Efficient multivariate sensitivity analysis for dynamic models based on cubature formula

Yushan Liu,Luyi Li,Changcong Zhou,Haodong Zhao

Engineering Structures（2020）

引用 3|浏览11

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摘要

•Two algorithms based on cubature formula are proposed for multivariate global SA.•The new algorithms work efficiently by a few integral points.•Except for random variables, sensitivities of random process are also studied.•Comparison with existing methods shows the advantages of the new algorithms.

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关键词

Global sensitivity analysis,Cubature formula,Principle component analysis (PCA),Karhunen–Loeve (KL) expansion

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