Mixed aleatory-epistemic uncertainty quantification with stochastic expansions and optimization-based interval estimation |
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Authors: | M.S. Eldred L.P. Swiler |
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Affiliation: | a Optimization and Uncertainty Quantification Department, Sandia National Laboratories, P.O. Box 5800, Albuquerque, NM 87185-1318, United States1 b Department of Aeronautics and Astronautics, Stanford University, Stanford, CA 94305, United States |
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Abstract: | Uncertainty quantification (UQ) is the process of determining the effect of input uncertainties on response metrics of interest. These input uncertainties may be characterized as either aleatory uncertainties, which are irreducible variabilities inherent in nature, or epistemic uncertainties, which are reducible uncertainties resulting from a lack of knowledge. When both aleatory and epistemic uncertainties are mixed, it is desirable to maintain a segregation between aleatory and epistemic sources such that it is easy to separate and identify their contributions to the total uncertainty. Current production analyses for mixed UQ employ the use of nested sampling, where each sample taken from epistemic distributions at the outer loop results in an inner loop sampling over the aleatory probability distributions. This paper demonstrates new algorithmic capabilities for mixed UQ in which the analysis procedures are more closely tailored to the requirements of aleatory and epistemic propagation. Through the combination of stochastic expansions for computing statistics and interval optimization for computing bounds, interval-valued probability, second-order probability, and Dempster-Shafer evidence theory approaches to mixed UQ are shown to be more accurate and efficient than previously achievable. |
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Keywords: | Uncertainty quantification Epistemic Aleatory Polynomial chaos expansion Stochastic collocation Interval optimization Second-order probability Dempster-Shafer evidence theory |
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