TY - JOUR

T1 - Global sensitivity analysis for systems with independent and/or correlated inputs

AU - Li, Genyuan

AU - Rabitz, Herschel

AU - Yelvington, Paul E.

AU - Oluwole, Oluwayemisi O.

AU - Bacon, Fred

AU - Kolb, Charles E.

AU - Schoendorf, Jacqueline

PY - 2010/5/20

Y1 - 2010/5/20

N2 - The objective of a global sensitivity analysis is to rank the importance of the system inputs considering their uncertainty and the influence they have upon the uncertainty of the system output, typically over a large region of input space. This paper introduces a new unified framework of global sensitivity analysis for systems whose input probability distributions are independent and/or correlated. The new treatment is based on covariance decomposition of the unconditional variance of the output. The treatment can be applied to mathematical models, as well as to measured laboratory and field data. When the input probability distribution is correlated, three sensitivity indices give a full description, respectively, of the total, structural (reflecting the system structure) and correlative (reflecting the correlated input probability distribution) contributions for an input or a subset of inputs. The magnitudes of all three indices need to be considered in order to quantitatively determine the relative importance of the inputs acting either independently or collectively. For independent inputs, these indices reduce to a single index consistent with previous variance-based methods. The estimation of the sensitivity indices is based on a meta-modeling approach, specifically on the random sampling-high dimensional model representation (RS-HDMR). This approach is especially useful for the treatment of laboratory and field data where the input sampling is often uncontrolled.

AB - The objective of a global sensitivity analysis is to rank the importance of the system inputs considering their uncertainty and the influence they have upon the uncertainty of the system output, typically over a large region of input space. This paper introduces a new unified framework of global sensitivity analysis for systems whose input probability distributions are independent and/or correlated. The new treatment is based on covariance decomposition of the unconditional variance of the output. The treatment can be applied to mathematical models, as well as to measured laboratory and field data. When the input probability distribution is correlated, three sensitivity indices give a full description, respectively, of the total, structural (reflecting the system structure) and correlative (reflecting the correlated input probability distribution) contributions for an input or a subset of inputs. The magnitudes of all three indices need to be considered in order to quantitatively determine the relative importance of the inputs acting either independently or collectively. For independent inputs, these indices reduce to a single index consistent with previous variance-based methods. The estimation of the sensitivity indices is based on a meta-modeling approach, specifically on the random sampling-high dimensional model representation (RS-HDMR). This approach is especially useful for the treatment of laboratory and field data where the input sampling is often uncontrolled.

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U2 - 10.1021/jp9096919

DO - 10.1021/jp9096919

M3 - Article

C2 - 20420436

AN - SCOPUS:77952413455

VL - 114

SP - 6022

EP - 6032

JO - Journal of Physical Chemistry A

JF - Journal of Physical Chemistry A

SN - 1089-5639

IS - 19

ER -