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http://dx.doi.org/10.3795/KSME-A.2010.34.11.1691

Expansion of Sensitivity Analysis for Statistical Moments and Probability Constraints to Non-Normal Variables  

Huh, Jae-Sung (Rotorcraft Program Office, KARI)
Kwak, Byung-Man (Dept. of Mechanical Engineering, KAIST)
Publication Information
Transactions of the Korean Society of Mechanical Engineers A / v.34, no.11, 2010 , pp. 1691-1696 More about this Journal
Abstract
The efforts of reflecting the system's uncertainties in design step have been made and robust optimization or reliabilitybased design optimization are examples of the most famous methodologies. The statistical moments of a performance function and the constraints corresponding to probability conditions are involved in the formulation of these methodologies. Therefore, it is essential to effectively and accurately calculate them. The sensitivities of these methodologies have to be determined when nonlinear programming is utilized during the optimization process. The sensitivity of statistical moments and probability constraints is expressed in the integral form and limited to the normal random variable; we aim to expand the sensitivity formulation to nonnormal variables. Additional functional calculation will not be required when statistical moments and failure or satisfaction probabilities are already obtained at a design point. On the other hand, the accuracy of the sensitivity results could be worse than that of the moments because the target function is expressed as a product of the performance function and the explicit functions derived from probability density functions.
Keywords
Sensitivity Analysis; Statistical Moment; Probability Constraint; Moment Method; Non-Normal Distributions;
Citations & Related Records
Times Cited By KSCI : 4  (Citation Analysis)
Times Cited By SCOPUS : 0
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