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

Chinese Journal of Aeronautics 2022年第9期35卷 255-267页

作者： Jinwu LI Chao JIANG State Key Laboratory of Advanced Design and Manufacturing for Vehicle Body College of Mechanical and Vehicle EngineeringHunan UniversityChangsha 410082China

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.

关键词： Dynamic reliability analysis Epistemic uncertainty Imprecise random variable Imprecise stochastic process P-box model time-variant uncertainty

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