Announcements

• This offering of the course is now over. This page is maintained for archival purposes.
• 24.06.2005: CORRECTION to Problem Set 2 - Question 6 part (a)!!!
  The question should read: "(a) Taylor series expansion of Y about the mean value of X".
• 22.06.2005: CORRECTION to Problem Set 2 - Question 2!!!
  The question should read: "Assume that the mean demand is 100 with a COV of 0.3".
• 12.06.2005: Posted Problem Set 2 and Excel spreadsheets from Module 3 and 4 in-class tutorials (see additional information below).
• 07.06.2005: Posted course notes for Modules 3 and 4. Please print the notes before the next session.
• 31.05.2005: Posted Problem Set 1 and Excel spreadsheets from Module 1 and 2 in-class tutorials (see additional information below).
• First lecture for the academic year 2004/2005: Friday May 27, 2005, 8:30am-5pm at UOIT, JW205. See the schedule below.
• UOIT is located at 2000 Simcoe Street, Oshawa, Ontario. See UOIT map and driving directions . Building JW is identified on the campus map.

Course Description:

This course presents a broad treatment of the subject of engineering decision, risk, and reliability. Emphasis is on (1) the modelling of engineering problems and evaluation of systems performance under conditions of uncertainty; (2) risk-based approach to life-cycle management of engineering systems; (3) systematic development of design criteria, explicitly taking into account the significance of uncertainty; and (4) logical framework for risk assessment and risk-benefit tradeoffs in decision making. The necessary mathematical concepts are developed in the context of engineering problems. The main topics of discussion are: probability theory, statistical data analysis, component and system reliability concepts, time-dependent reliability analysis, computational methods, life-cycle optimization models and risk management in public policy.

Prerequisite: Registration in the UNENE Joint M. Eng. Program
Lecturer: Dr. Mahesh Pandey, contact information
Assistant: Dr. Mikko Jyrkama, course information

Course Outline (doc 40kb)
Detailed final schedule / marking scheme (pdf 17kb)

Course Schedule

• Sessions will be held on:
• Module 1 Fundamentals of Probability, May 27, 2005 (Friday)
• Module 2 Statistical Analysis, May 28, 2005 (Saturday)
• Module 3 Reliability Analysis: Analytical Methods, June10, 2005 (Friday)
• Module 4 Reliability Analysis: Simulation Methods, June 11, 2005 (Saturday)
• Module 5 Decision Analysis, July 8, 2005 (Friday)
• Module 6 Risk Analysis and Life Cycle Management, July 9, 2005 (Saturday)
• Final Exam: to be completed by July 31, 2005 (tentative).

Course Notes

• [These course notes are password protected. You will need to register in the course and contact the course assistant to receive the password.]
• Module 1 Fundamentals of Probability (pdf 1.3Mb)
• Module 2 Statistical Analysis (pdf 1.0Mb)
• Module 3 Reliability Analysis: Analytical Methods (pdf 327 kb)
• Module 4 Reliability Analysis: Simulation Methods (pdf 812 kb)

Problem Sets

• Problem Set 2 - Due Date: July 8, 2005
  ( Note: In Q8, gamma = 0.5 refers to the shape parameter of the Weibull distribution.)
• Problem Set 1 - Due Date: July 8, 2005
  The datasets for Problem Set 1 are here: ps1data.xls
  ( Note: In Q10, construct the probability paper plot for only one dataset in part (a); part (b) is a bonus question.)

Additional Information

• FORM.xls - In-class exercise for Module 4: finding the design point for linear and non-linear limit-state functions using SOLVER .
• reliability.xls - In-class exercise for Module 3: calculating the reliability index analytically and through Monte Carlo simulation.
• data.xls - Excel file containing practice datasets.
• beam.xls - The Beam Problem in-class exercise from Module 2.
• Some of the Excel functions used in Modules 1 and 2:
  AVERAGE, COUNT, EXPONDIST, FREQUENCY, INTERCEPT, MAX, MIN, NORMDIST, NORMSINV, RAND, RSQ, SLOPE, STDEV, VAR
  (see Excel help file for more information about these and other functions).
• Correction : The number of elements in the returned array of the FREQUENCY(data_array,bins_array) function (which must be entered as an array formula using Ctrl-Shift-Enter) is one more than the number of elements in the bins_array (in order to return the count of any values above the highest interval).  The function (and corresponding histogram) in beam.xls has been corrected to reflect this fact.
• For Excel tips & tricks go to: http://www.exceltip.com

References

• Any Probability and Statistics textbook used in an engineering program (typically at second year level).
• Ang, A.H-S. and W.H. Tang. 1975. Probability Concepts in Engineering Planning and Design, Volume I - Basic Principles . John Wiley & Sons, New York.
• Ang, A.H-S. and W.H. Tang. 1984. Probability Concepts in Engineering Planning and Design, Volume II - Decision, Risk, and Reliability . John Wiley & Sons, New York.
• Benjamin, J.R. and C.A. Cornell. 1970. Probability, Statistics, and Decision for Civil Engineers . McGraw-Hill, New York.
• Fullwood, R.R. and R.E. Hall. 1988. Probabilistic Risk Assessment in the Nuclear Power Industry: Fundamentals & Applications . Pergamon Press, Oxford.
• McCormick, N.J. 1981. Reliability and Risk Analysis: Methods and Nuclear Power Applications. Academic Press, New York.
• Melchers, R.E. 1999. Structural Reliability Analysis and Prediction (2nd ed.). John Wiley & Sons, Chichester.