Uncertainty in Industrial Practice: A Guide to Quantitative Uncertainty Management

Uncertainty in Industrial Practice......Page 4
Contents......Page 8
Preface......Page 16
Contributors and Acknowledgements......Page 18
Introduction......Page 20
Notation – Acronyms and abbreviations......Page 24
Part I Common Methodological Framework......Page 28
1.1 Quantitative uncertainty assessment in industrial practice: a wide variety of contexts......Page 30
1.2.1 Pre-existing model, variables of interest and uncertain/fixed inputs......Page 31
1.2.2 Main goals of the uncertainty assessment......Page 33
1.2.3 Measures of uncertainty and quantities of interest......Page 34
1.2.4 Feedback process......Page 36
1.2.6 Propagation and sensitivity analysis processes......Page 37
1.3 The common conceptual framework......Page 38
1.4.1 Standard probabilistic setting and interpretations......Page 40
1.4.2 More elaborate level-2 settings and interpretations......Page 41
1.5 Concluding remarks......Page 44
References......Page 45
2.2 Introducing the panel of case studies......Page 48
2.3 Case study abstracts......Page 54
Part II Case Studies......Page 60
3.1 Introduction and study context......Page 62
3.2.1 Three metrological options: common features in the pre-existing models......Page 63
3.2.2 Differentiating elements of the fuel consumption models......Page 65
3.3.1 Specification of the uncertainty study......Page 66
3.3.2 Description and modelling of the sources of uncertainty......Page 67
3.3.3 Uncertainty propagation and sensitivity analysis......Page 69
3.4 Practical implementation and results......Page 71
References......Page 74
4.1 Introduction and study context......Page 76
4.2.1 Basin and petroleum system modelling......Page 77
4.3.1 Specification of the uncertainty study......Page 81
4.3.2 Description and modelling of the sources of uncertainty......Page 83
4.3.4 Feedback process......Page 84
4.4.1 Uncertainty analysis......Page 86
4.4.2 Sensitivity analysis......Page 89
4.5 Conclusions......Page 90
References......Page 91
5.1 Introduction and study context......Page 92
5.2.1 Electromagnetic compatibility modelling and analysis......Page 93
5.2.2 Setting the EMC problem......Page 94
5.2.3 A model-based approach......Page 95
5.2.4 Regulatory and industrial stakes......Page 96
5.3.1 Specification of the uncertainty study......Page 98
5.3.2 Description and modelling of the sources of uncertainty......Page 99
5.3.3 Uncertainty propagation and sensitivity analysis......Page 102
5.4.2 Scenario no.1: effects of one emitter in the aircraft on ILS antenna (realistic data-set)......Page 103
5.4.3 Scenario no. 2: effects of one emitter in the aircraft on ILS antenna with penalized susceptibility......Page 105
5.4.5 Scenario no. 4: new model considering the effect of one emitter in the aircraft on ILS antenna and safety factors......Page 106
References......Page 107
6.1 Introduction and study context......Page 108
6.2 Study model and methodology......Page 109
6.2.2 Geosphere model......Page 110
6.3.1 Specification of the uncertainty study......Page 111
6.3.2 Sources of uncertainty, model inputs and uncertainty model developed......Page 112
6.3.3 Uncertainty propagation and sensitivity analysis......Page 113
6.4.1 Uncertainty analysis......Page 114
6.4.2 Sensitivity analysis......Page 118
6.5 Conclusions......Page 122
References......Page 123
7.2.1 Generalities......Page 124
7.2.3 Computation......Page 125
7.3.1 Specification of the uncertainty study......Page 127
7.3.2 Description and modelling of the sources of uncertainty......Page 128
7.3.3 Uncertainty propagation and sensitivity analysis......Page 130
7.4 Practical implementation and results......Page 131
7.4.1 Design of experiments results......Page 132
7.4.2 Sobol’s sensitivity indices......Page 134
7.5 Conclusions......Page 135
References......Page 136
8.1 Introduction and study context......Page 138
8.2 The study model and methodology......Page 139
8.2.2 The temperature scenario......Page 140
8.3.1 Specification of the uncertainty study......Page 141
8.3.2 Description and modelling of the sources of uncertainty......Page 142
8.3.4 Feedback process......Page 143
8.4.1 Dispersion of the minimal margin......Page 144
8.4.2 Sensitivity analysis......Page 146
8.4.3 Exceedance probability analysis......Page 147
8.5 Conclusions......Page 148
References......Page 149
9.1 Introduction and study context......Page 150
9.2 The study model and methodology......Page 151
9.3.1 Specification of the uncertainty study......Page 155
9.3.2 Description and modelling of the sources of uncertainty......Page 156
9.3.4 Feedback process......Page 158
9.4 Practical implementation and results......Page 159
References......Page 161
10.1 Introduction and study context......Page 162
10.2.1 Slope stability models......Page 163
10.2.2 Incorporating slope stability in dyke design......Page 164
10.3 Underlying framework of the uncertainty study......Page 165
10.3.1 Specification of the uncertainty study......Page 166
10.3.2 Description and modelling of the sources of uncertainty......Page 169
10.3.3 Uncertainty propagation and sensitivity analysis......Page 171
10.3.4 Feedback process......Page 176
10.4 Practical implementation and results......Page 177
References......Page 180
11.2.1 Fatigue criteria......Page 182
11.2.2 System model......Page 183
11.3.1 Outline of current practice in fatigue design......Page 184
11.3.2 Specification of the uncertainty study......Page 185
11.3.3 Description and modelling of the sources of uncertainty......Page 187
11.3.5 Feedback process......Page 188
11.4.1 Identification of the macro fatigue resistance ß(N)......Page 189
11.4.2 Uncertainty analysis......Page 191
References......Page 194
12.1 Introduction and study context......Page 196
12.2.1 The system......Page 197
12.2.2 The system fault tree model......Page 198
12.2.3 The IEC 61508 guideline: a framework for safety requirements......Page 199
12.3.1 Specification of the uncertainty study......Page 200
12.3.2 Description and modelling of the sources of uncertainty......Page 203
12.4 Practical implementation and results......Page 205
References......Page 209
Part III Methodological Review and Recommendations......Page 212
13.1 Introduction......Page 214
13.2.1 Design phases......Page 215
13.2.2 In-service operations......Page 216
13.3 Failure-driven risk management and option-exploring approaches at company level......Page 217
13.4 Survey of the main trends and popular concepts in industry......Page 218
13.5 Links between uncertainty management studies and a global industrial context......Page 219
13.5.1 Internal/endogenous context......Page 220
13.5.2 External/exogenous uncertainty......Page 221
13.6 Developing a strategy to deal with uncertainties......Page 222
References......Page 224
14.1 A classical distinction......Page 226
14.2 Theoretical distinctions, difficulties and controversies in practical applications......Page 229
14.3 Various settings deemed acceptable in practice......Page 232
References......Page 237
15.1 Recalling the common methodological framework......Page 240
15.2.1 The specification step – measure of uncertainty, quantities of interest and setting......Page 241
15.2.2 The uncertainty modelling (or source quantification) step......Page 242
15.2.3 The uncertainty propagation step......Page 245
15.2.4 The sensitivity analysis step, or importance ranking......Page 246
15.3 Links between final goals, study steps and feedback process......Page 247
15.4 Comparison with applied system identification or command/control classics......Page 248
15.5 Pre-existing or system model validation and model uncertainty......Page 249
15.6 Links between decision theory and the criteria of the overall framework......Page 250
References......Page 251
16.1 Objectives of uncertainty modelling and important issues......Page 252
16.2 Recommendations in a standard probabilistic setting......Page 254
16.2.1 The case of independent variables......Page 255
16.2.2 Building an univariate probability distribution via expert/engineering judgement......Page 256
16.2.3 The case of dependent uncertain model inputs......Page 261
16.3 Comments on level-2 probabilistic settings......Page 263
References......Page 264
17 Uncertainty propagation methods......Page 266
17.1.1 Variance, moments......Page 267
17.1.2 Probability density function......Page 270
17.1.3 Quantiles......Page 272
17.1.4 Exceedance probability......Page 274
17.2 Meta-models......Page 277
17.2.1 Building a meta-model......Page 278
17.2.2 Validation of a meta-model......Page 279
17.3 Summary......Page 280
References......Page 283
18 Sensitivity analysis methods......Page 286
18.1 The role of sensitivity analysis in quantitative uncertainty assessment......Page 287
18.1.1 Understanding influence and ranking importance of uncertainties (goal U)......Page 288
18.1.2 Calibrating, simplifying and validating a numerical model (goal A)......Page 289
18.1.3 Comparing relative performances and decision support (goal S)......Page 290
18.2 Towards the choice of an appropriate Sensitivity Analysis framework......Page 291
18.3.1 Differential methods......Page 296
18.3.2 Approximate reliability methods......Page 297
18.3.3 Regression/correlation......Page 298
18.3.4 Screening methods......Page 300
18.3.5 Variance analysis of Monte Carlo simulations......Page 301
18.3.6 Non-variance analysis of Monte Carlo simulations......Page 303
18.3.7 Graphical methods......Page 305
18.4 Conclusions......Page 307
References......Page 308
19 Presentation in a deterministic format......Page 312
19.1.1 (Partial) safety factors in a deterministic approach......Page 313
19.1.2 Safety factors in a probabilistic approach......Page 314
19.2 On the reliability target......Page 317
19.3 Final comments......Page 318
References......Page 319
20.1 Recommendations on the key specification step......Page 320
20.1.2 Choice of the uncertainty setting......Page 321
20.1.3 Choice of the quantity of interest......Page 323
20.2 Final comments regarding dissemination challenges......Page 324
References......Page 325
Conclusion......Page 326
Appendices......Page 330
Appendix A A selection of codes and standards......Page 332
Appendix B A selection of tools and websites......Page 334
Appendix C Towards non-probabilistic settings: promises and industrial challenges......Page 340
Index......Page 356