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Density modification based reliability sensitivity analysis

Published in HAL (Le Centre pour la Communication Scientifique Directe) • Oct 3, 2012
NobleIDNI0P73W75R20S47
Authors:
Paul Lemaître
,
Ekatarina Sergienko
,
Aurélie Arnaud

Abstract

Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes a new sensitivity index, based upon the modification of the probability density function (pdf) of the random inputs, wh...

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