixing unimportant uncertain parameters to their nominal values are analyzed through a priori estimates. We illustrate our approach on a harmonic oscillator example and on a nonlinear dynamic cholera model.

Keywords: Global sensitivity analysis; Sobol’ Indices; Karhunen–Loève expansion; Time-dependent processes; Surrogate models; Polynomial chaos; Uncertainty quantification (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:196:y:2020:i:c:s0951832019303837

DOI: 10.1016/j.ress.2019.106722

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