Journal
MECHANICAL SYSTEMS AND SIGNAL PROCESSING
Volume 106, Issue -, Pages 495-510Publisher
ACADEMIC PRESS LTD- ELSEVIER SCIENCE LTD
DOI: 10.1016/j.ymssp.2018.01.015
Keywords
Variance-based sensitivity indices; Law of total variance; Successive intervals without overlapping; Space-partition
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Funding
- National Natural Science Foundation of China [51475370, 51775439]
- Innovation Foundation for Doctor Dissertation of Northwestern Polytechnical University [CX201708]
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To efficiently execute the variance-based global sensitivity analysis, the law of total variance in the successive intervals without overlapping is proved at first, on which an efficient space-partition sampling-based approach is subsequently proposed in this paper. Through partitioning the sample points of output into different subsets according to different inputs, the proposed approach can efficiently evaluate all the main effects concurrently by one group of sample points. In addition, there is no need for optimizing the partition scheme in the proposed approach. The maximum length of subintervals is decreased by increasing the number of sample points of model input variables in the proposed approach, which guarantees the convergence condition of the space-partition approach well. Furthermore, a new interpretation on the thought of partition is illuminated from the perspective of the variance ratio function. Finally, three test examples and one engineering application are employed to demonstrate the accuracy, efficiency and robustness of the proposed approach. (C) 2018 Elsevier Ltd. All rights reserved.
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