• Title/Summary/Keyword: aleatory uncertainty

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The Explicit Treatment of Model Uncertainties in the Presence of Aleatory and Epistemic Parameter Uncertainties in Risk and Reliability Analysis

  • Ahn, Kwang-ll;Yang, Joon-Eon
    • Nuclear Engineering and Technology
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    • v.35 no.1
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    • pp.64-79
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    • 2003
  • In the risk and reliability analysis of complex technological systems, the primary concern of formal uncertainty analysis is to understand why uncertainties arise, and to evaluate how they impact the results of the analysis. In recent times, many of the uncertainty analyses have focused on parameters of the risk and reliability analysis models, whose values are uncertain in an aleatory or an epistemic way. As the field of parametric uncertainty analysis matures, however, more attention is being paid to the explicit treatment of uncertainties that are addressed in the predictive model itself as well as the accuracy of the predictive model. The essential steps for evaluating impacts of these model uncertainties in the presence of parameter uncertainties are to determine rigorously various sources of uncertainties to be addressed in an underlying model itself and in turn model parameters, based on our state-of-knowledge and relevant evidence. Answering clearly the question of how to characterize and treat explicitly the forgoing different sources of uncertainty is particularly important for practical aspects such as risk and reliability optimization of systems as well as more transparent risk information and decision-making under various uncertainties. The main purpose of this paper is to provide practical guidance for quantitatively treating various model uncertainties that would often be encountered in the risk and reliability modeling process of complex technological systems.

Error Analysis of Equivalence Ratio using Bayesian Statistics (베이지안 확률기법을 이용한 당량비 오차분석에 관한 연구)

  • Ahn, Joongki;Park, Ik Soo;Lee, Ho-il
    • Journal of the Korean Society of Propulsion Engineers
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    • v.22 no.2
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    • pp.131-137
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    • 2018
  • This paper analyzes the probability of failure for the equivalence ratio error. The control error of the equivalence ratio is affected by the aleatory and epistemic uncertainties. In general, reliability analysis techniques are easily incorporated to handle the aleatory uncertainty. However, the epistemic uncertainty requires a new approach, as it does not provide an uncertainty distribution. The Bayesian inference incorporates the reliability analysis results to handle both uncertainties. The result gives a distribution of failure probability, whose equivalence ratio does not meet the requirement. This technique can be useful in the analysis of most engineering systems, where the aleatory and epistemic uncertainties exist simultaneously.

Analysis of Structural Reliability under Model and Statistical Uncertainties: a Bayesian Approach

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
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    • v.1 no.2
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    • pp.81-87
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    • 2001
  • A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

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Comparison among Methods of Modeling Epistemic Uncertainty in Reliability Estimation (신뢰성 해석을 위한 인식론적 불확실성 모델링 방법 비교)

  • Yoo, Min Young;Kim, Nam Ho;Choi, Joo Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.27 no.6
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    • pp.605-613
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    • 2014
  • Epistemic uncertainty, the lack of knowledge, is often more important than aleatory uncertainty, variability, in estimating reliability of a system. While the probability theory is widely used for modeling aleatory uncertainty, there is no dominant approach to model epistemic uncertainty. Different approaches have been developed to handle epistemic uncertainties using various theories, such as probability theory, fuzzy sets, evidence theory and possibility theory. However, since these methods are developed from different statistics theories, it is difficult to interpret the result from one method to the other. The goal of this paper is to compare different methods in handling epistemic uncertainty in the view point of calculating the probability of failure. In particular, four different methods are compared; the probability method, the combined distribution method, interval analysis method, and the evidence theory. Characteristics of individual methods are compared in the view point of reliability analysis.

Optimal Design of the PSC Beam Reinforcement for Minimum Life-Cycle Cost (최소생애주기비용을 위한 PSC보 보강의 최적설계)

  • Bang, Myung-Seok;Han, Sung-Ho
    • Journal of the Korean Society of Safety
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    • v.23 no.5
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    • pp.125-130
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    • 2008
  • To optimize the selected reinforcing method for application to PSC Beam bridges, the reliability analysis was performed with consideration for the increase and decrease of the member section based on the standard design section, and the minimum life-cycle cost(LCC) was calculated from this analysis with consideration for the aleatory uncertainty. Moreover, the mean, 50%, 75%, and 90% distributions of the analysis results were re-evaluated quantitatively by considering the effect of the epistemic uncertainty. The reliability results gained from the application of the reinforcing method, as well as the optimal design method based on the minimum LCC, will provide more reasonable design criteria for the PSC Beam bridges.

TREATING UNCERTAINTIES IN A NUCLEAR SEISMIC PROBABILISTIC RISK ASSESSMENT BY MEANS OF THE DEMPSTER-SHAFER THEORY OF EVIDENCE

  • Lo, Chung-Kung;Pedroni, N.;Zio, E.
    • Nuclear Engineering and Technology
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    • v.46 no.1
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    • pp.11-26
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    • 2014
  • The analyses carried out within the Seismic Probabilistic Risk Assessments (SPRAs) of Nuclear Power Plants (NPPs) are affected by significant aleatory and epistemic uncertainties. These uncertainties have to be represented and quantified coherently with the data, information and knowledge available, to provide reasonable assurance that related decisions can be taken robustly and with confidence. The amount of data, information and knowledge available for seismic risk assessment is typically limited, so that the analysis must strongly rely on expert judgments. In this paper, a Dempster-Shafer Theory (DST) framework for handling uncertainties in NPP SPRAs is proposed and applied to an example case study. The main contributions of this paper are two: (i) applying the complete DST framework to SPRA models, showing how to build the Dempster-Shafer structures of the uncertainty parameters based on industry generic data, and (ii) embedding Bayesian updating based on plant specific data into the framework. The results of the application to a case study show that the approach is feasible and effective in (i) describing and jointly propagating aleatory and epistemic uncertainties in SPRA models and (ii) providing 'conservative' bounds on the safety quantities of interest (i.e. Core Damage Frequency, CDF) that reflect the (limited) state of knowledge of the experts about the system of interest.

Risk assessment of steel and steel-concrete composite 3D buildings considering sources of uncertainty

  • Lagaros, Nikos D.
    • Earthquakes and Structures
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    • v.6 no.1
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    • pp.19-43
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    • 2014
  • A risk assessment framework for evaluating building structures is implemented in this study. This framework allows considering sources of uncertainty both on structural capacity and seismic demand. In particular randomness on seismic load, incident angle, material properties, floor mass and structural damping are considered; in addition the choice of fibre modelling versus plastic hinge model is also considered as a source of uncertainty. The main objective of this work is to study the contribution of these sources of uncertainty on the fragilities of steel and steel-reinforced concrete composite 3D building structures. The fragility curves are expressed in the form of a two-parameter lognormal distribution where vertical statistics in conjunction with metaheuristic optimization are implemented for calculating the two parameters.

An improvement on fuzzy seismic fragility analysis using gene expression programming

  • Ebrahimi, Elaheh;Abdollahzadeh, Gholamreza;Jahani, Ehsan
    • Structural Engineering and Mechanics
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    • v.83 no.5
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    • pp.577-591
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    • 2022
  • This paper develops a comparatively time-efficient methodology for performing seismic fragility analysis of the reinforced concrete (RC) buildings in the presence of uncertainty sources. It aims to appraise the effectiveness of any variation in the material's mechanical properties as epistemic uncertainty, and the record-to-record variation as aleatory uncertainty in structural response. In this respect, the fuzzy set theory, a well-known 𝛼-cut approach, and the Genetic Algorithm (GA) assess the median of collapse fragility curves as a fuzzy response. GA is requisite for searching the maxima and minima of the objective function (median fragility herein) in each membership degree, 𝛼. As this is a complicated and time-consuming process, the authors propose utilizing the Gene Expression Programming-based (GEP-based) equation for reducing the computational analysis time of the case study building significantly. The results indicate that the proposed structural analysis algorithm on the derived GEP model is able to compute the fuzzy median fragility about 33.3% faster, with errors less than 1%.

Bayesian Reliability Analysis Using Kriging Dimension Reduction Method (KDRM) (크리깅 기반 차원감소법을 이용한 베이지안 신뢰도 해석)

  • An, Da-Wn;Choi, Joo-Ho;Won, Jun-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2008.04a
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    • pp.602-607
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    • 2008
  • A technique for reliability-based design optimization(RBDO) is developed based on the Bayesian approach, which can deal with the epistemic uncertainty arising due to the limited number of data. Until recently, the conventional RBDO was implemented mostly by assuming the uncertainty as aleatory which means the statistical properties are completely known. In practice, however, this is not the case due to the insufficient data for estimating the statistical information, which makes the existing RBDO methods less useful. In this study, a Bayesian reliability is introduced to take account of the epistemic uncertainty, which is defined as the lower confidence bound of the probability distribution of the original reliability. In this case, the Bayesian reliability requires double loop of the conventional reliability analyses, which can be computationally expensive. Kriging based dimension reduction method(KDRM), which is a new efficient tool for the reliability analysis, is employed to this end. The proposed method is illustrated using a couple of numerical examples.

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Decision Method on Target Safety Level in Suspension Bridges by Minimization of Life Cycle Cost (생애주기비용의 최소화에 의한 현수교의 목표안전수준 결정방법)

  • Bang, Myung-Seok
    • Journal of the Korean Society of Safety
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    • v.24 no.2
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    • pp.62-68
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    • 2009
  • Life Cycle Cost(LCC) is adopted to decide the target of safety level in designing suspension bridges. The LCC are evaluated considering two types of uncertainty; aleatory and epistemic. The nine alternative designs of suspension bridge are simulated to decide the safety level which can minimize the LCC. The LCC is calculated through the probability of failure and safety index including the uncertainty. This method results in the useful tool deciding the optimum safety level with minimal LCC as the main design factor.