Line sampling approach for extreme case analysis in presence of aleatory and epistemic uncertainties

E. Patelli, M. De Angelis

Research output: Chapter in Book/Report/Conference proceedingConference contribution book

2 Citations (Scopus)

Abstract

In many real world situations, engineers are not able to perfectly model or predict the performance of systems or components due to the quality and amount of information available and the presence of unavoidable uncertainty. Despite the different levels of uncertainty and imprecision, it is still necessary to be able to propagate the uncertainty through the model and quantify the risk. In particular, decision makers need to know the confidence associated with the methodology adopted to model the uncertainty and avoid wrong decisions due to artificial restrictions introduced by the modelling. Hence, a generalized uncertainty quantification tool for dealing with different representation of the uncertainty is needed. This paper presents a generally applicable and efficient strategy to perform extreme case analysis where only limited amount of information is available. This is achieved defining probability boxes, intervals and fuzzy variables to represent the epistemic uncertainty and assessing the reliability computing the failure probability bounds by means of efficient advanced Monte Carlo sampling based on Line Sampling. A novel strategy has been developed to estimate the bounds of the failure probability and to identify the input distributions that best fit the distributions of the extreme realizations.

Original languageEnglish
Title of host publicationSafety and Reliability of Complex Engineered Systems - Proceedings of the 25th European Safety and Reliability Conference, ESREL 2015
EditorsEnrico Zio, Luca Podofillini, Wolfgang Kröger, Bruno Sudret, Božidar Stojadinović
Pages2585-2593
Number of pages9
Publication statusPublished - 10 Sep 2015
Event25th European Safety and Reliability Conference, ESREL 2015 - Zurich, Swaziland
Duration: 7 Sep 201510 Sep 2015

Publication series

NameSafety and Reliability of Complex Engineered Systems - Proceedings of the 25th European Safety and Reliability Conference, ESREL 2015

Conference

Conference25th European Safety and Reliability Conference, ESREL 2015
CountrySwaziland
CityZurich
Period7/09/1510/09/15

Keywords

  • reliability analysis
  • optimization RBDO
  • reliability
  • decision making
  • Monte Carlo methods
  • safety engineering
  • probability distributions

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  • Cite this

    Patelli, E., & De Angelis, M. (2015). Line sampling approach for extreme case analysis in presence of aleatory and epistemic uncertainties. In E. Zio, L. Podofillini, W. Kröger, B. Sudret, & B. Stojadinović (Eds.), Safety and Reliability of Complex Engineered Systems - Proceedings of the 25th European Safety and Reliability Conference, ESREL 2015 (pp. 2585-2593). (Safety and Reliability of Complex Engineered Systems - Proceedings of the 25th European Safety and Reliability Conference, ESREL 2015).