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KALA, Z.
Originální název
Variance-based Sensitivity Indices for Stochastic Models with Correlated Inputs
Anglický název
Druh
Stať ve sborníku v databázi WoS či Scopus
Originální abstrakt
The goal of this article is the formulation of the principles of one of the possible strategies in implementing correlation between input random variables so as to be usable for algorithm development and the evaluation of Sobol’s sensitivity analysis. With regard to the types of stochastic computational models, which are commonly found in structural mechanics, an algorithm was designed for effective use in conjunction with Monte Carlo methods. Sensitivity indices are evaluated for all possible permutations of the decorrelation procedures for input parameters. The evaluation of Sobol’s sensitivity coefficients is illustrated on an example in which a computational model was used for the analysis of the resistance of a steel bar in tension with statistically dependent input geometric characteristics.
Anglický abstrakt
Klíčová slova
Steel, Sensitivity, Structures, Reliability, Simulation, Random, Stochastic, Correlation
Klíčová slova v angličtině
Autoři
Rok RIV
2016
Vydáno
01.03.2015
ISBN
978-0-7354-1287-3
Kniha
Numerical Analysis and Applied Mathematics 2014, ICNAAM 2014
Strany od
1
Strany do
4
Strany počet
URL
http://dx.doi.org/10.1063/1.4913077
BibTex
@inproceedings{BUT114238, author="Zdeněk {Kala}", title="Variance-based Sensitivity Indices for Stochastic Models with Correlated Inputs", booktitle="Numerical Analysis and Applied Mathematics 2014, ICNAAM 2014", year="2015", pages="1--4", doi="10.1063/1.4913077", isbn="978-0-7354-1287-3", url="http://dx.doi.org/10.1063/1.4913077" }