Novel computational methods for high-dimensional stochastic sensitivity analysis

@inproceedings{Rahman2014NovelCM,
  title={Novel computational methods for high-dimensional stochastic sensitivity analysis},
  author={Sharif Rahman and XuChun Ren},
  year={2014}
}
This paper presents three new computational methods for calculating design sensitivities of statistical moments and reliability of high-dimensional complex systems subject to random input. The first method represents a novel integration of the polynomial dimensional decomposition (PDD) of a multivariate stochastic response function and score functions. Applied to the statistical moments, the method provides mean-square convergent analytical expressions of design sensitivities of the first two… CONTINUE READING