BLACK-BOX PROPAGATION OF FAILURE PROBABILITIES UNDER EPISTEMIC UNCERTAINTY



De Angelis, Marco ORCID: 0000-0001-8851-023X, Ferson, Scott ORCID: 0000-0002-2613-0650, Patelli, Edoardo ORCID: 0000-0002-5007-7247 and Kreinovich, Vladik
(2019) BLACK-BOX PROPAGATION OF FAILURE PROBABILITIES UNDER EPISTEMIC UNCERTAINTY. In: 2nd International Conference on Uncertainty Quantification in Computational Sciences and Engineering, 2019-6-24 - 2019-6-26.

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Abstract

In engineering simulation a black-box code is often a complex, legacy or proprietary (secret) black-box software used to describe the physics of the system under study. Strategies to propagate epistemic uncertainty through such codes are desperately needed, for code verification, sensitivity, and validation on experimental data. Very often in practice, the uncertainty in the inputs is characterised by imprecise probability distributions or distributions with interval parameters, also known as probability boxes. In this paper we propose a strategy based on line sampling to propagate both aleatory and epistemic uncertainty through black-box codes to obtain interval probabilities of failure. The efficiency of the proposed strategy is demonstrated on the NASA LaRC UQ problem.

Item Type: Conference or Workshop Item (Unspecified)
Depositing User: Symplectic Admin
Date Deposited: 18 May 2020 10:37
Last Modified: 18 Jan 2023 23:51
DOI: 10.7712/120219.6373.18699
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3087331