Stochastic sensitivity analysis using HDMR and score function

Probabilistic sensitivities provide an important insight in reliability analysis and often crucial towards understanding the physical behaviour underlying failure and modifying the design to mitigate and manage risk. This article presents a new computational approach for calculating stochastic sensitivities of mechanical systems with respect to distribution parameters of random variables. The method involves high dimensional model representation and score functions associated with probability distribution of a random input. The proposed approach facilitates first-and second-order approximation of stochastic sensitivity measures and statistical simulation. The formulation is general such that any simulation method can be used for the computation such as Monte Carlo, importance sampling, Latin hypercube, etc. Both the probabilistic response and its sensitivities can be estimated from a single probabilistic analysis, without requiring gradients of performance function. Numerical results indicate that the proposed method provides accurate and computationally efficient estimates of sensitivities of statistical moments or reliability of structural system. © Indian Academy of Sciences 2009.