Uncertainties Quantification and Propagation of Multiple Correlated Variables with Limited Samples

13th International Conference on Motion and Vibration Control; 12th International Conference on Recent Advances in Structural Dynamics

Zhanpeng, Shen^1,2 ; Xueqian, Chen^1 ; Xinen, Liu^1 ; Chaoping, Zang^2

Institute of Systems Engineering, China Academy of Engineering Physics, Mianyang

621999, China^1

College of Energy and Power Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing

210016, China^2

关键词: Copula functions;    Correlated variables;    Engineering structures;    Epistemic uncertainties;    Probability box;    Sampling technique;    Uncertain variables;    Uncertainty propagation;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/744/1/012201/pdf
DOI  :  10.1088/1742-6596/744/1/012201

来源: IOP

【 摘 要 】

In order to estimate the reliability of an engineering structure based on limited test data, it is distinctly important to address both the epistemic uncertainty from lacking in samples and correlations between input uncertain variables. Both the probability boxes theory and copula function theory are utilized in proposed method to represent uncertainty and correlation of input variables respectively. Moreover, the uncertainty of response of interest is obtained by uncertainty propagation of correlated input variables. Nested sampling technique is adopted here to insure the propagation is always feasible and the response's uncertainty is characterized by a probability box. Finally, a numerical example illustrates the validity and effectiveness of our method. The results indicate that the epistemic uncertainty cannot be conveniently ignored when available samples are very limited and correlations among input variables may significantly affect the uncertainty of responses.