Global Sensitivity Analysis

This book presents a comprehensive introduction to design sensitivity analysis theory as applied to electromagnetic systems. It treats the subject in a unified manner, providing numerical methods and design examples. The specific focus is on continuum design sensitivity analysis, which offers significant advantages over discrete design sensitivity methods. Continuum design sensitivity formulas are derived from the material derivative in continuum mechanics and the variational form of the governing equation. Continuum sensitivity analysis is applied to Maxwell equations of electrostatic, magnetostatic and eddy-current systems, and then the sensitivity formulas for each system are derived in a closed form; an integration along the design interface.

This book presents a comprehensive introduction to design sensitivity analysis theory as applied to electromagnetic systems. It treats the subject in a unified manner, providing numerical methods and design examples. The specific focus is on continuum design sensitivity analysis, which offers significant advantages over discrete design sensitivity methods. Continuum design sensitivity formulas are derived from the material derivative in continuum mechanics and the variational form of the governing equation. Continuum sensitivity analysis is applied to Maxwell equations of electrostatic, magnetostatic and eddy-current systems, and then the sensitivity formulas for each system are derived in a closed form; an integration along the design interface.

Ockham is an Excel based, innovative global sensitivity analysis tool that combines the intrinsic high dimensional capabilities of our inductive, self-organizing modeling engine with the explicit capabilities of approximating model functions by the High Dimensional Model Representation method. This allows efficiently computing Sobol sensitivity indices without the need of preliminary screening.

Decision making using sensitivity analysis, decision tree, utility theory, Bayesian statistics, Monte Carlo simulation.