EI、Scopus 收录
中文核心期刊
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
Citation: 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

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

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
  • 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.
  • Kiureqhian AD, Ditlevsen O. Aleatory or epistemic? Does it matter?. Structural Safety, 2009, 31(2): 105-112
    Okerkampf WL, Helton JC, Joslyn CA, et al. Challenge problems: Uncertainty in system response given uncertain parameters. Reliability Engineering and System Safety, 2004, 85(1-3): 11-19
    Guo J, Du XP. Sensitivity analysis with mixture epistemic and aleatory uncertainties. AIAA J, 2007, 45(9): 2337-2349
    Hofer E, Kloos M, Krzykacz-Hansmann B, et al. An approximate epistemic uncertainty analysis approach in the presence of epistemic and aleatory uncertainties. Reliability Engineer System Safety, 2002, 77(3): 229-238
    Helton JC, Johnson JD, Sallaberry CJ, et al. Survey of sampling-based method for uncertainty and sensitivity analysis. Reliability Engineering and System Safety, 2006, 91(10-11): 1175-1209
    Saltelli A. Sensitivity analysis for importance assessment. Risk Analysis, 2002, 22(3): 579-590
    Borgonovo E. Measuring uncertainty importance: Investigation and comparison of alternative approaches. Risk Analysis, 2006, 26(5): 1349-1361
    Wang P, Lü ZZ. A generalized separation for the variance contributions of the aleatory and epistemic uncertainties. Structural Safety, with edit.
    Wang P, Lü ZZ, Tang ZC. An application of the Kriging method in global sensitivity analysis with parameter uncertainty. Applied Mathematical Modeling, 2013, 37(9): 6543-6555
    Sankararaman S, Mahadevan S. Separating the contributions of variability and parameter uncertainty in probability distributions. Reliability Engineering and System Safety, 2013, 112: 187-199
    吕震宙, 宋述芳, 李洪双等. 结构机构可靠性及可靠性灵敏度分析. 北京: 科学出版社, 2009 (Lü Zhenzhou, Song Shufang, Li Hongshuang, et al. The Reliability and Reliability Sensitivity Analysis for Structure and Machine System. Beijing: Science Press, 2009 (in Chinese))
    Saltelli A, Annoni P, Azzini I, et al. Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index. Computer Physics Communications, 2010, 181: 259-270
    Allaire DL, Willcox K. A variance-based sensitivity index function for factor prioritization. Reliability Engineering and System Safety , 2012, 107: 107-114

Catalog

    Article Metrics

    Article views (1190) PDF downloads (683) Cited by()
    Related

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return