Density modification based reliability sensitivity analysis - Archive ouverte HAL Accéder directement au contenu
Rapport Année : 2012

Density modification based reliability sensitivity analysis

Résumé

Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes a new sensitivity index, based upon the modification of the probability density function (pdf) of the random inputs, when the quantity of interest is a failure probability (probability that a model output exceeds a given threshold). An input is considered influential if the input pdf modification leads to a broad change in the failure probability. These sensitivity indices can be computed using the sole set of simulations that has already been used to estimate the failure probability, thus limiting the number of calls to the numerical model. In the case of a Monte Carlo sample, asymptotical properties of the indices are derived. Based on Kullback-Leibler divergence, several types of input perturbations are introduced. The relevance of this new sensitivity analysis method is analysed through three case studies.
Fichier principal
Vignette du fichier
Article_v69.pdf (485.81 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-00737978 , version 1 (03-10-2012)
hal-00737978 , version 2 (30-11-2012)
hal-00737978 , version 3 (09-03-2014)

Identifiants

Citer

Paul Lemaître, Ekaterina Sergienko, Aurélie Arnaud, Nicolas Bousquet, Fabrice Gamboa, et al.. Density modification based reliability sensitivity analysis. 2012. ⟨hal-00737978v2⟩
719 Consultations
487 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More