Global non-probabilistic reliability sensitivity analysis based on surrogate model

An efficient method for estimating the parameter global reliability sensitivity analysis by innovative single-loop process and embedded Kriging model

Systems with random variables and random excitations exist widely in various engineering problems. Extending the traditional global reliability sensitivity to this double-stochastic system has important guiding significance for its design optimization. However, because there is a certain coupling between the randomness of variables and the randomness of excitation, this coupling mechanism is difficult to determine in practical projects. Therefore, it is difficult to extend the traditional reliability sensitivity analysis method to this double-stochastic system. In this research, it is assumed that there is no correlation between variables and excitations. Then, combining the first-passage method–based dynamic strength formula and the variance-based sensitivity analysis method, an approximate global reliability sensitivity analysis method for this double-stochastic system is proposed. In order to improve the computational efficiency, a nested loop method based on seven-point estimation is proposed for reliability sensitivity analysis. In order to verify the accuracy and efficiency of the proposed method, a Monte Carlo simulation is given as a reference. Three examples are studied and discussed to illustrate the practicality and feasibility of the proposed method.

The aim of this article is to study the reliability analysis, parametric reliability sensitivity analysis and global reliability sensitivity analysis of structures with extremely rare failure events. First, the global reliability sensitivity indices are restudied, and we show that the total effect index can also be interpreted as the effect of randomly copying each individual input variable on the failure surface. Second, a new method, denoted as Active learning Kriging Markov Chain Monte Carlo (AK-MCMC), is developed for adaptively approximating the failure surface with active learning Kriging surrogate model as well as dynamically updated Monte Carlo or Markov chain Monte Carlo populations. Third, the AK-MCMC procedure combined with the quasi-optimal importance sampling procedure is extended for estimating the failure probability and the parametric reliability sensitivity and global reliability sensitivity indices. For estimating the global reliability sensitivity indices, two new importance sampling estimators are derived. The AK-MCMC procedure can be regarded as a combination of the classical Monte Carlo Simulation (AK-MCS) and subset simulation procedures, but it is much more effective when applied to extremely rare failure events. Results of test examples show that the proposed method can accurately and robustly estimate the extremely small failure probability (e.g. 1e–9) as well as the related parametric reliability sensitivity and global reliability sensitivity indices with several dozens of function calls.

Dimensionality reduction for surrogate model construction for global sensitivity analysis: Comparison between active subspace and local sensitivity analysis

Global Sensitivity Analysis of Arrhythmic Risk Biomarkers in Cardiac Single Cell Models

Global sensitivity analysis in high dimensions with PLS-PCE

To overcome the limitations of existing variance-based methods for Probabilistic Sensitivity Analysis (PSA) in design under uncertainty, a new PSA approach based on the concept of relative entropy is proposed. The relative entropy based method evaluates the impact of a random variable by measuring the divergence between two probability density functions of a response. The method can be applied both globally over the whole distribution of a performance response (called global response probabilistic sensitivity analysis–GRPSA) and in any regional range of a response distribution (called regional response probabilistic sensitivity analysis–RRPSA). The former is the most useful for studying variable impact on robust design objective, while the latter provides insight into reliability constraints. The proposed method is applicable to both the prior-design and post-design stages, for variable screening and uncertainty reduction, respectively. The proposed method is verified by numerical examples and industrial design cases.

A surrogate method for density-based global sensitivity analysis

The quality and reliability of wind turbine blades, as core components of wind turbines, are crucial for the operational safety of the entire system. Carbon fiber is the primary material for wind turbine blades. However, during the manufacturing process, manual intervention inevitably introduces minor defects, which can lead to crack propagation under complex working conditions. Due to limited understanding and measurement capabilities of the input variables of structural systems, the distribution parameters of these variables often exhibit uncertainty. Therefore, it is essential to assess the impact of distribution parameter uncertainty on the fatigue performance of carbon-fiber structures with initial cracks and quickly identify the key distribution parameters affecting their reliability through global sensitivity analysis. This paper proposes a sensitivity analysis method based on surrogate sampling and the Kriging model to address the computational challenges and engineering application difficulties in distribution parameter sensitivity analysis. First, fatigue tests were conducted on carbon-fiber structures with initial cracks to study the dispersion of their fatigue life under different initial crack lengths. Next, based on the Hashin fatigue failure criterion, a simulation analysis method for the fatigue cumulative damage life of cracked carbon-fiber structures was proposed. By introducing uncertainty parameters into the simulation model, a training sample set was obtained, and a Kriging model describing the relationship between distribution parameters and fatigue life was established. Finally, an efficient input variable sampling method using the surrogate sampling probability density function was introduced, and a Sobol sensitivity analysis method based on surrogate sampling and the Kriging model was proposed. The results show that this method significantly reduces the computational burden of distribution parameter sensitivity analysis while ensuring computational accuracy.

The main focus of this thesis is the uncertainty propagation (UP) and global sensitivity analysis (GSA) in complex hydrogeological numerical models. Various methods are presented with applications on numerical models for the groundwater flow and mean lifetime expectancy (MLE) in the scope of Andra's (French National Radioactive Waste Management Agency) project for the geological disposal of high-level and intermediate-level long-lived radioactive wastes in a highly impermeable layer from Callovo-Oxfordian age (COX) in France. <br> A state of the art is provided for the theory of uncertainty propagation and for the methodologies of sensitivity analyses in a broad sense. Methods for UP are provided from 2-levels Factorial Designs to quasi-random samplings. GSA techniques encompass screening methods such as the Morris Measures and the Derivative-based Global Sensitivity Measures (DGSM), and also the so-called Sobol' indices based upon the variance decomposition of the response of interest. Meta-modelling techniques such as polynomial regression and Polynomial Chaos Expansions (PCE) meta-models are employed as surrogate models for UP and GSA purpose at negligible computational-costs. A comparison of GSA techniques upon various complex analytical test-functions was undertaken with the purpose of determining a relevant method to be employed in the context of “screening” out unimportant variables in computer-intensive, high-dimensional models. <br> A numerical model of groundwater flow and lifetime expectancy is employed for assessing the effect of uncertain advection-dispersion parameters and their spatial distributions upon the MLE from a target zone inside the domain. The model is a 2-dimensions synthetic cross-section of the eastern region of the Paris Basin (Meuse/Haute-Marne sector). This model was used as an exploratory tool for sensitivity analysis methods applied upon numerous sets of uncertain hydrodynamic and dispersion parameters in 15 layers. The uncertainty characterizing the permeability-porosity values in aquifer formations encompassing the COX have proved to add much of variability to the MLE calculated from the target zone. The model also served at exploring the effect of the spatial variability of permeability-porosity parameters in two main aquifer sequences on the groundwater flow rates and MLE in the model. The variabilities of the output responses are mainly due to the uncertainty upon the means and variances of the permeability-porosity distributions, as well as the longitudinal correlation lengths, in each sequence. <br> Then, a 3-dimensions high-definition hydrogeological model representing the Meuse/Haute-Marne sector in the eastern region of the Paris Basin is a more comprehensive numerical model incorporating realistic geometries, fractures, heterogeneities and discontinuities encountered on field. A sensitivity analysis of the MLE from a given zone located in the middle of the COX layer was performed by perturbing the hydraulic conductivities and porosities values in fourteen hydrogeological formations. The uncertain permeability-porosity parameters in the aquifer formations from Bathonian in the Dogger sequence, and Rauracian-Sequanian in the Oxfordian sequence, have strong and rather non-linear effects on the variability of the output response of interest. <br> The methodologies for UP and GSA employed in the present thesis have proved to be very efficient when applied to large hydrogeological models of groundwater flow and MLE. In particular, quasi-random sampling methods offer a flexible frame for providing the uncertainty distribution of the output response of interest at low computational costs. Screening techniques provide a fast estimation for the overall contribution of each input variable to the variability of the output. Meta-modelling techniques such as PCE proved highly accurate in individualising the low- and high-order effects of each input variable upon the output response of interest.

Global sensitivity analysis (GSA) of distribution system with respect to stochastic PV variations plays an important role in designing optimal voltage control schemes. This paper proposes a Kriging, i.e., Gaussian process modeling enabled data-driven GSA method. The key idea is to develop a surrogate model that captures the hidden global relationship between voltage and real and reactive power injections from the historical data. With the surrogate model, the Sobol index can be conveniently calculated to assess the global sensitivity of voltage to various power injection variations. Comparison results with other model-based GSA methods on the IEEE 37-bus feeder, such as the polynomial chaos expansion and the Monte Carlo approaches demonstrate that the proposed method can achieve accurate GSA outcomes while maintaining high computational efficiency.

Sensitivity analyses are frequently used during the design of engineering systems to qualify and quantify the effect of parametric variation in the performance of a system. Two primary types of sensitivity analyses are generally used: local and global. Local analyses, generally involving derivative-based measures, have a significantly lower computational burden than global analyses but only provide measures of sensitivity around a nominal point. Global analyses, generally performed with a Monte Carlo sampling approach, and variation-based measures provide a complete description of sensitivity but incur a large computational burden and require information regarding the distributions of the design parameters in a concept. Local analyses are generally suited to the early stages of design when parametric information is limited, and a large number of concepts must be evaluated (necessitating a light computational burden). Global analyses are more suited to the later stages of design when more information about parametric distributions is available and fewer concepts are under consideration. Current derivative-based local approaches provide a different and incompatible set of measures than a global variation-based analysis. This makes a direct comparison of local to global measures ill posed. To reconcile local and global sensitivity analyses, a hybrid local variation-based sensitivity (HyVar) approach is presented. This approach has a similar computational burden to a local approach but produces measures or percentage contributions. The HyVar approach is directly comparable to global variation-based approaches. In this paper, the HyVar sensitivity analysis method is developed in the context of a functional based behavioral modeling framework. An example application of the method is presented along with a summary of results produced from a more comprehensive example.

Event Abstract Back to Event Statistical uncertainty and sensitivity analysis of intracellular signaling models - through approximate Bayesian computation and variance based global sensitivity analysis Olivia Eriksson1, 2*, Alexandra Jauhiainen1, 3, Sara Maad Sasane4, Anu G Nair5, Carolina Sartorius4 and Jeanette Hellgren Kotaleski2, 5, 6 1 Contributed equally to this work, Sweden 2 Stockholm University, Department of Numerical Analysis and Computer Science, Sweden 3 AstraZeneca AB R&D, Early Clinical Biometrics, Sweden 4 Lund University, Centre for Mathematical Sciences, Sweden 5 KTH Royal Institute of Technology, School of Computer Science and Communication, Sweden 6 Karolinska Institute, Department of Neuroscience, Sweden Computational dynamical models describing intracellular signaling pathways of nerve cells are increasing in size and complexity as more information is obtained from experiments. Models describing protein interactions within neurons can contain over hundred protein reactions [1, 2]. These models are built from knowledge about the interaction topology, inferred from e.g. gene knock-out experiments, as well as from experimental quantitative data describing the input-output relationship of the observed system. The quantitative data are often sparse as compared to the size of the system, and translating the experimental information into dynamical models often results in large uncertainties in the parameter (e.g reaction rates) values. This uncertainty is partly due to the sparseness in experimental time series data (practical unidentifiability), but it is also an intrinsic feature of the modeled system (structural unidentifiability) and could reflect the possibility for biological variation [3]; in many biological systems the same function can be achieved in partly different ways due to degeneracy and redundancy. Here we investigate the extent of this parameter uncertainty, in a model describing calcium (Ca)-dependent activation of Calmodulin (CaM), Protein phosphatase 2B (PP2B) and Ca/CaM-dependent protein kinase II (CamKII) [4], which is an intracellular pathway of importance to synaptic plasticity. We presume that the structure of the model is correct and then characterize the uncertainty in the parameters based on data. This is done by sampling the subspace of parameter values which has an equally good fit to data (corresponding to the “viable space” in [5]), through a statistical approach known as Approximate Bayesian Computation (ABC) with Markov Chain Monte Carlo (MCMC) [6]. ABC has been proposed for parameter estimation in system biology models previously, albeit in slightly different settings, e.g. [7, 8], and can be applied to a wide range of problems. In order to characterize the viable space efficiently with several experimental datasets, we employ multivariate probability distributions called copulas as a part of the ABC sampling. The result is a multivariate posterior distribution for the parameters, which represents how much they are constrained by the data (i.e. the uncertainty) as illustrated in Figure 1 (pairwise plots of viable space for four parameters indicating constraints and dependencies before and after calibration to data). The next step is to look into how the parameter uncertainty is translated to uncertainty of the predictions made from the model. We also investigate the role and importance of different parameters, with respect to different model outputs including the predictions, by means of global sensitivity analysis [9]. Figure 2 illustrates the sensitivity of one of the outputs calculated by a method based on the decomposition of the variance [10, 11, 12], showing different types of sensitivity measures. Finally, we explore how the sensitivity of different subsets of parameters change as different parts of the viable space are investigated, which is shown in Figure 3, where sensitivity profiles are clustered into groups with different sensitivity characteristics. Figure 1 Figure 2 Figure 3 Acknowledgements This research was supported by funding from the Swedish e-Science Research Centre and the Human Brain Project References [1] Gutierrez-Arenas O, Eriksson O, Hellgren Kotaleski J (2014) Segregation and Crosstalk of D1 Receptor-Mediated Activation of ERK in Striatal Medium Spiny Neurons upon Acute Administration of Psychostimulants. PLoS Comput Biol 10, e1003445. [2] Nair AG, Gutierrez-Arenas O, Eriksson O, Vincent P, and Hellgren Kotaleski J (2015) Sensing Positive versus Negative Reward Signals through Adenylyl Cyclase-Coupled GPCRs in Direct and Indirect Pathway Striatal Medium Spiny Neurons. J. Neuroscience 35, 14017-14030. [3] Marder E, Goeritz ML, Otopalik AG (2015) Robust circuit rhythms in small circuits arise from variable circuit components and mechanisms. Curr Opin Neurobiol 31, 156-163. [4] Nair AG, Gutierrez-Arenas O, Eriksson O, Jauhiainen A, Blackwell KT and Kotaleski, JH (2014). Modeling intracellular signaling underlying striatal function in health and disease. Progress in molecular biology and translational science, 123, 277 [5] Zamora-Sillero E, Hafner M, Ibig A, Stelling J, and Wagner, A. (2011). Efficient characterization of high-dimensional parameter spaces for systems biology. BMC systems biology 5, 142. [6] Marjoram P, Molitor J, Plagnol V, and Tavare S (2003) Markov chain Monte Carlo without likelihoods. Proc. Natl. Acad. Sci. U.S.A. 100, 15324–15328. [7] Toni T, Welch D, Strelkowa N, Ipsen A, and Stumpf MP. Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems. J R Soc Interface, 6, 187–202. [8] Liepe J, Kirk P, Filippi S, Toni T, Barnes CP, and Stumpf MP. A framework for parameter estimation and model selection from experimental data in systems biology using approximate Bayesian computation. Nat Protoc, 9, 439–456. [9] Saltelli A, Ratto M, Andres T, Campolongo F, Cariboni J, Gatelli D, Saisana M, Tarantola S Global sensitivity analysis: the primer. In Wiley 2008 New York, NY:Wiley. [10] Sobol IM (2001) Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates, Math. Comput. Simul. 55, 271–280. [11] Saltelli A (2002) Making best use of model evaluations to compute sensitivity indices. Comp Phys Comm 145, 280 – 297. [12] Halnes G, Ulfhielm E Ljunggren EE, Kotaleski JH and Rospars JP (2009) Modelling and sensitivity analysis of the reactions involving receptor, G-protein and effector in vertebrate olfactory receptor neurons. Journal of computational neuroscience 27, 471-491. Keywords: sensitivity analysis, Approximate Bayesian Computation, copulas, intracellular signalling, Dynamical Modeling, global sensitivity analysis, Markov chain Monte Carlo, variance decomposition Conference: Neuroinformatics 2016, Reading, United Kingdom, 3 Sep - 4 Sep, 2016. Presentation Type: Investigator presentations Topic: Computational neuroscience Citation: Eriksson O, Jauhiainen A, Maad Sasane S, Nair A, Sartorius C and Hellgren Kotaleski J (2016). Statistical uncertainty and sensitivity analysis of intracellular signaling models - through approximate Bayesian computation and variance based global sensitivity analysis. Front. Neuroinform. Conference Abstract: Neuroinformatics 2016. doi: 10.3389/conf.fninf.2016.20.00014 Copyright: The abstracts in this collection have not been subject to any Frontiers peer review or checks, and are not endorsed by Frontiers. They are made available through the Frontiers publishing platform as a service to conference organizers and presenters. The copyright in the individual abstracts is owned by the author of each abstract or his/her employer unless otherwise stated. Each abstract, as well as the collection of abstracts, are published under a Creative Commons CC-BY 4.0 (attribution) licence (https://creativecommons.org/licenses/by/4.0/) and may thus be reproduced, translated, adapted and be the subject of derivative works provided the authors and Frontiers are attributed. For Frontiers’ terms and conditions please see https://www.frontiersin.org/legal/terms-and-conditions. Received: 31 May 2016; Published Online: 18 Jul 2016. * Correspondence: PhD. Olivia Eriksson, Contributed equally to this work, Stockholm, Sweden, olivia@kth.se Login Required This action requires you to be registered with Frontiers and logged in. To register or login click here. Abstract Info Abstract The Authors in Frontiers Olivia Eriksson Alexandra Jauhiainen Sara Maad Sasane Anu G Nair Carolina Sartorius Jeanette Hellgren Kotaleski Google Olivia Eriksson Alexandra Jauhiainen Sara Maad Sasane Anu G Nair Carolina Sartorius Jeanette Hellgren Kotaleski Google Scholar Olivia Eriksson Alexandra Jauhiainen Sara Maad Sasane Anu G Nair Carolina Sartorius Jeanette Hellgren Kotaleski PubMed Olivia Eriksson Alexandra Jauhiainen Sara Maad Sasane Anu G Nair Carolina Sartorius Jeanette Hellgren Kotaleski Related Article in Frontiers Google Scholar PubMed Abstract Close Back to top Javascript is disabled. Please enable Javascript in your browser settings in order to see all the content on this page.

Efficient global sensitivity analysis for flow-induced vibration of a nuclear reactor assembly using Kriging surrogates

Global sensitivity analysis (GSA) is useful to recognize important inputs for assigning priority and unimportant inputs for simplifying models by exploring whole distribution ranges. Meanwhile, regional sensitivity analysis (RSA) is also studied for finding the contribution of the critical region of an input, which can be viewed as the complementary of GSA. However, there is a lack of GSA and RSA research in presence of fuzzy uncertainty. Thus, a new global sensitivity index (GSI) under the fuzzy uncertainty is devoted on the credibility distribution function (CrDF), a comprehensive distribution description under the fuzzy uncertainty. The CrDF-based GSI is defined by the fuzzy expectation of the difference between the CrDF and the conditional CrDF of the output on fixing the fuzzy input over its whole distribution range, which can quantify the contribution of the fuzzy input to the output CrDF. Then, a new fuzzy RSA technique, the contribution to this CrDF based index (shortened by CCI) plot, is also proposed, and it can assess the effect of given regions of important inputs on output CrDF. Besides, mathematical properties of the CrDF based GSI and the CCI plot are discussed, and their solution are established by use of the fuzzy simulation with the same set of samples. After the accuracy of established fuzzy simulation solution for the CrDF based GSI and the CCI plot are verified by an analytical example, other examples are used to demonstrate the reasonability and applicability of proposed CrDF based GSI and CCI plot under fuzzy uncertainty.