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Probability and its Applications to Reliability and Risk Assessment

3-0-9 units · Graduate

Interpretations of the concept of probability. Basic probability rules; random variables and distribution functions; functions of random variables. Applications to quality control and the reliability assessment of mechanical/electrical components, as well as simple structures and redundant systems. Elements of statistics. Bayesian methods in engineering. Methods for reliability and risk assessment of complex systems, (event-tree and fault-tree analysis, common-cause failures, human reliability models). Uncertainty propagation in complex systems (Monte Carlo methods, Latin hypercube sampling). Introduction to Markov models. Examples and applications from nuclear and other industries, waste repositories, and mechanical systems. Open to qualified undergraduates.

Fall 2005 · Probability And Its Applications To Reliability, Quality Control, And Risk Assessment

This course covers interpretations of the concept of probability. Topics include basic probability rules; random variables and distribution functions; functions of random variables; and applications to quality control and the reliability assessment of mechanical/electrical components, as well as simple structures and redundant systems. The course also considers elements of statistics; Bayesian methods in engineering; methods for reliability and risk assessment of complex systems (event-tree and fault-tree analysis, common-cause failures, human reliability models); uncertainty propagation in complex systems (Monte Carlo methods, Latin Hypercube Sampling); and an introduction to Markov models. Examples and applications are drawn from nuclear and other industries, waste repositories, and mechanical systems.

Readings

  • Ang, A. H-S., and W. H. Tang. Probability Concepts in Engineering Planning and Design, vol. 1, Basic Principles . New York, NY: John Wiley & Sons, 1975. ISBN: 9780471032007.
    Listed reading
  • Rausand, M., and A. Hoyland. System Reliability Theory: Models, Statistical Methods, and Applications . 2nd ed. New York, NY: John Wiley & Sons, 2003. ISBN: 9780471471332.
    Listed reading
  • Ang and Tang: Chapters 1 and 2.
    Listed reading
  • Rausand and Hoyland: Chapters 2, 4 and 6.
    Listed reading
  • Henley, E. J., and H. Kumamoto. “Risk Study Comparison.” Table 1.4 in Probabilistic Risk Assessment . Piscataway, NJ: IEEE Press, 1991, pp. I.6. ISBN: 9780879422905.
    Listed reading
  • Rausand and Hoyland: Chapter 7.
    Listed reading
  • Ang and Tang: Chapter 4.
    Listed reading
  • Ang and Tang: Chapters 5 and 6.
    Listed reading
  • Rausand and Hoyland: Chapters 11 and 14.
    Listed reading
  • Ang and Tang: Chapter 9.
    Listed reading
  • Rausand and Hoyland: Chapters 8 and 9.
    Listed reading
  • Rausand, Marvin. “Reliability centered maintenance.” Reliability Engineering and System Safety 60 (1998): 121-132.
    Listed reading
  • Vatn, J., P. Hokstad, and L. Bodsberg. “An overall model for maintenance optimization.” Reliability Engineering and System Safety 51 (1996): 241-257.
    Listed reading
  • Ang and Tang: Chapter 8.
    Listed reading
  • Rausand and Hoyland: Chapter 13.
    Listed reading
  • Huelsenbeck, J. P., et al. “Bayesian Inference of Phylogeny and Its Impact on Evolutionary Biology.” Science 294, no. 5550 (December 14, 2001): 2310-2314.
    Listed reading
  • Rausand and Hoyland: Chapters 5 and 10.
    Listed reading
  • Benjamin, Jack R., and C. Allin Cornell. Probability, Statistics, and Decision for Civil Engineers . 2nd ed. New York, NY: McGraw-Hill, 1963. ISBN: 9780070045583.
    Listed reading
  • Center for Chemical Process Safety. Guidelines for Chemical Process Quantitative Risk Analysis . New York, NY: The American Institute of Chemical Engineers, 1989. ISBN: 9780816904020 .
    Listed reading
  • DelMar, Donald, and George W. Sheldon. Introduction to Quality Control . St. Paul, MN: West Publishing Co., 1988. ISBN: 9780314684592.
    Listed reading
  • Henley, Ernest J., and Hiromitsu Kumamoto. Probabilistic Risk Assessment: Reliability Engineering, Design, and Analysis . New York, NY: IEEE Press, 1991. ISBN: 9780879422905.
    Listed reading
  • Juran, Joseph M., and Frank M. Gryna. Quality Planning and Analysis: From Product Development Through Use . 2nd ed. New York, NY: McGraw-Hill, 1980. ISBN: 9780070331785.
    Listed reading
  • Papoulis, Athanasios. Probability and Statistics . Englewood Cliffs, NJ: Prentice Hall, 1990. ISBN: 9780137116980.
    Listed reading
  • Rao, Singiresu S. Reliability-Based Design . New York, NY: McGraw-Hill, 1992. ISBN: 9780070511927.
    Listed reading
  • Ang, A. H-S., and W. H. Tang. Probability Concepts in Engineering Planning and Design , vol. 1, Basic Principles . New York, NY: John Wiley & Sons, 1975. ISBN: 9780471032007.
    Listed reading

Prerequisites & course information

Prereq: Permission of instructor G (Spring) 3-0-9 units

Sources