Challenge problems: uncertainty in system response given uncertain parameters

Abstract

Abstract The risk assessment community has begun to make a clear distinction between aleatory and epistemic uncertainty in theory and in practice. Aleatory uncertainty is also referred to in the literature as variability, irreducible uncertainty, inherent uncertainty, and stochastic uncertainty. Epistemic uncertainty is also termed reducible uncertainty, subjective uncertainty, and state-of-knowledge uncertainty. Methods to efficiently represent, aggregate, and propagate different types of uncertainty through computational models are clearly of vital importance. The most widely known and developed methods are available within the mathematics of probability theory, whether frequentist or subjectivist. Newer mathematical approaches, which extend or otherwise depart from probability theory, are also available, and are sometimes referred to as generalized information theory (GIT). For example, possibility theory, fuzzy set theory, and evidence theory are three components of GIT. To try to develop a better understanding of the relative advantages and disadvantages of traditional and newer methods and encourage a dialog between the risk assessment, reliability engineering, and GIT communities, a workshop was held. To focus discussion and debate at the workshop, a set of prototype problems, generally referred to as challenge problems, was constructed. The challenge problems concentrate on the representation, aggregation, and propagation of epistemic uncertainty and mixtures of epistemic and aleatory uncertainty through two simple model systems. This paper describes the challenge problems and gives numerical values for the different input parameters so that results from different investigators can be directly compared.