IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v116y2013icp28-37.html
   My bibliography  Save this article

An enhanced unified uncertainty analysis approach based on first order reliability method with single-level optimization

Author

Listed:
  • Yao, Wen
  • Chen, Xiaoqian
  • Huang, Yiyong
  • van Tooren, Michel

Abstract

In engineering, there exist both aleatory uncertainties due to the inherent variation of the physical system and its operational environment, and epistemic uncertainties due to lack of knowledge and which can be reduced with the collection of more data. To analyze the uncertain distribution of the system performance under both aleatory and epistemic uncertainties, combined probability and evidence theory can be employed to quantify the compound effects of the mixed uncertainties. The existing First Order Reliability Method (FORM) based Unified Uncertainty Analysis (UUA) approach nests the optimization based interval analysis in the improved Hasofer–Lind–Rackwitz–Fiessler (iHLRF) algorithm based Most Probable Point (MPP) searching procedure, which is computationally inhibitive for complex systems and may encounter convergence problem as well. Therefore, in this paper it is proposed to use general optimization solvers to search MPP in the outer loop and then reformulate the double-loop optimization problem into an equivalent single-level optimization (SLO) problem, so as to simplify the uncertainty analysis process, improve the robustness of the algorithm, and alleviate the computational complexity. The effectiveness and efficiency of the proposed method is demonstrated with two numerical examples and one practical satellite conceptual design problem.

Suggested Citation

  • Yao, Wen & Chen, Xiaoqian & Huang, Yiyong & van Tooren, Michel, 2013. "An enhanced unified uncertainty analysis approach based on first order reliability method with single-level optimization," Reliability Engineering and System Safety, Elsevier, vol. 116(C), pages 28-37.
  • Handle: RePEc:eee:reensy:v:116:y:2013:i:c:p:28-37
    DOI: 10.1016/j.ress.2013.02.014
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832013000495
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ress.2013.02.014?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Zaman, Kais & Rangavajhala, Sirisha & McDonald, Mark P. & Mahadevan, Sankaran, 2011. "A probabilistic approach for representation of interval uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 96(1), pages 117-130.
    2. Helton, Jon C. & Johnson, Jay D., 2011. "Quantification of margins and uncertainties: Alternative representations of epistemic uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 96(9), pages 1034-1052.
    3. Urbina, Angel & Mahadevan, Sankaran & Paez, Thomas L., 2011. "Quantification of margins and uncertainties of complex systems in the presence of aleatoric and epistemic uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 96(9), pages 1114-1125.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Xu, Yingchun & Yao, Wen & Zheng, Xiaohu & Chen, Xiaoqian, 2020. "An iterative information integration method for multi-level system reliability analysis based on Bayesian Melding Method," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    2. Damircheli, Mahrad & Fakoor, Mahdi & Yadegari, Hamed, 2020. "Failure assessment logic model (FALM): A new approach for reliability analysis of satellite attitude control subsystem," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
    3. Zhang, Limao & Lin, Penghui, 2021. "Multi-objective optimization for limiting tunnel-induced damages considering uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    4. Zheng, Xiaohu & Yao, Wen & Zhang, Xiaoya & Qian, Weiqi & Zhang, Hairui, 2023. "Parameterized coefficient fine-tuning-based polynomial chaos expansion method for sphere-biconic reentry vehicle reliability analysis and design," Reliability Engineering and System Safety, Elsevier, vol. 240(C).
    5. Zheng, Xiaohu & Yao, Wen & Xu, Yingchun & Chen, Xiaoqian, 2020. "Algorithms for Bayesian network modeling and reliability inference of complex multistate systems: Part I – Independent systems," Reliability Engineering and System Safety, Elsevier, vol. 202(C).
    6. Rocchetta, Roberto & Crespo, Luis G., 2021. "A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    7. Mathpati, Yogesh Chandrakant & More, Kalpesh Sanjay & Tripura, Tapas & Nayek, Rajdip & Chakraborty, Souvik, 2023. "MAntRA: A framework for model agnostic reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
    8. Izquierdo, J. & Crespo Márquez, A. & Uribetxebarria, J., 2019. "Dynamic artificial neural network-based reliability considering operational context of assets," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 483-493.
    9. Qu, Pengfei & Zhang, Limao & Zhu, Qizhi & Wu, Maozhi, 2023. "Probabilistic reliability assessment of twin tunnels considering fluid–solid coupling with physics-guided machine learning," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    10. Zheng, Xiaohu & Yao, Wen & Zhang, Yunyang & Zhang, Xiaoya, 2022. "Consistency regularization-based deep polynomial chaos neural network method for reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 227(C).
    11. Zheng, Xiaohu & Yao, Wen & Xu, Yingchun & Chen, Xianqi, 2019. "Improved compression inference algorithm for reliability analysis of complex multistate satellite system based on multilevel Bayesian network," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 123-142.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Helton, Jon C. & Brooks, Dusty M. & Sallaberry, Cédric J., 2020. "Property values associated with the failure of individual links in a system with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    2. Helton, Jon C. & Brooks, Dusty M. & Sallaberry, Cédric J., 2020. "Margins associated with loss of assured safety for systems with multiple weak links and strong links," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    3. Chemweno, Peter & Pintelon, Liliane & Muchiri, Peter Nganga & Van Horenbeek, Adriaan, 2018. "Risk assessment methodologies in maintenance decision making: A review of dependability modelling approaches," Reliability Engineering and System Safety, Elsevier, vol. 173(C), pages 64-77.
    4. Lv, Y. & Yan, X.D. & Sun, W. & Gao, Z.Y., 2015. "A risk-based method for planning of bus–subway corridor evacuation under hybrid uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 139(C), pages 188-199.
    5. Shah, Harsheel & Hosder, Serhat & Winter, Tyler, 2015. "Quantification of margins and mixed uncertainties using evidence theory and stochastic expansions," Reliability Engineering and System Safety, Elsevier, vol. 138(C), pages 59-72.
    6. Goerlandt, Floris & Montewka, Jakub, 2015. "Maritime transportation risk analysis: Review and analysis in light of some foundational issues," Reliability Engineering and System Safety, Elsevier, vol. 138(C), pages 115-134.
    7. Nikishova, Anna & Comi, Giovanni E. & Hoekstra, Alfons G., 2020. "Sensitivity analysis based dimension reduction of multiscale models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 170(C), pages 205-220.
    8. Chen, Jie & Yu, Yang & Liu, Yongming, 2022. "Physics-guided mixture density networks for uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    9. Kais Zaman & Saraf Anika Kritee, 2014. "An Optimization-Based Approach to Calculate Confidence Interval on Mean Value with Interval Data," Journal of Optimization, Hindawi, vol. 2014, pages 1-8, July.
    10. Sankararaman, Shankar & Mahadevan, Sankaran, 2015. "Integration of model verification, validation, and calibration for uncertainty quantification in engineering systems," Reliability Engineering and System Safety, Elsevier, vol. 138(C), pages 194-209.
    11. McKeand, Austin M. & Gorguluarslan, Recep M. & Choi, Seung-Kyum, 2021. "Stochastic analysis and validation under aleatory and epistemic uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    12. Liu, H.B. & Jiang, C. & Jia, X.Y. & Long, X.Y. & Zhang, Z. & Guan, F.J., 2018. "A new uncertainty propagation method for problems with parameterized probability-boxes," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 64-73.
    13. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
    14. Park, Chan Y. & Kim, Nam H. & Haftka, Raphael T., 2014. "How coupon and element tests reduce conservativeness in element failure prediction," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 123-136.
    15. Hund, Lauren & Schroeder, Benjamin, 2020. "A causal perspective on reliability assessment," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    16. Sankararaman, Shankar & Mahadevan, Sankaran, 2011. "Likelihood-based representation of epistemic uncertainty due to sparse point data and/or interval data," Reliability Engineering and System Safety, Elsevier, vol. 96(7), pages 814-824.
    17. Di Maio, Francesco & Bandini, Alessandro & Zio, Enrico & Alberola, Sofia Carlos & Sanchez-Saez, Francisco & Martorell, Sebastián, 2016. "Bootstrapped-ensemble-based Sensitivity Analysis of a trace thermal-hydraulic model based on a limited number of PWR large break loca simulations," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 122-134.
    18. Baraldi, Piero & Mangili, Francesca & Zio, Enrico, 2013. "Investigation of uncertainty treatment capability of model-based and data-driven prognostic methods using simulated data," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 94-108.
    19. Nicola Pedroni & Enrico Zio & Alberto Pasanisi & Mathieu Couplet, 2017. "A critical discussion and practical recommendations on some issues relevant to the non-probabilistic treatment of uncertainty in engineering risk assessment," Post-Print hal-01652230, HAL.
    20. Nicola Pedroni & Enrico Zio & Alberto Pasanisi & Mathieu Couplet, 2017. "A Critical Discussion and Practical Recommendations on Some Issues Relevant to the Nonprobabilistic Treatment of Uncertainty in Engineering Risk Assessment," Risk Analysis, John Wiley & Sons, vol. 37(7), pages 1315-1340, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:116:y:2013:i:c:p:28-37. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.