• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Li, Pei-Pei (Li, Pei-Pei.) | Zhao, Yan-Gang (Zhao, Yan-Gang.) | Dang, Chao (Dang, Chao.) | Broggi, Matteo (Broggi, Matteo.) | Valdebenito, Marcos A. (Valdebenito, Marcos A..) | Faes, Matthias G. R. (Faes, Matthias G. R..)

Indexed by:

EI Scopus SCIE

Abstract:

Bayesian updating plays an important role in reducing epistemic uncertainty and making more reliable predictions of the structural failure probability. In this context, it should be noted that the posterior failure probability conditional on the updated uncertain parameters becomes a random variable itself. Hence, characterizing the statistical properties of the posterior failure probability is important, yet challenging task for risk-based decision-making. In this study, an efficient framework is proposed to fully characterize the statistical properties of the posterior failure probability. The framework is based on the concept of Bayesian updating and keeps the effect of aleatory and epistemic uncertainty separated. To improve the efficiency of the proposed framework, a weighted sparse grid numerical integration is suggested to evaluate the first three raw moments of the corresponding posterior reliability index. This enables the reuse of evaluation results stemming from previous analyses. In addition, the proposed framework employs the shifted lognormal distribution to approximate the probability distribution of the posterior reliability index, from which the mean, quantile, and even the distribution of the posterior failure probability can be easily obtained in closed form. Four examples illustrate the efficiency and accuracy of the proposed method, and results generated with Markov Chain Monte Carlo combined with plain Monte Carlo simulation are employed as a reference.

Keyword:

Bayesian updating Posterior failure probability Sparse grid numerical integration Shifted lognormal distribution

Author Community:

  • [ 1 ] [Li, Pei-Pei]TU Dortmund Univ, Chair Reliabil Engn, Leonhard Euler Str 5, D-44227 Dortmund, Germany
  • [ 2 ] [Dang, Chao]TU Dortmund Univ, Chair Reliabil Engn, Leonhard Euler Str 5, D-44227 Dortmund, Germany
  • [ 3 ] [Valdebenito, Marcos A.]TU Dortmund Univ, Chair Reliabil Engn, Leonhard Euler Str 5, D-44227 Dortmund, Germany
  • [ 4 ] [Faes, Matthias G. R.]TU Dortmund Univ, Chair Reliabil Engn, Leonhard Euler Str 5, D-44227 Dortmund, Germany
  • [ 5 ] [Zhao, Yan-Gang]Beijing Univ Technol, Minist Educ, Key Lab Urban Secur & Disaster Engn, Beijing 100124, Peoples R China
  • [ 6 ] [Broggi, Matteo]Leibniz Univ Hannover, Inst Risk & Reliabil, Callinstr 34, D-30167 Hannover, Germany

Reprint Author's Address:

  • [Li, Pei-Pei]TU Dortmund Univ, Chair Reliabil Engn, Leonhard Euler Str 5, D-44227 Dortmund, Germany;;

Show more details

Related Keywords:

Source :

MECHANICAL SYSTEMS AND SIGNAL PROCESSING

ISSN: 0888-3270

Year: 2024

Volume: 222

8 . 4 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count: 1

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 2

Affiliated Colleges:

Online/Total:1306/5271840
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.