Abstract The paper investigates the Hoeffding–Sobol decomposition of homogeneous co-survival functions. For this class, Choquet representation is transferred to terms functional decomposition, and in addition their individual variances, or superset combinations those. domain integration resulting formulae reduced comparison with already known expressions. When function under study stable tail d...

Although Genetic algorithm (GA), Ant colony (AC) and Particle swarm optimization algorithm (PSO) have already been extended to various types of engineering problems, the effects of initial sampling beside constraints in the efficiency of algorithms, is still an interesting field. In this paper we show that, initial sampling with a special series of constraints play an important role in the conv...

Insurance-linked securities portfolio with the VaR constraint optimization problem have a kind of weak dominance or ordering property, which enables us to reduce the variables’ dimensions gradually through exercising a genetic algorithm with randomly selected initial populations. This property also enables us to add boundary attraction potential to GA-MPC’s repair operator, among other modifica...

The following techniques for uncertainty and sensitivity analysis are briefly summarized: Monte Carlo analysis, differential analysis, response surface methodology, Fourier amplitude sensitivity test, Sobol’ variance decomposition, and fast probability integration. Desirable features of Monte Carlo analysis in conjunction with Latin hypercube sampling are described in discussions of the followi...

This paper proposes and demonstrates a new interactive framework for sensitivity-informed de Novo planning to confront the deep uncertainty within water management problems. The framework couples global sensitivity analysis using Sobol’ variance decomposition with multiobjective evolutionary algorithms (MOEAs) to generate planning alternatives and test their robustness to new modeling assumptio...

The Voronoi tessellation in a plane or in a space has recently aroused renewed interest due to its applications in various areas ranging from astrophysics (see refs. [ 1,2 ] ) to the representation of properties of materials (see ref. [ 31). It turns out that some typical parameters like the area distribution in two dimensions and the volume distribution in three dimensions depend strongly on t...