Bounding the Failure Probability Range of Polynomial Systems Subject to P-box Uncertainties

This paper proposes a reliability analysis framework for systems subject to multiple design requirements that depend polynomially on the uncertainty. Uncertainty is prescribed by probability boxes, also known as p-boxes, whose distribution functions have free or fixed functional forms. An approach based on the Bernstein expansion of polynomials and optimization is proposed. In particular, we search for the elements of a multi-dimensional p-box that minimize (i.e., the best-case) and maximize (i.e., the worst-case) the probability of inner and outer bounding sets of the failure domain. This technique yields intervals that bound the range of failure probabilities. The offset between this bounding interval and the actual failure probability range can be made arbitrarily tight with additional computational effort.