Response CDF sensitivity and its solution based on sparse grid integration

DOI10.1080/00207721.2014.891775zbMath1333.93230OpenAlexW2031610626MaRDI QIDQ2795162

Jixiang Hu, Changcong Zhou, Ming Yuan, Zhen-Zhou Lü

Publication date: 18 March 2016

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2014.891775

zbMATH Keywords

sparse gridinput variabledistribution parameterCDF sensitivityoutput response

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Cites Work

• Likelihood approximation by numerical integration on sparse grids
• A new algorithm for variance based importance analysis of models with correlated inputs
• A new sparse grid based method for uncertainty propagation
• Reliability sensitivity by method of moments
• Moment-independent importance measure of basic random variable and its probability density evolution solution
• Numerical integration using sparse grids
• Dimension-adaptive tensor-product quadrature
• High dimensional polynomial interpolation on sparse grids
• Computational methods for efficient structural reliability and reliability sensitivity analysis

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