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Gaussian radial basis function based global sensitivity analysis method

A Gaussian radial basis and sensitivity analysis technology, applied in the field of global sensitivity analysis based on Gaussian radial basis function, which can solve the problem of poor approximation ability of low-order nonlinear polynomials, inaccurate sensitivity analysis results, and easy overfitting of high-order polynomial approximations. problems of cohesion

Inactive Publication Date: 2016-12-07
NAT UNIV OF DEFENSE TECH
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Problems solved by technology

[0026] The purpose of the present invention is to provide a global sensitivity analysis method based on Gaussian radial basis function, which solves the problem that the existing Monte Carlo-based sensitivity analysis method has poor approximation ability for low-order nonlinear polynomials; It is easy to overfit and cause technical problems of inaccurate sensitivity analysis results

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  • Gaussian radial basis function based global sensitivity analysis method
  • Gaussian radial basis function based global sensitivity analysis method
  • Gaussian radial basis function based global sensitivity analysis method

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Embodiment

[0153] The method used in embodiment comprises the following steps:

[0154] Step S100: According to the number of sampling points and the upper and lower limits of the design variables, the initial sampling points are obtained by using the optimized Latin hypercube experimental design method, and the simulation model of the corresponding engineering problem is run to obtain the output value of the simulation model at each corresponding sampling point; The optimized Latin hypercube experimental design method can be carried out according to the existing method.

[0155] Step S200: Construct an approximate model output by the simulation model, and calculate the Gaussian radial basis function coefficient w of the obtained approximate model; w here is a vector representation of the Gaussian radial basis function coefficient, wherein each component is distinguished by a different subscript.

[0156] Step S300: Calculate according to formula (29)

[0157] ψ ...

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Abstract

The invention provides a Gaussian radial basis function based global sensitivity analysis method. A radial basis function having higher nonlinear function approximation accuracy serves as an approximation model, an analytic calculation formula of an Sobol index of the model is further obtained, and the sensitivity analysis accuracy for a complicated model can be effectively improved.

Description

technical field [0001] The invention relates to the technical field of sensitivity analysis, in particular to a global sensitivity analysis method based on a Gaussian radial basis function. Background technique [0002] In a large number of engineering design applications (vehicle engineering, aircraft design, etc.), its performance is often affected by many input variables. In order to find out the main factors as soon as possible in the design process and ignore the secondary factors, the existing methods usually use The global sensitivity analysis method studies the influence relationship between input and output. Global sensitivity analysis is an analysis method to study the influence degree of each input variable and its combination on the output variable, which has received extensive attention in the academic circles in recent years. Its mathematical basis comes from the orthogonal decomposition of the variance of the output model, so that each item of variance corres...

Claims

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Application Information

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IPC IPC(8): G06F17/50
CPCG06F30/15G06F30/20
Inventor 王东辉武泽平麻震宇江振宇胡凡张为华
Owner NAT UNIV OF DEFENSE TECH
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