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

Ander Gray*, Marcelo Forets, Christian Schilling, Luis Benet, Scott Ferson

*Corresponding author for this work

Research output: Contribution to book/anthology/report/conference proceedingConference abstract in proceedingResearchpeer-review

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Abstract

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.
Original languageEnglish
Title of host publicationBook of Extended Abstracts for the 32nd European Safety and Reliability Conference
Number of pages2
PublisherResearch Publishing
Publication date2022
Pages154-155
Publication statusPublished - 2022
EventEuropean Conference on Safety and Reliability - TU Dublin, Dublin, Ireland
Duration: 28 Aug 20221 Sept 2022
Conference number: 32
https://www.esrel2022.com/

Conference

ConferenceEuropean Conference on Safety and Reliability
Number32
LocationTU Dublin
Country/TerritoryIreland
CityDublin
Period28/08/202201/09/2022
Internet address

Keywords

  • Reachability analysis
  • Probability bounds analysis
  • Automatically verified computing
  • Set-based methods
  • p-box
  • Uncertainty propagation

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