A novel imprecise stochastic process model for time-variant or dynamic uncertainty quantification

作     者：Jinwu LI Chao JIANG Jinwu LI;Chao JIANG

作者机构：State Key Laboratory of Advanced Design and Manufacturing for Vehicle BodyCollege of Mechanical and Vehicle EngineeringHunan UniversityChangsha 410082China 

出 版 物：《Chinese Journal of Aeronautics》 (中国航空学报（英文版）)

年 卷 期：2022年第35卷第9期

页      面：255-267页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 0825[工学-航空宇航科学与技术] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by the Science Challenge Project,China(No.TZ2018007) the National Science Fund for Distinguished Young Scholars,China(No.51725502) the Foundation for Innovative Research Groups of the National Natural Science Foundation of China(No.51621004) the Fundamental Research Foundation of China(No.JCKY2020110C105) the National Natural Science Foundation of China(No.52105253) 

主　　题：Dynamic reliability analysis Epistemic uncertainty Imprecise random variable Imprecise stochastic process P-box model Time-variant uncertainty 

摘      要：This paper proposes a novel model named as “imprecise stochastic process model to handle the dynamic uncertainty with insufficient sample information in real-world problems. In the imprecise stochastic process model, the imprecise probabilistic model rather than a precise probability distribution function is employed to characterize the uncertainty at each time point for a time-variant parameter, which provides an effective tool for problems with limited experimental samples. The linear correlation between variables at different time points for imprecise stochastic processes is described by defining the auto-correlation coefficient function and the crosscorrelation coefficient function. For the convenience of analysis, this paper gives the definition of the P-box-based imprecise stochastic process and categorizes it into two classes: parameterized and non-parameterized P-box-based imprecise stochastic processes. Besides, a time-variant reliability analysis approach is developed based on the P-box-based imprecise stochastic process model,through which the interval of dynamic reliability for a structure under uncertain dynamic excitations or time-variant factors can be obtained. Finally, the effectiveness of the proposed method is verified by investigating three numerical examples.