New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F21%3APU143150" target="_blank" >RIV/00216305:26110/21:PU143150 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.mdpi.com/2227-7390/9/19/2425/pdf" target="_blank" >https://www.mdpi.com/2227-7390/9/19/2425/pdf</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.3390/math9192425" target="_blank" >10.3390/math9192425</a>

Jazyk výsledku

angličtina

Název v původním jazyce

New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability

Popis výsledku v původním jazyce

This article presents new sensitivity measures in reliability-oriented global sensitivity analysis. The obtained results show that the contrast and the newly proposed sensitivity measures (entropy and two others) effectively describe the influence of input random variables on the probability of failure Pf. The contrast sensitivity measure builds on Sobol, using the variance of the binary outcome as either a success (0) or a failure (1). In Bernoulli distribution, variance Pf(1 - Pf) and discrete entropy -Pf ln(Pf) -(1-Pf) ln(1-Pf) are similar to dome functions. By replacing the variance with discrete entropy, a new alternative sensitivity measure is obtained, and then two additional new alternative measures are derived. It is shown that the desired property of all the measures is a dome shape; the rise is not important. Although the decomposition of sensitivity indices with alternative measures is not proven, the case studies suggest a rationale structure of all the indices in the sensitivity analysis of small Pf. The sensitivity ranking of input variables based on the total indices is approximately the same, but the proportions of the first-order and the higher-order indices are very different. Discrete entropy gives significantly higher proportions of first-order sensitivity indices than the other sensitivity measures, presenting entropy as an interesting new sensitivity measure of engineering reliability.

Název v anglickém jazyce

New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability

Popis výsledku anglicky

This article presents new sensitivity measures in reliability-oriented global sensitivity analysis. The obtained results show that the contrast and the newly proposed sensitivity measures (entropy and two others) effectively describe the influence of input random variables on the probability of failure Pf. The contrast sensitivity measure builds on Sobol, using the variance of the binary outcome as either a success (0) or a failure (1). In Bernoulli distribution, variance Pf(1 - Pf) and discrete entropy -Pf ln(Pf) -(1-Pf) ln(1-Pf) are similar to dome functions. By replacing the variance with discrete entropy, a new alternative sensitivity measure is obtained, and then two additional new alternative measures are derived. It is shown that the desired property of all the measures is a dome shape; the rise is not important. Although the decomposition of sensitivity indices with alternative measures is not proven, the case studies suggest a rationale structure of all the indices in the sensitivity analysis of small Pf. The sensitivity ranking of input variables based on the total indices is approximately the same, but the proportions of the first-order and the higher-order indices are very different. Discrete entropy gives significantly higher proportions of first-order sensitivity indices than the other sensitivity measures, presenting entropy as an interesting new sensitivity measure of engineering reliability.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10103 - Statistics and probability

Projekt

<a href="/cs/project/GA20-01734S" target="_blank" >GA20-01734S: Pravděpodobnostně orientovaná globální citlivostní měření konstrukční spolehlivosti</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2021

Kód důvěrnosti údajů

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

Název periodika

Mathematics

ISSN

2227-7390

e-ISSN

—

Svazek periodika

9

Číslo periodika v rámci svazku

19

Stát vydavatele periodika

CH - Švýcarská konfederace

Počet stran výsledku

20

Strana od-do

1-20

Kód UT WoS článku

000709197200001

EID výsledku v databázi Scopus

2-s2.0-85116364260