IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v195y2020ics0951832019307604.html
   My bibliography  Save this article

Global sensitivity analysis for medium-dimensional structural engineering problems using stochastic collocation

Author

Listed:
  • Hübler, Clemens

Abstract

For many engineering problems, it is important to know which random input variables have significant influence on relevant outputs, since, for example, these inputs are of special interest in optimisation tasks or their uncertainty can significantly influence the structural reliability. For the identification of influential inputs, sensitivity analyses can be used. Sobol’ indices are an accurate sensitivity measure for non-linear problems. However, for most structural engineering problems with high computing times per model evaluation, standard calculation procedures of Sobol’ indices using random sampling (e.g. Monte Carlo) are conditionally suitable. That is why stochastic expansion methods for the computation of Sobol’ indices have been developed recently. Especially for low-dimensional problems, these methods have the ability to significantly reduce the number of function evaluations compared to standard sampling approaches. In this work, a two-step approach consisting of a meta-model-based dimensional reduction and a subsequent calculation of Sobol’ indices using stochastic collocation is proposed to extend this ability to medium-dimensional engineering problems with arbitrary input distributions. The efficiency of the proposed approach is verified using several analytical examples. More complex applications from the field of wind energy engineering are used to demonstrate the practical relevance and the benefits in, for example, structural reliability engineering.

Suggested Citation

  • Hübler, Clemens, 2020. "Global sensitivity analysis for medium-dimensional structural engineering problems using stochastic collocation," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
  • Handle: RePEc:eee:reensy:v:195:y:2020:i:c:s0951832019307604
    DOI: 10.1016/j.ress.2019.106749
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832019307604
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ress.2019.106749?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Murcia, Juan Pablo & Réthoré, Pierre-Elouan & Dimitrov, Nikolay & Natarajan, Anand & Sørensen, John Dalsgaard & Graf, Peter & Kim, Taeseong, 2018. "Uncertainty propagation through an aeroelastic wind turbine model using polynomial surrogates," Renewable Energy, Elsevier, vol. 119(C), pages 910-922.
    2. Hübler, Clemens & Gebhardt, Cristian Guillermo & Rolfes, Raimund, 2017. "Hierarchical four-step global sensitivity analysis of offshore wind turbines based on aeroelastic time domain simulations," Renewable Energy, Elsevier, vol. 111(C), pages 878-891.
    3. Iooss, Bertrand & Van Dorpe, François & Devictor, Nicolas, 2006. "Response surfaces and sensitivity analyses for an environmental model of dose calculations," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1241-1251.
    4. Häfele, Jan & Hübler, Clemens & Gebhardt, Cristian Guillermo & Rolfes, Raimund, 2018. "A comprehensive fatigue load set reduction study for offshore wind turbines with jacket substructures," Renewable Energy, Elsevier, vol. 118(C), pages 99-112.
    5. Sobol’, I.M. & Tarantola, S. & Gatelli, D. & Kucherenko, S.S. & Mauntz, W., 2007. "Estimating the approximation error when fixing unessential factors in global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 92(7), pages 957-960.
    6. Velarde, Joey & Kramhøft, Claus & Sørensen, John Dalsgaard, 2019. "Global sensitivity analysis of offshore wind turbine foundation fatigue loads," Renewable Energy, Elsevier, vol. 140(C), pages 177-189.
    7. Sudret, Bruno, 2008. "Global sensitivity analysis using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 93(7), pages 964-979.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Deman, G. & Konakli, K. & Sudret, B. & Kerrou, J. & Perrochet, P. & Benabderrahmane, H., 2016. "Using sparse polynomial chaos expansions for the global sensitivity analysis of groundwater lifetime expectancy in a multi-layered hydrogeological model," Reliability Engineering and System Safety, Elsevier, vol. 147(C), pages 156-169.
    2. Chen, Xin & Molina-Cristóbal, Arturo & Guenov, Marin D. & Riaz, Atif, 2019. "Efficient method for variance-based sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 97-115.
    3. Matieyendou Lamboni, 2018. "Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance," Statistical Papers, Springer, vol. 59(1), pages 361-386, March.
    4. Deman, G. & Kerrou, J. & Benabderrahmane, H. & Perrochet, P., 2015. "Sensitivity analysis of groundwater lifetime expectancy to hydro-dispersive parameters: The case of ANDRA Meuse/Haute-Marne site," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 276-286.
    5. Sudret, B. & Mai, C.V., 2015. "Computing derivative-based global sensitivity measures using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 241-250.
    6. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
    7. Li, Chenzhao & Mahadevan, Sankaran, 2016. "An efficient modularized sample-based method to estimate the first-order Sobol׳ index," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 110-121.
    8. Chen, Chao & Duffour, Philippe & Fromme, Paul & Hua, Xugang, 2021. "Numerically efficient fatigue life prediction of offshore wind turbines using aerodynamic decoupling," Renewable Energy, Elsevier, vol. 178(C), pages 1421-1434.
    9. Carta, José A. & Díaz, Santiago & Castañeda, Alberto, 2020. "A global sensitivity analysis method applied to wind farm power output estimation models," Applied Energy, Elsevier, vol. 280(C).
    10. Azzini, Ivano & Rosati, Rossana, 2021. "Sobol’ main effect index: an Innovative Algorithm (IA) using Dynamic Adaptive Variances," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
    11. Alexanderian, Alen & Gremaud, Pierre A. & Smith, Ralph C., 2020. "Variance-based sensitivity analysis for time-dependent processes," Reliability Engineering and System Safety, Elsevier, vol. 196(C).
    12. Mara, Thierry Alex, 2009. "Extension of the RBD-FAST method to the computation of global sensitivity indices," Reliability Engineering and System Safety, Elsevier, vol. 94(8), pages 1274-1281.
    13. Marrel, Amandine & Iooss, Bertrand & Laurent, Béatrice & Roustant, Olivier, 2009. "Calculations of Sobol indices for the Gaussian process metamodel," Reliability Engineering and System Safety, Elsevier, vol. 94(3), pages 742-751.
    14. Konakli, Katerina & Sudret, Bruno, 2016. "Global sensitivity analysis using low-rank tensor approximations," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 64-83.
    15. Plischke, Elmar, 2012. "An adaptive correlation ratio method using the cumulative sum of the reordered output," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 149-156.
    16. Velarde, Joey & Kramhøft, Claus & Sørensen, John Dalsgaard, 2019. "Global sensitivity analysis of offshore wind turbine foundation fatigue loads," Renewable Energy, Elsevier, vol. 140(C), pages 177-189.
    17. Thapa, Mishal & Missoum, Samy, 2022. "Uncertainty quantification and global sensitivity analysis of composite wind turbine blades," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
    18. Mirko Ginocchi & Ferdinanda Ponci & Antonello Monti, 2021. "Sensitivity Analysis and Power Systems: Can We Bridge the Gap? A Review and a Guide to Getting Started," Energies, MDPI, vol. 14(24), pages 1-59, December.
    19. Borgonovo, E., 2010. "Sensitivity analysis with finite changes: An application to modified EOQ models," European Journal of Operational Research, Elsevier, vol. 200(1), pages 127-138, January.
    20. Xu, Jun & Wang, Ding, 2019. "Structural reliability analysis based on polynomial chaos, Voronoi cells and dimension reduction technique," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 329-340.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:195:y:2020:i:c:s0951832019307604. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.