A new effective screening design for structural sensitivity analysis of failure probability with the epistemic uncertainty

Sinan Xiao, Zhenzhou Lu and Liyang Xu

Reliability Engineering and System Safety, 2016, vol. 156, issue C, 1-14

Abstract: In this paper, two new sampling strategies are proposed to estimate the Morris’ screening sensitivity measure and its improved version. The two new sampling strategies, which employ random sampling and quasi-random sampling respectively, compute the elementary effects of each factor at the same initial point and with a same step size in the input space. The new quasi-random sampling strategy performs better than the radial based sampling strategy and the new random sampling strategy performs almost the same with the radial based sampling strategy. Then, the improved version of the Morris’ screening sensitivity measure is applied to estimate the effects of the epistemic uncertainty of random variables’ distribution parameters on the failure probability using the new quasi-random sampling strategy. During this process, the principle of maximum entropy, fractional moments and dimension reduction method are used to estimate the failure probability with a good accuracy and a low computational demand. Several examples are employed to demonstrate the reasonability and the efficiency of the proposed strategy.

Keywords: Epistemic uncertainty; Elementary effects method; Failure probability; Trajectory based sampling strategy; Radial based sampling strategy (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:156:y:2016:i:c:p:1-14

DOI: 10.1016/j.ress.2016.07.014

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