Unified Uncertainty Analysis by the First Order Reliability Method

Abstract

Two types of uncertainty exist in engineering. Aleatory uncertainty comes from inherent variations while epistemic uncertainty derives from ignorance or incomplete information. The former is usually modeled by the probability theory and has been widely researched. The latter can be modeled by the probability theory or nonprobability theories and is much more difficult to deal with. In this work, the effects of both types of uncertainty are quantified with belief and plausibility measures (lower and upper probabilities) in the context of the evidence theory. Input parameters with aleatory uncertainty are modeled with probability distributions by the probability theory. Input parameters with epistemic uncertainty are modeled with basic probability assignments by the evidence theory. A computational method is developed to compute belief and plausibility measures for black-box performance functions. The proposed method involves the nested probabilistic analysis and interval analysis. To handle black-box functions, we employ the first order reliability method for probabilistic analysis and nonlinear optimization for interval analysis. Two example problems are presented to demonstrate the proposed method.