Publication detail

New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability

KALA, Z.

Original Title

New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability

Type

journal article in Web of Science

Language

English

Original Abstract

This article presents new sensitivity measures in reliability-oriented global sensitivity analysis. The obtained results show that the contrast and the newly proposed sensitivity measures (entropy and two others) effectively describe the influence of input random variables on the probability of failure Pf. The contrast sensitivity measure builds on Sobol, using the variance of the binary outcome as either a success (0) or a failure (1). In Bernoulli distribution, variance Pf(1 - Pf) and discrete entropy -Pf ln(Pf) -(1-Pf) ln(1-Pf) are similar to dome functions. By replacing the variance with discrete entropy, a new alternative sensitivity measure is obtained, and then two additional new alternative measures are derived. It is shown that the desired property of all the measures is a dome shape; the rise is not important. Although the decomposition of sensitivity indices with alternative measures is not proven, the case studies suggest a rationale structure of all the indices in the sensitivity analysis of small Pf. The sensitivity ranking of input variables based on the total indices is approximately the same, but the proportions of the first-order and the higher-order indices are very different. Discrete entropy gives significantly higher proportions of first-order sensitivity indices than the other sensitivity measures, presenting entropy as an interesting new sensitivity measure of engineering reliability.

Keywords

sensitivity analysis; reliability analysis; failure probability; entropy; uncertainty; importance measure

Authors

KALA, Z.

Released

29. 9. 2021

Publisher

MDPI

Location

BASEL

ISBN

2227-7390

Periodical

Mathematics

Year of study

9

Number

19

State

Swiss Confederation

Pages from

1

Pages to

20

Pages count

20

URL

https://www.mdpi.com/2227-7390/9/19/2425/pdf

Full text in the Digital Library

http://hdl.handle.net/11012/204038

BibTex

@article{BUT176085,
  author="Zdeněk {Kala}",
  title="New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability",
  journal="Mathematics",
  year="2021",
  volume="9",
  number="19",
  pages="1--20",
  doi="10.3390/math9192425",
  issn="2227-7390",
  url="https://www.mdpi.com/2227-7390/9/19/2425/pdf"
}