model uncertainty & sensitivity measures
DESCRIPTION
Model Uncertainty & Sensitivity Measures. Terje Haukaas, Associate Professor Mojtaba Mahsuli , PhD Candidate. REC 2012, Brno, June 13-15. Vancouver. Source: “Earthquakes Canada”. 14 model types 4,389 model instances 281 random variables 8,097 response objects . Object-oriented - PowerPoint PPT PresentationTRANSCRIPT
Model Uncertainty&
Sensitivity MeasuresTerje Haukaas, Associate Professor
Mojtaba Mahsuli, PhD Candidate
REC 2012, Brno, June 13-15
Vancouver
Source: “Earthquakes Canada”
14 model types4,389 model instances281 random variables8,097 response objects
• Object-oriented
• Library of models
• Random variable objects
• Design variable objects
• Response objects
• Interactive GUI
• FDM and DDM sensitivities
• Multi-hazard
• Free at www.inrisk.ubc.ca
0
0.2
0.4
0.6
0.8
1
0 20 40 60 80 100
Prob
abili
ty o
f Exc
eeda
nce
Cost [million $]
No Epistemic UncertaintyWith Epistemic Uncertainty
“Aleatory” random variables
A generic model:
“Epistemic” random variables
A generic model:
Decision variables
A generic model:
A generic model:
Limit-state function:
Result for each hazard:
Translated into probability:
Combination of hazards:
Translated back into reliability index:
0
0.2
0.4
0.6
0.8
1
0 20 40 60 80 100
Prob
abili
ty o
f Exc
eeda
nce
Cost [million $]
No Epistemic UncertaintyWith Epistemic Uncertainty
Limit-state
ObjectiveImprove the quality of the risk analysis
… identifies model types to be prioritized in long-term research efforts
IdeaReduce epistemic uncertainty
QuestionWhich epistemic uncertainty to address?
… identifies model instances to be prioritized in near-term refinement efforts
Derivation of :
-18000
-16000
-14000
-12000
-10000
-8000
-6000
-4000
-2000
0
∂β/∂σ
Concrete Shear Wall
!
Derivation of :
0.0E+00
5.0E-08
1.0E-07
1.5E-07
2.0E-07
2.5E-07
3.0E-07
3.5E-07
4.0E-07
∂β/∂F˾
Another questionWhich uncertainty is largest; seismic or structural?
It is far more effective to reduce the epistemic uncertainty associated with structural performance
A better way to ask that questionWhich uncertainty should be addressed; seismic or structural?
Answer
DecisionsDesign Analysis
Design ProceduresModels Methods+
Mechanics Statistics+
Engineering =
0
0.2
0.4
0.6
0.8
1
0 20 40 60 80 100
Prob
abili
ty o
f Exc
eeda
nce
Cost [million $]
No Epistemic UncertaintyWith Epistemic Uncertainty
Summary:
Thank You for Your Attention
ICASP 12, Vancouver, Canada, 2015