Professional Documents
Culture Documents
E. Nikolaidis
Aerospace and Ocean Engineering
Department
Virginia Tech
Acknowledgments
Sophie Chen (VT)
Harley Cudney (VT)
Raphael Haftka (UF)
George Hazelrigg (NSF)
Raluca Rosca (UF)
Outline
• Decision making problem
• Why we should consider uncertainty in
design
• Available methods
• Objectives and scope
• Comparison of probabilistic and fuzzy set
methods
• Concluding remarks
1. Decision making problem
Noise Design 1
level (db)
Design 2
Design 3
Initial target
Cost ($)
Which design is better ?
Taxonomy of decision problems
(Keney and Raiffa, 1994)
Irreducible:
due to inherent Reducible: due to use
randomness Statistical:
of imperfect models
in physical due to lack
to predict
phenomena and of data for
outcomes of an action
processes modeling
uncertainty
Preferences
• An outcome is usually described with one
or more attributes
• Preferences are defined imprecisely: no
clear sharp boundary between success and
failure
• Need a rational approach to quantify value
of an outcome to decision maker
– Utility theory
– Fuzzy sets
2. Why we should consider
uncertainty in design
• Design parameters are uncertain -- there is
no way to make a perfectly safe design
• Ignoring uncertainty and using safety
factors usually leads to designs with
inconsistent reliability levels
3. Available methods
• Safety factor
• Worst case scenario-convex models
• Taguchi methods
• Fuzzy set methods
• Probabilistic methods
Probabilistic methods
• Approach
– Model uncertainties using PDF’s
– Estimate failure probability
– Minimize probability of failure and/or cost
• Advantage: account explicitly for probability of failure
• Limitations:
– Insufficient data
– Sensitive to modeling errors (Ben Haim et al., 1990)
Fuzzy set based methods
• Possibility distributions
• Possibility of event = 1-degree of surprise
(Shackle, 1969)
• Relation to fuzzy sets (Zadeh, 1978):
X is about 10:
Possibility distribution
1
8 10 12
Fuzzy sets in structural design
x0 x
P(X=x0)=0
ΠX(x)
Area≥1
1
x0 x
Π(X=x0)≠0
Modeling an uncertain variable when very little
information is available
Maximum uncertainty principle: use model that maximizes
uncertainty and is consistent with data
Possibility distribution
1
Probability distribution
0.25
8 10 12
8.5
• Increase range of variation from [8,12] to [7,13]:
– Failure probability: 0.13Æ0.08
– Failure possibility: 0.50 Æ0.67
• Design modification that shifts failure zone from
[8,8.5] to [7.5,8]
– failure probability: 0.13 Æ0 (if range of
variation is [8,12])
– failure probability remains 0.08 (if range of
variations is [7,13])
• Easy to determine most conservative
possibility based model consistent with data
• Do not know what modeling assumptions
will make a probabilistic model more
conservative
• Probabilistic models may fail to predict
effect of design modifications on safety
• The above differences are due to the
difference in the axioms about union of
events
Risk assessment: Independence of
uncertain variables
• Assuming that uncertain parameters are
independent always makes a possibility
model more conservative. This is not the
case with probabilistic models
P, P PFS=P2 if independent
PFS=P if perfectly
correlated
P, P
...
PFS=1-(1-P)n PFS=P
1 System failure
probability
P System failure
possibility
P
1
Number
of components
To ensure that failure possibility remains equal
or greater than failure possibility need to impose the condition:
∀A : P ( A) f 0, Π ( A) = 1
Design for maximum safety
• Probabilistic design : • Possibility-based
– find d1,…, dn design:
– to minimize PFS – find d1,…, dn
– so that g0 – to minimize PFS
– so that g0
P P PF1
PF1
PF2 PF2
d0 d d0 d
Incomplete
Budget
information
48
b normalized
System amplitude
natural 36
frequencies 24
(assumed
equal) 12
0
0.8 0.84 0.88 0.92 0.96 1 1.04 1.08 1.12 1.16 1.2
β
:R=0.05; : R=0.01
0.35
0.3
Actual probability of failure
0.25
0.2
0.15
0.1
0.05
0
1 2 3 4 5 6 7 8 9 10
Data group
sample size equal to 3,000
0.25
0.2
Actual probability of failure
0.15
0.1
0.05
0
1 2 3 4 5 6 7 8 9 10
Data group
Probabilistic approach cannot predict
design trends
0.3
0.1
0
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07
R