A priori error estimates for local reliability-based sensitivity analysis with Monte Carlo Simulation

Torii, André Jacomel and Novotny, Antonio André

Reliability Engineering and System Safety, 2021, vol. 213, issue C

Abstract: In this work, we present a priori error estimates for local reliability-based sensitivity analysis. The Score Function Method and the Weak Approach using Monte Carlo Simulation are studied. The results are important for practical choice of parameters in local sensitivity analysis. Besides, the results can be employed for development of a posteriori error estimates and adaptive schemes in the future. The theoretical results are obtained for the one dimensional case, but are also useful in the multidimensional context, as confirmed through a set of numerical experiments.

Keywords: Probability of failure; Reliability; Sensitivity analysis; Error estimate (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0951832021002799
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:213:y:2021:i:c:s0951832021002799

DOI: 10.1016/j.ress.2021.107749

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 ().