... are preferred in practice. Then, the vine copula model is employed to transform the multivariate joint probability density function (PDF) into the product of multiple bivariate copulas and marginal PDF of all variables. Based on copula theory, the computation of reliability-oriented sensitivity with dependent...

... indices of multilevel systems with multidimensional correlations. For subsystems with dependent variables, a mapping-based sensitivity analysis, consisting of vine copula theory, Rosenblatt transformation, and polynomial chaos expansion (PCE) technique, is provided for obtaining the marginal sensitivity...

... difficulties. In this paper, a novel hierarchical framework combined R-vine copula with sparse polynomial chaos expansions is proposed to handle multiscale uncertainty analysis problems. According to the strength of correlations, two different strategies are proposed to complete the uncertainty quantification...