• 제목/요약/키워드: aleatory and epistemic uncertainties

검색결과 17건 처리시간 0.019초

The Explicit Treatment of Model Uncertainties in the Presence of Aleatory and Epistemic Parameter Uncertainties in Risk and Reliability Analysis

  • Ahn, Kwang-ll;Yang, Joon-Eon
    • Nuclear Engineering and Technology
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    • 제35권1호
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    • pp.64-79
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    • 2003
  • In the risk and reliability analysis of complex technological systems, the primary concern of formal uncertainty analysis is to understand why uncertainties arise, and to evaluate how they impact the results of the analysis. In recent times, many of the uncertainty analyses have focused on parameters of the risk and reliability analysis models, whose values are uncertain in an aleatory or an epistemic way. As the field of parametric uncertainty analysis matures, however, more attention is being paid to the explicit treatment of uncertainties that are addressed in the predictive model itself as well as the accuracy of the predictive model. The essential steps for evaluating impacts of these model uncertainties in the presence of parameter uncertainties are to determine rigorously various sources of uncertainties to be addressed in an underlying model itself and in turn model parameters, based on our state-of-knowledge and relevant evidence. Answering clearly the question of how to characterize and treat explicitly the forgoing different sources of uncertainty is particularly important for practical aspects such as risk and reliability optimization of systems as well as more transparent risk information and decision-making under various uncertainties. The main purpose of this paper is to provide practical guidance for quantitatively treating various model uncertainties that would often be encountered in the risk and reliability modeling process of complex technological systems.

Analysis of Structural Reliability under Model and Statistical Uncertainties: a Bayesian Approach

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
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    • 제1권2호
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    • pp.81-87
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    • 2001
  • A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

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베이지안 확률기법을 이용한 당량비 오차분석에 관한 연구 (Error Analysis of Equivalence Ratio using Bayesian Statistics)

  • 안중기;박익수;이호일
    • 한국추진공학회지
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    • 제22권2호
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    • pp.131-137
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    • 2018
  • 엔진 당량비의 제어오차가 요구범위를 불만족할 확률을 분석하였다. 당량비의 제어오차는 무작위 불확실요소와 인식론적 불확실요소로부터 동시에 영향을 받는다. 무작위 불확실요소는 일반적으로 확률 분포가 주어지므로 민감도 기반의 신뢰성 해석기법을 이용해 쉽게 해석이 가능하다. 확률분포를 알기 어려운 인식론적 불확실요소를 다루기 위해서는 새로운 접근법이 필요하다. 무작위 불확실요소에 대한 신뢰성 해석결과를 베이지안 추론에 이용함으로서 엔진 당량비의 제어오차가 요구범위를 불만족할 확률에 대한 확률분포를 구할 수 있었다. 이러한 접근은 무작위 불확실요소와 인식론적 불확실 요소가 동시에 존재하는 공학시스템 해석에 유용하게 사용될 수 있다.

TREATING UNCERTAINTIES IN A NUCLEAR SEISMIC PROBABILISTIC RISK ASSESSMENT BY MEANS OF THE DEMPSTER-SHAFER THEORY OF EVIDENCE

  • Lo, Chung-Kung;Pedroni, N.;Zio, E.
    • Nuclear Engineering and Technology
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    • 제46권1호
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    • pp.11-26
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    • 2014
  • The analyses carried out within the Seismic Probabilistic Risk Assessments (SPRAs) of Nuclear Power Plants (NPPs) are affected by significant aleatory and epistemic uncertainties. These uncertainties have to be represented and quantified coherently with the data, information and knowledge available, to provide reasonable assurance that related decisions can be taken robustly and with confidence. The amount of data, information and knowledge available for seismic risk assessment is typically limited, so that the analysis must strongly rely on expert judgments. In this paper, a Dempster-Shafer Theory (DST) framework for handling uncertainties in NPP SPRAs is proposed and applied to an example case study. The main contributions of this paper are two: (i) applying the complete DST framework to SPRA models, showing how to build the Dempster-Shafer structures of the uncertainty parameters based on industry generic data, and (ii) embedding Bayesian updating based on plant specific data into the framework. The results of the application to a case study show that the approach is feasible and effective in (i) describing and jointly propagating aleatory and epistemic uncertainties in SPRA models and (ii) providing 'conservative' bounds on the safety quantities of interest (i.e. Core Damage Frequency, CDF) that reflect the (limited) state of knowledge of the experts about the system of interest.

A novel evidence theory model and combination rule for reliability estimation of structures

  • Tao, Y.R.;Wang, Q.;Cao, L.;Duan, S.Y.;Huang, Z.H.H.;Cheng, G.Q.
    • Structural Engineering and Mechanics
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    • 제62권4호
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    • pp.507-517
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    • 2017
  • Due to the discontinuous nature of uncertainty quantification in conventional evidence theory(ET), the computational cost of reliability analysis based on ET model is very high. A novel ET model based on fuzzy distribution and the corresponding combination rule to synthesize the judgments of experts are put forward in this paper. The intersection and union of membership functions are defined as belief and plausible membership function respectively, and the Murfhy's average combination rule is adopted to combine the basic probability assignment for focal elements. Then the combined membership functions are transformed to the equivalent probability density function by a normalizing factor. Finally, a reliability analysis procedure for structures with the mixture of epistemic and aleatory uncertainties is presented, in which the equivalent normalization method is adopted to solve the upper and lower bound of reliability. The effectiveness of the procedure is demonstrated by a numerical example and an engineering example. The results also show that the reliability interval calculated by the suggested method is almost identical to that solved by conventional method. Moreover, the results indicate that the computational cost of the suggested procedure is much less than that of conventional method. The suggested ET model provides a new way to flexibly represent epistemic uncertainty, and provides an efficiency method to estimate the reliability of structures with the mixture of epistemic and aleatory uncertainties.

신뢰성 해석을 위한 인식론적 불확실성 모델링 방법 비교 (Comparison among Methods of Modeling Epistemic Uncertainty in Reliability Estimation)

  • 유민영;김남호;최주호
    • 한국전산구조공학회논문집
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    • 제27권6호
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    • pp.605-613
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    • 2014
  • 신뢰성 해석을 수행할 때 정보부족으로 인해 발생하는 인식론적 불확실성(epistemic uncertainty)은 고유의 변동성에 의해 존재하는 내재적 불확실성(aleatory uncertainty)보다 더 중요하게 다뤄야 한다. 그러나 그동안 개발된 확률이론은 주로 내재적 불확실성을 모델링하는데 이용된 반면, 인식론적 불확실성의 모델링에 대해서는 아직 확실한 접근법이 없었다. 최근 이를 위해 probability theory를 포함한 여러 접근법들이 제시되고 있지만 이들은 서로 다른 통계적 이론들을 바탕으로 도출되었기 때문에, 각 방법들의 결과들을 이해하는데 어려움이 있었다. 본 연구에서는 고장 확률을 계산하는 문제를 가지고 이러한 방법들이 인식론적 불확실성을 어떻게 다루는지를 비교, 분석하였다. 이를 위해 probability method, combined distribution method, interval analysis method 그리고 evidence theory를 대상으로 신뢰도 분석문제에 대해 각 방법들의 특징들을 비교하였으며, 그 결과는 다음과 같다. 입력변수의 확률분포 형태를 알 수 있다면 probability method가 가장 우수하나, 이를 전혀 모르면 interval method를 사용해야 한다. 그러나 계산비용 면에서는 두 방법이 유사하므로 결국 입력변수의 확률특성 정보가 얼마나 있느냐에 따라 방법을 선택한다. Combined distribution method는 failure probability의 평균만 제공하므로 사용하지 않는 것이 좋다. 다만 이 방법은 계산비용이 매우 적게 드는 장점이 있다. Evidence theory는 probability와 interval 방법의 중간에 해당하며, 구간별 probability assignment를 세분화 할수록 probability결과에 접근한다. 이 방법은 계산비용이 가장 높은 것이 문제이다.

최소생애주기비용을 위한 PSC보 보강의 최적설계 (Optimal Design of the PSC Beam Reinforcement for Minimum Life-Cycle Cost)

  • 방명식;한성호
    • 한국안전학회지
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    • 제23권5호
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    • pp.125-130
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    • 2008
  • PSC보의 보강 시에 안전도분석을 위한 신뢰성해석과 생애주기비용을 최소화하기 위만 최적설계를 실시하였다. 신뢰성해석은 현재 공용중인 표준단면을 변형시키면서 실시하며 자연적 불확실성과 인위적 불확실성을 고려하였다. 자연적(내재적) 불확실성을 고려하여 최소생애주기비용을 구한 후에, 인위적 불확실성을 최대 90%의 분산까지 고려하여 재해석을 실시하였다. 보강방법에 대한 신뢰성해석과 최소생애주기비용해석은 보강방법을 결정하는데 매우 합리적인 기준을 제시하였다.

Reliability sensitivities with fuzzy random uncertainties using genetic algorithm

  • Jafaria, Parinaz;Jahani, Ehsan
    • Structural Engineering and Mechanics
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    • 제60권3호
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    • pp.413-431
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    • 2016
  • A sensitivity analysis estimates the effect of the change in the uncertain variable parameter on the probability of the structural failure. A novel fuzzy random reliability sensitivity measure of the failure probability is proposed to consider the effect of the epistemic and aleatory uncertainties. The uncertainties of the engineering variables are modeled as fuzzy random variables. Fuzzy quantities are treated using the ${\lambda}$-cut approach. In fact, the fuzzy variables are transformed into the interval variables using the ${\lambda}$-cut approach. Genetic approach considers different possible combinations within the search domain (${\lambda}$-cut) and calculates the parameter sensitivities for each of the combinations.

베이지안 접근법을 이용한 입력변수 및 근사모델 불확실성 하에 서의 신뢰성 분석 (Reliability Analysis Under Input Variable and Metamodel Uncertainty Using Simulation Method Based on Bayesian Approach)

  • 안다운;원준호;김은정;최주호
    • 대한기계학회논문집A
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    • 제33권10호
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    • pp.1163-1170
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    • 2009
  • Reliability analysis is of great importance in the advanced product design, which is to evaluate reliability due to the associated uncertainties. There are three types of uncertainties: the first is the aleatory uncertainty which is related with inherent physical randomness that is completely described by a suitable probability model. The second is the epistemic uncertainty, which results from the lack of knowledge due to the insufficient data. These two uncertainties are encountered in the input variables such as dimensional tolerances, material properties and loading conditions. The third is the metamodel uncertainty which arises from the approximation of the response function. In this study, an integrated method for the reliability analysis is proposed that can address all these uncertainties in a single Bayesian framework. Markov Chain Monte Carlo (MCMC) method is employed to facilitate the simulation of the posterior distribution. Mathematical and engineering examples are used to demonstrate the proposed method.

Risk assessment of steel and steel-concrete composite 3D buildings considering sources of uncertainty

  • Lagaros, Nikos D.
    • Earthquakes and Structures
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    • 제6권1호
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    • pp.19-43
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    • 2014
  • A risk assessment framework for evaluating building structures is implemented in this study. This framework allows considering sources of uncertainty both on structural capacity and seismic demand. In particular randomness on seismic load, incident angle, material properties, floor mass and structural damping are considered; in addition the choice of fibre modelling versus plastic hinge model is also considered as a source of uncertainty. The main objective of this work is to study the contribution of these sources of uncertainty on the fragilities of steel and steel-reinforced concrete composite 3D building structures. The fragility curves are expressed in the form of a two-parameter lognormal distribution where vertical statistics in conjunction with metaheuristic optimization are implemented for calculating the two parameters.