A new uncertainty propagation method for problems with parameterized probability-boxes. (April 2018)

• Record Type: Journal Article
• Authors: Liu, H.B.; Jiang, C.; Jia, X.Y.; Long, X.Y.; Zhang, Z.; Guan, F.J.
• Is Part Of: Reliability engineering & system safety. Volume 172(2018)
• Page Start: 64
• Page End: 73
• Publication Date: 2018-04
• Subjects: Parameterized p-boxes -- Uncertainty propagation -- Dimension reduction method -- Probability bounds -- Johnson distribution; Reliability (Engineering) -- Periodicals; System safety -- Periodicals; Industrial safety -- Periodicals; Fiabilité -- Périodiques; Sécurité des systèmes -- Périodiques; Sécurité du travail -- Périodiques; 620.00452
• DOI: 10.1016/j.ress.2017.12.004
• Languages: English
• ISSNs: 0951-8320

Abstract

Highlights: A new uncertainty propagation method for problems with parameterized probability-boxes is proposed. The proposed method can significantly improve the computational efficiency of calculating the probability bounds of output response. The proposed method can provide sufficient accuracy for reliability analysis or risk assessment of a structure or system. Abstract: This paper proposes a new uncertainty propagation method for problems with parameterized probability-boxes (p-boxes), which could efficiently compute the probability bounds of system response function. In practical engineering, these probability bounds are often very important for reliability analysis or risk assessment of a structure or system. First, based on the univariate dimension reduction method (UDRM), an optimized UDRM (OUDRM) is presented to calculate the bounds on statistical moments of response function. Then, utilizing the bounds on moments, a family of Johnson distributions fitting to the distribution function of response can be acquired using the moment matching method. Finally, by using an optimization approach based on percentiles, the probability bounds of the response function can be successfully obtained. Four numerical examples are investigated to demonstrate the effectiveness of the proposed method.