Modified GMDH-NN algorithm and its application for global sensitivity analysis ☆

Shufang Song, Lu Wang

Index: 10.1016/j.jcp.2017.07.027

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Abstract

Global sensitivity analysis (GSA) is a very useful tool to evaluate the influence of input variables in the whole distribution range. Sobol' method is the most commonly used among variance-based methods, which are efficient and popular GSA techniques. High dimensional model representation (HDMR) is a popular way to compute Sobol' indices, however, its drawbacks cannot be ignored. We show that modified GMDH-NN algorithm can calculate coefficients of metamodel efficiently, so this paper aims at combining it with HDMR and proposes GMDH-HDMR method. The new method shows higher precision and faster convergent rate. Several numerical and engineering examples are used to confirm its advantages.