A copula-based uncertainty propagation method for structures with correlated parametric p-boxes

Abstract In the response analysis of uncertain structural models with limited information, probability-boxes can be effectively employed to address the aleatory and epistemic uncertainty together. This paper presents a copula-based uncertainty propagation method which can accurately perform uncertainty propagation analysis with correlated parametric probability-boxes. Firstly, the parameter estimation and Akaike information criterion analysis are utilized to select an optimal copula based on available samples, by which the joint cumulative distribution function is constructed for the correlated input variables. Then, using the obtained joint cumulative distribution function, the correlated parametric probability-boxes are transformed into independent normal variables, and an efficient method based on sparse grid numerical integration is proposed to calculate the bounds on statistical moments of a response function. Finally, numerical examples and an engineering application are provided to verify the effectiveness of the presented method.