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

S LO

1.44W 2
gU f SC Lmax 7

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

318 ft 2

Uf

0.002377 slugs / ft 3 @ sea level

g
T

32.2 ft / s 2
7300 lbs

19815 lbs

C Lmax

1.0

Thus, under these nominal conditions:

2

S LO

1.4419815
32.20.002377 3181.07300

S LO

3182 ft @ nominal conditions

Suppose that we were not confident of the C

might be 0.1 from nominal.
That is,
0.9 C Lmax 1.1

L max

value and suspected that it

Sensitivity Analysis

Also, lets suppose that the weight of the aircraft may need to be increased for a
higher load. Specifically, lets 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. Well 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 (C Lmax ) 

wS LO
wS
'C Lmax  LO 'W
wC Lmax
wW

That is, the change in S LO is:

wS LO
wS
'S LO {
'C Lmax  LO 'W
wC Lmax
wW
The derivatives

wS LO
wS
& LO are the linear sensitivities of S LO to changes in
wC Lmax
wW

C Lmax & Wj , respectively.

Returning to the example:

wS LO
 1.44W 2
2
wC Lmax
gU f SC Lmax T
wS LO
wW

2  1.44W
gU f SC Lmax T


2

S LO
C Lmax

S LO
W

These can often be more information by looking at percent or fractional changes:

'S LO
1 wS LO
1 wS LO
'W
'C Lmax 
#
S LO
S LO wC Lmax
S LO wW
C Lmax wS LO 'C Lmax
W wS LO 'W

S LO wC Lmax C Lmax
S LO wW W

Fractional sensitivities

16.100

Sensitivity Analysis

For this problem:

C Lmax wS Lmax
S LO wC Lmax
W wS LO
S LO wW

1 .0

2 .0

'C Lmax
'S LO
| 1
S LO
C Lmax

'S LO
'W
| 2 .0
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 P 0.1 S LO variation in take-off distance:

C Lmax

0.9 o 'S LO | 0.1S LO

318 ft

C Lmax

1.1 o 'S LO | 0.1S LO

318 ft

For a weight increase of 10% we find

W

1.119815lb  o 'S LO

| 20.1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:

S LO (C Lmax

0.9)

S LO (C Lmax

0.9)

'S LO ( 'C Lmax

1.44(19815) 2
(32.2)(0.002377)(318)(0.9)(7300)
3535 ft

0.1)

353.6 ft

which agrees well with linear result

16.100

Sensitivity Analysis

Similarly,

S LO C Lmax

1.1

'S LO C Lmax

2892 ft

 0 .1

290 ft

Finally, a 10% W increase to 21796lbs gives:

S LO W

21796lb  3850 ft

'S LO 'W

16.100

0.1W  668 ft