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Sensitivity analysis of complex models: Coping with dynamic and static inputs

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  • Anstett-Collin, F.
  • Goffart, J.
  • Mara, T.
  • Denis-Vidal, L.

Abstract

In this paper, we address the issue of conducting a sensitivity analysis of complex models with both static and dynamic uncertain inputs. While several approaches have been proposed to compute the sensitivity indices of the static inputs (i.e. parameters), the one of the dynamic inputs (i.e. stochastic fields) have been rarely addressed. For this purpose, we first treat each dynamic as a Gaussian process. Then, the truncated Karhunen–Loève expansion of each dynamic input is performed. Such an expansion allows to generate independent Gaussian processes from a finite number of independent random variables. Given that a dynamic input is represented by a finite number of random variables, its variance-based sensitivity index is defined by the sensitivity index of this group of variables. Besides, an efficient sampling-based strategy is described to estimate the first-order indices of all the input factors by only using two input samples. The approach is applied to a building energy model, in order to assess the impact of the uncertainties of the material properties (static inputs) and the weather data (dynamic inputs) on the energy performance of a real low energy consumption house.

Suggested Citation

  • Anstett-Collin, F. & Goffart, J. & Mara, T. & Denis-Vidal, L., 2015. "Sensitivity analysis of complex models: Coping with dynamic and static inputs," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 268-275.
  • Handle: RePEc:eee:reensy:v:134:y:2015:i:c:p:268-275
    DOI: 10.1016/j.ress.2014.08.010
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    References listed on IDEAS

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    Cited by:

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    2. Zhai, Qingqing & Ye, Zhi-Sheng & Yang, Jun & Zhao, Yu, 2016. "Measurement errors in degradation-based burn-in," Reliability Engineering and System Safety, Elsevier, vol. 150(C), pages 126-135.
    3. Oleksandra Hotra & Svitlana Kovtun & Oleg Dekusha & Żaklin Grądz, 2021. "Prospects for the Application of Wavelet Analysis to the Results of Thermal Conductivity Express Control of Thermal Insulation Materials," Energies, MDPI, vol. 14(17), pages 1-15, August.

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