Global sensitivity analysis of expensive models using sparse grids with applications to laminated composite structure

Four methods for global sensitivity analysis are studied with respect to their applicability in the finite element analysis of composite structures: (1) sensitivities based on the variance conditional expectation involving experimental design, (2) Morris' elementary effects method (including recent improvements to effective trajectory selection), (3) Sobol's main and total sensitivity indices, and (4) the root mean square of approximate derivatives at sampled points. The sensitivities of the first ten natural frequencies to the composite material properties as well as to the ply stack are determined. The methods are compared and an assessment of their applicability is made in the case of a fairly large number (d > 25) of uncertain parameters.