Calculating first-order sensitivity measures: A benchmark of some recent methodologies

被引：38

作者：

Gatelli, D. ^{[1
]}

Kucherenko, S. ^{[2
]}

Ratto, M. ^{[1
]}

Tarantola, S. ^{[1
]}

机构：

[1] Commiss European Communities, Joint Res Ctr, Inst Protect & Secur Citizen, I-21027 Ispra, VA, Italy

[2] Univ London Imperial Coll Sci Technol & Med, London, England

来源：

RELIABILITY ENGINEERING & SYSTEM SAFETY | 2009年 / 94卷 / 07期

基金：

英国工程与自然科学研究理事会;

关键词：

Global sensitivity analysis; Quasi Monte Carlo methods; Sobol' sensitivity indices; Sobol' method with improved formulas; Random balance designs; State-dependent parameter modelling; COMPONENT FUNCTIONS; RS-HDMR; INDEXES;

D O I：

10.1016/j.ress.2008.03.028

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

This work compares three different global sensitivity analysis techniques, namely the state-dependent parameter (SDP) modelling, the random balance designs, and the improved formulas of the Sobol' sensitivity indices. These techniques are not yet commonly known in the literature. Strengths and weaknesses of each technique in terms of efficiency and computational cost are highlighted, thus enabling the user to choose the more suitable method depending on the computational model analysed. Two test functions proposed in the literature are considered. Computational costs and convergence rates for each function are compared and discussed. (C) 2008 Elsevier Ltd. All rights reserved.

引用

页码：1212 / 1219

页数：8

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