Journal
APPLIED MATHEMATICAL MODELLING
Volume 37, Issue 9, Pages 6543-6555Publisher
ELSEVIER SCIENCE INC
DOI: 10.1016/j.apm.2013.01.019
Keywords
Epistemic and aleatory uncertainties; Failure probability; Variance based sensitivity measure; Kriging method; Sobol's method
Funding
- National Natural Science Foundation of China [NSFC 51175425]
- Aviation Foundation [2011ZA53015]
- Special Research Fund for the Doctoral Program of Higher Education of China [20116102110003]
- Aerospace Support Foundation [2011XW010001]
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For structural systems with both epistemic and aleatory uncertainties, the effect of epistemic uncertainty on failure probability is measured by the variance based sensitivity analysis, which generally needs a triple-loop crude sampling procedure to solve and is time consuming. Thus, the Kriging method is employed to avoid the complex sampling procedure and improve the computational efficiency. By utilizing the Kriging predictor model, the conditional expectation of failure probability on the given epistemic uncertainty can be calculated efficiently. Compared with the Sobol's method, the proposed one can ensure reasonable accuracy of results but with lower computational cost. Three examples are employed to demonstrate the reasonability and efficiency of the proposed method. (C) 2013 Elsevier Inc. All rights reserved.
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