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Quantifying reliability uncertainty : a proof of concept

Lorio, John F.; Dvorack, Michael A.; Mundt, Michael J.; Diegert, Kathleen V.; Ringland, James T.; Zurn, Rena M.

This paper develops Classical and Bayesian methods for quantifying the uncertainty in reliability for a system of mixed series and parallel components for which both go/no-go and variables data are available. Classical methods focus on uncertainty due to sampling error. Bayesian methods can explore both sampling error and other knowledge-based uncertainties. To date, the reliability community has focused on qualitative statements about uncertainty because there was no consensus on how to quantify them. This paper provides a proof of concept that workable, meaningful quantification methods can be constructed. In addition, the application of the methods demonstrated that the results from the two fundamentally different approaches can be quite comparable. In both approaches, results are sensitive to the details of how one handles components for which no failures have been seen in relatively few tests.

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Practical reliability and uncertainty quantification in complex systems : final report

Grace, Matthew G.; Red-Horse, John R.; Pebay, Philippe P.; Ringland, James T.; Zurn, Rena M.; Diegert, Kathleen V.

The purpose of this project was to investigate the use of Bayesian methods for the estimation of the reliability of complex systems. The goals were to find methods for dealing with continuous data, rather than simple pass/fail data; to avoid assumptions of specific probability distributions, especially Gaussian, or normal, distributions; to compute not only an estimate of the reliability of the system, but also a measure of the confidence in that estimate; to develop procedures to address time-dependent or aging aspects in such systems, and to use these models and results to derive optimal testing strategies. The system is assumed to be a system of systems, i.e., a system with discrete components that are themselves systems. Furthermore, the system is 'engineered' in the sense that each node is designed to do something and that we have a mathematical description of that process. In the time-dependent case, the assumption is that we have a general, nonlinear, time-dependent function describing the process. The major results of the project are described in this report. In summary, we developed a sophisticated mathematical framework based on modern probability theory and Bayesian analysis. This framework encompasses all aspects of epistemic uncertainty and easily incorporates steady-state and time-dependent systems. Based on Markov chain, Monte Carlo methods, we devised a computational strategy for general probability density estimation in the steady-state case. This enabled us to compute a distribution of the reliability from which many questions, including confidence, could be addressed. We then extended this to the time domain and implemented procedures to estimate the reliability over time, including the use of the method to predict the reliability at a future time. Finally, we used certain aspects of Bayesian decision analysis to create a novel method for determining an optimal testing strategy, e.g., we can estimate the 'best' location to take the next test to minimize the risk of making a wrong decision about the fitness of a system. We conclude this report by proposing additional fruitful areas of research.

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Toward a more rigorous application of margins and uncertainties within the nuclear weapons life cycle : a Sandia perspective

Diegert, Kathleen V.; Klenke, S.E.; Paulsen, Robert A.; Pilch, Martin P.; Trucano, Timothy G.

This paper presents the conceptual framework that is being used to define quantification of margins and uncertainties (QMU) for application in the nuclear weapons (NW) work conducted at Sandia National Laboratories. The conceptual framework addresses the margins and uncertainties throughout the NW life cycle and includes the definition of terms related to QMU and to figures of merit. Potential applications of QMU consist of analyses based on physical data and on modeling and simulation. Appendix A provides general guidelines for addressing cases in which significant and relevant physical data are available for QMU analysis. Appendix B gives the specific guidance that was used to conduct QMU analyses in cycle 12 of the annual assessment process. Appendix C offers general guidelines for addressing cases in which appropriate models are available for use in QMU analysis. Appendix D contains an example that highlights the consequences of different treatments of uncertainty in model-based QMU analyses.

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Bayesian methods for estimating the reliability in complex hierarchical networks (interim report)

Marzouk, Youssef M.; Pebay, Philippe P.; Red-Horse, John R.; Diegert, Kathleen V.; Zurn, Rena M.

Current work on the Integrated Stockpile Evaluation (ISE) project is evidence of Sandia's commitment to maintaining the integrity of the nuclear weapons stockpile. In this report, we undertake a key element in that process: development of an analytical framework for determining the reliability of the stockpile in a realistic environment of time-variance, inherent uncertainty, and sparse available information. This framework is probabilistic in nature and is founded on a novel combination of classical and computational Bayesian analysis, Bayesian networks, and polynomial chaos expansions. We note that, while the focus of the effort is stockpile-related, it is applicable to any reasonably-structured hierarchical system, including systems with feedback.

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Methodology for characterizing modeling and discretization uncertainties in computational simulation

Alvin, Kenneth F.; Oberkampf, William L.; Rutherford, Brian M.; Diegert, Kathleen V.

This research effort focuses on methodology for quantifying the effects of model uncertainty and discretization error on computational modeling and simulation. The work is directed towards developing methodologies which treat model form assumptions within an overall framework for uncertainty quantification, for the purpose of developing estimates of total prediction uncertainty. The present effort consists of work in three areas: framework development for sources of uncertainty and error in the modeling and simulation process which impact model structure; model uncertainty assessment and propagation through Bayesian inference methods; and discretization error estimation within the context of non-deterministic analysis.

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A design method for an intuitive web site

Quinniey, M.L.; Diegert, Kathleen V.; Baca, Robert G.; Forsythe, James C.

The paper describes a methodology for designing a web site for human factor engineers that is applicable for designing a web site for a group of people. Many web pages on the World Wide Web are not organized in a format that allows a user to efficiently find information. Often the information and hypertext links on web pages are not organized into intuitive groups. Intuition implies that a person is able to use their knowledge of a paradigm to solve a problem. Intuitive groups are categories that allow web page users to find information by using their intuition or mental models of categories. In order to improve the human factors engineers efficiency for finding information on the World Wide Web, research was performed to develop a web site that serves as a tool for finding information effectively. The paper describes a methodology for designing a web site for a group of people who perform similar task in an organization.

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A Hit or Miss History of Statistics at Sandia

Diegert, Kathleen V.

The Statistics and Human Factors Department at SNL has evolved as the Labs' mission has evolved from engineering designs for the non-nuclear parts of nuclear weapons, including the safety and security components, to a multi-program lab focusing on national security. Twenty years ago their client base was the engineers, scientists, and managers of the nuclear weapon stockpile program, at Sandia and other facilities within the DOE complex. Client relationships developed over years of association. Components and systems were assigned to statisticians so that they could develop a knowledge base in that area. Because of the many different component types and system designs in the stockpile, they typically juggled five or six statistical projects at a time. project participation other than statistical consulting was limited. They rarely had the time to lead project teams, and any skills or inclinations in that direction were often undeveloped. This paper describes a (hit-or-miss) selection of some early and recent efforts. This paper also presents their self-assessment metrics and their external assessment metrics. These metrics were selected to track the business aspects of the department; they are systematic (not hit-or-miss). These two types of histories should allow them to judge whether we're doing the right things, and also doing things right.

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Achieving agility through parameter space qualification

Diegert, Kathleen V.

The A-primed (Agile Product Realization of Innovative electro-Mechanical Devices) project is defining and proving processes for agile product realization for the Department of Energy complex. Like other agile production efforts reported in the literature, A-primed uses concurrent engineering and information automation technologies to enhance information transfer. A unique aspect of our approach to agility is the qualification during development of a family of related product designs and their production processes, rather than a single design and its attendant processes. Applying engineering principles and statistical design of experiments, economies of test and analytic effort are realized for the qualification of the device family as a whole. Thus the need is minimized for test and analysis to qualify future devices from this family, thereby further reducing the design-to-production cycle time. As a measure of the success of the A-primed approach, the first design took 24 days to produce, and operated correctly on the first attempt. A flow diagram for the qualification process is presented. Guidelines are given for implementation, based on the authors experiences as members of the A-primed qualification team.

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10 Results
10 Results