Sensitivity analysis in presence of model uncertainty and correlated inputs

Reliability Engineering and System Safety

Volumn 91, Issue 10-11, 2006, Pages 1126-1134

  Jacques, Julien ^a   Lavergne, Christian ^b   Devictor, Nicolas ^c  

^a INRIA RHÔNE ALPES   (France)

^b CNRS   (France)

^c IRFM   (France)

Author keywords

Correlated inputs; Global sensitivity analysis; Model mutation; Model uncertainty; Multidimensional sensitivity indices

Indexed keywords

COMPUTER SIMULATION; MONTE CARLO METHODS; PROBLEM SOLVING; RELIABILITY THEORY; UNCERTAIN SYSTEMS;

CORRELATED INPUTS; GLOBAL SENSITIVITY ANALYSIS; MODEL MUTATION; MODEL UNCERTAINTY; MULTIDIMENSIONAL SENSITIVITY INDICES;

SENSITIVITY ANALYSIS;

EID: 33745934223     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2005.11.047     Document Type: Article

References (13)

1. Sobol IM. Sensitivity estimates for nonlinear mathematical models. Mathematical modeling and computational experiments, 1993.
2. McKay MD. Evaluating prediction uncertainty. Technical Report NUREG/CR-6311, US Nuclear Regulatory Commission, Los Alamos National Laboratory, 1995.
3. Ishigami T, Homma T. An importance quantification technique in uncertainty analysis for computer models. In: Proceedings of the ZSUMA '90, University of Maryland, USA, 1990. p. 398-403.
4. Homma T., and Saltelli A. Importance measures in global sensitivity analysis of non linear models. Reliab Eng Syst Saf 52 (1996) 1-17
5. Saltelli A. Making best use of model evaluations to compute sensitivity indices. Comput Phys Commun 145 (2002) 280-297
6. Cukier RI, Levine HB, Shuler KE. Nonlinear sensitivity analysis of multiparameter model systems. J Comput Phys 1978.
7. Schaibly J.H., and Shuler K.E. Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. II applications. J Chem Phys 59 (1973) 3879-3888
8. Saltelli A., Tarantola S., and Chan K. A quantitative model-independent method for global sensitivity analysis of model output. Technometrics 41 1 (1999)
9. Saltelli A., Chan K., and Scott E.M. Sensitivity analysis (2000), Wiley, New York
10. Homma T., and Saltelli A. Uses of Sobol's quasirandom sequence generator for integration of modified uncertainty importance measure. J Nucl Sci Technol 32 (1995) 1164-1173
11. Iooss B, Devictor N, Van Dorpe F. Response surfaces and sensitivity analysis for an environmental model of dose calculations. In: Proceedings of fourth international conference on sensitivity analysis of model output, Santa-Fe, New Mexico, USA, March 8-11, 2004.
12. Perey FG. Least-squares dosimetry unfolding: the program STAY'SL. ORNL/TM-6062 ENDF-254.
13. Devictor N, Marques M, Jacques J, Lavergne C. Advances in methods for uncertainty and sensitivity analysis. In: Proceedings of the workshop "level 2 probabilistic safety assessment", OCDE/AEN/CSNI/WGRISK, Köln, Germany, March 2004.