The design of complex systems often requires reliability assessments involving a large number of uncertainties and low probability of failure estimations (in the order of 10−4). Estimating such rare event probabilities with crude Monte Carlo (CMC) is computationally intractable. Specific numerical methods to reduce the computational cost and the variance estimate have been developed such as importance sampling or subset simulation. However, these methods assume that the uncertainties are defined within the probability formalism. Regarding epistemic uncertainties, the interval formalism is particularly adapted when only their definition domain is known. In this paper, a method is derived to assess the reliability of a system with uncertainties described by both probability and interval frameworks. It allows one to determine the bounds of the failure probability and involves a sequential approach using subset simulation, kriging, and an optimization process. To reduce the simulation cost, a refinement strategy of the surrogate model is proposed taking into account the presence of both aleatory and epistemic uncertainties. The method is compared to existing approaches on an analytical example as well as on a launch vehicle fallout zone estimation problem.
Reliability Analysis in the Presence of Aleatory and Epistemic Uncertainties, Application to the Prediction of a Launch Vehicle Fallout Zone
Contributed by the Design Automation Committee of ASME for publication in the JOURNAL OF MECHANICAL DESIGN. Manuscript received February 14, 2016; final manuscript received June 22, 2016; published online September 12, 2016. Assoc. Editor: Mian Li.
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Brevault, L., Lacaze, S., Balesdent, M., and Missoum, S. (September 12, 2016). "Reliability Analysis in the Presence of Aleatory and Epistemic Uncertainties, Application to the Prediction of a Launch Vehicle Fallout Zone." ASME. J. Mech. Des. November 2016; 138(11): 111401. https://doi.org/10.1115/1.4034106
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