Detail publikace

On distribution-based global sensitivity analysis by polynomial chaos expansion

NOVÁK, L.

Originální název

On distribution-based global sensitivity analysis by polynomial chaos expansion

Typ

článek v časopise ve Web of Science, Jimp

Jazyk

angličtina

Originální abstrakt

This paper presents a novel distribution-based global sensitivity analysis based on the Kullback-Leibler divergence derived directly from generalized polynomial chaos expansion (PCE). The synergy between PCE and Gram-Charlier expansion is utilized for derivation of novel and computationally efficient sensitivity indices. In contrast to a standard procedure for estimation of higher statistical moments, this paper reviews standard linearization problem of Hermite and Jacobi polynomials in order to efficiently estimate skewness and kurtosis direclty from PCE. Higher statistical moments are used for an estimation of probability distribution by Gram-Charlier expansion, which is represented by derived explicit cumulative distribution function. The proposed sensitivity indices taking the whole probability distribution into account are calculated for several numerical examples of increasing complexity in order to present their possibilities. It is shown, that the proposed sensitivity indices are obtained without any additional computational demands together with Sobol indices, and thus can be easily used as complementary information for a complex sensitivity analysis or any decision making in industrial applications. Application of the proposed approach on engineering structure is presented in case of prestressed concrete roof girders failing shear. Moreover, the potential of the proposed approach for reliability-oriented sensitivity analysis is investigated in pilot numerical example.(c) 2022 Elsevier Ltd. All rights reserved.

Klíčová slova

Sensitivity analysis; Gram-Charlier expansion; Surrogate modelling; Kullback-Leibler divergence; Polynomial chaos expansion

Autoři

NOVÁK, L.

Vydáno

15. 7. 2022

Nakladatel

PERGAMON-ELSEVIER SCIENCE LTD

Místo

OXFORD

ISSN

0045-7949

Periodikum

COMPUTERS & STRUCTURES

Ročník

267

Číslo

1

Stát

Spojené království Velké Británie a Severního Irska

Strany od

1

Strany do

14

Strany počet

14

URL

https://www.sciencedirect.com/science/article/pii/S0045794922000682

BibTex

@article{BUT178110,
  author="Lukáš {Novák}",
  title="On distribution-based global sensitivity analysis by polynomial chaos expansion",
  journal="COMPUTERS & STRUCTURES",
  year="2022",
  volume="267",
  number="1",
  pages="1--14",
  doi="10.1016/j.compstruc.2022.106808",
  issn="0045-7949",
  url="https://www.sciencedirect.com/science/article/pii/S0045794922000682"
}