Global response sensitivity analysis using probability distance measures and generalization of Sobol's analysis

Greegar, G and Manohar, CS (2015) Global response sensitivity analysis using probability distance measures and generalization of Sobol's analysis. In: PROBABILISTIC ENGINEERING MECHANICS, 41 . pp. 21-33.

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Abstract

The study introduces two new alternatives for global response sensitivity analysis based on the application of the L-2-norm and Hellinger's metric for measuring distance between two probabilistic models. Both the procedures are shown to be capable of treating dependent non-Gaussian random variable models for the input variables. The sensitivity indices obtained based on the L2-norm involve second order moments of the response, and, when applied for the case of independent and identically distributed sequence of input random variables, it is shown to be related to the classical Sobol's response sensitivity indices. The analysis based on Hellinger's metric addresses variability across entire range or segments of the response probability density function. The measure is shown to be conceptually a more satisfying alternative to the Kullback-Leibler divergence based analysis which has been reported in the existing literature. Other issues addressed in the study cover Monte Carlo simulation based methods for computing the sensitivity indices and sensitivity analysis with respect to grouped variables. Illustrative examples consist of studies on global sensitivity analysis of natural frequencies of a random multi-degree of freedom system, response of a nonlinear frame, and safety margin associated with a nonlinear performance function. (C) 2015 Elsevier Ltd. All rights reserved.

Item Type:	Journal Article
Publication:	PROBABILISTIC ENGINEERING MECHANICS
Publisher:	ELSEVIER SCI LTD
Additional Information:	Copy right for this article belongs to the ELSEVIER SCI LTD, THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, OXON, ENGLAND
Keywords:	Global sensitivity analysis; Hellinger metric; Kullback-Leibler divergence; Probability distance metrics; Sobol's analysis
Department/Centre:	Division of Mechanical Sciences > Civil Engineering
Date Deposited:	09 Oct 2015 05:26
Last Modified:	09 Oct 2015 05:26
URI:	http://eprints.iisc.ac.in/id/eprint/52516

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