Zhenzhou Lu

Northwestern Polytechnical University

17Publications

7H-index

121Citations

Publications 17

Newest

An efficient method based on Bayes’ theorem to estimate the failure-probability-based sensitivity measure

#1Yanping Wang (NPU: Northwestern Polytechnical University)H-Index: 2

#2Sinan Xiao (NPU: Northwestern Polytechnical University)H-Index: 9

Last.Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

view all 3 authors...

Abstract The failure-probability-based sensitivity, which measures the effect of input variables on the structural failure probability, can provide useful information in reliability based design optimization. The traditional method for estimating the failure-probability-based sensitivity measure requires a nested sampling procedure and the computational cost depends on the total number of input variables. In this paper, a new efficient method based on Bayes’ theorem is proposed to estimate the f...

#1Sinan Xiao (NPU: Northwestern Polytechnical University)H-Index: 9

#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

Last.Pan Wang (NPU: Northwestern Polytechnical University)H-Index: 9

view all 3 authors...

In this article, a new set of multivariate global sensitivity indices based on distance components decomposition is proposed. The proposed sensitivity indices can be considered as an extension of the traditional variance‐based sensitivity indices and the covariance decomposition‐based sensitivity indices, and they have similar forms. The advantage of the proposed sensitivity indices is that they can measure the effects of an input variable on the whole probability distribution of multivariate mo...

#1Sinan Xiao (NPU: Northwestern Polytechnical University)H-Index: 9

#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

Global sensitivity analysis has been widely used to detect the relative contributions of input variables to the uncertainty of model output, and then more resources can be assigned to the important input variables to reduce the uncertainty of model output more efficiently. In this paper, a new kind of global sensitivity index based on Gini’s mean difference is proposed. The proposed sensitivity index is more robust than the variance-based first order sensitivity index for the cases with non-norm...

Global sensitivity analysis based on distance correlation for structural systems with multivariate output

#1Sinan Xiao (NPU: Northwestern Polytechnical University)H-Index: 9

#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

Last.Pan Wang (NPU: Northwestern Polytechnical University)H-Index: 9

view all 3 authors...

Abstract Models with multivariate output are often used in practical structural systems. Multivariate global sensitivity analysis (GSA) plays an important role in quantifying the contribution of uncertainty in the model input to the output, which is quite useful for simplifying the models and improving the model performance. Many traditional global sensitivity indices can be considered as dependence measures of model input and output. However, these dependence measures can only measure the depen...

Variance-based sensitivity analysis with the uncertainties of the input variables and their distribution parameters

#1Pan Wang (NPU: Northwestern Polytechnical University)H-Index: 9

#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

Last.Sinan Xiao (NPU: Northwestern Polytechnical University)H-Index: 9

view all 3 authors...

ABSTRACTFor the structural systems with both the uncertainties of input variables and their distribution parameters, three sensitivity indices are proposed to measure the influence of input variables, distribution parameters and their interactive effects. With those sensitivity indices, analysts can make a decision that whether it is worth to accumulate data of one distribution parameter to reduce its uncertainty. Due to the large computational cost, the analytical solutions are derived for quad...

#1Sinan Xiao (NPU: Northwestern Polytechnical University)H-Index: 9

#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

Copula-based decomposition approach for the derivative-based sensitivity of variance contributions with dependent variables

#1Pan Wang (NPU: Northwestern Polytechnical University)H-Index: 9

#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

Last.Zhufeng Yue (NPU: Northwestern Polytechnical University)H-Index: 4

view all 5 authors...

Abstract Variance-based sensitivity analysis with dependent variables represents how the uncertainties and dependence of variables influence the output uncertainty. Since the distribution parameters of variables are difficult to be given precisely, this work defines the derivative-based sensitivity of variance contribution with respect to the distribution parameters, which reflects how small variation of distribution parameters influences the variance contributions. By introducing the copula fun...

#1Sinan Xiao (NPU: Northwestern Polytechnical University)H-Index: 9

#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

Last.Pan Wang (NPU: Northwestern Polytechnical University)H-Index: 9

view all 3 authors...

In this paper, a new kind of multivariate global sensitivity index based on energy distance is proposed. The covariance decomposition based index has been widely used for multivariate global sensitivity analysis. However, it just considers the variance of multivariate model output and ignores the correlation between different outputs. The proposed index considers the whole probability distribution of dynamic output based on characteristic function and contains more information of uncertainty tha...

Parametric Bootstrap Confidence Interval Method for the Power Law Process With Applications to Multiple Repairable Systems

#1Yanping Wang (NPU: Northwestern Polytechnical University)H-Index: 2

#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

Last.Sinan Xiao (NPU: Northwestern Polytechnical University)H-Index: 9

view all 3 authors...

In the reliability analysis of repairable systems, the power law process (PLP) is most commonly used to model the failure process of a repairable system. The estimates of some important functions of the PLP parameters have played an important role in assessing systems reliability or making reliability management decisions. For the general cases where multiple identical repairable systems operate independently for different periods of time and failures for each system following the same PLP, this...

#1Sinan Xiao (NPU: Northwestern Polytechnical University)H-Index: 9

#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 7

Abstract In structural reliability analysis, sensitivity analysis can be used to measure how the input variable influences the failure of structure. In this work, a new reliability sensitivity analysis method is proposed. In the proposed method, the model output is separated into two classes (failure domain and safe domain). The basic idea is that if the failure-conditional probability density function of input variable is significantly different from its unconditional probability density functi...

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