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Engineering analysis with probability boxes: A review on computational methods
Structural Safety ( IF 5.8 ) Pub Date : 2021-06-22 , DOI: 10.1016/j.strusafe.2021.102092
Matthias G.R. Faes , Marco Daub , Stefano Marelli , Edoardo Patelli , Michael Beer

The consideration of imprecise probability in engineering analysis to account for missing, vague or incomplete data in the description of model uncertainties is a fast-growing field of research. Probability-boxes (p-boxes) are of particular interest in an engineering context, since they offer a mathematically straightforward description of imprecise probabilities, as well as allow for an intuitive visualisation. In essence, p-boxes are defined via lower and upper bounds on the cumulative distribution function of a random variable whose exact probability distribution is unknown. However, the propagation of p-boxes on model inputs towards bounds on probabilistic measures describing the uncertainty on the model responses is numerically still very demanding, and hence is subject of intensive research. In order to provide an overview on the available methods, this paper gives a state-of-the art review for the modelling and propagation of p-boxes with a special focus on structural reliability analysis.



中文翻译:

概率盒工程分析:计算方法综述

在工程分析中考虑不精确概率以解释模型不确定性描述中缺失、模糊或不完整的数据是一个快速发展的研究领域。概率盒(p 盒)在工程环境中特别受关注,因为它们提供了对不精确概率的数学上简单的描述,并允许直观的可视化。本质上,p-boxes 是通过一个随机变量的累积分布函数的下界和上限来定义的,这个随机变量的确切概率分布是未知的。然而,模型输入上的 p-box 向描述模型响应不确定性的概率度量边界的传播在数值上仍然非常苛刻,因此是深入研究的主题。

更新日期:2021-06-22
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