Combined sensitivity analysis for multiple failure modes
Published version
Peer-reviewed
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Repository DOI
Change log
Authors
Langley, RS
Abstract
Sensitivity analysis identifies the influential parameters and it is a key step in the design process. Focusing on reliability based design, the probability of a failure mode and its sensitivity to input uncertainties are obtained in a single Monte Carlo simulation using the Likelihood Ratio method. For correlated multiple failure modes, a sensitivity matrix is proposed. The dominant singular vectors of the sensitivity matrix are found to indicate the most important parameters for combined sensitivity of multiple failure modes. Therefore, the sensitivity matrix can guide resources allocation so that most uncertainties can be reduced for system reliabilities.
Description
Keywords
Correlated failure modes, Sensitivity to distribution parameters, System reliability, Sensitivity matrix, Likelihood ratio method, Marine riser
Journal Title
Computer Methods in Applied Mechanics and Engineering
Conference Name
Journal ISSN
0045-7825
1879-2138
1879-2138
Volume Title
Publisher
Elsevier BV
Publisher DOI
Sponsorship
Engineering and Physical Sciences Research Council (EP/R006768/1)