Journal
RELIABILITY ENGINEERING & SYSTEM SAFETY
Volume 92, Issue 7, Pages 957-960Publisher
ELSEVIER SCI LTD
DOI: 10.1016/j.ress.2006.07.001
Keywords
Sobol' method; approximation error; sensitivity analysis by groups; sensitivity indices
Funding
- EPSRC [EP/D506743/1] Funding Source: UKRI
- Engineering and Physical Sciences Research Council [EP/D506743/1] Funding Source: researchfish
Ask authors/readers for more resources
One of the major settings of global sensitivity analysis is that of fixing non-influential factors, in order to reduce the dimensionality of a model. However, this is often done without knowing the magnitude of the approximation error being produced. This paper presents a new theorem for the estimation of the average approximation error generated when fixing a group of non-influential factors. A simple function where analytical solutions are available is used to illustrate the theorem. The numerical estimation of small sensitivity indices is discussed. (C) 2006 Elsevier Ltd. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available