Reliability Analysis in the Presence of Aleatory Uncertainty
This paper proposes a method for modeling a system’s response using data. In contrast to approaches that identify a limit state function, we focus on the case in which not all uncertain parameters affecting the response are observable and the measured response is corrupted by noise. To this end, the system response is not characterized by a limit state function but instead by a Random Predictor Model (RPM) having a nonparametric structure. Consequently, the resulting failure probability is not a scalar but a random variable. This variable accounts for the aleatory contributions of the model-form uncertainty and the measurement noise into the response. Furthermore, we propose a framework that enables trading off the predicted range of failure probabilities resulting from such an analysis with a measure of risk. In this context, risk is the percentage of all predicted outcomes the analyst is willing to ignore. The reliability analysis of an aeroelastic structure subject to flutter is used to illustrate the ideas proposed.