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Sensitivity Analysis for Epistemic Uncertain System Based on Sobol' Method
Abstract:Considering the characteristics of sensitivity analysis in epistemic uncertain system,a new sensitivity analysis index based on Sobol' method was proposed. Then the index calculation method with single cycle Monte-Carlo sampling was studied, and an application was developed. Numerical examples show that,the new method could solve the system sensitivity analysis problem with mixed aleotory and epistemic uncertainties. In this method,aleotory uncertain parameters could be sampled randomly according their distributions, and need not be translated to evidence bodies.Epistemic uncertain parameters were sampled randomly based on evidence theory. Therefore the loss of information in the sampling process was small,and the shortcomings of the existing methods were overcome.
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