Global response sensitivity analysis using probability distance measures and generalization of Sobol's analysis

The study introduces two new alternatives for global response sensitivity analysis based on the application of the L-2-norm and Hellinger's metric for measuring distance between two probabilistic models. Both the procedures are shown to be capable of treating dependent non-Gaussian random variable models for the input variables. The sensitivity indices obtained based on the L2-norm involve second order moments of the response, and, when applied for the case of independent and identically distributed sequence of input random variables, it is shown to be related to the classical Sobol's response sensitivity indices. The analysis based on Hellinger's metric addresses variability across entire range or segments of the response probability density function. The measure is shown to be conceptually a more satisfying alternative to the Kullback-Leibler divergence based analysis which has been reported in the existing literature. Other issues addressed in the study cover Monte Carlo simulation based methods for computing the sensitivity indices and sensitivity analysis with respect to grouped variables. Illustrative examples consist of studies on global sensitivity analysis of natural frequencies of a random multi-degree of freedom system, response of a nonlinear frame, and safety margin associated with a nonlinear performance function. (C) 2015 Elsevier Ltd. All rights reserved.

Comprehensive evaluation of multisatellite precipitation estimates over India using gridded rainfall data

This study presents a comprehensive evaluation of five widely used multisatellite precipitation estimates (MPEs) against 1 degrees x 1 degrees gridded rain gauge data set as ground truth over India. One decade observations are used to assess the performance of various MPEs (Climate Prediction Center (CPC)-South Asia data set, CPC Morphing Technique (CMORPH), Precipitation Estimation From Remotely Sensed Information Using Artificial Neural Networks, Tropical Rainfall Measuring Mission's Multisatellite Precipitation Analysis (TMPA-3B42), and Global Precipitation Climatology Project). All MPEs have high detection skills of rain with larger probability of detection (POD) and smaller ``missing'' values. However, the detection sensitivity differs from one product (and also one region) to the other. While the CMORPH has the lowest sensitivity of detecting rain, CPC shows highest sensitivity and often overdetects rain, as evidenced by large POD and false alarm ratio and small missing values. All MPEs show higher rain sensitivity over eastern India than western India. These differential sensitivities are found to alter the biases in rain amount differently. All MPEs show similar spatial patterns of seasonal rain bias and root-mean-square error, but their spatial variability across India is complex and pronounced. The MPEs overestimate the rainfall over the dry regions (northwest and southeast India) and severely underestimate over mountainous regions (west coast and northeast India), whereas the bias is relatively small over the core monsoon zone. Higher occurrence of virga rain due to subcloud evaporation and possible missing of small-scale convective events by gauges over the dry regions are the main reasons for the observed overestimation of rain by MPEs. The decomposed components of total bias show that the major part of overestimation is due to false precipitation. The severe underestimation of rain along the west coast is attributed to the predominant occurrence of shallow rain and underestimation of moderate to heavy rain by MPEs. The decomposed components suggest that the missed precipitation and hit bias are the leading error sources for the total bias along the west coast. All evaluation metrics are found to be nearly equal in two contrasting monsoon seasons (southwest and northeast), indicating that the performance of MPEs does not change with the season, at least over southeast India. Among various MPEs, the performance of TMPA is found to be better than others, as it reproduced most of the spatial variability exhibited by the reference.

Global response sensitivity analysis of uncertain structures

The problem of characterizing global sensitivity indices of structural response when system uncertainties are represented using probabilistic and (or) non-probabilistic modeling frameworks (which include intervals, convex functions, and fuzzy variables) is considered. These indices are characterized in terms of distance measures between a fiducial model in which uncertainties in all the pertinent variables are taken into account and a family of hypothetical models in which uncertainty in one or more selected variables are suppressed. The distance measures considered include various probability distance measures (Hellinger,l(2), and the Kantorovich metrics, and the Kullback-Leibler divergence) and Hausdorff distance measure as applied to intervals and fuzzy variables. Illustrations include studies on an uncertainly parametered building frame carrying uncertain loads. (C) 2015 Elsevier Ltd. All rights reserved.

Latin hypercube sampling used in the calculation of the fracture probability

The paper proposes Latin hypercube sampling combined with the stratified sampling of variance reduction technique to calculate accurate fracture probability. In the compound sampling, the number of simulations is relatively small and the calculation error is satisfactory.

Reconstructing The Vertical Distribution Of The Aeolian Saltation Mass Flux Based On The Probability Distribution Of Lift-Off Velocity

The probability distribution of lift-off velocity of the saltating grains is a bridge to linking microscopic and macroscopic research of aeolian sand transport. The lift-off parameters of saltating grains (i.e., the horizontal and vertical lift-off velocities, resultant lift-off velocity, and lift-off angle) in a wind tunnel are measured by using a Phase Doppler Particle Analyzer (PDPA). The experimental results show that the probability distribution of horizontal lift-off velocity of saltating particles on a bed surface is a normal function, and that of vertical lift-off velocity is an exponential function. The probability distribution of resultant lift-off velocity of saltating grains can be expressed as a log-normal function, and that of lift-off angle complies with an exponential function. A numerical model for the vertical distribution of aeolian mass flux based on the probability distribution of lift-off velocity is established. The simulation gives a sand mass flux distribution which is consistent with the field data of Namikas (Namikas, S.L., 2003. Field measurement and numerical modelling of acolian mass flux distributions on a sandy beach, Sedimentology 50, 303-326). Therefore, these findings are helpful to further understand the probability characteristics of lift-off grains in aeolian sand transport. (c) 2007 Elsevier B.V. All rights reserved.

Auxiliary particle implementation of the probability hypothesis density filter

Optimal Bayesian multi-target filtering is, in general, computationally impractical owing to the high dimensionality of the multi-target state. The Probability Hypothesis Density (PHD) filter propagates the first moment of the multi-target posterior distribution. While this reduces the dimensionality of the problem, the PHD filter still involves intractable integrals in many cases of interest. Several authors have proposed Sequential Monte Carlo (SMC) implementations of the PHD filter. However, these implementations are the equivalent of the Bootstrap Particle Filter, and the latter is well known to be inefficient. Drawing on ideas from the Auxiliary Particle Filter (APF), we present a SMC implementation of the PHD filter which employs auxiliary variables to enhance its efficiency. Numerical examples are presented for two scenarios, including a challenging nonlinear observation model.