A Method for Probabilistic Analysis in Structural Dynamics Based on Separation of Aleatory and Epistemic Uncertainties

Abstract

There is still much philosophical debate about whether a frequentist or subjective view of probability should be adopted. Some uncertainties (typically aleatory uncertainties) are naturally modelled using a frequentist approach, while others (epistemic uncertainties) are clearly subjective in nature. In light of this it has been argued that both potential descriptions of uncertainty should be maintained and treated separately. However, in current engineering practice it is common to make no distinction between these two types of uncertainty. Generally, uncertainty is represented by a single figure or distribution, for example a probability of failure, which incorporates both aleatory and epistemic uncertainties. This paper explores the idea of treating aleatory and epistemic uncertainties separately and proposes an alternative metric ﾖbased on the epistemic probability of an aleatory probability - which can potentially provide greater insight for the designer in engineering problems. The metric, and how it can be employed in decision making, is illustrated using the example problem of predicting the wind induced accelerations in a tall building.