Sequential designs for sensitivity analysis of functional inputs in computer experiments

Jana Fruth (1) , Olivier Roustant (2, 3, 4) , Sonja Kuhnt (1, 5)

1 TU - Technische Universität Dortmund [Dortmund]
2 DEMO-ENSMSE - Département Décision en Entreprise : Modélisation, Optimisation
3 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques
4 LIMOS - Laboratoire d'Informatique, de Modélisation et d'optimisation des Systèmes
5 FH Dortmund - Fachhochschule Dortmund - University of Applied Sciences and Arts

Computer experiments are nowadays commonly used to analyze industrial processes aiming at achieving a wanted outcome. Sensitivity analysis plays an important role in exploring the actual impact of adjustable parameters on the response variable. In this work we focus on sensitivity analysis of a scalar-valued output of a time-consuming computer code depending on scalar and functional input parameters. We investigate a sequential methodology, based on piecewise constant functions and sequential bifurcation, which is both economical and fully interpretable. The new approach is applied to a sheet metal forming problem in three sequential steps, resulting in new insights into the behavior of the forming process over time.

Mots clés: sensitivity analysis; functional input; sequential approach; sheet metal forming

Domaines: Applications [stat.AP]

Jana Fruth, Olivier Roustant, Sonja Kuhnt. Sequential designs for sensitivity analysis of functional inputs in computer experiments. 2014. ⟨hal-00943509⟩