A PDEM-COM framework for quantification of epistemic uncertainty

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

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  • Tongji University
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OriginalspracheEnglisch
Titel des SammelwerksProceedings of the 29th European Safety and Reliability Conference, ESREL 2019
Herausgeber/-innenMichael Beer, Enrico Zio
ErscheinungsortSingapur
Seiten2622-2627
Seitenumfang6
ISBN (elektronisch)9789811127243
PublikationsstatusVeröffentlicht - 2020
Veranstaltung29th European Safety and Reliability Conference, ESREL 2019 - Leibniz University Hannover, Hannover, Deutschland
Dauer: 22 Sept. 201926 Sept. 2019

Abstract

In the uncertainty quantification and structural reliability evaluation, epistemic uncertainty usually exists simultaneously with the aleatory uncertainty. To characterize these two types of uncertainty is crucial for decision making in structural design. Though extensive investigations have been conducted, resulting in various approaches, including, e.g., the fuzzy analysis method, the imprecise probability and empirically based probabilistic method, etc., a compatible framework with efficient implementation is still in need. Actually, due to limited available data, the distribution parameters (e.g. mean value and standard deviation) carry epistemic uncertainty, thus the basic random variables should be characterized by a family of probability distributions, rather than an uniquely specified probability distribution. This set of distribution parameters can be determined by the bootstrap method. Such problem is addressed in the present paper. Moreover, to improve the computational efficiency, a newly proposed method called PDEM-COM is adopted, without compromising numerical accuracy. Numerical applications are illustrated to indicate the feasibility of PDEM-COM framework for quantification of epistemic uncertainty. Moreover, this basic idea can also be extended to quantification of epistemic uncertainty due to other sources.

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A PDEM-COM framework for quantification of epistemic uncertainty. / Wan, Zhiqiang; Chen, Jianbing; Li, Jie et al.
Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019. Hrsg. / Michael Beer; Enrico Zio. Singapur, 2020. S. 2622-2627.

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Wan, Z, Chen, J, Li, J & Beer, M 2020, A PDEM-COM framework for quantification of epistemic uncertainty. in M Beer & E Zio (Hrsg.), Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019. Singapur, S. 2622-2627, 29th European Safety and Reliability Conference, ESREL 2019, Hannover, Deutschland, 22 Sept. 2019. https://doi.org/10.3850/978-981-11-2724-3_0969-cd
Wan, Z., Chen, J., Li, J., & Beer, M. (2020). A PDEM-COM framework for quantification of epistemic uncertainty. In M. Beer, & E. Zio (Hrsg.), Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019 (S. 2622-2627). https://doi.org/10.3850/978-981-11-2724-3_0969-cd
Wan Z, Chen J, Li J, Beer M. A PDEM-COM framework for quantification of epistemic uncertainty. in Beer M, Zio E, Hrsg., Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019. Singapur. 2020. S. 2622-2627 doi: 10.3850/978-981-11-2724-3_0969-cd
Wan, Zhiqiang ; Chen, Jianbing ; Li, Jie et al. / A PDEM-COM framework for quantification of epistemic uncertainty. Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019. Hrsg. / Michael Beer ; Enrico Zio. Singapur, 2020. S. 2622-2627
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title = "A PDEM-COM framework for quantification of epistemic uncertainty",
abstract = "In the uncertainty quantification and structural reliability evaluation, epistemic uncertainty usually exists simultaneously with the aleatory uncertainty. To characterize these two types of uncertainty is crucial for decision making in structural design. Though extensive investigations have been conducted, resulting in various approaches, including, e.g., the fuzzy analysis method, the imprecise probability and empirically based probabilistic method, etc., a compatible framework with efficient implementation is still in need. Actually, due to limited available data, the distribution parameters (e.g. mean value and standard deviation) carry epistemic uncertainty, thus the basic random variables should be characterized by a family of probability distributions, rather than an uniquely specified probability distribution. This set of distribution parameters can be determined by the bootstrap method. Such problem is addressed in the present paper. Moreover, to improve the computational efficiency, a newly proposed method called PDEM-COM is adopted, without compromising numerical accuracy. Numerical applications are illustrated to indicate the feasibility of PDEM-COM framework for quantification of epistemic uncertainty. Moreover, this basic idea can also be extended to quantification of epistemic uncertainty due to other sources.",
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author = "Zhiqiang Wan and Jianbing Chen and Jie Li and Michael Beer",
note = "Funding information: Financial supports from the National Science Fund for Distinguished Young Scholars of China (Grant No.51725804), National Science Fund of China (Grant No.51538010) and the Funds for International Cooperation and Exchange of the National Natural Science Foundation of China (Grant No.11761131014) are gratefully appreciated.; 29th European Safety and Reliability Conference, ESREL 2019, ESREL 2019 ; Conference date: 22-09-2019 Through 26-09-2019",
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AU - Chen, Jianbing

AU - Li, Jie

AU - Beer, Michael

N1 - Funding information: Financial supports from the National Science Fund for Distinguished Young Scholars of China (Grant No.51725804), National Science Fund of China (Grant No.51538010) and the Funds for International Cooperation and Exchange of the National Natural Science Foundation of China (Grant No.11761131014) are gratefully appreciated.

PY - 2020

Y1 - 2020

N2 - In the uncertainty quantification and structural reliability evaluation, epistemic uncertainty usually exists simultaneously with the aleatory uncertainty. To characterize these two types of uncertainty is crucial for decision making in structural design. Though extensive investigations have been conducted, resulting in various approaches, including, e.g., the fuzzy analysis method, the imprecise probability and empirically based probabilistic method, etc., a compatible framework with efficient implementation is still in need. Actually, due to limited available data, the distribution parameters (e.g. mean value and standard deviation) carry epistemic uncertainty, thus the basic random variables should be characterized by a family of probability distributions, rather than an uniquely specified probability distribution. This set of distribution parameters can be determined by the bootstrap method. Such problem is addressed in the present paper. Moreover, to improve the computational efficiency, a newly proposed method called PDEM-COM is adopted, without compromising numerical accuracy. Numerical applications are illustrated to indicate the feasibility of PDEM-COM framework for quantification of epistemic uncertainty. Moreover, this basic idea can also be extended to quantification of epistemic uncertainty due to other sources.

AB - In the uncertainty quantification and structural reliability evaluation, epistemic uncertainty usually exists simultaneously with the aleatory uncertainty. To characterize these two types of uncertainty is crucial for decision making in structural design. Though extensive investigations have been conducted, resulting in various approaches, including, e.g., the fuzzy analysis method, the imprecise probability and empirically based probabilistic method, etc., a compatible framework with efficient implementation is still in need. Actually, due to limited available data, the distribution parameters (e.g. mean value and standard deviation) carry epistemic uncertainty, thus the basic random variables should be characterized by a family of probability distributions, rather than an uniquely specified probability distribution. This set of distribution parameters can be determined by the bootstrap method. Such problem is addressed in the present paper. Moreover, to improve the computational efficiency, a newly proposed method called PDEM-COM is adopted, without compromising numerical accuracy. Numerical applications are illustrated to indicate the feasibility of PDEM-COM framework for quantification of epistemic uncertainty. Moreover, this basic idea can also be extended to quantification of epistemic uncertainty due to other sources.

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