Propagation of hybrid uncertainty by synthesizing B-spline chaos and augmented change of probability measure

Abstract

Acquiring engineering data is frequently expensive, resulting in sparse data that may lead to a lack of knowledge for design and analysis. Thus, it is not always feasible to precisely determine the probability density functions (PDFs) of uncertain model parameters. Under such circumstances that involve simultaneous aleatory and epistemic uncertainties, repeated uncertainty propagation (UP) analysis is generally required. In this paper, a novel approach for hybrid UP is proposed by integrating B-spline chaos and augmented change of probability measure (aCOM) for meeting different goals. The B-spline chaos is adopted to represent the complicated computational model as a function of an arbitrary input random variable, while the aCOM is employed to reconstruct the PDF of the model output when the input PDF is changed due to epistemic uncertainty. In the case of small epistemic uncertainty, hybrid UP can be achieved directly by changing the assigned probabilities of existing sample results. While in the case of large epistemic uncertainty, additional samples from an augmenting PDF are generated. The proposed method is compatible with both cases. The numerical algorithm of the proposed method is presented and illustrated by four benchmark problems. Further, the accuracy and efficiency of the proposed method are substantiated by four numerical examples compared with analytical solutions or Monte Carlo simulations. An attempt to enhance the proposed method with the aid of active subspace methods to handle high-dimensional problems is also discussed in this work. The limitations and potential improvements of the proposed approach are outlined as well.