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Data-driven uncertainty quantification and propagation in structural dynamics through a hierarchical Bayesian framework

Sedehi, O ; Sharif University of Technology | 2020

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  1. Type of Document: Article
  2. DOI: 10.1016/j.probengmech.2020.103047
  3. Publisher: Elsevier Ltd , 2020
  4. Abstract:
  5. In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconceptions in the Bayesian framework since it is robust with respect to the modeling assumptions and the observed data. Rather, this issue has deep roots in users’ inability to develop an appropriate class of probabilistic models. This paper bridges this significant gap, introducing a novel Bayesian hierarchical setting, which breaks time-history vibration responses into several segments so as to capture and identify the variability of inferred parameters over the segments. Since the computation of the posterior distributions in hierarchical models is expensive and cumbersome, novel marginalization strategies, asymptotic approximations, and maximum a posteriori estimations are proposed and outlined in a computational algorithm aiming to handle both uncertainty quantification and propagation. For the first time, the connection between the ensemble covariance matrix and hyper distribution parameters is characterized through approximate estimations. Experimental and numerical examples are employed to illustrate the efficacy and efficiency of the proposed method. It is observed that, when the segments correspond to various system operating conditions and input characteristics, the proposed method delivers robust parametric uncertainties with respect to unknown phenomena such as ambient conditions, input characteristics, and environmental factors. © 2020 Elsevier Ltd
  6. Keywords:
  7. Hierarchical models ; Response predictions ; Uncertainty quantification ; Approximation algorithms ; Bayesian networks ; Covariance matrix ; Hierarchical systems ; Numerical methods ; Structural dynamics ; Bayesian learning ; Hierarchical model ; Model updating ; Response prediction ; Uncertainty propagation ; Uncertainty quantifications ; Uncertainty analysis
  8. Source: Probabilistic Engineering Mechanics ; Volume 60 , 2020
  9. URL: https://www.sciencedirect.com/science/article/abs/pii/S0266892020300321