相关论文: Using sparse polynomial chaos expansions for the g…

This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge…

Global sensitivity analysis aims at determining which uncertain input parameters of a computational model primarily drives the variance of the output quantities of interest. Sobol' indices are now routinely applied in this context when the…

The presence of uncertainties are inevitable in engineering design and analysis, where failure in understanding their effects might lead to the structural or functional failure of the systems. The role of global sensitivity analysis in this…

Global sensitivity analysis is now established as a powerful approach for determining the key random input parameters that drive the uncertainty of model output predictions. Yet the classical computation of the so-called Sobol' indices is…

Variance-based global sensitivity analysis, in particular Sobol' analysis, is widely used for determining the importance of input variables to a computational model. Sobol' indices can be computed cheaply based on spectral methods like…

Chaos expansions are widely used in global sensitivity analysis (GSA), as they leverage orthogonal bases of L2 spaces to efficiently compute Sobol' indices, particularly in data-scarce settings. When derivatives are available, we argue that…

The so-called polynomial chaos expansion is widely used in computer experiments. For example, it is a powerful tool to estimate Sobol' sensitivity indices. In this paper, we consider generalized chaos expansions built on general tensor…

In uncertainty quantification, evaluating sensitivity measures under specific conditions (i.e., conditional Sobol' indices) is essential for systems with parameterized responses, such as spatial fields or varying operating conditions.…

Computational models of the cardiovascular system are increasingly used for the diagnosis, treatment, and prevention of cardiovascular disease. Before being used for translational applications, the predictive abilities of these models need…

Global sensitivity analysis aims at quantifying respective effects of input random variables (or combinations thereof) onto variance of a physical or mathematical model response. Among the abundant literature on sensitivity measures, Sobol'…

In the field of computer experiments sensitivity analysis aims at quantifying the relative importance of each input parameter (or combinations thereof) of a computational model with respect to the model output uncertainty. Variance…

In this paper, we develop a numerical approach based on Chaos expansions to analyze the sensitivity and the propagation of epistemic uncertainty through a queueing systems with breakdowns. Here, the quantity of interest is the stationary…

We present a systematic global sensitivity analysis using the Sobol method which can be utilized to rank the variables that affect two quantity of interests -- pore pressure depletion and stress change -- around a hydraulically-fractured…

Cornaton et al. [2007] introduced the concept of lifetime expectancy as a performance measure of the safety of subsurface repositories, based upon the travel time for contaminants released at a certain point in the subsurface to reach the…

To tackle the curse of dimensionality and multicollinearity problems of polynomial chaos expansion for analyzing global sensitivity and reliability of models with high stochastic dimensions, this paper proposes a novel non-intrusive…

This paper presents a spatial Global Sensitivity Analysis (GSA) approach in a 2D shallow water equations based High Resolution (HR) flood model. The aim of a spatial GSA is to produce sensitivity maps which are based on Sobol index…

Sensitivity analysis (SA) is an important aspect of process automation. It often aims to identify the process inputs that influence the process output's variance significantly. Existing SA approaches typically consider the input-output…

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

This paper presents an approach for estimating Shapley effects for use as global sensitivity metrics to quantify the relative importance of uncertain model parameters. Polynomial Chaos expansion, a well established approach for developing…

Global Sensitivity Analysis (GSA) methods are useful tools to rank input parameters uncertainties regarding their impact on result variability. In practice, such type of approach is still at an exploratory level for studies relying on 2D…