Moment Matching for Sensitivity Analysis of Probabilistic Model Output

With the advent of highly complex engineering simulation models that describe the relationship between input variables and output response, the need for an efficient and effective sensitivity analysis is more demanding. In this article, a generalized approach that can provide efficient as well as accurate global sensitivity indices is developed. The approach consists of two steps: running an orthogonal array based experiment using moment-matched levels of the input variables and followed by a variance contribution analysis. The benefits of the approach are demonstrated through three different examples.Copyright © 2004 by ASME