Uncertainty Quantification in Time-Dependent Reliability Analysis


One of the essential steps in time-dependent reliability analysis is the characterization of stochastic load processes and system random variables based on experimental or historical data. Limited data results in uncertainty in the modeling of random variables and stochastic loadings. The uncertainty in random variable and stochastic load models later causes uncertainty in the results of reliability analysis. An uncertainty quantification framework is developed in this paper for time-dependent reliability analysis. The effects of two kinds of uncertainty sources, namely data uncertainty and model uncertainty on the results of time-dependent reliability analysis are investigated. The Bayesian approach is employed to model the epistemic uncertainty sources in random variables and stochastic processes. A straightforward formulation of uncertainty quantification in time-dependent reliability analysis results in a double-loop implementation, which is computationally expensive. Therefore, this paper builds a surrogate model for the conditional reliability index in terms of variables with imprecise parameters. Since the conditional reliability index is independent of the epistemic uncertainty, the surrogate model is applicable for any realizations of the epistemic uncertainty. Based on the surrogate model, the uncertainty in time-dependent reliability analysis is quantified without evaluating the original limit-state function, which increases the efficiency of uncertainty quantification. The effectiveness of the proposed method is demonstrated using a mathematical example and an engineering application example.

Meeting Name

ASME 2015 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference (2015: Aug. 2-5, Boston, MA)


Mechanical and Aerospace Engineering

Keywords and Phrases

Bayesian networks; Computer aided design; Design; Random processes; Random variables; Reliability; Stochastic models; Stochastic systems; Uncertainty analysis; Conditional reliability; Engineering applications; Epistemic uncertainties; Limit state functions; Model uncertainties; Stochastic load models; Time dependent reliability analysis; Uncertainty quantifications; Reliability analysis

International Standard Book Number (ISBN)


Document Type

Article - Conference proceedings

Document Version


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© 2015 American Society of Mechanical Engineers (ASME), All rights reserved.

Publication Date

01 Aug 2015