Variance-based Sensitivity Indices for Stochastic Models with Correlated Inputs

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F15%3APU113848" target="_blank" >RIV/00216305:26110/15:PU113848 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1063/1.4913077" target="_blank" >http://dx.doi.org/10.1063/1.4913077</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1063/1.4913077" target="_blank" >10.1063/1.4913077</a>

Result language

angličtina

Original language name

Variance-based Sensitivity Indices for Stochastic Models with Correlated Inputs

Original language description

The goal of this article is the formulation of the principles of one of the possible strategies in implementing correlation between input random variables so as to be usable for algorithm development and the evaluation of Sobol’s sensitivity analysis. With regard to the types of stochastic computational models, which are commonly found in structural mechanics, an algorithm was designed for effective use in conjunction with Monte Carlo methods. Sensitivity indices are evaluated for all possible permutations of the decorrelation procedures for input parameters. The evaluation of Sobol’s sensitivity coefficients is illustrated on an example in which a computational model was used for the analysis of the resistance of a steel bar in tension with statistically dependent input geometric characteristics.

Czech name

—

Czech description

—

Type

D - Article in proceedings

CEP classification

—

OECD FORD branch

20102 - Construction engineering, Municipal and structural engineering

Project

<a href="/en/project/GA14-17997S" target="_blank" >GA14-17997S: Global Sensitivity Analysis in Nonlinear Structural Mechanics</a><br>

Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2015

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Numerical Analysis and Applied Mathematics 2014, ICNAAM 2014

ISBN

978-0-7354-1287-3

ISSN

—

e-ISSN

—

Number of pages

4

Pages from-to

1-4

Publisher name

Neuveden

Place of publication

Neuveden

Event location

Rhodes

Event date

Sep 21, 2014

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

000355339705074