کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
805903 905241 2009 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Monte Carlo evaluation of derivative-based global sensitivity measures
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
Monte Carlo evaluation of derivative-based global sensitivity measures
چکیده انگلیسی

A novel approach for evaluation of derivative-based global sensitivity measures (DGSM) is presented. It is compared with the Morris and the Sobol’ sensitivity indices methods. It is shown that there is a link between DGSM and Sobol’ sensitivity indices. DGSM are very easy to implement and evaluate numerically. The computational time required for numerical evaluation of DGSM is many orders of magnitude lower than that for estimation of the Sobol’ sensitivity indices. It is also lower than that for the Morris method. Efficiencies of Monte Carlo (MC) and quasi-Monte Carlo (QMC) sampling methods for calculation of DGSM are compared. It is shown that the superiority of QMC over MC depends on the problem's effective dimension, which can also be estimated using DGSM.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Reliability Engineering & System Safety - Volume 94, Issue 7, July 2009, Pages 1135–1148
نویسندگان
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