Interval-based global sensitivity analysis for epistemic uncertainty

Enrique Miralles-Dolz, Ander Gray, Marco de Angelis, Edoardo Patelli

Research output: Chapter in Book/Report/Conference proceedingChapter

8 Downloads (Pure)

Abstract

The objective of sensitivity analysis is to understand how the input uncertainty of a mathematical model contributes to its output uncertainty. In the context of a digital twin, sensitivity analysis is of paramount importance for the automatic verification and validation of physical models, and the identification of parameters which require more empirical investment. Yet, sensitivity analysis often requires making assumptions, e.g., about the probability distribution functions of the input factors, about the model itself, or relies on surrogate models for the evaluation of the sensitivity that also introduce more assumptions. We present a non-probabilistic sensitivity analysis method which requires no assumptions about the input probability distributions: the uncertainty in the input is expressed in the form of intervals, and employs the width of the output interval as the only measure. We use the Ishigami function as test case to show the performance of the proposed method, and compare it with Sobol' indices.
Original languageEnglish
Title of host publicationProceedings of the 32nd European Safety and Reliability Conference (ESREL 2022)
Place of PublicationSingapore
Pages2545-2552
Number of pages8
DOIs
Publication statusPublished - 1 Sept 2022
EventEuropean Conference on Safety and Reliability 2022 - Technological University Dublin Grangegorman Campus, Technological University Dublin , Ireland
Duration: 28 Aug 20221 Sept 2022
https://www.esrel2022.com/

Conference

ConferenceEuropean Conference on Safety and Reliability 2022
Abbreviated titleESREL 2022
Country/TerritoryIreland
CityTechnological University Dublin
Period28/08/221/09/22
Internet address

Keywords

  • uncertainty quantification
  • sensitivity analysis
  • interval arithmetic
  • Sobol indices
  • digital twin

Fingerprint

Dive into the research topics of 'Interval-based global sensitivity analysis for epistemic uncertainty'. Together they form a unique fingerprint.

Cite this