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Please use this identifier to cite or link to this item: http://repository.iitr.ac.in/handle/123456789/5404
Title: Stochastic sensitivity analysis using HDMR and score function
Authors: Chowdhury R.
Rao B.N.
Prasad A.M.
Published in: Sadhana - Academy Proceedings in Engineering Sciences
Abstract: Probabilistic sensitivities provide an important insight in reliability analysis and often crucial towards understanding the physical behaviour underlying failure and modifying the design to mitigate and manage risk. This article presents a new computational approach for calculating stochastic sensitivities of mechanical systems with respect to distribution parameters of random variables. The method involves high dimensional model representation and score functions associated with probability distribution of a random input. The proposed approach facilitates first-and second-order approximation of stochastic sensitivity measures and statistical simulation. The formulation is general such that any simulation method can be used for the computation such as Monte Carlo, importance sampling, Latin hypercube, etc. Both the probabilistic response and its sensitivities can be estimated from a single probabilistic analysis, without requiring gradients of performance function. Numerical results indicate that the proposed method provides accurate and computationally efficient estimates of sensitivities of statistical moments or reliability of structural system. ¬© Indian Academy of Sciences 2009.
Citation: Sadhana - Academy Proceedings in Engineering Sciences(2009), 34(6): 967-986
URI: https://doi.org/10.1007/s12046-009-0058-1
http://repository.iitr.ac.in/handle/123456789/5404
Issue Date: 2009
Keywords: High dimensional model representation
Score function
Statistical moment
Stochastic sensitivity
Structural reliability
ISSN: 2562499
Author Scopus IDs: 10046255200
24462032800
7401882163
Author Affiliations: Chowdhury, R., School of Engineering, Swansea University, Swansea SA2 8PP, United Kingdom
Rao, B.N., Structural Engineering Division, Department of Civil Engineering, Indian Institute of Technology Madras, Chennai 600 036, India
Prasad, A.M., Structural Engineering Division, Department of Civil Engineering, Indian Institute of Technology Madras, Chennai 600 036, India
Funding Details: The authors would like to acknowledge the financial support by the Board of Research in Nuclear Sciences, India (2004/36/39-BRNS/2332). First author acknowledges the support of the Royal Society through Newton International Fellowship.
Corresponding Author: Rao, B. N.; Structural Engineering Division, Department of Civil Engineering, Indian Institute of Technology Madras, Chennai 600 036, India; email: bnrao@iitm.ac.in
Appears in Collections:Journal Publications [CE]

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