Stochastic sensitivity analysis: determination of the best approximation of Sobol’ sensitivity indices

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Original languageEnglish
Title of host publicationProceedings of ISMA 2020 - International Conference on Noise and Vibration Engineering and USD 2020 - International Conference on Uncertainty in Structural Dynamics
EditorsW. Desmet, B. Pluymers, D. Moens, S. Vandemaele
Pages3719-3733
Number of pages15
ISBN (electronic)9789082893113
Publication statusPublished - 2020
Event2020 International Conference on Noise and Vibration Engineering, ISMA 2020 and 2020 International Conference on Uncertainty in Structural Dynamics, USD 2020 - online (Leuven), Belgium
Duration: 7 Sept 20209 Sept 2020

Abstract

For the identification of the most influential input variables in a simulation model, global sensitivity analyses can be applied. For deterministic simulation models, i.e. models that yield the same outputs when being evaluated twice with the same set of inputs, sensitivity analyses are widely known. However, some simulation models are non-deterministic (i.e. stochastic) and include uncontrollable variables (also called seed or stochastic inputs). For stochastic models, each model evaluation leads to at least slightly different results. As a consequence, total sensitivity indices - measuring the influence of an input including all its interactions - cannot be calculated exactly, since uncontrollable variables cannot be fixed. So far, approximations are either based on an averaging approach or quasi total indices are used. Depending on the model and the considered input, any of the two approaches can yield better results. That is why, here, a method to determine the preferable approach is proposed.

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Stochastic sensitivity analysis: determination of the best approximation of Sobol’ sensitivity indices. / Hübler, C.
Proceedings of ISMA 2020 - International Conference on Noise and Vibration Engineering and USD 2020 - International Conference on Uncertainty in Structural Dynamics. ed. / W. Desmet; B. Pluymers; D. Moens; S. Vandemaele. 2020. p. 3719-3733.

Research output: Chapter in book/report/conference proceedingConference contributionResearch

Hübler, C 2020, Stochastic sensitivity analysis: determination of the best approximation of Sobol’ sensitivity indices. in W Desmet, B Pluymers, D Moens & S Vandemaele (eds), Proceedings of ISMA 2020 - International Conference on Noise and Vibration Engineering and USD 2020 - International Conference on Uncertainty in Structural Dynamics. pp. 3719-3733, 2020 International Conference on Noise and Vibration Engineering, ISMA 2020 and 2020 International Conference on Uncertainty in Structural Dynamics, USD 2020, online (Leuven), Belgium, 7 Sept 2020. <https://past.isma-isaac.be/downloads/isma2020/proceedings/Contribution_112_proceeding_3.pdf>
Hübler, C. (2020). Stochastic sensitivity analysis: determination of the best approximation of Sobol’ sensitivity indices. In W. Desmet, B. Pluymers, D. Moens, & S. Vandemaele (Eds.), Proceedings of ISMA 2020 - International Conference on Noise and Vibration Engineering and USD 2020 - International Conference on Uncertainty in Structural Dynamics (pp. 3719-3733) https://past.isma-isaac.be/downloads/isma2020/proceedings/Contribution_112_proceeding_3.pdf
Hübler C. Stochastic sensitivity analysis: determination of the best approximation of Sobol’ sensitivity indices. In Desmet W, Pluymers B, Moens D, Vandemaele S, editors, Proceedings of ISMA 2020 - International Conference on Noise and Vibration Engineering and USD 2020 - International Conference on Uncertainty in Structural Dynamics. 2020. p. 3719-3733
Hübler, C. / Stochastic sensitivity analysis: determination of the best approximation of Sobol’ sensitivity indices. Proceedings of ISMA 2020 - International Conference on Noise and Vibration Engineering and USD 2020 - International Conference on Uncertainty in Structural Dynamics. editor / W. Desmet ; B. Pluymers ; D. Moens ; S. Vandemaele. 2020. pp. 3719-3733
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