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Model selection, updating, and averaging for probabilistic fatigue damage prognosis
Authors:Xuefei Guan
Affiliation:a Mechanical & Aeronautical Engineering, Clarkson University, 8 Clarkson Ave., Potsdam, NY 13699-5725, USA
b Civil & Environment Engineering, Clarkson University, 8 Clarkson Ave., Potsdam, NY 13699-5710, USA
Abstract:This paper presents a method for fatigue damage propagation model selection, updating, and averaging using reversible jump Markov chain Monte Carlo simulations. Uncertainties from model choice, model parameter, and measurement are explicitly included using probabilistic modeling. Response measurement data are used to perform Bayesian updating to reduce the uncertainty of fatigue damage prognostics. All the variables of interest, including the Bayes factors for model selection, the posterior distributions of model parameters, and the averaged results of system responses are obtained by one reversible jump Markov chain Monte Carlo simulation. The overall procedure is demonstrated by a numerical example and a practical fatigue problem involving two fatigue crack growth models. Experimental data are used to validate the performance of the method.
Keywords:Bayesian  Uncertainty  Reversible jump MCMC  Model selection  Model updating  Model averaging  Fatigue
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