Mathematics (Jan 2024)

Derivative-Variance Hybrid Global Sensitivity Measure with Optimal Sampling Method Selection

  • Jiacheng Liu,
  • Haiyun Liu,
  • Cong Zhang,
  • Jiyin Cao,
  • Aibo Xu,
  • Jiwei Hu

DOI
https://doi.org/10.3390/math12030396
Journal volume & issue
Vol. 12, no. 3
p. 396

Abstract

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This paper proposes a derivative-variance hybrid global sensitivity measure with optimal sampling method selection. The proposed sensitivity measure is as computationally efficient as the derivative-based global sensitivity measure, which also serves as the conservative estimation of the corresponding variance-based global sensitivity measure. Moreover, the optimal sampling method for the proposed sensitivity measure is studied. In search of the optimal sampling method, we investigated the performances of six widely used sampling methods, namely Monte Carlo sampling, Latin hypercube sampling, stratified sampling, Latinized stratified sampling, and quasi-Monte Carlo sampling using the Sobol and Halton sequences. In addition, the proposed sensitivity measure is validated through its application to a rural bridge.

Keywords