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Sensitivity of Probabilistic Seismic Hazard Obtained by Algorithmic Differentiation: A Feasibility Study

  • Probabilistic seismic-hazard analysis (PSHA) is the current tool of the trade used to estimate the future seismic demands at a site of interest. A modern PSHA represents a complex framework that combines different models with numerous inputs. It is important to understand and assess the impact of these inputs on the model output in a quantitative way. Sensitivity analysis is a valuable tool for quantifying changes of a model output as inputs are perturbed, identifying critical input parameters, and obtaining insight about the model behavior. Differential sensitivity analysis relies on calculating first-order partial derivatives of the model output with respect to its inputs; however, obtaining the derivatives of complex models can be challenging. In this study, we show how differential sensitivity analysis of a complex framework such as PSHA can be carried out using algorithmic/automatic differentiation (AD). AD has already been successfully applied for sensitivity analyses in various domains such as oceanography and aerodynamics.Probabilistic seismic-hazard analysis (PSHA) is the current tool of the trade used to estimate the future seismic demands at a site of interest. A modern PSHA represents a complex framework that combines different models with numerous inputs. It is important to understand and assess the impact of these inputs on the model output in a quantitative way. Sensitivity analysis is a valuable tool for quantifying changes of a model output as inputs are perturbed, identifying critical input parameters, and obtaining insight about the model behavior. Differential sensitivity analysis relies on calculating first-order partial derivatives of the model output with respect to its inputs; however, obtaining the derivatives of complex models can be challenging. In this study, we show how differential sensitivity analysis of a complex framework such as PSHA can be carried out using algorithmic/automatic differentiation (AD). AD has already been successfully applied for sensitivity analyses in various domains such as oceanography and aerodynamics. First, we demonstrate the feasibility of the AD methodology by comparing AD-derived sensitivities with analytically derived sensitivities for a basic case of PSHA using a simple ground-motion prediction equation. Second, we derive sensitivities via AD for a more complex PSHA study using a stochastic simulation approach for the prediction of ground motions. The presented approach is general enough to accommodate more advanced PSHA studies of greater complexity.show moreshow less

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Metadaten
Author details:Christian Molkenthin, Frank ScherbaumORCiDGND, Andreas Griewank, Nicolas Kühn, Peter J. Stafford, Hernan Leovey
DOI:https://doi.org/10.1785/0120140294
ISSN:0037-1106
ISSN:1943-3573
Title of parent work (English):Bulletin of the Seismological Society of America
Publisher:Seismological Society of America
Place of publishing:Albany
Publication type:Article
Language:English
Year of first publication:2015
Publication year:2015
Release date:2017/03/27
Volume:105
Issue:3
Number of pages:13
First page:1810
Last Page:1822
Funding institution:German Research Foundation (DFG) [GRK1364]; federal state of Brandenburg; University of Potsdam
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Geowissenschaften
Peer review:Referiert
Institution name at the time of the publication:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Erd- und Umweltwissenschaften
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