DocumentCode :
3719290
Title :
The improvement of sobol´ sensitivity analysis method
Author :
Qiang Liu;Baiwei Feng;Zuyuan Liu;Zhailiu Hao;Heng Zhang
Author_Institution :
Key Laboratory of High Performance Ship Technology (Wuhan University of Technology), Ministry of Education, School of Transportation, Wuhan University of Technology Wuhan, China
fYear :
2015
Firstpage :
1
Lastpage :
5
Abstract :
Sobol´ sensitivity analysis method is widely used as a classical approach in global sensitivity analysis. this paper improves the integral used for calculating conditional variance, and proves that it can reduce error in the view of Monte Carlo method; besides, Sobol´ low discrepancy sequence is replaced by another quasi-random numbers with lower star discrepancy generated by uniform design to increase accuracy of Quasi-Monte Carlo method. A numerical example verifies that both measures can effectively improve accuracy of estimation of sensitivity index for Quasi-Monte Carlo method.
Keywords :
"Silicon","Estimation","Numerical models","Computational modeling","Sensitivity analysis","Uncertainty"
Publisher :
ieee
Conference_Titel :
Reliability Systems Engineering (ICRSE), 2015 First International Conference on
Type :
conf
DOI :
10.1109/ICRSE.2015.7366460
Filename :
7366460
Link To Document :
بازگشت