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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
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:213:y:2021:i:c:s0951832021002799

DOI: 10.1016/j.ress.2021.107749

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