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Rigorous uncertainty quantification without integral testing

Author

Listed:
  • Topcu, U.
  • Lucas, L.J.
  • Owhadi, H.
  • Ortiz, M.

Abstract

We describe a rigorous approach for certifying the safe operation of complex systems that bypasses the need for integral testing. We specifically consider systems that have a modular structure. These systems are composed of subsystems, or components, that interact through unidirectional interfaces. We show that, for systems that have the structure of an acyclic graph, it is possible to obtain rigorous upper bounds on the probability of failure of the entire system from an uncertainty analysis of the individual components and their interfaces and without the need for integral testing. Certification is then achieved if the probability of failure upper bound is below an acceptable failure tolerance. We demonstrate the approach by means of an example concerned with the performance of a fractal electric circuit.

Suggested Citation

  • Topcu, U. & Lucas, L.J. & Owhadi, H. & Ortiz, M., 2011. "Rigorous uncertainty quantification without integral testing," Reliability Engineering and System Safety, Elsevier, vol. 96(9), pages 1085-1091.
    • Handle: RePEc:eee:reensy:v:96:y:2011:i:9:p:1085-1091
    DOI: 10.1016/j.ress.2010.07.013
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    1. Wansoo T. Rhee & Michel Talagrand, 1989. "A Concentration Inequality for the K -Median Problem," Mathematics of Operations Research, INFORMS, vol. 14(2), pages 189-202, May.
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