Elsevier

Procedia IUTAM

Volume 13, 2015, Pages 127-137
Procedia IUTAM

Sensitivity Computation for Uncertain Dynamical Systems Using High-dimensional Model Representation and Hierarchical Grids

https://doi.org/10.1016/j.piutam.2015.01.010Get rights and content
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Abstract

Global sensitivity analysis is an important tool for uncertainty analysis of systems with uncertain model parameters. A general framework for the determination of sensitivity measures for fuzzy uncertainty analysis is presented. The derivation is founded on the high-dimensional model representation, which provides a common basis with Sobol indices, illustrating the similarities and differences of fuzzy and stochastic uncertainty analysis. For the numerical calculation, a sparse-grid approach is suggested, providing an efficient realization due to the direct relationship between hierarchical grids and the sensitivity measures.

Keywords

Fuzzy Uncertainty Analysis
Global Sensitivity
High Dimensional Model Representation
Sparse-Grid Methods

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Peer-review under responsibility of organizing committee of Institute of Engineering and Computational Mechanics University of Stuttgart.