Title: Sensitivity Analysis Using Contribution to Sample Variance Plot: Application to a Water Hammer Model
Authors: TARANTOLA StefanoKOPUSTINSKAS VytisBOLADO LAVIN RicardoKALIATKA AlgisUSPURAS EugenijusVAISNORAS Mindaugas
Citation: RELIABILITY ENGINEERING & SYSTEM SAFETY vol. 99 no. 1 p. 62-73
Publisher: ELSEVIER SCI LTD
Publication Year: 2012
JRC Publication N°: JRC67235
ISSN: 0951-8320
URI: www.elsevier.com/locate/ress
http://publications.jrc.ec.europa.eu/repository/handle/JRC67235
DOI: 10.1016/j.ress.2011.10.007
Type: Articles in Journals
Abstract: This paper presents “contribution to sample variance plot”, a natural extension of the “contribution to the sample mean plot”, which is a graphical tool for global sensitivity analysis originally proposed by Sinclair. These straightforward tools have great potential to display graphical sensitivity information given a generic input sample and its related model realisations. The contribution to the sample variance can be obtained at no extra cost, i.e. from the same points used for deriving the contribution to the sample mean and/or scatter-plots. The proposed approach effectively instructs the analyst on how to achieve a targeted reduction of the variance, by operating on the extremes of the input parameters’ ranges. The approach is tested against a known benchmark for sensitivity studies, the Ishigami test function, and a numerical model simulating the behaviour of a water hammer effect in a piping system.
JRC Institute:Institute for Transuranium Elements

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