Sensitivity analysis of linear dynamical systems in uncertainty quantification

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

doi:10.1002/pamm.201310246

Sensitivity analysis of linear dynamical systems in uncertainty quantification

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

Scientific Computing

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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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
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	https://doi.org/10.1002/pamm.201310246
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
Volume	13(1)
ISSN (Print)	1617-7061

Conference

Conference	84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM 2013)
Abbreviated title	GAMM 2013
Country/Territory	Serbia
City	Novi Sad
Period	18/03/13 → 22/03/13

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10.1002/pamm.201310246

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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

Pulch, R. ; Maten, ter, E.J.W. ; Augustin, F. / Sensitivity analysis of linear dynamical systems in uncertainty quantification. 84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM, Novi Sad, Serbia, March 18-22, 2013). editor / L. Cvetkovic ; T. Atanackovic ; V. Kostic. 2013. pp. 507-508 (PAMM, Proceedings in Applied Mathematics and Mechanics).

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title = "Sensitivity analysis of linear dynamical systems in uncertainty quantification",

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.",

author = "R. Pulch and \{Maten, ter\}, E.J.W. and F. Augustin",

year = "2013",

doi = "10.1002/pamm.201310246",

language = "English",

series = "PAMM, Proceedings in Applied Mathematics and Mechanics",

pages = "507--508",

editor = "L. Cvetkovic and T. Atanackovic and V. Kostic",

booktitle = "84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM, Novi Sad, Serbia, March 18-22, 2013)",

note = "84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM 2013), GAMM 2013 ; Conference date: 18-03-2013 Through 22-03-2013",

}

Pulch, R, Maten, ter, EJW & 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). PAMM, Proceedings in Applied Mathematics and Mechanics, vol. 13(1), pp. 507-508, 84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM 2013), Novi Sad, Serbia, 18/03/13. https://doi.org/10.1002/pamm.201310246

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

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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AB - 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.

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DO - 10.1002/pamm.201310246

M3 - Conference contribution

T3 - PAMM, Proceedings in Applied Mathematics and Mechanics

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BT - 84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM, Novi Sad, Serbia, March 18-22, 2013)

A2 - Cvetkovic, L.

A2 - Atanackovic, T.

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T2 - 84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM 2013)

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Pulch R, Maten, ter EJW, Augustin F. Sensitivity analysis of linear dynamical systems in uncertainty quantification. In Cvetkovic L, Atanackovic T, Kostic V, editors, 84th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM, Novi Sad, Serbia, March 18-22, 2013). 2013. p. 507-508. (PAMM, Proceedings in Applied Mathematics and Mechanics). doi: 10.1002/pamm.201310246

Sensitivity analysis of linear dynamical systems in uncertainty quantification

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