Journal
RELIABILITY ENGINEERING & SYSTEM SAFETY
Volume 91, Issue 10-11, Pages 1126-1134Publisher
ELSEVIER SCI LTD
DOI: 10.1016/j.ress.2005.11.047
Keywords
global sensitivity analysis; model uncertainty; model mutation; correlated inputs; multidimensional sensitivity indices
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The first motivation of this work is to take into account model uncertainty in sensitivity analysis (SA). We present with some examples, a methodology to treat uncertainty due to a mutation of the studied model. Development of this methodology has highlighted an important problem, frequently encountered in SA: how to interpret sensitivity indices when random inputs are non-independent? This paper suggests a strategy for the problem of SA of models with non-independent random inputs. We propose a new application of the multidimensional generalization of classical sensitivity indices, resulting from group sensitivities (sensitivity of the output of the model to a group of inputs), and describe an estimation method based on Monte-Carlo simulations. Practical and theoretical applications illustrate the interest of this method. (c) 2005 Elsevier Ltd. All rights reserved.
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