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Rigorous uncertainty quantification without integral testing

Topcu, U. and Lucas, L. J. and Owhadi, H. and Ortiz, M. (2011) Rigorous uncertainty quantification without integral testing. Reliability Engineering and System Safety, 96 (9). pp. 1085-1091. ISSN 0951-8320.

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We describe a rigorous approach for certifying the safe operation of complex systems that bypasses the need for integral testing. We specifically consider systems that have a modular structure. These systems are composed of subsystems, or components, that interact through unidirectional interfaces. We show that, for systems that have the structure of an acyclic graph, it is possible to obtain rigorous upper bounds on the probability of failure of the entire system from an uncertainty analysis of the individual components and their interfaces and without the need for integral testing. Certification is then achieved if the probability of failure upper bound is below an acceptable failure tolerance. We demonstrate the approach by means of an example concerned with the performance of a fractal electric circuit.

Item Type:Article
Related URLs:
URLURL TypeDescription
Owhadi, H.0000-0002-5677-1600
Ortiz, M.0000-0001-5877-4824
Additional Information:© 2011 Elsevier Ltd. Received 20 February 2010; revised 16 July 2010; accepted 26 July 2010. Available online 8 April 2011. The authors gratefully acknowledge the support of the Department of Energy National Nuclear Security Administration under Award Number DE-FC52-08NA28613 through Caltech’s ASC/PSAAP Center for the Predictive Modeling and Simulation of High Energy Density Dynamic Response of Materials. UT gratefully acknowledges support from the Boeing Corporation.
Funding AgencyGrant Number
Department of Energy National Nuclear Security AdministrationDE-FC52-08NA28613
Boeing CorporationUNSPECIFIED
Subject Keywords:Certification; Uncertainty quantification; Concentration of measure; Modular systems
Issue or Number:9
Record Number:CaltechAUTHORS:20110822-140452319
Persistent URL:
Official Citation:U. Topcu, L.J. Lucas, H. Owhadi, M. Ortiz, Rigorous uncertainty quantification without integral testing, Reliability Engineering & System Safety, Volume 96, Issue 9, Quantification of Margins and Uncertainties, September 2011, Pages 1085-1091, ISSN 0951-8320, DOI: 10.1016/j.ress.2010.07.013.
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:24982
Deposited By: Jason Perez
Deposited On:23 Aug 2011 14:52
Last Modified:24 Feb 2020 10:30

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