A PDEM-COM framework for uncertainty quantification of backward issues involving both aleatory and epistemic uncertainties

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Original languageEnglish
Article number052058
Number of pages12
JournalIOP Conference Series: Materials Science and Engineering
Volume1043
Issue number5
Publication statusPublished - 2 Feb 2021
Event10th International Conference on Quality, Reliability, Risk, Maintenance,and Safety Engineering, QR2MSE 2020 - Shaanxi, China, Shaanxi, China
Duration: 8 Oct 202011 Oct 2020
Conference number: 10

Abstract

Uncertainties that exist in nature or due to lack of knowledge have been widely recognized by researchers and engineering practitioners throughout engineering design and analysis for decades. Though great efforts have been devoted to the issues of uncertainty quantification (UQ) in various aspects, the methodologies on the quantification of aleatory uncertainty and epistemic uncertainty are usually logically inconsistent. For instance, the aleatory uncertainty is usually quantified in the framework of probability theory, whereas the epistemic uncertainty is quantified mostly by non-probabilistic methods. In the present paper, a probabilistically consistent framework for the quantification of both aleatory and epistemic uncertainty by synthesizing the probability density evolution method (PDEM) and the change of probability measure (COM) is outlined. The framework is then applied to the backward issues of uncertainty quantification. In particular, the uncertainty model updating issue is discussed in this paper. A numerical example is presented, and the results indicate the flexibility and efficiency of the proposed PDEM-COM framework.

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A PDEM-COM framework for uncertainty quantification of backward issues involving both aleatory and epistemic uncertainties. / Wan, Z. Q.; Chen, J. B.; Beer, M.
In: IOP Conference Series: Materials Science and Engineering, Vol. 1043, No. 5, 052058, 02.02.2021.

Research output: Contribution to journalConference articleResearchpeer review

Wan ZQ, Chen JB, Beer M. A PDEM-COM framework for uncertainty quantification of backward issues involving both aleatory and epistemic uncertainties. IOP Conference Series: Materials Science and Engineering. 2021 Feb 2;1043(5):052058. doi: 10.1088/1757-899X/1043/5/052058
Wan, Z. Q. ; Chen, J. B. ; Beer, M. / A PDEM-COM framework for uncertainty quantification of backward issues involving both aleatory and epistemic uncertainties. In: IOP Conference Series: Materials Science and Engineering. 2021 ; Vol. 1043, No. 5.
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abstract = "Uncertainties that exist in nature or due to lack of knowledge have been widely recognized by researchers and engineering practitioners throughout engineering design and analysis for decades. Though great efforts have been devoted to the issues of uncertainty quantification (UQ) in various aspects, the methodologies on the quantification of aleatory uncertainty and epistemic uncertainty are usually logically inconsistent. For instance, the aleatory uncertainty is usually quantified in the framework of probability theory, whereas the epistemic uncertainty is quantified mostly by non-probabilistic methods. In the present paper, a probabilistically consistent framework for the quantification of both aleatory and epistemic uncertainty by synthesizing the probability density evolution method (PDEM) and the change of probability measure (COM) is outlined. The framework is then applied to the backward issues of uncertainty quantification. In particular, the uncertainty model updating issue is discussed in this paper. A numerical example is presented, and the results indicate the flexibility and efficiency of the proposed PDEM-COM framework.",
author = "Wan, {Z. Q.} and Chen, {J. B.} and M. Beer",
note = "Funding Information: The supports of the National Natural Science Foundation of China (Grant Nos. 51725804, 11672209 and 51538010), the NSFC-DFG joint project (Grant No. 11761131014), the Committee of Science and Technology of Shanghai China (Grant No. 18160712800), and the Research Fund for State Key Laboratories of Ministry of Science and Technology of China (SLDRCE19-B-23) are highly appreciated. The China Scholarship Council (CSC) is greatly appreciated by the first author. ; 10th International Conference on Quality, Reliability, Risk, Maintenance,and Safety Engineering, QR2MSE 2020, QR2MSE 2020 ; Conference date: 08-10-2020 Through 11-10-2020",
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AU - Chen, J. B.

AU - Beer, M.

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