Browsing by Author "Walz, Nico-Philipp"

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    Sensitivity computation for uncertain dynamical systems using high-dimensional model representation and hierarchical grids
    (2015) Walz, Nico-Philipp; Burkhardt, Markus; Hanss, Michael; Eberhard, Peter
    Global sensitivity analysis is an important tool for uncertainty analysis of systems with uncertain model parameters. A general framework for the determination of sensitivity measures for fuzzy uncertainty analysis is presented. The derivation is founded on the high-dimensional model representation, which provides a common basis with Sobol indices, illustrating the similarities and differences of fuzzy and stochastic uncertainty analysis. For the numerical calculation, a sparse-grid approach is suggested, providing an efficient realization due to the direct relationship between hierarchical grids and the sensitivity measures.