期刊
RELIABILITY ENGINEERING & SYSTEM SAFETY
卷 94, 期 7, 页码 1135-1148出版社
ELSEVIER SCI LTD
DOI: 10.1016/j.ress.2008.05.006
关键词
Global sensitivity analysis; Monte Carlo methods; Quasi-Monte Carlo methods; Derivative-based global measures; Morris method; Sobol' sensitivity indices; Sobol' sequences
资金
- EPSRC [EP/D506743/1] Funding Source: UKRI
- Engineering and Physical Sciences Research Council [EP/D506743/1] Funding Source: researchfish
A novel approach for evaluation of derivative-based global sensitivity measures (DGSM) is presented. It is compared with the Morris and the Sobol' sensitivity indices methods. it is shown that there is a link between DGSM and Sobol' sensitivity indices. DGSM are very easy to implement and evaluate numerically. The computational time required for numerical evaluation of DGSM is many orders of magnitude lower than that for estimation of the Sobol' sensitivity indices, It is also lower than that for the Morris method. Efficiencies of Monte Carlo (MC) and quasi-Monte Carlo (QMC) sampling methods for Calculation of DGSM are compared. It is shown that the superiority of QMC over MC depends on the problem's effective dimension, which can also be estimated using DGSM. (C) 2008 Elsevier Ltd. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据