Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation
Joint Authors
Lu, Zhenzhou
Cheng, Lei
Li, Luyi
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-15
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
An extending Borgonovo’s global sensitivity analysis is proposed to measure the influence of fuzzy distribution parameters on fuzzy failure probability by averaging the shift between the membership functions (MFs) of unconditional and conditional failure probability.
The presented global sensitivity indices can reasonably reflect the influence of fuzzy-valued distribution parameters on the character of the failure probability, whereas solving the MFs of unconditional and conditional failure probability is time-consuming due to the involved multiple-loop sampling and optimization operators.
To overcome the large computational cost, a single-loop simulation (SLS) is introduced to estimate the global sensitivity indices.
By establishing a sampling probability density, only a set of samples of input variables are essential to evaluate the MFs of unconditional and conditional failure probability in the presented SLS method.
Significance of the global sensitivity indices can be verified and demonstrated through several numerical and engineering examples.
American Psychological Association (APA)
Cheng, Lei& Lu, Zhenzhou& Li, Luyi. 2014. Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-475798
Modern Language Association (MLA)
Cheng, Lei…[et al.]. Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation. Journal of Applied Mathematics No. 2014 (2014), pp.1-11.
https://search.emarefa.net/detail/BIM-475798
American Medical Association (AMA)
Cheng, Lei& Lu, Zhenzhou& Li, Luyi. Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-475798
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-475798