Reliability-oriented global sensitivity analysis using subset simulation and space partition

Yuan-Zhuo Ma, Xiang-Xiang Jin, Xiang Zhao, Hong-Shuang Li, Zhen-Zhou Zhao and Chang Xu

Reliability Engineering and System Safety, 2024, vol. 242, issue C

Abstract: This paper presents a novel reliability-oriented global sensitivity analysis method using the Subset Simulation (SS) method and the Space Partition (SP) scheme. It can exploit the inherent information of uncertainty within all the conditional samples in each simulation level of SS along the spirit of the SP scheme. The reasoning of the first order indices is firstly provided, followed by a heuristic study on the influence of parametric settings upon the statistical properties of the indices. By extending the calculation process to the higher order indices and formally optimizing the partition scheme considering the coefficient of variation of all the indices, the framework of the proposed reliability-oriented global sensitivity for arbitrary order of indices can be formed. The performance of the direct Monte Carlo method, the Quasi-Monte Carlo method, SP and the proposed method is compared through three numerical examples and two engineering applications, to demonstrate the merits of the proposed one.

Keywords: Global sensitivity; Reliability-oriented sensitivity analysis; Space-partition scheme; Subset simulation (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0951832023007081
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:242:y:2024:i:c:s0951832023007081

DOI: 10.1016/j.ress.2023.109794

Access Statistics for this article

Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares

More articles in Reliability Engineering and System Safety from Elsevier
Bibliographic data for series maintained by Catherine Liu ().