A Sampling-Based Sensitivity Analysis Method Considering the Uncertainties of Input Variables and Their Distribution Parameters

Abstract

For engineering products with uncertain input variables and distribution parameters, a sampling-based sensitivity analysis methodology was investigated to efficiently determine the influences of these uncertainties. In the calculation of the sensitivity indices, the nonlinear degrees of the performance function in the subintervals were greatly reduced by using the integral whole domain segmentation method, while the mean and variance of the performance function were calculated using the unscented transformation method. Compared with the traditional Monte Carlo simulation method, the loop number and sampling number in every loop were decreased by using the multiplication approximation and Gaussian integration methods. The proposed algorithm also reduced the calculation complexity by reusing the sample points in the calculation of two sensitivity indices to measure the influence of input variables and their distribution parameters. The accuracy and efficiency of the proposed algorithm were verified with three numerical examples and one engineering example.