Details
| Original language | English |
|---|---|
| Article number | 106749 |
| Journal | Reliability Engineering and System Safety |
| Volume | 195 |
| Early online date | 11 Nov 2019 |
| Publication status | Published - Mar 2020 |
Abstract
For many engineering problems, it is important to know which random input variables have significant influence on relevant outputs, since, for example, these inputs are of special interest in optimisation tasks or their uncertainty can significantly influence the structural reliability. For the identification of influential inputs, sensitivity analyses can be used. Sobol’ indices are an accurate sensitivity measure for non-linear problems. However, for most structural engineering problems with high computing times per model evaluation, standard calculation procedures of Sobol’ indices using random sampling (e.g. Monte Carlo) are conditionally suitable. That is why stochastic expansion methods for the computation of Sobol’ indices have been developed recently. Especially for low-dimensional problems, these methods have the ability to significantly reduce the number of function evaluations compared to standard sampling approaches. In this work, a two-step approach consisting of a meta-model-based dimensional reduction and a subsequent calculation of Sobol’ indices using stochastic collocation is proposed to extend this ability to medium-dimensional engineering problems with arbitrary input distributions. The efficiency of the proposed approach is verified using several analytical examples. More complex applications from the field of wind energy engineering are used to demonstrate the practical relevance and the benefits in, for example, structural reliability engineering.
Keywords
- Global sensitivity analysis, Sobol’ indices, Stochastic collocation, Structural engineering, Wind energy
ASJC Scopus subject areas
- Engineering(all)
- Safety, Risk, Reliability and Quality
- Engineering(all)
- Industrial and Manufacturing Engineering
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In: Reliability Engineering and System Safety, Vol. 195, 106749, 03.2020.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - Global sensitivity analysis for medium-dimensional structural engineering problems using stochastic collocation
AU - Hübler, Clemens
N1 - Funding Information: This work was supported by the compute cluster, which is funded by Leibniz Universität Hannover, the Lower Saxony Ministry of Science and Culture (MWK), and the German Research Foundation (DFG).
PY - 2020/3
Y1 - 2020/3
N2 - For many engineering problems, it is important to know which random input variables have significant influence on relevant outputs, since, for example, these inputs are of special interest in optimisation tasks or their uncertainty can significantly influence the structural reliability. For the identification of influential inputs, sensitivity analyses can be used. Sobol’ indices are an accurate sensitivity measure for non-linear problems. However, for most structural engineering problems with high computing times per model evaluation, standard calculation procedures of Sobol’ indices using random sampling (e.g. Monte Carlo) are conditionally suitable. That is why stochastic expansion methods for the computation of Sobol’ indices have been developed recently. Especially for low-dimensional problems, these methods have the ability to significantly reduce the number of function evaluations compared to standard sampling approaches. In this work, a two-step approach consisting of a meta-model-based dimensional reduction and a subsequent calculation of Sobol’ indices using stochastic collocation is proposed to extend this ability to medium-dimensional engineering problems with arbitrary input distributions. The efficiency of the proposed approach is verified using several analytical examples. More complex applications from the field of wind energy engineering are used to demonstrate the practical relevance and the benefits in, for example, structural reliability engineering.
AB - For many engineering problems, it is important to know which random input variables have significant influence on relevant outputs, since, for example, these inputs are of special interest in optimisation tasks or their uncertainty can significantly influence the structural reliability. For the identification of influential inputs, sensitivity analyses can be used. Sobol’ indices are an accurate sensitivity measure for non-linear problems. However, for most structural engineering problems with high computing times per model evaluation, standard calculation procedures of Sobol’ indices using random sampling (e.g. Monte Carlo) are conditionally suitable. That is why stochastic expansion methods for the computation of Sobol’ indices have been developed recently. Especially for low-dimensional problems, these methods have the ability to significantly reduce the number of function evaluations compared to standard sampling approaches. In this work, a two-step approach consisting of a meta-model-based dimensional reduction and a subsequent calculation of Sobol’ indices using stochastic collocation is proposed to extend this ability to medium-dimensional engineering problems with arbitrary input distributions. The efficiency of the proposed approach is verified using several analytical examples. More complex applications from the field of wind energy engineering are used to demonstrate the practical relevance and the benefits in, for example, structural reliability engineering.
KW - Global sensitivity analysis
KW - Sobol’ indices
KW - Stochastic collocation
KW - Structural engineering
KW - Wind energy
UR - http://www.scopus.com/inward/record.url?scp=85074987200&partnerID=8YFLogxK
U2 - 10.1016/j.ress.2019.106749
DO - 10.1016/j.ress.2019.106749
M3 - Article
AN - SCOPUS:85074987200
VL - 195
JO - Reliability Engineering and System Safety
JF - Reliability Engineering and System Safety
SN - 0951-8320
M1 - 106749
ER -