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Quantification of margins and uncertainties of complex systems in the presence of aleatoric and epistemic uncertainty

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  • Urbina, Angel
  • Mahadevan, Sankaran
  • Paez, Thomas L.

Abstract

Performance assessment of complex systems is ideally done through full system-level testing which is seldom available for high consequence systems. Further, a reality of engineering practice is that some features of system behavior are not known from experimental data, but from expert assessment, only. On the other hand, individual component data, which are part of the full system are more readily available. The lack of system level data and the complexity of the system lead to a need to build computational models of a system in a hierarchical or building block approach (from simple components to the full system). The models are then used for performance prediction in lieu of experiments, to estimate the confidence in the performance of these systems. Central to this are the need to quantify the uncertainties present in the system and to compare the system response to an expected performance measure. This is the basic idea behind Quantification of Margins and Uncertainties (QMU). QMU is applied in decision making—there are many uncertainties caused by inherent variability (aleatoric) in materials, configurations, environments, etc., and lack of information (epistemic) in models for deterministic and random variables that influence system behavior and performance. This paper proposes a methodology to quantify margins and uncertainty in the presence of both aleatoric and epistemic uncertainty. It presents a framework based on Bayes networks to use available data at multiple levels of complexity (i.e. components, subsystem, etc.) and demonstrates a method to incorporate epistemic uncertainty given in terms of intervals on a model parameter.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:reensy:v:96:y:2011:i:9:p:1114-1125
    DOI: 10.1016/j.ress.2010.08.010
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    References listed on IDEAS

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    1. Wilson, Alyson G. & Huzurbazar, Aparna V., 2007. "Bayesian networks for multilevel system reliability," Reliability Engineering and System Safety, Elsevier, vol. 92(10), pages 1413-1420.
    2. Jiang, Xiaomo & Mahadevan, Sankaran, 2007. "Bayesian risk-based decision method for model validation under uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 92(6), pages 707-718.
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    Citations

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    Cited by:

    1. 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.
    2. Hund, Lauren & Schroeder, Benjamin, 2020. "A causal perspective on reliability assessment," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    3. 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.
    4. 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.
    5. Chen, Jie & Yu, Yang & Liu, Yongming, 2022. "Physics-guided mixture density networks for uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    6. 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).
    7. 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.
    8. 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.
    9. 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).
    10. 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.
    11. 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).
    12. 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.

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