On distribution-based global sensitivity analysis by polynomial chaos expansion

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F22%3APU144692" target="_blank" >RIV/00216305:26110/22:PU144692 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.sciencedirect.com/science/article/pii/S0045794922000682" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0045794922000682</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.compstruc.2022.106808" target="_blank" >10.1016/j.compstruc.2022.106808</a>

Jazyk výsledku

angličtina

Název v původním jazyce

On distribution-based global sensitivity analysis by polynomial chaos expansion

Popis výsledku v původním jazyce

This paper presents a novel distribution-based global sensitivity analysis based on the Kullback-Leibler divergence derived directly from generalized polynomial chaos expansion (PCE). The synergy between PCE and Gram-Charlier expansion is utilized for derivation of novel and computationally efficient sensitivity indices. In contrast to a standard procedure for estimation of higher statistical moments, this paper reviews standard linearization problem of Hermite and Jacobi polynomials in order to efficiently estimate skewness and kurtosis direclty from PCE. Higher statistical moments are used for an estimation of probability distribution by Gram-Charlier expansion, which is represented by derived explicit cumulative distribution function. The proposed sensitivity indices taking the whole probability distribution into account are calculated for several numerical examples of increasing complexity in order to present their possibilities. It is shown, that the proposed sensitivity indices are obtained without any additional computational demands together with Sobol indices, and thus can be easily used as complementary information for a complex sensitivity analysis or any decision making in industrial applications. Application of the proposed approach on engineering structure is presented in case of prestressed concrete roof girders failing shear. Moreover, the potential of the proposed approach for reliability-oriented sensitivity analysis is investigated in pilot numerical example.(c) 2022 Elsevier Ltd. All rights reserved.

Název v anglickém jazyce

On distribution-based global sensitivity analysis by polynomial chaos expansion

Popis výsledku anglicky

This paper presents a novel distribution-based global sensitivity analysis based on the Kullback-Leibler divergence derived directly from generalized polynomial chaos expansion (PCE). The synergy between PCE and Gram-Charlier expansion is utilized for derivation of novel and computationally efficient sensitivity indices. In contrast to a standard procedure for estimation of higher statistical moments, this paper reviews standard linearization problem of Hermite and Jacobi polynomials in order to efficiently estimate skewness and kurtosis direclty from PCE. Higher statistical moments are used for an estimation of probability distribution by Gram-Charlier expansion, which is represented by derived explicit cumulative distribution function. The proposed sensitivity indices taking the whole probability distribution into account are calculated for several numerical examples of increasing complexity in order to present their possibilities. It is shown, that the proposed sensitivity indices are obtained without any additional computational demands together with Sobol indices, and thus can be easily used as complementary information for a complex sensitivity analysis or any decision making in industrial applications. Application of the proposed approach on engineering structure is presented in case of prestressed concrete roof girders failing shear. Moreover, the potential of the proposed approach for reliability-oriented sensitivity analysis is investigated in pilot numerical example.(c) 2022 Elsevier Ltd. All rights reserved.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

20102 - Construction engineering, Municipal and structural engineering

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

2022

Kód důvěrnosti údajů

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

Název periodika

COMPUTERS & STRUCTURES

ISSN

0045-7949

e-ISSN

1879-2243

Svazek periodika

267

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

GB - Spojené království Velké Británie a Severního Irska

Počet stran výsledku

14

Strana od-do

1-14

Kód UT WoS článku

000798355900001

EID výsledku v databázi Scopus

2-s2.0-85129298719