A time-variant uncertainty propagation analysis method based on a new technique for simulating non-Gaussian stochastic processes

2021 ◽  
Vol 150 ◽  
pp. 107299
Author(s):  
M.H. Ping ◽  
X. Han ◽  
C. Jiang ◽  
X.Y. Xiao
2017 ◽  
Vol 47 (7) ◽  
pp. 749-762
Author(s):  
Chao JIANG ◽  
Geng CHEN ◽  
Chao YANG ◽  
XiangYun LONG ◽  
Wang ZHANG

2021 ◽  
pp. 1-33
Author(s):  
Jinwu Li ◽  
Chao Jiang ◽  
Bingyu Ni

Abstract As a kind of imprecise probabilistic model, probability-box (P-box) model can deal with both aleatory and epistemic uncertainties in parameters effectively. The P-box can generally be categorized into two classes, namely, parameterized P-box and non-parameterized P-box. Currently, the researches involving P-boxes mainly aim at the parameterized P-boxes while the works handling the non-parameterized P-boxes are relatively inadequate. This paper proposes an efficient uncertainty propagation analysis method based on cumulative distribution function discretization (CDFD) for problems with non-parameterized P-boxes, through which the bounds of statistical moments and the cumulative distribution function (CDF) of a response function with non-parameterized P-box variables can be obtained. Firstly, a series of linear programming models are established for acquiring the lower and upper bounds of the first four origin moments of the response function. Secondly, based on the bounds of the origin moments, the CDF bounds for the response function can be obtained using Johnson distributions fitting and an optimization approach based on percentiles. Finally, the accuracy and efficiency of the proposed method are verified by investigating two numerical examples.


2018 ◽  
Vol 95 (4) ◽  
pp. 2703-2716 ◽  
Author(s):  
Yang Yi ◽  
Liren Shao ◽  
Xiangxiang Fan ◽  
Tianping Zhang

The R Journal ◽  
2019 ◽  
Vol 10 (2) ◽  
pp. 180
Author(s):  
Kasia Sawicka ◽  
Gerard,B.M. Heuvelink ◽  
Dennis,J.J. Walvoort

2018 ◽  
Vol 14 (1) ◽  
pp. 33-46 ◽  
Author(s):  
X. Y. Jia ◽  
C. Jiang ◽  
C. M. Fu ◽  
B. Y. Ni ◽  
C. S. Wang ◽  
...  

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