### 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 language | English |
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Title of host publication | 84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM, Novi Sad, Serbia, March 18-22, 2013) |

Editors | L. Cvetkovic, T. Atanackovic, V. Kostic |

Pages | 507-508 |

DOIs | |

Publication status | Published - 2013 |

Event | 84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM 2013) - University of Novi sad, Novi Sad, Serbia Duration: 18 Mar 2013 → 22 Mar 2013 Conference number: 84 |

### Publication series

Name | PAMM, Proceedings in Applied Mathematics and Mechanics |
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Volume | 13(1) |

ISSN (Print) | 1617-7061 |

### Conference

Conference | 84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM 2013) |
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Abbreviated title | GAMM 2013 |

Country | Serbia |

City | Novi Sad |

Period | 18/03/13 → 22/03/13 |

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## Cite this

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