Rigorous time evolution of p-boxes in non-linear ODEs

Autor: Ander Gray, Marcelo Forets, Christian Schilling, Luis Benet, Scott Ferson
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Gray, A, Forets, M, Schilling, C, Benet, L & Ferson, S 2022, Rigorous time evolution of p-boxes in non-linear ODEs . in Book of Extended Abstracts for the 32nd European Safety and Reliability Conference . Research Publishing, pp. 154-155, European Conference on Safety and Reliability, Dublin, Ireland, 28/08/2022 . < https://rpsonline.com.sg/rps2prod/esrel22-epro/esrel2022-extended-abstracts-book.pdf >
Aalborg University
Popis: We combine reachability analysis and probability bounds analysis, which allow for imprecisely known random variables (multivariate intervals or p-boxes) to be specified as the initial states of a dynamical system. In combination, the methods allow for the temporal evolution of p-boxes to be rigorously computed, and they give interval probabilities for formal verification problems, also called failure probability calculations in reliability analysis. The methodology places no constraints on the input probability distribution or p-box and can handle dependencies generally in the form of copulas.
Databáze: OpenAIRE