Skip to main content
Erschienen in: Structural and Multidisciplinary Optimization 6/2016

28.06.2016 | RESEARCH PAPER

An extended probabilistic method for reliability analysis under mixed aleatory and epistemic uncertainties with flexible intervals

verfasst von: Xiaoqian Chen, Wen Yao, Yong Zhao, Qi Ouyang

Erschienen in: Structural and Multidisciplinary Optimization | Ausgabe 6/2016

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

The reliability analysis approach based on combined probability and evidence theory is studied in this paper to address the reliability analysis problem involving both aleatory uncertainties and epistemic uncertainties with flexible intervals (the interval bounds are either fixed or variable as functions of other independent variables). In the standard mathematical formulation of reliability analysis under mixed uncertainties with combined probability and evidence theory, the key is to calculate the failure probability of the upper and lower limits of the system response function as the epistemic uncertainties vary in each focal element. Based on measure theory, in this paper it is proved that the aforementioned upper and lower limits of the system response function are measurable under certain circumstances (the system response function is continuous and the flexible interval bounds satisfy certain conditions), which accordingly can be treated as random variables. Thus the reliability analysis of the system response under mixed uncertainties can be directly treated as probability calculation problems and solved by existing well-developed and efficient probabilistic methods. In this paper the popular probabilistic reliability analysis method FORM (First Order Reliability Method) is taken as an example to illustrate how to extend it to solve the reliability analysis problem in the mixed uncertainty situation. The efficacy of the proposed method is demonstrated with two numerical examples and one practical satellite conceptual design problem.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
Zurück zum Zitat Athreya KB, Lahiri SN (2006) Measure theory and probability theory. Springer, New YorkMATH Athreya KB, Lahiri SN (2006) Measure theory and probability theory. Springer, New YorkMATH
Zurück zum Zitat Bae H, Grandhi RV, Canfield RA (2004a) An approximation approach for uncertainty quantification using evidence theory. Reliab Eng Syst Saf 86:215–225CrossRef Bae H, Grandhi RV, Canfield RA (2004a) An approximation approach for uncertainty quantification using evidence theory. Reliab Eng Syst Saf 86:215–225CrossRef
Zurück zum Zitat Bae H, Grandhi RV, Canfield RA (2004b) Epistemic uncertainty quantification techniques including evidence theory for large-scale structures. Comput Struct 82(13–14):1101–1112CrossRef Bae H, Grandhi RV, Canfield RA (2004b) Epistemic uncertainty quantification techniques including evidence theory for large-scale structures. Comput Struct 82(13–14):1101–1112CrossRef
Zurück zum Zitat Chen X, Park E, Xiu D (2013) A flexible numerical approach for quantification of epistemic uncertainty. J Comput Phys 240(1):211–224MathSciNetCrossRefMATH Chen X, Park E, Xiu D (2013) A flexible numerical approach for quantification of epistemic uncertainty. J Comput Phys 240(1):211–224MathSciNetCrossRefMATH
Zurück zum Zitat Der Kiureghian A, Ditlevsen O (2009) Aleatory or epistemic? Does it matter? Struct Saf 31(2):105–112CrossRef Der Kiureghian A, Ditlevsen O (2009) Aleatory or epistemic? Does it matter? Struct Saf 31(2):105–112CrossRef
Zurück zum Zitat Du X (2006) Uncertainty analysis with probability and evidence theories. The 2006 ASME international design engineering technical conferences & computers and information in engineering conference. American Society of Mechanical Engineers ASME, PA Du X (2006) Uncertainty analysis with probability and evidence theories. The 2006 ASME international design engineering technical conferences & computers and information in engineering conference. American Society of Mechanical Engineers ASME, PA
Zurück zum Zitat Du X (2008) Unified uncertainty analysis by the first order reliability method. J Mech Des 130(9):091401CrossRef Du X (2008) Unified uncertainty analysis by the first order reliability method. J Mech Des 130(9):091401CrossRef
Zurück zum Zitat Du X, Venigell PK, Liu D (2009) Robust mechanism synthesis with random and interval variables. Mech Mach Theory 44:1321–1337CrossRefMATH Du X, Venigell PK, Liu D (2009) Robust mechanism synthesis with random and interval variables. Mech Mach Theory 44:1321–1337CrossRefMATH
Zurück zum Zitat Eldred MS, Swiler LP, Tang G (2011) Mixed aleatory-epistemic uncertainty quantification with collocation-based stochastic expansions and optimization-based interval estimation. Reliab Eng Syst Saf 96:1092–1113CrossRef Eldred MS, Swiler LP, Tang G (2011) Mixed aleatory-epistemic uncertainty quantification with collocation-based stochastic expansions and optimization-based interval estimation. Reliab Eng Syst Saf 96:1092–1113CrossRef
Zurück zum Zitat Gao W, Song C, Tin-Loi F (2010) Probabilistic interval analysis for structures with uncertainty. Struct Saf 32(3):191–199CrossRef Gao W, Song C, Tin-Loi F (2010) Probabilistic interval analysis for structures with uncertainty. Struct Saf 32(3):191–199CrossRef
Zurück zum Zitat Gao W, Di W, Song C, Tin-Loi F, Li X (2011) Hybrid probabilistic interval analysis of bar structures with uncertainty using a mixed perturbation Monte-Carlo method. Finite Elem Anal Des 47:643–652MathSciNetCrossRef Gao W, Di W, Song C, Tin-Loi F, Li X (2011) Hybrid probabilistic interval analysis of bar structures with uncertainty using a mixed perturbation Monte-Carlo method. Finite Elem Anal Des 47:643–652MathSciNetCrossRef
Zurück zum Zitat He L, Huang GH, Lu HW (2009) Flexible interval mixed-integer bi-infinite programming for environmental systems management under uncertainty. J Environ Manag 90(5):1802–1813CrossRef He L, Huang GH, Lu HW (2009) Flexible interval mixed-integer bi-infinite programming for environmental systems management under uncertainty. J Environ Manag 90(5):1802–1813CrossRef
Zurück zum Zitat He Y, Mirzargar M, Kirby RM (2015) Mixed aleatory and epistemic uncertainty quantification using fuzzy set theory. Int J Approx Reason 66:1–15MathSciNetCrossRefMATH He Y, Mirzargar M, Kirby RM (2015) Mixed aleatory and epistemic uncertainty quantification using fuzzy set theory. Int J Approx Reason 66:1–15MathSciNetCrossRefMATH
Zurück zum Zitat Helton JC, Johnson JD (2011) Quantification of margins and uncertainties: alternative representations of epistemic uncertainty. Reliab Eng Syst Saf 96(9):1034–1052CrossRef Helton JC, Johnson JD (2011) Quantification of margins and uncertainties: alternative representations of epistemic uncertainty. Reliab Eng Syst Saf 96(9):1034–1052CrossRef
Zurück zum Zitat Helton JC, Pilch M (2011) Guest editorial: quantification of margins and uncertainties. Reliab Eng Syst Saf 96(9):959–964CrossRef Helton JC, Pilch M (2011) Guest editorial: quantification of margins and uncertainties. Reliab Eng Syst Saf 96(9):959–964CrossRef
Zurück zum Zitat Hohenbichler M, Gollwitzer S, Kruse W, Rackwitz R (1987) New light on first- and second-order reliability methods. Struct Saf 4(4):267–284CrossRef Hohenbichler M, Gollwitzer S, Kruse W, Rackwitz R (1987) New light on first- and second-order reliability methods. Struct Saf 4(4):267–284CrossRef
Zurück zum Zitat Jakeman J, Eldred M, Xiu D (2010) Numerical approach for quantification of epistemic uncertainty. J Comput Phys 229(12):4648–4663MathSciNetCrossRefMATH Jakeman J, Eldred M, Xiu D (2010) Numerical approach for quantification of epistemic uncertainty. J Comput Phys 229(12):4648–4663MathSciNetCrossRefMATH
Zurück zum Zitat Jiang C, Long XY, Han X, Tao YR, Liu J (2013) Probability-interval hybrid reliability analysis for cracked structures existing epistemic uncertainty. Eng Fract Mech 112–113:148–164 Jiang C, Long XY, Han X, Tao YR, Liu J (2013) Probability-interval hybrid reliability analysis for cracked structures existing epistemic uncertainty. Eng Fract Mech 112–113:148–164
Zurück zum Zitat Li L, Lu Z, Cheng L, Wu D (2014) Importance analysis on the failure probability of the fuzzy and random system and its state dependent parameter solution. Fuzzy Sets Syst 250:69–89MathSciNetCrossRefMATH Li L, Lu Z, Cheng L, Wu D (2014) Importance analysis on the failure probability of the fuzzy and random system and its state dependent parameter solution. Fuzzy Sets Syst 250:69–89MathSciNetCrossRefMATH
Zurück zum Zitat Melchers RE (1999) Structural reliability analysis and prediction. John Wiley and Sons, Chichester Melchers RE (1999) Structural reliability analysis and prediction. John Wiley and Sons, Chichester
Zurück zum Zitat Oberguggenberger M (2015) Analysis and computation with hybrid random set stochastic models. Struct Saf 52:233–243CrossRef Oberguggenberger M (2015) Analysis and computation with hybrid random set stochastic models. Struct Saf 52:233–243CrossRef
Zurück zum Zitat Oberkampf WL, Helton JC (2002). Investigation of Evidence Theory for Engineering Applications. 4th Non-Deterministic Approaches Forum. Denver, Colorado Oberkampf WL, Helton JC (2002). Investigation of Evidence Theory for Engineering Applications. 4th Non-Deterministic Approaches Forum. Denver, Colorado
Zurück zum Zitat Rackwitz R (2001) Reliability analysis-a review and some perspectives. Struct Saf 23(4):365–395CrossRef Rackwitz R (2001) Reliability analysis-a review and some perspectives. Struct Saf 23(4):365–395CrossRef
Zurück zum Zitat Sentz K, Ferson S (2011) Probabilistic bounding analysis in the quantification of margins and uncertainties. Reliab Eng Syst Saf 96:1126–1136CrossRef Sentz K, Ferson S (2011) Probabilistic bounding analysis in the quantification of margins and uncertainties. Reliab Eng Syst Saf 96:1126–1136CrossRef
Zurück zum Zitat Shafer G (1976) A mathematical theory of evidence. Princeton University Press, PrincetonMATH Shafer G (1976) A mathematical theory of evidence. Princeton University Press, PrincetonMATH
Zurück zum Zitat Urbina A, Mahadevan S, Paez TL (2011) Quantification of margins and uncertainties of complex systems in the presence of aleatoric and epistemic uncertainty. Reliab Eng Syst Saf 96(9):1114–1125CrossRef Urbina A, Mahadevan S, Paez TL (2011) Quantification of margins and uncertainties of complex systems in the presence of aleatoric and epistemic uncertainty. Reliab Eng Syst Saf 96(9):1114–1125CrossRef
Zurück zum Zitat Wertz JR, Larson WJ (1999) Space mission analysis and design, 3rd edn. Microcosm Press, California Wertz JR, Larson WJ (1999) Space mission analysis and design, 3rd edn. Microcosm Press, California
Zurück zum Zitat Yao W, Chen X, Huang Y, Gurdal Z, van Tooren M (2013a) A sequential optimization and mixed uncertainty analysis method for reliability-based optimization. AIAA J 51(9):2266–2277CrossRef Yao W, Chen X, Huang Y, Gurdal Z, van Tooren M (2013a) A sequential optimization and mixed uncertainty analysis method for reliability-based optimization. AIAA J 51(9):2266–2277CrossRef
Zurück zum Zitat Yao W, Chen X, Huang Y, van Tooren M (2013b) An enhanced unified uncertainty analysis approach based on first order reliability method with single-level optimization. Reliab Eng Syst Saf 116:28–37CrossRef Yao W, Chen X, Huang Y, van Tooren M (2013b) An enhanced unified uncertainty analysis approach based on first order reliability method with single-level optimization. Reliab Eng Syst Saf 116:28–37CrossRef
Zurück zum Zitat Zaman K, Rangavajhala S, McDonald MP, Mahadevan S (2011) A probabilistic approach for representation of interval uncertainty. Reliab Eng Syst Saf 96(1):117–130CrossRef Zaman K, Rangavajhala S, McDonald MP, Mahadevan S (2011) A probabilistic approach for representation of interval uncertainty. Reliab Eng Syst Saf 96(1):117–130CrossRef
Zurück zum Zitat Zhang X, Huang H (2010) Sequential optimization and reliability assessment for multidisciplinary design optimization under aleatory and epistemic uncertainties. J Struct Multidiscip Optim 40(1):165–175CrossRef Zhang X, Huang H (2010) Sequential optimization and reliability assessment for multidisciplinary design optimization under aleatory and epistemic uncertainties. J Struct Multidiscip Optim 40(1):165–175CrossRef
Zurück zum Zitat Zhao Y, Ono T (1999) A general procedure for first/second-order reliability method (FORM/SORM). Struct Saf 21(2):95–112CrossRef Zhao Y, Ono T (1999) A general procedure for first/second-order reliability method (FORM/SORM). Struct Saf 21(2):95–112CrossRef
Metadaten
Titel
An extended probabilistic method for reliability analysis under mixed aleatory and epistemic uncertainties with flexible intervals
verfasst von
Xiaoqian Chen
Wen Yao
Yong Zhao
Qi Ouyang
Publikationsdatum
28.06.2016
Verlag
Springer Berlin Heidelberg
Erschienen in
Structural and Multidisciplinary Optimization / Ausgabe 6/2016
Print ISSN: 1615-147X
Elektronische ISSN: 1615-1488
DOI
https://doi.org/10.1007/s00158-016-1509-z

Weitere Artikel der Ausgabe 6/2016

Structural and Multidisciplinary Optimization 6/2016 Zur Ausgabe

    Marktübersichten

    Die im Laufe eines Jahres in der „adhäsion“ veröffentlichten Marktübersichten helfen Anwendern verschiedenster Branchen, sich einen gezielten Überblick über Lieferantenangebote zu verschaffen.