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2 R
eliability calculation with BelZ ( F ) ≤ PZ ( F ) ≤ PlZ ( F ) (6)
evidence theory From Eq. (6), BelZ ( F ) is the lower bound of Pf , PlZ ( F )
is the upper bound, and [ BelZ ( F ), PlZ ( F )] is the interval
Fundamentals of evidence theory include basic probabil-
estimation of Pf . If information content about F is great
ity assignment (BPA), focal element, belief function, plau-
enough, then BelZ ( F ) will be close to PlZ ( F ) indefinitely,
sibility function, Dempster’s rule, etc., which details can
and | BelZ ( F ) - PlZ ( F )| will tend to be an infinitesimal. So
be found in references [16–17, 21], and will not be intro-
the mean of the two functions is the approximation of Pf :
duced here anymore. In this section, algorithm for reliabil-
ity calculation with evidence theory will be discussed
=Pf ( BelZ ( F ) + PlZ ( F )) / 2 (7)
when there are aleatory and epistemic uncertainties in the
system.
To calculate system reliability with Eq. (7),
X = { x 1 , x 2 ,, x n } need to be discretized to interval focal
elements first. Denote the frame of discernment of X as
2.1 Procedure of the algorithm
Q X , the focal element as c k (k ∈[1, N ]), where N is the
number of focal elements in Q X , then c k is a Cartesian
In reliability analyzing for an engineering system, limit
product
state equation can be constructed according to the de-
signed functions and requirements. In stochastic reliabil-
c1j1 × c 2j2 × cnjn
ck = (8)
ity model, if X = { x 1 , x 2 ,, x n } is the vector of n random
variables for stochastic factors, then the system limit state
Correspondingly, BPA of ck is
equation is
=Ω s { X | g ( X ) > 0} (2)
PlZ ( F ) Pl=
= X [ f ( Z 0 )]
-1
∑ m(c k ) (11)
ck ∩ f -1 ( Z 0 ) ≠∅
Otherwise the system is in failure state, and its failure
domain is
Then system failure probability is obtained by Eq. (7). If it
is nessisary, sytem reliability can also be calculated with
Ω f { X | g ( X ) < 0}
= (3)
Eq. (5).
Let Q Z be the frame of discernment in failure domain, If there is only alertory uncertainty in a variable
and BelZ ( F ) and PlZ ( F ) are belief and plausibility func- x i (1 ≤ i ≤ n), then the information about xi can expressed as
tion of system failure respectively, then a probability density function (PDF) fi ( x i ).
2.3 E
valuation of belief and plausibility BelZ ( F ) = ∑ m(c k ) (28)
function k ⊂ N _ BelZ
This section will discuss how to calculate BelZ ( F ) and PlZ ( F ) = ∑ m(c k ) (29)
k ⊂ N _ PlZ
PlZ ( F ) in Eq. (7).
If Z = g(X) is monotonic, then vertex method [23] can
The procedure to estimate N _ BelZ and N _ PlZ using
be used. Denote the mapping of ck in QZ as dk, then
sampling method is as follows:
–– Step 1. Randomly generating Ns (Ns → ∞) X in
dk g=
= ( c k ) [ lk , u k ] (22)
c k (c k ⊂ Q X ), and calculate Z with Eq. (1). If Z < 0 hold
for any Z, then k ∈ N_BelZ and k ∈ N_PlZ. If Z < 0 hold
Each ck is a n-dimensional box, and its vertices are labeled
for some Z, and Z ≥ 0 hold for the others, then k ∈ N_
as vj ( j = 1, 2, . . . , 2n). As Z = g(X) is continuous in ck and
PlZ.
there are no extreme points exist in this region except for
–– Step 2. For 1 ≤ k ≤ N , repeate Step 1.
its boundaries, then
N _=
BelZ {k : c k ⊂ f -1 ( Z 0 )} (26)
g ( X ) = x 13 + x 23 - 4 = 0 (30)
N _=
PlZ {k : c k ∩ f -1 ( Z
0 ) ≠ ∅} (27)
where x1 and x2 independently obey normal distribution
Then Eqs. (10) and (11) can be expressed as N(3, 1) and N(2.9, 1) respectively.
k Focal element
Table 2: Focal elements and BPAs correlating with failure probability
in ΘZ x1 x2
1 [-0.8691,4.4206] [-2.5140,3.7757]
k dk m(dk ) 2 [2.7814,6.8543] [1.7449,6.8178]
3 [4.9531,8.3020] [4.2786,8.6276]
1 [-4.0010, -3.6590] 0.00005
4 [6.6881,9.4587] [6.3027,10.0734]
2 [-3.8750, -2.4530] 0.0002
5 [8.2460,10.4973] [8.1204,11.3717]
3 [-2.6690, 1.1290] 0.0005
6 [9.5026,11.7540] [9.6283,12.8796]
4 [-3.7850, -2.1470] 0.0002
7 [10.5413,13.3119] [10.9266,14.6972]
5 [-3.6590, -0.9410] 0.0008
8 [11.6980,15.0469] [12.3724,16.7214]
6 [-2.4530, 2.6410] 0.0022
9 [13.1457,17.2186] [14.1821,19.2550]
7 [-2.2730, 1.9570] 0.0005
10 [15.5794,20.8691] [17.2243,23.5139]
8 [-2.1470, 3.1630] 0.0022
9 [-0.9410, 6.7450] 0.0063
Table 5: Results of Example 2 Example 4: The reliability of the dike revetment depends
in part on the density (D) and thickness (D) of revetment,
Method Lower bound Upper bound Pf Rs and its angle of inclination (a). The other factors relate to
of Pf of Pf the reliability of structure are the significant wave height
Proposed method (H), the offshore peak wave steepness (s), and the model
m = 10 0 0.0300 0.0150 0.9850 parameter (M, which is a factor introduced to represent
m = 100 0 0.0381 0.0191 0.9809 the analyst’s uncertainty about the model itself). The limit
m = 200 0.00005 0.0389 0.0195 0.9805
state function of the dike was given by Hussarts [24] and
m = 300 0.0001 0.0390 0.0195 0.9805
Monte Carlo method 0.0002 0.0386 0.0194 0.9806 modified by Hall [25] as
(4 × 106 samples)
H tan(a )
Z =DD - =0 (32)
cos(a ) M s
Table 6: Results of Example 3
If Z > 0, then the dike is inferred to be reliable. Otherwise,
Method Lower bound Upper bound P̃f the structure is not sufficiently strong to withstand the
of Pf of Pf
stresses from the sea.
Proposed method (ADM) The information about the six parameters in Eq. (32) is
m = 10 0 0.0200 0.0100 as follows:
m = 50 0.0004 0.0328 0.0166
m = 100 0.0009 0.0335 0.0172
m = 200 0.0011 0.0338 0.0175 D∈[1.70, 1.78], D∈[0.70, 0.75] meters,
m = 300 0.0011 0.0340 0.0176 a ∈ arctan([0.31, 0.33]) =
[0.302, 0.320] radians
Proposed method (IADM)
m = 10 0 0.0274 0.0137 M ∈[3.0, 5.1] , H ~ Weibull=
( m 0,=
m [10, 12],
= s [1.1, 1.4])
m = 50 0.0008 0.0330 0.0169
m = 100 0.0011 0.0337 0.0174= s ~ N ( m [0.038,
= 0.040], s [0.004, 0.006])
m = 200 0.0012 0.0340 0.0176
m = 300 0.0012 0.0342 0.0177
Monte Carlo method 0.0014 0.0340 0.0177 D, D, M ,a can be expressed as BPA structure in evi-
(4 × 106 samples) dence theory directly, as shown in Table 7.
H and s are discretized by ADM with m = 20, and the
focal elements are shown in Table 8 and Table 9. BPA of
each focal element is 0.05.
agree with that by Monte Carlo method. The simulation Sampling method described in Section 2.3 is used to
number of proposed method is 4.04 × 104, and 4 × 106 for calculate N_BelZ and N_PlZ. There is no focal element in QX
Monte Carlo method. meet the condition in Eq. (26), so the set of N_BelZ is
Comparing this example with example 1, it can be empty. Elements in N_PlZ are listed in Table 10, in which
seen that if system has aleatory and epistemic uncertain- “(i, j)” is the index of the corresponding focal elements in
ties simultaneously, its computational cost is much higher H and s respectively, and “k” is the index of focal element
than that of the system with only aleoteory uncertainty. in QX. Then lower and upper bounds of dike reliability are
Bel(Z < 0) = 0, Pl(Z < 0) = 0.0608. So the approximation of
Example 3: In a mechanical structure, the generalized failure probability is 0.0304, and reliability is 0.9696.
strength R and stress S independently obey normal distri-
bution. Nominal mean, mR, of R is 550 MPa, and largest
deviation is 17.2 MPa. Its standard deviation, sR, is 44.8
MPa, and largest deviation of sR is 1.34 MPa. For S, these Table 7: Focal elements and BPAs of D, D, M, and a
values are 420 MPa, 10.8 MPa, 30.6 MPa, and 0.92 MPa,
respectively. Variable Focal element BPA
1 [0.0162,0.0302]
2 [0.0194,0.0322]
3 [0.0211,0.0334] been widely used in data fusion, pattern recognition, deci-
4 [0.0224,0.0343] sion analysis, and other fields. In this paper, a new appli-
5 [0.0235,0.0350] cation of evidence theory for reliability calculation is
6 [0.0244,0.0356] developed when system has aleatory and epistemic uncer-
7 [0.0253,0.0362]
tainties. The results of numerical examples show that, the
8 [0.0261,0.0367]
9 [0.0269,0.0372]
computational efficiency of proposed method is far in
10 [0.0276,0.0377] excess of Monte Carlo method without decreasing the
11 [0.0403,0.0404] degree of accuracy. For complicated engineering system,
12 [0.0408,0.0411] the proposed method has strong practical value. And
13 [0.0413,0.0419] more, the proposed method has extensive applicability. It
14 [0.0418,0.0427]
is applicable and effective when information types about
15 [0.0424,0.0436]
16 [0.0430,0.0445] the uncertain parameters in a system are interval numbers,
17 [0.0437,0.0456] probability distributions, probability boxes, experts’ opin-
18 [0.0446,0.0469] ions, and so on.
19 [0.0458,0.0486] In the proposed method, when system limit state
20 [0.0478,0.0518]
function is non-monotonic, the evaluation of belief and
plausibility functions with sampling method has high
computational complexity. So in future work, more effec-
tive algorithm need to be studied. Maybe intelligent opti-
4 Conclusion mization algorithm is a feasible approach.
As evidence theory has a flexible framework for represent- Funding: This work were supported by Advanced Research
ing uncertain information, in which both aleatory and Foundation of the 12th Five-year National Defense of
epistemic uncertainties can be modeled together, it has China (grant no. 426010401) and China Academy of