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Reliability sensitivity analysis based on probability distribution perturbation with application to CO2 storage

hal.structure.identifierMéthodes d'Analyse Stochastique des Codes et Traitements Numériques [GdR MASCOT-NUM]
hal.structure.identifierInstitut de Mathématiques de Toulouse UMR5219 [IMT]
hal.structure.identifierIFP Energies nouvelles [IFPEN]
dc.contributor.authorSERGIENKO, Ekaterina
hal.structure.identifierSimulation et Traitement de l'information pour l'Exploitation des systèmes de Production [EDF R&D STEP]
hal.structure.identifierAdvanced Learning Evolutionary Algorithms [ALEA]
dc.contributor.authorLEMAÎTRE, Paul
hal.structure.identifierSimulation et Traitement de l'information pour l'Exploitation des systèmes de Production [EDF R&D STEP]
dc.contributor.authorARNAUD, Aurélie
hal.structure.identifierIFP Energies nouvelles [IFPEN]
dc.contributor.authorBUSBY, Daniel
hal.structure.identifierMéthodes d'Analyse Stochastique des Codes et Traitements Numériques [GdR MASCOT-NUM]
hal.structure.identifierInstitut de Mathématiques de Toulouse UMR5219 [IMT]
dc.contributor.authorGAMBOA, Fabrice
dc.date.created2012-01-15
dc.description.abstractEnThe objective of reliability sensitivity analysis is to determine input variables that mostly contribute to the variability of the failure probability. In this paper, we study a recently introduced method for the reliability sensitivity analysis based on a perturbation of the original probability distribution of the input variables. The objective is to determine the most influential input variables and to analyze their impact on the failure probability. We propose a moment independent sensitivity measure that is based on a perturbation of the original probability density independently for each input variable. The variables providing the highest variation of the original failure probability are settled to be more influential. These variables will need a proper characterization in terms of uncertainty. The method is intended to work in applications involving a computationally expensive simulation code for evaluating the failure probability such as the CO2 storage risk analysis. An application of the method to a synthetic CO2 storage case study is provided together with some analytical examples
dc.language.isoen
dc.subject.ensensitivity analysis
dc.subject.enreliability analysis
dc.subject.enuncertainty analysis
dc.subject.enfailure probability
dc.title.enReliability sensitivity analysis based on probability distribution perturbation with application to CO2 storage
dc.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
dc.identifier.arxiv1304.0423
hal.identifierhal-00806560
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00806560v1
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