International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP) (12th : 2015)

Propagation of uncertainties modelled by parametric p-boxes using sparse Polynomial Chaos Expansions Schöbi, Roland; Sudret, Bruno


Advanced simulations, such as finite element methods, are routinely used to model the behaviour of physical systems and processes. At the same time, awareness is growing on concepts of structural reliability and robust design. This makes efficient quantification and propagation of uncertainties in computation models a key challenge. For this purpose, surrogate models, and especially Polynomial Chaos Expansions (PCE), have been used intensively in the last decade. In this paper we combine PCE and probability-boxes (p-boxes), which describe a mix of aleatory and epistemic uncertainty. In particular, parametric p-boxes allow for separation of the latter uncertainties in the input space. The introduction of an augmented input space in PCE leads to a new uncertainty propagation algorithm for p-boxes. The proposed algorithm is illustrated with two applications: a benchmark analytical function and a realistic truss structure. The results show that the proposed algorithm is capable of predicting the p-box of the response quantity extremely efficiently compared to double-loop Monte Carlo simulation.

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