Abstract
The present article proposes an algorithm for the sensitivity analysis of a multidisciplinary problem, in which the derivative-based global sensitivity indices are computed with multifidelity Gaussian process models. Two levels of fidelity are used to estimate the indices, where the low-fidelity samples are obtained by stopping the multidisciplinary analysis solver before convergence. A dedicated refinement strategy for the multifidelity Gaussian process is proposed to ensure the accuracy of the sensitivity index estimation. This algorithm is tested on three multidisciplinary problems of increasing complexity (one analytical and two representative engineering design problems), and proved to be both reliable in detecting the noninfluential variables and computationally efficient, compared to classical Monte Carlo integration and to three other candidate algorithms.
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