An analytic method for sensitivity analysis of complex systems

详细信息    查看全文

• 作者：Yueying Zhu^a ; ^b ; ^{Yueying.Zhu.Etu@univ-lemans.fr} ; Qiuping Alexandre Wang^a ; ^c ; Wei Li^b ; ^d ; Xu Cai^b
• 关键词：Variance propagation ; Central moment ; Taylor series ; Sensitivity analysis ; Complex systems
• 刊名：Physica A: Statistical Mechanics and its Applications
• 出版年：2017
• 出版时间：1 March 2017
• 年：2017
• 卷：469
• 期：Complete
• 页码：52-59
• 全文大小：454 K
• 卷排序：469

文摘

An analytic formula for the determination of output uncertainty is deduced. The general approximation for output variance is compared to the exact value. Higher-order impacts from V(x)V(x) cannot be neglected for highly non-linear models. The importance of each input is quantified for two complex systems.