我校定于2017年5月16日举办研究生灵犀学术殿堂——Dr Sergei Kucherenko报告会，现将有关事项通知如下：
主题：Global sensitivity analysis, metamodeling and optimization algorithm
内容简介：Sensitivity can reflect the effect of input variables on output response. 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. Many simulation methods can calculate the Sobol’ sensitivity indices, such as the Monte Carlo (MC) method or the quasi-MC (QMC) method. High dimensional model representation (HDMR) is a popular way to compute Sobol’ indices. Derivative-based global sensitivity measure (DGSM) is proposed and discovered the link between DGSM and the total sensitivity index.
In the cases of computationally expensive models the metamodelling technique which maps inputs and outputs is a very useful and practical way of making computations tractable. A number of new techniques which improve the efficiency of the Random Sampling-High dimensional model representation (RS-HDMR) for models with independent and dependent input variables are presented. Two different metamodelling methods for models with dependent input variables are compared. Both techniques are based on Quasi Monte Carlo variant of RS-HDMR. The first technique makes use of transformation of the dependent input vector into a Gaussian independent random vector and then applying decomposition of the model using a tensored Hermite polynomial basis. The second approach uses a direct decomposition of the model function into a basis which consists of the marginal distributions of input components and their joint distribution.
Dr Sergei Kucherenkois the research fellow at Imperial College since 2000, and is the member ofEuropean Commission's Science Service.He obtained his PhD degree fromNational Research Nuclear University (former Moscow Engineering Physics Institute) in 1984. He has published over 20 journal papers in Reliability Engineering and System Safety, Mathematics and Computers in Simulation, Computer Physics Communications and so on.Sergei is very reliable and efficient researcher. His major is numerical algorithms and mathematics.