Sensitivity analysis of linear dynamical systems in uncertainty quantification

R. Pulch, E.J.W. Maten, ter, F. Augustin

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

Abstract

We consider linear dynamical systems including random parameters for uncertainty quantification. A sensitivity analysis of the stochastic model is applied to the input-output behaviour of the systems. Thus the parameters that contribute most to the variance are detected. Both intrusive and non-intrusive methods based on the polynomial chaos yield the required sensitivity coefficients. We use this approach to analyse a test example from electrical engineering.
Original languageEnglish
Title of host publication84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM, Novi Sad, Serbia, March 18-22, 2013)
EditorsL. Cvetkovic, T. Atanackovic, V. Kostic
Pages507-508
DOIs
Publication statusPublished - 2013
Event84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM 2013) - University of Novi sad, Novi Sad, Serbia
Duration: 18 Mar 201322 Mar 2013
Conference number: 84

Publication series

NamePAMM, Proceedings in Applied Mathematics and Mechanics
Volume13(1)
ISSN (Print)1617-7061

Conference

Conference84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM 2013)
Abbreviated titleGAMM 2013
CountrySerbia
CityNovi Sad
Period18/03/1322/03/13

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    Pulch, R., Maten, ter, E. J. W., & Augustin, F. (2013). Sensitivity analysis of linear dynamical systems in uncertainty quantification. In L. Cvetkovic, T. Atanackovic, & V. Kostic (Eds.), 84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM, Novi Sad, Serbia, March 18-22, 2013) (pp. 507-508). (PAMM, Proceedings in Applied Mathematics and Mechanics; Vol. 13(1)). https://doi.org/10.1002/pamm.201310246