AN SEPARATION OF THE ALEATORY AND EPISTEMIC UNCERTAINTIES WITH CORRELATED NORMAL VARIABLES AND ANALYSIS OF THE INFLUENCE OF PARAMETERS

Wu Danqing; Lü Zhenzhou; Cheng Lei

doi:10.6052/0459-1879-14-014

Volume 46 Issue 5

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Chinese Journal of Theoretical and Applied Mechanics > 2014 > 46(5): 794-801. > DOI: 10.6052/0459-1879-14-014 CSTR: 32045.14.0459-1879-14-014

Wu Danqing, Lü Zhenzhou, Cheng Lei. AN SEPARATION OF THE ALEATORY AND EPISTEMIC UNCERTAINTIES WITH CORRELATED NORMAL VARIABLES AND ANALYSIS OF THE INFLUENCE OF PARAMETERS[J]. Chinese Journal of Theoretical and Applied Mechanics, 2014, 46(5): 794-801. DOI: 10.6052/0459-1879-14-014

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AN SEPARATION OF THE ALEATORY AND EPISTEMIC UNCERTAINTIES WITH CORRELATED NORMAL VARIABLES AND ANALYSIS OF THE INFLUENCE OF PARAMETERS

School of Aeronautics, Northwestern Polytechnical University, Xi'an 710072, China

Funds: The project was supported by the National Natural Science Foundation of China (51175425) and the Research Fund of Doctoral Program of High Education of China (20116102110003).

Received Date: January 15, 2014
Revised Date: April 17, 2014

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Abstract

Abstract

For the structural system with correlated variables with aleatory and epistemic uncertainties, the influence of distribution parameters with epistemic uncertainty to the output is studied. Firstly, orthogonal transformation is used to separate the aleatory and epistemic uncertainties. The epistemic uncertainty is separated from the aleatory uncertainty of input variables through the auxiliary variable. After that, the main effect of distribution parameters to the model output is discussed. Secondly, the equality between the first order variance of parameters to the expectation of the output and the first order variance contribution of parameters to the output after separating uncertainties is validated. At last, some examples are utilized to demonstrate the rationality and efficiency of method used to separate the aleatory and epistemic uncertainties.
- epistemic uncertainty,
- aleatory uncertainty,
- distribution parameters,
- orthogonal transformation,
- first order variance contribution

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References

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AN SEPARATION OF THE ALEATORY AND EPISTEMIC UNCERTAINTIES WITH CORRELATED NORMAL VARIABLES AND ANALYSIS OF THE INFLUENCE OF PARAMETERS