Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation
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...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/490718 |
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| author | Lei Cheng Zhenzhou Lu Luyi Li |
| author_facet | Lei Cheng Zhenzhou Lu Luyi Li |
| author_sort | Lei Cheng |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-60158b149fb44ff3a66088cc9462ebab |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-60158b149fb44ff3a66088cc9462ebab2025-02-03T01:31:04ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/490718490718Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop EstimationLei Cheng0Zhenzhou Lu1Luyi Li2School of Aeronautics, Northwestern Polytechnical University, P.O. Box 120, Xi’an, Shaanxi 710072, ChinaSchool of Aeronautics, Northwestern Polytechnical University, P.O. Box 120, Xi’an, Shaanxi 710072, ChinaSchool of Aeronautics, Northwestern Polytechnical University, P.O. Box 120, Xi’an, Shaanxi 710072, ChinaAn 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.http://dx.doi.org/10.1155/2014/490718 |
| spellingShingle | Lei Cheng Zhenzhou Lu Luyi Li Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation Journal of Applied Mathematics |
| title | Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation |
| title_full | Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation |
| title_fullStr | Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation |
| title_full_unstemmed | Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation |
| title_short | Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single-Loop Estimation |
| title_sort | global sensitivity analysis of fuzzy distribution parameter on failure probability and its single loop estimation |
| url | http://dx.doi.org/10.1155/2014/490718 |
| work_keys_str_mv | AT leicheng globalsensitivityanalysisoffuzzydistributionparameteronfailureprobabilityanditssingleloopestimation AT zhenzhoulu globalsensitivityanalysisoffuzzydistributionparameteronfailureprobabilityanditssingleloopestimation AT luyili globalsensitivityanalysisoffuzzydistributionparameteronfailureprobabilityanditssingleloopestimation |