Uncertainty Analysis With Probability and Evidence Theories

Abstract

Both aleatory and epistemic uncertainties exist in engineering applications. Aleatory uncertainty (objective or stochastic uncertainty) describes the inherent variation associated with a physical system or environment. Epistemic uncertainty, on the other hand, is derived from some level of ignorance or incomplete information about a physical system or environment. Aleatory uncertainty associated with parameters is usually modeled by probability theory and has been widely researched and applied by industry, academia, and government. The study of epistemic uncertainty in engineering has recently started. The feasibility of the unified uncertainty analysis that deals with both types of uncertainties is investigated in this paper. The input parameters with aleatory uncertainty are modeled with probability distributions by probability theory, and the input parameters with epistemic uncertainty are modeled with basic probability assignment by evidence theory. The effect of the mixture of both aleatory and epistemic uncertainties on the model output is modeled with belief and plausibility measures (or the lower and upper probability bounds). It is shown that the calculation of belief measure or plausibility measure can be converted to the calculation of the minimum or maximum probability of failure over each of the mutually exclusive subsets of the input parameters with epistemic uncertainty. A First Order Reliability Method (FORM) based algorithm is proposed to conduct the unified uncertainty analysis. Two examples are given for the demonstration. Future research directions are derived from the discussions in this paper.