Journal
STRUCTURAL SAFETY
Volume 65, Issue -, Pages 74-83Publisher
ELSEVIER
DOI: 10.1016/j.strusafe.2016.12.007
Keywords
Variance-based sensitivity analysis; Unconditional expectation; Conditional expectation; Multiplication approximation of the response function
Categories
Funding
- Natural Science Foundation of China [51475370]
- Fundamental Research Funds for the Central University [3102015BJ(II)CG009]
- Innovation Foundation for Doctor Dissertation of Northwestern Polytechnical University
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In order to improve the efficiency, the accuracy and the robustness of the sampling-based methods for estimating the variance-based sensitivity indices, a new efficient method based on the combination of the unconditional expectation, the conditional expectation and the multiplication approximation of the response function is proposed in this paper. By the new equivalent forms of the variance-based sensitivity indices and the multiplication approximation of the response function, the proposed method can simultaneously estimate all the order effects by repeatedly making use of the same sample points. Through three typical test examples and an engineering application, the efficiency, the accuracy and the robustness of the proposed method are demonstrated in comparison with other existing sampling based methods. (C) 2016 Elsevier Ltd. All rights reserved.
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