Publication result detail

On the possibility of the utilizing polynomial chaos expansion for reliability-oriented sensitivity analysis

NOVÁK, L.; KALA, Z.; NOVÁK, D.

Original Title

On the possibility of the utilizing polynomial chaos expansion for reliability-oriented sensitivity analysis

English Title

On the possibility of the utilizing polynomial chaos expansion for reliability-oriented sensitivity analysis

Type

Paper in proceedings (conference paper)

Original Abstract

The paper is focused on fast and efficient method of estimation of reliability-oriented sensitivity indices using Polynomial Chaos Expansion (PCE). It is shown that once the approximation of limit state function is created, it is possible to obtain condi-tional failure probabilities and sensitivity indices directly from PCE without any additional computational demands. The proposed approach is applied on fundamental numerical example with known reference solution and its efficiency and accuracy is discussed. Two reliability-oriented sensitivity indices directly oriented to the failure probability are estimated and compared. The comparison is performed on a interval of failure probability from zero to one. PCE has proven to be an effective tool for estimating sensitivity indices, especially for low probabilities of failure.

English abstract

The paper is focused on fast and efficient method of estimation of reliability-oriented sensitivity indices using Polynomial Chaos Expansion (PCE). It is shown that once the approximation of limit state function is created, it is possible to obtain condi-tional failure probabilities and sensitivity indices directly from PCE without any additional computational demands. The proposed approach is applied on fundamental numerical example with known reference solution and its efficiency and accuracy is discussed. Two reliability-oriented sensitivity indices directly oriented to the failure probability are estimated and compared. The comparison is performed on a interval of failure probability from zero to one. PCE has proven to be an effective tool for estimating sensitivity indices, especially for low probabilities of failure.

Keywords

Polynomial Chaos Expansion, Sensitivity Analysis, Reliability

Key words in English

Polynomial Chaos Expansion, Sensitivity Analysis, Reliability

Authors

NOVÁK, L.; KALA, Z.; NOVÁK, D.

RIV year

2023

Released

06.04.2022

Publisher

American Institute of Physics Inc.

Location

New York, USA

ISBN

978-0-7354-4182-8

Book

AIP Conference Proceedings

ISBN

0094-243X

Periodical

AIP conference proceedings

State

United States of America

Pages from

1

Pages to

4

Pages count

4

BibTex

@inproceedings{BUT180248,
  author="Lukáš {Novák} and Zdeněk {Kala} and Drahomír {Novák}",
  title="On the possibility of the utilizing polynomial chaos expansion for reliability-oriented sensitivity analysis",
  booktitle="AIP Conference Proceedings",
  year="2022",
  journal="AIP conference proceedings",
  number="2425",
  pages="1--4",
  publisher="American Institute of Physics Inc.",
  address="New York, USA",
  doi="10.1063/5.0081542",
  isbn="978-0-7354-4182-8",
  issn="0094-243X"
}