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Sensitivity Analysis

Often in engineering analysis, we are not only interested in predicting the
performance of a vehicle, product, etc, but we are also concerned with the
sensitivity of the predicted performance to changes in the design and/or errors in
the analysis. The quantification of the sensitivity to these sources of variability is
called sensitivity analysis.

Let’s make this more concrete using an example. Suppose we are interested in
predicting the take off distance of an aircraft. From Anderson’s, Intro. To Flight,
an estimate for take-off distance is given by Eqn (6.104):

                 1.44W 2
       S LO
                g SC Lmax

To make the example concrete, let’s consider the jet aircraft CJ-1 described by
Anderson. In that case, the conditions were:

       S         318 ft 2
                 0.002377 slugs / ft 3 @ sea level
       g         32.2 ft / s 2
       T         7300 lbs
       W        19815 lbs

       C Lmax               1.0

Thus, under these “nominal” conditions:

                                      2
                        1.44 19815
       S LO
                32.2 0.002377 318 1.0 7300

       S LO     3182 ft @ nominal conditions

Suppose that we were not confident of the C          L max
                                                             value and suspected that it
might be ±0.1 from nominal.
That is,

       0.9 C Lmax 1.1
Sensitivity Analysis




Also, let’s suppose that the weight of the aircraft may need to be increased for a
higher load. Specifically, let’s consider a 10% weight increase:

   1) Linear sensitivity analysis
   2) Nonlinear sensitivity analysis (i.e. re-evaluation)

They both have their own advantage and disadvantages. The choice is often
made based on the problem and the tools available. We’ll look at both options.

Linear Sensitivity Analysis

Linear sensitivity based on Taylor series approximations. Suppose we were
interested in the variation of S LO with w & C Lmax
Then:

         S LO (C Lmax C Lmax ,W        W)
                            S LO                  S LO
         S LO (C Lmax )              C Lmax            W
                            C Lmax                 W
That is, the change in S LO is:
                 S LO           S LO
          S LO         C Lmax        W
                C Lmax           W
                          S LO     S
The derivatives                  & LO are the linear sensitivities of S LO to changes in
                          C Lmax    W
C Lmax & Wj , respectively.

Returning to the example:
        S LO       1.44W 2                    S LO
                         2
        C Lmax  g SC Lmax T                   C Lmax
          S LO       2 1.44W               S LO
                                       2
           W        g SC Lmax T            W

These can often be more information by looking at percent or fractional changes:
        S LO   1   S LO           1 S LO
                          C Lmax          W
       S LO   S LO C Lmax        S LO W
           C Lmax    S LO C Lmax        W S LO W
            S LO     C Lmax C Lmax      S LO W W


                 Fractional sensitivities


16.100                                                                                        2
Sensitivity Analysis


For this problem:

         C Lmax     S Lmax                     S LO               C Lmax
                                1 .0                         1
          S LO     C Lmax                     S LO               C Lmax


         W S LO                              S LO            W
                              2 .0                    2 .0
         S LO W                             S LO             W

Thus, a small fraction change in C Lmax will have an equal but opposite effect on
the take-off distance.
The weight change will result in a charge of S LO which is twice as large and in
the same direction.
Thus, S LO is more sensitive to W than C Lmax changes at least according to linear
analysis.

Example

We were interested in C Lmax varying ± 0.1 which according to linear analysis
would produce            0.1 S LO variation in take-off distance:

                    C Lmax      0.9           S LO      0.1S LO            318 ft
                    C Lmax     1.1           S LO      0.1S LO             318 ft

For a weight increase of 10% we find

         W        1.1 19815lb                 S LO      2 0.1 S LO
                                                             636 ft
Nonlinear Sensitivity Analysis

For a nonlinear analysis, we simply re-evaluate the take off distance at the
desired condition (including the perturbations). So, to assess the impact of the
C Lmax variations we find:

                                                 1.44(19815) 2
         S LO (C Lmax        0.9)
                                       (32.2)(0.002377)(318)(0.9)(7300)
         S LO (C Lmax        0.9)      3535 ft

          S LO ( C Lmax              0.1)      353.6 ft
         which agrees well with linear result


16.100                                                                                                3
Sensitivity Analysis




Similarly,

         S LO C Lmax     1.1      2892 ft

           S LO C Lmax         0 .1    290 ft

Finally, a 10% W increase to 21796lb’s gives:

         S LO W        21796lb        3850 ft
           S LO   W        0.1W          668 ft




16.100                                                              4

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Sensitivity analysis

  • 1. Sensitivity Analysis Often in engineering analysis, we are not only interested in predicting the performance of a vehicle, product, etc, but we are also concerned with the sensitivity of the predicted performance to changes in the design and/or errors in the analysis. The quantification of the sensitivity to these sources of variability is called sensitivity analysis. Let’s make this more concrete using an example. Suppose we are interested in predicting the take off distance of an aircraft. From Anderson’s, Intro. To Flight, an estimate for take-off distance is given by Eqn (6.104): 1.44W 2 S LO g SC Lmax To make the example concrete, let’s consider the jet aircraft CJ-1 described by Anderson. In that case, the conditions were: S 318 ft 2 0.002377 slugs / ft 3 @ sea level g 32.2 ft / s 2 T 7300 lbs W 19815 lbs C Lmax 1.0 Thus, under these “nominal” conditions: 2 1.44 19815 S LO 32.2 0.002377 318 1.0 7300 S LO 3182 ft @ nominal conditions Suppose that we were not confident of the C L max value and suspected that it might be ±0.1 from nominal. That is, 0.9 C Lmax 1.1
  • 2. Sensitivity Analysis Also, let’s suppose that the weight of the aircraft may need to be increased for a higher load. Specifically, let’s consider a 10% weight increase: 1) Linear sensitivity analysis 2) Nonlinear sensitivity analysis (i.e. re-evaluation) They both have their own advantage and disadvantages. The choice is often made based on the problem and the tools available. We’ll look at both options. Linear Sensitivity Analysis Linear sensitivity based on Taylor series approximations. Suppose we were interested in the variation of S LO with w & C Lmax Then: S LO (C Lmax C Lmax ,W W) S LO S LO S LO (C Lmax ) C Lmax W C Lmax W That is, the change in S LO is: S LO S LO S LO C Lmax W C Lmax W S LO S The derivatives & LO are the linear sensitivities of S LO to changes in C Lmax W C Lmax & Wj , respectively. Returning to the example: S LO 1.44W 2 S LO 2 C Lmax g SC Lmax T C Lmax S LO 2 1.44W S LO 2 W g SC Lmax T W These can often be more information by looking at percent or fractional changes: S LO 1 S LO 1 S LO C Lmax W S LO S LO C Lmax S LO W C Lmax S LO C Lmax W S LO W S LO C Lmax C Lmax S LO W W Fractional sensitivities 16.100 2
  • 3. Sensitivity Analysis For this problem: C Lmax S Lmax S LO C Lmax 1 .0 1 S LO C Lmax S LO C Lmax W S LO S LO W 2 .0 2 .0 S LO W S LO W Thus, a small fraction change in C Lmax will have an equal but opposite effect on the take-off distance. The weight change will result in a charge of S LO which is twice as large and in the same direction. Thus, S LO is more sensitive to W than C Lmax changes at least according to linear analysis. Example We were interested in C Lmax varying ± 0.1 which according to linear analysis would produce 0.1 S LO variation in take-off distance: C Lmax 0.9 S LO 0.1S LO 318 ft C Lmax 1.1 S LO 0.1S LO 318 ft For a weight increase of 10% we find W 1.1 19815lb S LO 2 0.1 S LO 636 ft Nonlinear Sensitivity Analysis For a nonlinear analysis, we simply re-evaluate the take off distance at the desired condition (including the perturbations). So, to assess the impact of the C Lmax variations we find: 1.44(19815) 2 S LO (C Lmax 0.9) (32.2)(0.002377)(318)(0.9)(7300) S LO (C Lmax 0.9) 3535 ft S LO ( C Lmax 0.1) 353.6 ft which agrees well with linear result 16.100 3
  • 4. Sensitivity Analysis Similarly, S LO C Lmax 1.1 2892 ft S LO C Lmax 0 .1 290 ft Finally, a 10% W increase to 21796lb’s gives: S LO W 21796lb 3850 ft S LO W 0.1W 668 ft 16.100 4