Bayesian prediction of crack growth based on a hierarchical diffusion model |
| |
| Authors: | Simone Hermann Katja Ickstadt Christine H. Müller |
| |
| Affiliation: | Faculty of Statistics, TU Dortmund University, Dortmund, Germany |
| |
| Abstract: | A general Bayesian approach for stochastic versions of deterministic growth models is presented to provide predictions for crack propagation in an early stage of the growth process. To improve the prediction, the information of other crack growth processes is used in a hierarchical (mixed‐effects) model. Two stochastic versions of a deterministic growth model are compared. One is a nonlinear regression setup where the trajectory is assumed to be the solution of an ordinary differential equation with additive errors. The other is a diffusion model defined by a stochastic differential equation where increments have additive errors. While Bayesian prediction is known for hierarchical models based on nonlinear regression, we propose a new Bayesian prediction method for hierarchical diffusion models. Six growth models for each of the two approaches are compared with respect to their ability to predict the crack propagation in a large data example. Surprisingly, the stochastic differential equation approach has no advantage concerning the prediction compared with the nonlinear regression setup, although the diffusion model seems more appropriate for crack growth. Copyright © 2016 John Wiley & Sons, Ltd. |
| |
| Keywords: | Bayesian estimation Euler– Maruyama approximation Paris– Erdogan equation stochastic differential equation time‐to‐failure predictive distribution |
|
|
