Novel computational methods for high-dimensional stochastic sensitivity analysis
نویسندگان
چکیده
منابع مشابه
Novel computational methods for high-dimensional stochastic sensitivity analysis
This paper presents three new computational methods for calculating design sensitivities of statistical moments and reliability of high-dimensional complex systems subject to random input. The first method represents a novel integration of the polynomial dimensional decomposition (PDD) of a multivariate stochastic response function and score functions. Applied to the statistical moments, the me...
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ژورنال
عنوان ژورنال: International Journal for Numerical Methods in Engineering
سال: 2014
ISSN: 0029-5981
DOI: 10.1002/nme.4659