Global sensitivity of structural variability by random sampling

This paper presents an efficient sampling-based algorithm for the estimation of the upper bounds of the total sensitivity indices. These upper bounds, introduced by Sobol', are based on the integration of the classical (local) gradient sensitivity analysis within the whole parameter space of th...

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Veröffentlicht in:	Computer physics communications 2010-12, Vol.181 (12), p.2072-2081
Hauptverfasser:	Patelli, Edoardo, Pradlwarter, Helmut J., Schuëller, Gerhart I.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Computer simulation Global sensitivity analysis Gradient estimation Mathematical analysis Mathematical models Monte Carlo methods Monte Carlo simulation Random sampling Sensitivity analysis Sobol' indices Uncertain quantification Upper bounds Variance decomposition
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