Sensitivity analysis of complex models: coping with dynamic and static inputs

Floriane Anstett-Collin (1) , Jeanne Goffart (2) , Thierry A. Mara (3) , Lilianne Denis-Vidal (4)

1 CRAN - Centre de Recherche en Automatique de Nancy
2 USMB [Université de Savoie] [Université de Chambéry] - Université Savoie Mont Blanc
3 PIMENT - Physique et Ingénierie Mathématique pour l'Énergie, l'environnemeNt et le bâtimenT
4 LMAC - Laboratoire de Mathématiques Appliquées de Compiègne

In this paper, we address the issue of performing sensitivity analysis of complex models presenting uncertain static and dynamic inputs. The dynamic inputs are viewed as random processes which can be represented by a linear combination of the deterministic functions depending on time whose coefficients are uncorrelated random variables. To achieve this, the Karhunen-Loève decomposition of the dynamic inputs is performed. For sensitivity analysis purposes, the influence of the dynamic inputs onto the model response is then given by the one of the uncorrelated random coefficients of the Karhunen-Loève decomposition, which is the originality here. The approach is applied to a building energy model, in order to assess the impact of the uncertainties of the material properties and the weather data on the energy performance of a real low energy consumption house.

Mots clés: Global sensitivity analysis; dynamic and static inputs; Karhunen-Loève expansion; building energy model

Domaines: Applications [stat.AP]; Thermique [physics.class-ph]; Thermique [physics.class-ph]; Automatique / Robotique

Floriane Anstett-Collin, Jeanne Goffart, Thierry A. Mara, Lilianne Denis-Vidal. Sensitivity analysis of complex models: coping with dynamic and static inputs. Reliability Engineering and System Safety, 2015, 134, pp.268-275. ⟨10.1016/j.ress.2014.08.010⟩. ⟨hal-01063795⟩