Uncertainty Analysis in Using Markov Chain Model to Predict Roof Life Cycle Performance

Presented at the 10DBMC International Conférence On Durability of Building Materials and Components, Lyon, France, 17-20 April 2005Making decisions on building maintenance policies is an important topic in facility management. To evaluate different maintenance policies and make rational selection, both performance and maintenance cost of building components need to be of concern. For roofing sytem Markov Chain model has been developed to simulate the stochastic degrading process to evaluate the life cycle perfornance and cost. [Van Winden and Dekker 1998; Lounis et al. 1999] Taking value in a discrete state space, this model is especially appropriate when scaled rating regular inspections and related mainteance policies are implemented in large organizations. [Van Winden and Dekker 1998] However, many parameters in this Markov Chain model are associated with variance of significant magnitude. The propagation of these variances through the model will result in uncertainties in predicted life cycle performance and cost results. Without a solid uncertainty analysis on the simulation, decisions based on these simulation results can be unrealiable. In this paper we provide methods to estimate the range of parameter values and represent them in a probabilistic framwork. Monte Carlo method is used to analyze simulation output (life cycle cost and performance) variance propagated from these parameters through the model. These probablisitc informnation can be used to make better informed decisions. An example is provided to illustrate the Markov Chain model development, parameter identification method, Monte-Carlo uncertainty assessment and decision making with probabilistic information. It is shown that the uncertainty propagating through this process is not negligible and may significantly influence or even change the final decisio