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Epistemic uncertainty quantification tutorial

Swiler, Laura P.; Paez, Thomas L.; Mayes, Randall L.

This paper presents a basic tutorial on epistemic uncertainty quantification methods. Epistemic uncertainty, characterizing lack-of-knowledge, is often prevalent in engineering applications. However, the methods we have for analyzing and propagating epistemic uncertainty are not as nearly widely used or well-understood as methods to propagate aleatory uncertainty (e.g. inherent variability characterized by probability distributions). We examine three methods used in propagating epistemic uncertainties: interval analysis, Dempster-Shafer evidence theory, and second-order probability. We demonstrate examples of their use on a problem in structural dynamics. © 2009 Society for Experimental Mechanics Inc.