Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F21%3APU143152" target="_blank" >RIV/00216305:26110/21:PU143152 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.mdpi.com/2073-8994/13/2/263" target="_blank" >https://www.mdpi.com/2073-8994/13/2/263</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.3390/sym13020263" target="_blank" >10.3390/sym13020263</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles

Popis výsledku v původním jazyce

The article introduces quantile deviation l as a new sensitivity measure based on the difference between superquantile and subquantile. New global sensitivity indices based on the square of l are presented. The proposed sensitivity indices are compared with quantile-oriented sensitivity indices subordinated to contrasts and classical Sobol sensitivity indices. The comparison is performed in a case study using a non-linear mathematical function, the output of which represents the elastic resistance of a slender steel member under compression. The steel member has random imperfections that reduce its load-carrying capacity. The member length is a deterministic parameter that significantly changes the sensitivity of the output resistance to the random effects of input imperfections. The comparison of the results of three types of global sensitivity analyses shows the rationality of the new quantile-oriented sensitivity indices, which have good properties similar to classical Sobol indices. Sensitivity indices subordinated to contrasts are the least comprehensible because they exhibit the strongest interaction effects between inputs. However, using total indices, all three types of sensitivity analyses lead to approximately the same conclusions. The similarity of the results of two quantile-oriented and Sobol sensitivity analysis confirms that Sobol sensitivity analysis is empathetic to the structural reliability and that the variance is one of the important characteristics significantly influencing the low quantile of resistance.

Název v anglickém jazyce

Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles

Popis výsledku anglicky

The article introduces quantile deviation l as a new sensitivity measure based on the difference between superquantile and subquantile. New global sensitivity indices based on the square of l are presented. The proposed sensitivity indices are compared with quantile-oriented sensitivity indices subordinated to contrasts and classical Sobol sensitivity indices. The comparison is performed in a case study using a non-linear mathematical function, the output of which represents the elastic resistance of a slender steel member under compression. The steel member has random imperfections that reduce its load-carrying capacity. The member length is a deterministic parameter that significantly changes the sensitivity of the output resistance to the random effects of input imperfections. The comparison of the results of three types of global sensitivity analyses shows the rationality of the new quantile-oriented sensitivity indices, which have good properties similar to classical Sobol indices. Sensitivity indices subordinated to contrasts are the least comprehensible because they exhibit the strongest interaction effects between inputs. However, using total indices, all three types of sensitivity analyses lead to approximately the same conclusions. The similarity of the results of two quantile-oriented and Sobol sensitivity analysis confirms that Sobol sensitivity analysis is empathetic to the structural reliability and that the variance is one of the important characteristics significantly influencing the low quantile of resistance.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10700 - Other natural sciences

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

Symmetry

ISSN

2073-8994

e-ISSN

—

Svazek periodika

13

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CH - Švýcarská konfederace

Počet stran výsledku

21

Strana od-do

1-21

Kód UT WoS článku

000623154000001

EID výsledku v databázi Scopus

2-s2.0-85100731257