UN0701 - Engineering Risk and Reliability
(2009 version)

This is the 2009 archive version of UN0701. The course is not currently in session.

Announcements

Course Description

This course presents a broad treatment of the subject of engineering decision, risk, and reliability. Emphasis is on

• the modelling of engineering problems and evaluation of systems performance under conditions of uncertainty;
• risk-based approach to life-cycle management of engineering systems;
• systematic development of design criteria, explicitly taking into account the significance of uncertainty; and
• logical framework for risk assessment and risk-benefit tradeoffs in decision making.

Prerequisite: Registration in the UNENE Joint M. Eng. Program
Lecturer: Dr. Mahesh Pandey, University of Waterloo (contact information)

Course Schedule

The course is divided into six separate modules delivered over three weekends:
Preliminary course schedule (pdf 20kb - REVISED)

• Module 1: Fundamentals of Probability, May 2, 2009 (Saturday)
• Module 2: Statistical Analysis, May 3, 2009 (Sunday)
• Module 3: Functions of Random Variables, June 6, 2009 (Saturday)
• Module 4: Reliability Analysis, June 7, 2009 (Sunday)
• Module 5: System Reliability Analysis, June 20, 2009 (Saturday)
• Module 6: Risk and Life Cycle Management, June 21, 2009 (Sunday)
• Final Exam: to be completed by July 20, 2009.

Marking Scheme: Assignments 60%, Final Exam 40%

Course Notes

The reference material for the course consists of a textbook and lecture notes. Both the textbook and lecture notes are password protected. You will need to register in the course and contact the course assistant or UNENE to receive the passwords.

• Textbook: Engineering Risk and Reliability (pdf 4.4 Mb)

Lecture Notes

• Module 1: Fundamentals of Probability (pdf 4.3 Mb)
• Module 2: Statistical Analysis (pdf 3.7 Mb)
• Module 3: Functions of Random Variables (pdf 7.4 Mb)
• Module 4: Reliability Analysis (pdf 6.3 Mb)
• Module 5: System Reliability Analysis (pdf 3.8 Mb)
• Module 6: Risk and Life Cycle Management (pdf 3.8 Mb)

MS-Excel Tutorial

For those students who are unfamiliar with Microsoft Excel, please review the following tutorial prior to the first session.

• Microsoft Excel (2003) Tutorial (pdf 0.6 Mb)

Please contact the course assistant if you have any questions or experience any problems.

Problem Sets

• Final Exam - Due date: July 20, 2009
  Please note that this is a take-home exam.  No consultation or group work is permitted.  Please submit your answers by July 20, 2009.
• Problem Set 2 - Due date: June 28, 2009 (REVISED) Solutions
  Please note the revision to Problem Set 2 - Question 1, and the change in the due date.  In Q4(b), assume the bending moment at the fixed end A is Normally distributed.
• Problem Set 1 - Due date: June 7, 2009 Solutions
  Please submit the assignment by the end of the next weekend session on June 6 and 7. Contact Mikko if you have any questions regarding the assignment.

Additional Information

• Please download the following Excel data files to your laptop, memory stick, etc. to be used in the in-class exercises.
  data1.xls (30 Kb)
  data2.xls (35 Kb)
  data3.xls (18 Kb)
  data4.xls (37 Kb)
  data5.xls (31 Kb)
• ppp.xls - Probability paper plotting using the concrete strength data.
• MCS.xls - Monte Carlo simulation example for the load versus capacity problem.
• MLE.xls - Example of Maximum Likelihood Estimation (MLE) method.
• CROW.xls - Example of CROW-AMSAA analysis.
• Bayes.xls - Example of Bayesian analysis of failure rate using a discrete prior distribution.

References

The main reference for the course will be the textbook on Engineering Risk and Reliability and our lecture notes . Additional references for the course are as follows:

• 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.