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Constrained Global Sensitivity Analysis: Sobol’ indices for problems in non-rectangular domains

Klymenko, Oleksiy V., Kucherenko, Sergei and Shah, Nilay (2017) Constrained Global Sensitivity Analysis: Sobol’ indices for problems in non-rectangular domains Computer Aided Chemical Engineering, 40. pp. 151-156.

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Abstract

The variance-based method of global sensitivity analysis based on Sobol' sensitivity indices has become very popular among practitioners due to its ease of interpretation. A novel theoretical and numerical framework for the estimation of Sobol’ sensitivity indices for models in which inputs are confined to a non-rectangular domain (e.g., in presence of inequality constraints) is developed. MC/QMC estimators based on the acceptance-rejection sampling method are proposed for the numerical estimation of Sobol’ sensitivity indices. Random Sampling - High Dimensional Model Representation metamodeling method is used to approximate models and constraints which significantly reduces the cost of evaluating Sobol’ sensitivity indices. Several model test functions with constraints are considered. The method is shown to be general and efficient.

Item Type: Article
Divisions : Faculty of Engineering and Physical Sciences > Chemical and Process Engineering
Authors :
NameEmailORCID
Klymenko, Oleksiy V.o.klymenko@surrey.ac.uk
Kucherenko, Sergei
Shah, Nilay
Date : 9 November 2017
DOI : 10.1016/B978-0-444-63965-3.50027-1
Copyright Disclaimer : © 2017 Elsevier B.V. All rights reserved.
Uncontrolled Keywords : Global sensitivity analysis; Sobol’ sensitivity indices; Dependent inputs; Constrained global sensitivity analysis
Additional Information : Antonio Espuña, Moisès Graells and Luis Puigjaner (Editors), Proceedings of the 27th European Symposium on Computer Aided Process Engineering – ESCAPE 27 October 1st - 5th, 2017, Barcelona, Spain © 2017 Elsevier B.V. All rights reserved.
Depositing User : Diane Maxfield
Date Deposited : 05 Sep 2019 14:54
Last Modified : 05 Sep 2019 14:54
URI: http://epubs.surrey.ac.uk/id/eprint/852557

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