Breaking the double loop: Operator norm theory as a tool to compute with imprecise probabilities

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

Autoren

  • Matthias G.R. Faes
  • Marcos A. Valdebenito
  • David Moens
  • Michael Beer

Externe Organisationen

  • KU Leuven
  • Universidad Tecnica Federico Santa Maria
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
Titel des Sammelwerkse-proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conference (ESREL2020 PSAM15)
Untertitel01-05 November 2020, Venice, Italy
Herausgeber/-innenPiero Baraldi, Francesco Di Maio, Enrico Zio
ErscheinungsortSingapore
Seiten4957-4963
Seitenumfang7
ISBN (elektronisch)9789811485930
PublikationsstatusVeröffentlicht - 2020
Veranstaltung30th European Safety and Reliability Conference, ESREL 2020 and 15th Probabilistic Safety Assessment and Management Conference, PSAM15 2020 - Venice, Italien
Dauer: 1 Nov. 20205 Nov. 2020

Abstract

In engineering analysis, numerical models are being increasingly used for the approximation of the real-life behavior of components and structures. In this context, a designer is often faced with uncertain and inherently variable model quantities, which are respectively represented by epistemic and aleatory uncertainties. To ensure interpretability, and hence, correct engineering decisions, these sources of uncertainty must remain strictly separated during the analysis. In case an analyst is faced with combinations of epistemic and aleatory uncertainty, which can take the form of imprecise probabilities (e.g., stochastic quantities with imprecisely defined hyper-parameters) or hybrid uncertainties (combinations of stochastic quantities, intervals and/or imprecise probabilities), the computation of the bounds on the reliability involves solving a set of nested optimization problems (a.k.a., “the double loop”), where the calculation of the reliability of the structure has to be performed for each realisation of the epistemic uncertainty. In this paper, a method is presented to break this double loop by virtue of the operator norm theorem. Indeed, in case linear models are considered, the paper shows that the computational efficiency of propagating these uncertainties can be reduced to solving two optimization problems and two calculations of the structural reliability. A case study involving a finite element model of a clamped plate is included to illustrate the application, efficiency and effectivity of the developed technique.

ASJC Scopus Sachgebiete

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Breaking the double loop: Operator norm theory as a tool to compute with imprecise probabilities. / Faes, Matthias G.R.; Valdebenito, Marcos A.; Moens, David et al.
e-proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conference (ESREL2020 PSAM15): 01-05 November 2020, Venice, Italy. Hrsg. / Piero Baraldi; Francesco Di Maio; Enrico Zio. Singapore, 2020. S. 4957-4963.

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

Faes, MGR, Valdebenito, MA, Moens, D & Beer, M 2020, Breaking the double loop: Operator norm theory as a tool to compute with imprecise probabilities. in P Baraldi, F Di Maio & E Zio (Hrsg.), e-proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conference (ESREL2020 PSAM15): 01-05 November 2020, Venice, Italy. Singapore, S. 4957-4963, 30th European Safety and Reliability Conference, ESREL 2020 and 15th Probabilistic Safety Assessment and Management Conference, PSAM15 2020, Venice, Italien, 1 Nov. 2020. https://doi.org/10.3850/978-981-14-8593-0_5707-cd
Faes, M. G. R., Valdebenito, M. A., Moens, D., & Beer, M. (2020). Breaking the double loop: Operator norm theory as a tool to compute with imprecise probabilities. In P. Baraldi, F. Di Maio, & E. Zio (Hrsg.), e-proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conference (ESREL2020 PSAM15): 01-05 November 2020, Venice, Italy (S. 4957-4963). https://doi.org/10.3850/978-981-14-8593-0_5707-cd
Faes MGR, Valdebenito MA, Moens D, Beer M. Breaking the double loop: Operator norm theory as a tool to compute with imprecise probabilities. in Baraldi P, Di Maio F, Zio E, Hrsg., e-proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conference (ESREL2020 PSAM15): 01-05 November 2020, Venice, Italy. Singapore. 2020. S. 4957-4963 doi: 10.3850/978-981-14-8593-0_5707-cd
Faes, Matthias G.R. ; Valdebenito, Marcos A. ; Moens, David et al. / Breaking the double loop : Operator norm theory as a tool to compute with imprecise probabilities. e-proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conference (ESREL2020 PSAM15): 01-05 November 2020, Venice, Italy. Hrsg. / Piero Baraldi ; Francesco Di Maio ; Enrico Zio. Singapore, 2020. S. 4957-4963
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abstract = "In engineering analysis, numerical models are being increasingly used for the approximation of the real-life behavior of components and structures. In this context, a designer is often faced with uncertain and inherently variable model quantities, which are respectively represented by epistemic and aleatory uncertainties. To ensure interpretability, and hence, correct engineering decisions, these sources of uncertainty must remain strictly separated during the analysis. In case an analyst is faced with combinations of epistemic and aleatory uncertainty, which can take the form of imprecise probabilities (e.g., stochastic quantities with imprecisely defined hyper-parameters) or hybrid uncertainties (combinations of stochastic quantities, intervals and/or imprecise probabilities), the computation of the bounds on the reliability involves solving a set of nested optimization problems (a.k.a., “the double loop”), where the calculation of the reliability of the structure has to be performed for each realisation of the epistemic uncertainty. In this paper, a method is presented to break this double loop by virtue of the operator norm theorem. Indeed, in case linear models are considered, the paper shows that the computational efficiency of propagating these uncertainties can be reduced to solving two optimization problems and two calculations of the structural reliability. A case study involving a finite element model of a clamped plate is included to illustrate the application, efficiency and effectivity of the developed technique.",
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T2 - 30th European Safety and Reliability Conference, ESREL 2020 and 15th Probabilistic Safety Assessment and Management Conference, PSAM15 2020

AU - Faes, Matthias G.R.

AU - Valdebenito, Marcos A.

AU - Moens, David

AU - Beer, Michael

N1 - Funding Information: Matthias Faes acknowledges the financial support of the Research Foundation Flanders (FWO) in the context of his post-doctoral grant under grant number 12P3519N as well as the Humboldt Foundation. Marcos Valdebenito acknowledges the support of ANID (National Agency for Research and Development, Chile) under its program FONDECYT, grant number 1180271.

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N2 - In engineering analysis, numerical models are being increasingly used for the approximation of the real-life behavior of components and structures. In this context, a designer is often faced with uncertain and inherently variable model quantities, which are respectively represented by epistemic and aleatory uncertainties. To ensure interpretability, and hence, correct engineering decisions, these sources of uncertainty must remain strictly separated during the analysis. In case an analyst is faced with combinations of epistemic and aleatory uncertainty, which can take the form of imprecise probabilities (e.g., stochastic quantities with imprecisely defined hyper-parameters) or hybrid uncertainties (combinations of stochastic quantities, intervals and/or imprecise probabilities), the computation of the bounds on the reliability involves solving a set of nested optimization problems (a.k.a., “the double loop”), where the calculation of the reliability of the structure has to be performed for each realisation of the epistemic uncertainty. In this paper, a method is presented to break this double loop by virtue of the operator norm theorem. Indeed, in case linear models are considered, the paper shows that the computational efficiency of propagating these uncertainties can be reduced to solving two optimization problems and two calculations of the structural reliability. A case study involving a finite element model of a clamped plate is included to illustrate the application, efficiency and effectivity of the developed technique.

AB - In engineering analysis, numerical models are being increasingly used for the approximation of the real-life behavior of components and structures. In this context, a designer is often faced with uncertain and inherently variable model quantities, which are respectively represented by epistemic and aleatory uncertainties. To ensure interpretability, and hence, correct engineering decisions, these sources of uncertainty must remain strictly separated during the analysis. In case an analyst is faced with combinations of epistemic and aleatory uncertainty, which can take the form of imprecise probabilities (e.g., stochastic quantities with imprecisely defined hyper-parameters) or hybrid uncertainties (combinations of stochastic quantities, intervals and/or imprecise probabilities), the computation of the bounds on the reliability involves solving a set of nested optimization problems (a.k.a., “the double loop”), where the calculation of the reliability of the structure has to be performed for each realisation of the epistemic uncertainty. In this paper, a method is presented to break this double loop by virtue of the operator norm theorem. Indeed, in case linear models are considered, the paper shows that the computational efficiency of propagating these uncertainties can be reduced to solving two optimization problems and two calculations of the structural reliability. A case study involving a finite element model of a clamped plate is included to illustrate the application, efficiency and effectivity of the developed technique.

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CY - Singapore

Y2 - 1 November 2020 through 5 November 2020

ER -

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