Sensitivity study of dynamic systems using polynomial chaos

被引:43
作者
Haro Sandoval, Eduardo [1 ]
Anstett-Collin, Floriane [2 ]
Basset, Michel [3 ]
机构
[1] Univ Panamer, Mexico City 03920, DF, Mexico
[2] Univ Lorraine, F-54500 Vandoeuvre Les Nancy, France
[3] Univ Haute Alsace, F-68093 Mulhouse, France
关键词
Global sensitivity analysis; Dynamic system; Polynomial chaos expansion; Sensitivity functions; STOCHASTIC FINITE-ELEMENT; UNCERTAINTY; IDENTIFICATION;
D O I
10.1016/j.ress.2012.04.001
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
Global sensitivity has mainly been analyzed in static models, though most physical systems can be described by differential equations. Very few approaches have been proposed for the sensitivity of dynamic models and the only ones are local. Nevertheless, it would be of great interest to consider the entire uncertainty range of parameters since they can vary within large intervals depending on their meaning. Other advantage of global analysis is that the sensitivity indices of a given parameter are evaluated while all the other parameters can be varied. In this way, the relative variability of each parameter is taken into account, revealing any possible interactions. This paper presents the global sensitivity analysis for dynamic models with an original approach based on the polynomial chaos (PC) expansion of the output. The evaluation of the PC expansion of the output is less expensive compared to direct simulations. Moreover, at each time instant, the coefficients of the PC decomposition convey the parameter sensitivity and then a sensitivity function can be obtained. The PC coefficients are determined using non-intrusive methods. The proposed approach is illustrated with some well-known dynamic systems. (C) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码:15 / 26
页数:12
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