Sequential designs for sensitivity analysis of functional inputs in computer experiments

Abstract : Computer experiments are nowadays commonly used to analyze industrial processes aiming at achieving a wanted outcome. Sensitivity analysis plays an important role in exploring the actual impact of adjustable parameters on the response variable. In this work we focus on sensitivity analysis of a scalar-valued output of a time-consuming computer code depending on scalar and functional input parameters. We investigate a sequential methodology, based on piecewise constant functions and sequential bifurcation, which is both economical and fully interpretable. The new approach is applied to a sheet metal forming problem in three sequential steps, resulting in new insights into the behavior of the forming process over time.