A derivative based sensitivity measure of failure probability in the presence of epistemic and aleatory uncertainties

DOI10.1016/J.CAMWA.2012.08.017zbMath1268.65004OpenAlexW2041062006MaRDI QIDQ356439

Pan Wang, Zhangchun Tang, Zhen-Zhou Lü

Publication date: 25 July 2013

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2012.08.017

zbMATH Keywords

quasi-Monte Carlo methodfailure probabilityepistemic uncertaintyderivative based sensitivity measurepoint estimate methodtotal index

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Reliability and life testing (62N05)

Related Items (3)

Reliability sensitivity analysis of stochastic finite element models ⋮ Reliability sensitivity analysis method based on subset simulation hybrid techniques ⋮ Global sensitivity analysis of fuzzy distribution parameter on failure probability and its single-loop estimation

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