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Baidurya
Bhattacharya |
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Professor of Civil Engineering |
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Indian Institute of Technology Kharagpur |
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Video lectures: |
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Structural Reliability - design assessment and safety targets |
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Youtube playlists |
NPTEL archive |
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PART A (BASICS) |
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Week No. |
Lecture No |
Lecture Title |
Topics |
Concepts Covered |
Lecture Duration |
File Name and link |
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1 |
1 |
Introduction |
Overview |
Introduction and course overview |
8:38 |
BB 1101 |
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Content
books and format |
Contents of Course, Books
Recommended, Format |
6:50 |
BB 1102 |
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Engineering
- joys and challenges |
Definition of Engineering ,
Reasons for Structural Failure |
4:50 |
BB 1103 |
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Ronan
Point |
Progressive Collapse in
Buildings, Redundancy, Prevention by Design |
3:39 |
BB 1104 |
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Comet
aircrafts |
Fatigue and Stress Intensity
Factor, Fatigue Reliability |
8:30 |
BB 1105 |
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Lithium
ion batteries |
Structural reliability of
Separator of Li ion Batteries |
4:29 |
BB 1106 |
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Complexity |
Managing uncertainties,
Liability and Penalty of Structural Failures |
2:24 |
BB 1150 |
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Factors
of safety |
Design Load, Safety Factors,
Design Codes |
2:57 |
BB 1160 |
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Conclusion |
Decision Making under
Uncertainties, Standardization of Decision Process |
8:11 |
BB 1170 |
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2 |
Review of Probability Theory |
Set Theory |
Definitions, set relations and
operations on sets |
7:28 |
BB 1210 |
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Set
algebra |
Algebra of sets and measure |
5:12 |
BB 1211 |
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Definitions
of Probability |
Different Approaches to
Probability, Definition of Probability |
6:24 |
BB 1220 |
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Examples |
Examples on classical definition of
probability |
8:43 |
BB 1230 |
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Probability
of joint events |
Conditional Probability, Bayes
Theorem, independence, total probability |
8:54 |
BB 1240 |
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Examples |
Example of Probability Problem
involving Networks |
5:08 |
BB 1251 |
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Example
of Probability Problem involving the Game of Bridges |
3:54 |
BB 1252 |
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Example
of Probability Problem involving Environmental Hazards |
2:56 |
BB 1253 |
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Example
of Probability Problem involving Diagnostic Test |
6:17 |
BB 1254 |
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3 |
Review of Random Variables |
Random variables |
Definition of Random Variables,
probability laws governing random variables - CDF, PDF, PMF |
6:55 |
BB 1301 |
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Moments
and Expectations |
Moments and Expectations of
Random Variables |
3:04 |
BB 1310 |
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Examples |
Example on range of projectile |
2:59 |
BB 1321 |
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Example
of Random Variables involving Weld Flaws |
5:13 |
BB 1322 |
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Example
of Random Variables involving Computer Network |
3:08 |
BB 1323 |
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Example
of Random Variables involving Bridge Flood |
3:29 |
BB 1324 |
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Example
of Random Variables involving Expected Profit Safety Device |
5:06 |
BB 1325 |
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Example
of Random Variables involving Jacket Problem Failure |
5:56 |
BB 1326 |
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Conditional
Distribution and Mean |
Conditional Distribution and
Conditional expectation |
5:27 |
BB 1330 |
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Example |
Conditional Distribution:
rainfall example |
4:22 |
BB 1331 |
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More on expectations |
Characteristic Function |
2:13 |
BB 1340 |
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Moment
Generating Function, Markov, Bienyame, Chebyshev and Lyapunov Inequalities |
2:07 |
BB 1341 |
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2 |
4 |
Common Probability Distributions (discrete) |
Common Discrete RVs |
Table Common Discrete RVs
including PMF, CDF and moments |
0:56 |
BB 2110 |
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Uniform
and Bernoulli Trials |
Uniform and Bernoulli Trials |
5:17 |
BB 2115 |
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Geometric |
Geometric Distribution |
2:09 |
BB 2120 |
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Mean
Return Period |
Mean Return Period |
5:15 |
BB 2121 |
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Binomial
and Negative Binomial |
Binomial and Negative Binomial |
5:45 |
BB 2122 |
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Examples |
Example of Geometric Binomial
etc. distributions involving Rainfall |
2:04 |
BB 2123 |
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Example
of Common Discrete RVs involving Oil Exploration |
5:24 |
BB 2124 |
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Example
of Common Discrete RVs involving Binomial Dart |
6:27 |
BB 2125 |
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Hypergeometric
Distribution |
Hypergeometric Distribution |
5:27 |
BB 2130 |
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Poisson
Distribution with Example |
Poisson RV arising out of
homogeneous and inhomogeneous Poisson processes, example on weld and defects |
11:00 |
BB 2140 |
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5 |
Common Probability Distributions (continuous) |
Common Continuous RVs |
Table of common continuous RVs,
CDF, PDF and moments; Uniform RV, Poisson process |
5:33 |
BB 2201 |
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Exponential
Distribution |
Exponential RV |
5:11 |
BB 2202 |
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Return
Period Revisited |
Return Period |
3:59 |
BB 2203 |
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Erlang
and Gamma Distribution |
Erlang and Gamma Distribution |
2:42 |
BB 2204 |
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Central
Limit Theorem |
Central Limit Theorem |
6:56 |
BB 2210 |
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Normal
distribution |
Normal CDF |
5:41 |
BB 2211 |
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Lognormal
Distribution and Example |
Lognormal Distribution and
Example |
4:18 |
BB 2212 |
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Extreme
Value Distributions |
Extreme Value Distributions |
4:54 |
BB 2220 |
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Weibull
Distribution and Example |
Weibull Distribution and
Example |
6:33 |
BB 2221 |
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6 |
Joint Probability Distributions (part 1) |
Joint Random Variables
Introduction |
Lecture plan |
1:59 |
BB 2301 |
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Joint
probability laws |
Joint CDF, PMF and PDF; marginal
and conditional CDF PMF and PDF; |
9:07 |
BB 2310 |
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Example |
Joint Probability Mass Function
- visualization |
4:25 |
BB 2311 |
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Bivariate
Density of Jointly Random Variables - visualization |
4:17 |
BB 2312 |
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Probability
Integration |
2:30 |
BB 2313 |
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Joint
Moments |
Joint Moments of Random
Variables; expectation of function of random variables; joint characteristic
function; joint moment generating
function; conditional moments -
conditional mean and variance |
8:38 |
BB 2320 |
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Independence
and Dependence |
Statistical independence among
Random Variables; independence among functions of RVs; measures of dependence; correlation
coefficient and its properties |
6:13 |
BB 2330 |
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Example |
Joint Density of H and T |
8:50 |
BB 2341 |
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Continuing
with H and T; convolution - probability of failure |
4:07 |
BB 2342 |
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Correlation
and Nonlinear transformation |
4:46 |
BB 2343 |
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3 |
7 |
Joint Probability Distributions (part 2) |
Function of Random Variables |
Function of one RV - one to
one, many to one; example - Cauchy from tangent map of uniform; modifications
of tangent map to produce finite moments; lognormal from normal; chi square
from normal; |
12:29 |
BB 3111 |
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Examples |
Distribution of the sum of 2
IID Geometric RVs |
2:07 |
BB 3115 |
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Distribution
of the sum of 2 Uniform RVs - by convolution and by Jacobian of
transformation |
6:57 |
BB 3116 |
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Transformation
of Random Variables: H,T to V,A; marginal densities |
4:36 |
BB 3117 |
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Joint
Normal |
Bivariate normal distribution
- conditional and marginal
distributions; multivariate normal -
conditional and marginal distributions; |
14:32 |
BB 3121 |
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Example |
Correlation and nonlinear
transformation of bivariate standard normals
- squaring and exponentiating |
9:02 |
BB 3122 |
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Example
of Cable Design: Linear Combination of Normals |
5:09 |
BB 3123 |
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Convergence
of Sequence of Random Variables |
Preliminaries - convergence of
a sequence of real numbers, limit, examples of sequence of RVs; four types of
convergence of RVs - almost sure, in probability, in mean square, in
distribution - hierarchy |
8:03 |
BB 3131 |
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Law of
Large Numbers |
Strong law and weak law |
3:57 |
BB 3132 |
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8 |
Monte Carlo Simulations (part 1) |
Introduction to Monte Carlo
Simulations |
Lecture plan; in which sort of
scenarios we resort to simulations - computer simulations, simulation of
probabilistic events - Monte Carlo simulations; Outcomes of MCS |
7:48 |
BB 3201 |
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Estimation
of Pi |
Estimation of Pi using random
points in a plane - theoretical approach and through Monte Carlo Simulations;
convergence of estimates |
10:30 |
BB 3205 |
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Random
Number Generators |
True RNGs - physical sources,
pros and cons; pseudo RNGs - properties particularly period of generator,
multiple recursive generators - Marsenne twister; |
8:01 |
BB3210 |
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Lehmer
Algorithm |
Linear congruential generators -
full periodicity, Fermat's little theorem, optimal values of multiplier and
modulus in Lehmer algorithm. |
4:18 |
BB3211 |
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Tests of
Randomness |
Limitations of test, monobit
frequency test, block frequency test, moments test, turning points test, etc. |
11:10 |
BB3220 |
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9 |
Monte Carlo Simulations (part 2) |
Generating Continuous Deviates |
The inversion method; drawbacks
of inversion; generating exponential deviates |
8:19 |
BB 3301 |
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Demonstration
of CLT with sum of exponentials |
4:44 |
BB 3305 |
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Generating
Normal Deviates- the box Muller transform |
7:30 |
BB 3307 |
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Generating Discrete Random
Deviates |
The inversion method and direct
methods for generating various discrete distributions - Bernoulli, geometric,
binomial, Poisson |
5:07 |
BB 3311 |
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Example:
picking shoes from a closet |
3:07 |
BB 3315 |
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Generating Dependent Samples |
When complete joint
distribution is known, example
involving H and T; |
6:25 |
BB 3321 |
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Generating
correlated normals and example on Cable Pf |
6:40 |
BB 3325 |
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Generating
Correlated Non Normals |
When only marginal
distributions and covariance are known (for generating dependent
non-normals), example two Lognormals |
7:16 |
BB 3327 |
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Variance
Reduction techniques |
Uncertainty in basic MCS,
Importance Sampling |
6:39 |
BB 3330 |
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PART B (FUNDAMENTALS OF RELIABILITY) |
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Week No. |
Lecture No |
Lecture Title |
Topics |
Concepts Covered |
Lecture Duration |
File Name and link |
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4 |
10 |
Definition and Scope of Reliability |
Introduction |
Recap and course plan |
1:47 |
BB 4101 |
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Definition
and Scope of Reliability |
2:18 |
BB 4102 |
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History
and development of the subject |
5:37 |
BB 4105 |
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Growth
of Structural Reliability |
5:07 |
BB 4106 |
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Measure of Reliability |
Reliability and Related Measures |
2:04 |
BB 4110 |
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Repairability
and Non-Repairability - availability |
3:57 |
BB 4115 |
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11 |
Problem Formulation in Reliability |
Reliability Problem Formulation |
How to approach reliability
problem formulation based on available information and purpose at hand:
physics-based vs. phenomenological, element vs. system, time-dependent or
not; which variables are random |
7:46 |
BB 4201 |
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Setting
Up Structural Reliability Problems |
Structural reliability as a
physics-based reliability problem:
Having an appropriate mechanistic model of structural response;
Defining limits of satisfactory performance, hence "failure" and
hence "limit state" |
5:06 |
BB 4205 |
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Examples |
Example: Fatigue Life of Metal
Component |
5:53 |
BB 4211 |
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Example:
Two Elements in Series and Parallel |
6:42 |
BB 4212 |
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Example:
Cable Strength |
8:01 |
BB 4213 |
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Example:
Frame |
5:30 |
BB 4214 |
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Example
Cantilever Beam |
9:59 |
BB 4215 |
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Example:
Traffic safety |
2:01 |
BB 4216 |
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12 |
Representation of Systems |
System Representation
Introduction |
Different ways of representing
a system: Series and parallel configuration of binary elements, role of
mutual dependence, load sharing; multistate elements; |
10:48 |
BB 4301 |
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System
Representation By Enumeration |
System Representation By
Enumeration |
6:41 |
BB 4311 |
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System
Representation by Structure Function |
System Representation by
Structure Function |
8:02 |
BB 4321 |
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Example
two unit systems two state and three state elements |
Example: two unit systems, two
state and three state elements |
9:07 |
BB 4331 |
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Example
two unit dependent parallel |
Example: two unit dependent
parallel |
10:38 |
BB 4341 |
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5 |
13 |
Representation of Systems (Continued) |
Reliability block diagrams |
Introduction: "success
oriented", two-terminal network, a determinate truss example, a highway
bridge example |
5:07 |
BB 5101 |
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RBD:
system with three-state elements |
3:06 |
BB 5111 |
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RBD:
Series Parallel Arrangement |
3:22 |
BB 5112 |
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RBD:
Bridge Network Arrangement - with bidirectional and unidirectional key
elements |
7:09 |
BB 5121 |
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RBD:
Repeated Elements; 2 out of 3 redundant system; redundant truss example |
8:04 |
BB 5131 |
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Cut Sets |
Introduction, "failure
oriented", minimal cut sets, path sets, minimal path sets, examples |
6:34 |
BB 5140 |
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Structure
function of Minimal Cut Sets; hence system structure function; examples |
4:40 |
BB 5145 |
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Example:
Minimum Cut Sets from RBDs |
8:08 |
BB 5146 |
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Example
Minimum Cut Sets of truss structures |
4:19 |
BB 5147 |
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14 |
Representation of Systems (Continued) |
Fault Trees |
Fault Trees - definition,
symbols and construction |
3:26 |
BB 5201 |
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Example:
Fault Tree of highway bridge |
3:20 |
BB 5211 |
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Example:
RBD to FT |
3:17 |
BB 5212 |
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Example:
FT of system with multistate elements (diodes) |
3:41 |
BB 5213 |
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FT with
common cause elements |
4:05 |
BB 5214 |
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Fault
Tree with Repeated Elements (using cut sets) |
5:31 |
BB 5215 |
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Fault
Tree from system Description |
5:40 |
BB 5216 |
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Example: FT of a Fire Fighting System |
5:54 |
BB 5217 |
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Types
of Redundancy |
Types of Redundancy: active,
standby (warm and cold) |
12:51 |
BB 5220 |
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15 |
Time Dependent Component Reliability |
Introduction |
How time appears in reliability
formulation (in a physics based formulation); Lecture plan for Parts C and D |
11:23 |
BB 5301 |
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Random
time to failure (TTF) |
Recap of "failure" :
physics-based vs. phenomenological approach to failure, First Passage Time;
inability of directly observe TTF for structural components and systems;
current focus (in Part B) on directly observed TTFs |
3:46 |
BB 5302 |
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Functions of TTF |
Reliability as a function of
time, its properties; PDF, CDF of TTF |
4:05 |
BB 5305 |
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Mean
time to failure, its lack of relevance for structures; mean residual life |
8:35 |
BB 5306 |
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Examples:
Reliability, MTTF, MRL from PDF or CDF of TTF |
8:18 |
BB 5307 |
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Example:
Exponential TTFs making up a Binomial problem |
2:53 |
BB 5308 |
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Poisson arrival of Shocks |
Interarrival times - IID
exponentials, TTF to kth shock, Gamma distribution; sum of Gamma RVs |
6:07 |
BB 5311 |
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Example
Poisson Shocks |
3:18 |
BB 5312 |
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Example:
Gamma TTF |
5:14 |
BB 5313 |
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Generalizing
TTF to number of cycles |
Example Fatigue Reliability |
5:53 |
BB 5321 |
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6 |
16 |
Time Dependent Component Reliability (Continued) |
Hazard (or, Failure Rate) Function |
Definition; relation between
hazard function and reliability function; properties of hazard function |
8:25 |
BB 6101 |
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Characteristic
Life and Example |
3:23 |
BB 6105 |
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Hazard
function for Exponential TTF: constant failure rate; Hazard function for
Poisson occurrence of shocks - Gamma distributed TTFs - increasing, constant
and decreasing failure rates |
10:45 |
BB 6110 |
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Hazard
Function for Uniform, Normal, Lognormal TTFs |
9:30 |
BB 6111 |
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Power
Law Hazard Functions and Weibull TTF |
6:33 |
BB 6112 |
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Bathtub
Hazard Curve |
5:26 |
BB 6120 |
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Design
Life from minimum acceptable Reliability and maximum acceptable Hazard |
3:07 |
BB 6130 |
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17 |
Time Dependent Component Reliability (Continued) |
Estimation of TTF Statistics
from test data |
Recap of previous lectures;
Description of test program and basic test data; estimation of PDF,
Reliability and hazard functions from data |
7:07 |
BB 6201 |
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Example: estimation from completed tests on
identical samples |
Example: Observed failure times
of 10 identical components from Shooman's Book - CDF PDF Rel and Hazard
functions |
14:35 |
BB 6211 |
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Example:
Observed failure time intervals of 172 identical components from Shooman's
Book - CDF PDF Rel and Hazard functions |
9:43 |
BB 6221 |
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Example:
Observed failure times of 25 identical components from Naikan's Book - PDF
Rel and Hazard functions |
4:16 |
BB 6231 |
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Estimation from censored tests -
censoring by time and censoring by number of failures |
Types of censoring; Example:
Censored by Time - Test on 50 samples stopped after 30 hours (only 6 failed),
TTF distribution type is known - taken from Gnedenko et al |
10:05 |
BB 6241 |
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Example:
Censored by number of failures - Test on 9 samples stopped after 3 failed,
TTF distribution type is known - taken from Gnedenko et al (part 1) |
12:01 |
BB 6251 |
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Example
(contd.): Censored by number of
failures (part 2) |
5:24 |
BB 6252 |
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Example
(contd.): Censored by number of
failures (part 3) |
8:36 |
BB 6253 |
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18 |
System reliability - time-defined |
System Reliability Time Defined |
Recap of Part A of the course
and Part B so far; Recap of element vs system reliability and
phenomenological vs. physics based reliability; Introduction to System
Reliability - in terms of element TTFs; plan for this lecture |
6:21 |
BB 6301 |
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Active
k out of n systems-series system - order statistics of element TTFs, system
TTF in terms of element TTFs; series system, special cases - independent
elements, exponential element TTFs; example |
8:37 |
BB 6311 |
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Active
Parallel System - system TTF in terms of element TTFs, special cases -
independent elements, exponential element TTFs - MTTF |
5:51 |
BB 6315 |
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Unit vs
Component Redundancy - example with IID elements |
3:22 |
BB 6318 |
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k out of
n active redundant system - no load
sharing considered, special cases -
IID exponential elements, MTTF; examples: telephone system, pump drainage
system |
8:44 |
BB 6321 |
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Dependent
Active Parallel system - 2 unit system with dependent exponential TTFs, MTTF |
8:07 |
BB 6331 |
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Effect
of dependence among elements |
Example of two element systems
with and without dependence - arranged in series or parallel |
5:18 |
BB 6335 |
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Standby
Parallel |
k out of n standby redundancy,
spares and sockets, example - 1 active n -1 standby elements, special case of
n=2, switching failure; example - fire fighting system |
12:00 |
BB 6341 |
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PART C (RELIABILITY OF STRUCTURES) |
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Week No. |
Lecture No |
Lecture Title |
Topics |
Concepts Covered |
Lecture Duration |
File Name and link |
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7 |
19 |
Capacity Demand Component Reliability |
Introduction |
Recap of Parts A and B; plan
for Part C; Recap of element vs.
system reliability, recap of phenomenological vs. physics based reliability
problem formulation, recap of unique features of structural reliability |
10:37 |
BB 7101 |
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Key
steps |
Recap: key steps in structural
reliability problem formulation, time varying loads, examples; four cases
(levels) of modelling |
9:37 |
BB 7102 |
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Limit
States |
Failure as first excursion from
the safe set - one failure mode at one critical location; capacity demand
formulation - limit state equation; probability of failure in terms of limit
state |
4:37 |
BB 7111 |
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Case 1
Time Invariant C and D |
Reliability as probability
content of the safe set in basic variable space - special case of 2
dimensional integration, special case of independent C and D; graphical
representation |
6:47 |
BB 7112 |
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When C
and / or D are time varying |
Cumulative vs Overload Type
Failure; first passage time |
2:38 |
BB 7115 |
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Examples |
Example Proof Load |
5:06 |
BB 7121 |
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Safe
Stopping Distance Example |
4:13 |
BB 7122 |
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Cable
Reliability Example and types of approximate methods |
7:40 |
BB 7125 |
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20 |
First Order Reliability Methods (Part 1) |
Introduction to FORM (first
order reliability method) |
The need for approximate
solutions, recap of component level limit state function and failure
probability; graphical representation of failure in 2-variable problem;
non-linear g, mapping failure region from basic variable space X to an
arbitrary space Y |
5:20 |
BB 7201 |
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FORM
Algorithm Overview |
Map from X to Y space: limit
state h(Y) and joint PDF change shape and location; choose Y to be the space
of independent standard normal variables U; rotational symmetry of joint PDF
in U space; point on limit state h(U) closest to origin in U space; linearization
of h(U), direction cosines and reliability index - why FORM works |
15:49 |
BB 7202 |
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Types
of FORM Maps |
Second moment (Hasofer-Lind)
transform, full distribution transform, Nataf transform, Rackwitz-Fiessler
transform, Rosenblatt transform - pros and cons and amount of information
required for each |
15:07 |
BB 7205 |
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Key
Steps and Benefits of FORM |
The approximate nature of FORM
solution, map from X to U, evaluate h(U) repeatedly, find minimum distance
from origin to h=0; h not required in
closed form, gradients of h not essential; reverse map gives design point in
X space |
4:38 |
BB 7211 |
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Finding
the minimum distance to the limit state surface |
Gradient Projection Method -
flow chart, graphical representation, Armijo's rule, convergence |
12:22 |
BB 7212 |
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FORM
Design Point Idea |
Map the minimum distance point
u* back to the design point x* ; characteristic values, idea of partial
safety factors - role of bias, uncertainty, sensitivity and reliability index |
6:41 |
BB 7231 |
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21 |
First Order Reliability Methods (Part 2) |
FORM Recap |
Main steps of FORM algorithm,
graphical representation, pros and cons of FORM |
4:23 |
BB 7301 |
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Examples |
FORM Example B1: Cable
reliability problem involving 2 RVs - yield strength and axial load (both
normally distributed) - find area and design values for given target
reliability |
8:21 |
BB 7302 |
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FORM
Example B2: Cable reliability problem involving 2 RVs - yield strength and
axial load (both lognormally distributed) - find area and design values for
given target reliability |
5:13 |
BB 7303 |
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FORM
Example B3: Cable reliability problem involving 2 RVs - yield strength and
area (both lognormally distributed), load deterministic - find mean area and
design values for given target reliability |
3:45 |
BB 7304 |
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FORM
Example B4: Cable reliability problem involving 2 RVs - yield strength and
area (both normally distributed), load deterministic - find reliability. FORM Example B5: Cable reliability problem
involving 2 RVs - yield strength and area (both normally distributed), load
deterministic - find mean area and design values for given target reliability |
14:22 |
BB 7305 |
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8 |
22 |
First Order Reliability Methods (Part 3) and SORM |
Recap of FORM Key steps and pros
and cons |
Lecture plan, Recap of FORM -
Key steps and pros and cons |
4:35 |
BB 8101 |
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Examples |
FORM Example C1: cable
reliability problem involving 3 RVs - yield strength (Weibull), area (normal)
and load (Gumbel) - find checking point and cable reliability. Use full
distribution transformation |
11:28 |
BB 8111 |
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FORM
Example C1 (contd.) Matlab Code and explanation |
7:54 |
BB 8111a |
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FORM
Example D1: Cable reliability problem involving 4 RVs - yield strength
(Weibull), area (normal), load Q (Gumbel) and load D (normal) - Q and D are
dependent, find checking point and cable reliability. Use Nataf
transformation. |
9:29 |
BB 8112 |
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FROM
Example D1 (contd.): computation of
gradients required for optimization; FORM Example D2 and D3: repeat D1 with
Hasofer-Lind and Full distribution transformations, verification with Monte
Carlo simulations |
10:15 |
BB 8112a |
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Second order reliability methods
(SORM) |
Introduction to SORM - an
improvement over FORM, how to reduce errors in FORM and obtain better
approximation of failure probability |
5:27 |
BB 8121 |
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SORM
Steps - start with FORM, find minimum distance point and direction cosines,
fit a paraboloid at the minimum distance point, update failure probability
with curvature of the paraboloid |
6:37 |
BB 8122 |
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Examples |
Example: Redo B4 2 RV Problem
with SORM |
5:55 |
BB 8125 |
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Example:
Redo C1 3RV Problem with SORM |
4:03 |
BB 8126 |
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Example:
Redo D1 4RV Problem with SORM |
5:11 |
BB 8127 |
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23 |
Monte Carlo Simulations for Estimating Structural
Reliability |
Introduction |
Introduction, need to estimate
rare probabilities, recap of Lectures 8 & 9 - estimation of pi,
cantileverd beam reliability, limit state, multidimensional integral |
7:57 |
BB 8201 |
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How
and why it works |
Expressing Pf as expectation of
a suitably defined indicator function (true if failure occurs), moments of
the indicator function, if the samples are IID then the Strong Law of Large
Numbers holds for estimating Pf and estimated value converges to the true
value of Pf |
6:52 |
BB 8202 |
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How
many samples are enough |
Estimated Pf is a random
variable (since sample size is finite) - its mean is the true Pf, and if samples are IID then its variance is
inversely proportional to sample size; Central limit theorem - recap,
estimated Pf approaches the normal random variable, confidence intervals on
the estimated Pf; COV of estimated Pf vs sample size |
9:01 |
BB 8203 |
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Generating
random samples |
Random Number Generation
Algorithms, good properties of a generator, Matlab commands, setting the
seed, Inversion of CDF for generating non-uniform deviates; examples -
generating exponential deviates, Gumbel deviates, independent normal
deviates, correlated normal deviates; generating Bernoulli, Binomal and
Poisson deviates |
16:59 |
BB 8211 |
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Algorithm |
Flowchart for estimating limit
state probabilities; Example - Safe Stopping Distance in traffic engineering
and probability of collision, Matlab code |
9:52 |
BB 8221 |
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Examples |
Redo Example D1: 4RV Cable Reliability Problem involving 4
RVs - yield strength (Weibull), area (normal), load Q (Gumbel) and load D
(normal) - Q and D are dependent, find checking point and cable reliability.
Use Nataf transformation - Matlab code, estimated value vs. sample size |
8:45 |
BB 8222 |
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24 |
Importance
Sampling Simulations for Estimating Structural Reliability |
Introduction |
Motivation:
Recap - estimating Pf with basic MCS, variance of estimate vs. sample size
for IID samples, graphical example of estimating limit state probability by
conducting MCS on a plane, moving sampling distribution closer to the limit
state |
7:12 |
BB 8301 |
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Methodology |
Original
sampling density fX and biased sampling density fV; estimated Pf seen as an
expectation of a function of V that includes a correction factor fX/fV;
variance of the new estimate; ideal case of zero variance |
11:51 |
BB 8302 |
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Algorithm and example |
Flowchart;
Redo Example D1 with importanc sampling - choice of sampling density,
estimated value vs. sample size - comparison with basic MCS |
18:04 |
BB 8311 |
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Example |
Example E1:
Cantilevered Beam in deflection limit state, 3 RVs, solved by basic MCS and
by Importance Sampling - comparison of results
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6:57 |
BB 8312 |
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9 |
25 |
(Physics
Based) Capacity Demand Time Component Reliability(Part 1) |
Introduction
to Capacity Demand Time Component Reliability |
Introduction,
Capacity Demand, Time Component Reliability
|
13:03 |
BB 9101 |
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Case
2 capacity demand time reliability with non-random variations |
Case 2,
capacity demand , time reliability with non-random variations
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11:07 |
BB 9102 |
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Example
F1 cable reliability with corrosion |
Example
F1, cable reliability, corrosion |
9:22 |
BB 9111 |
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Example
F2 cable reliability with corrosion and Periodic Loads |
Example F2,
cable reliability , corrosion ,Periodic Loads
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11:35 |
BB 9112 |
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26 |
(Physics
Based) Capacity Demand Time Component Reliability(Part 2) |
Case
3 Capacity Demand Time Component Reliability |
Case 3,
Capacity Demand ,Time Component Reliability
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5:57 |
BB 9201 |
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Example
Bridge with known number of Random Pulses |
Example,
Bridge ,Random Pulses |
9:25 |
BB 9202 |
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Case
3b capacity demand time reliability with Poisson Loads |
Case 3b
,capacity demand, time reliability , Poisson Loads
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7:08 |
BB 9211 |
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Example
G2 bridge with Poisson loads |
Example
G2, bridge ,Poisson loads |
9:42 |
BB 9212 |
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Case
3c capacity demand time reliability with Poisson Loads and aging |
Case 3c ,
capacity demand, time reliability ,with Poisson Loads ,and aging
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11:14 |
BB 9221 |
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Example
G2 bridge with Poisson loads and aging |
Example
G2, bridge ,Poisson loads ,aging |
10:37 |
BB 9222 |
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27 |
(Physics
Based) Capacity Demand Time Component Reliability(Part 3) |
Introduction
to Random aging problems in Component Reliability |
Introduction ,
Random aging problems, Component Reliability
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3:06 |
BB 9301 |
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Example
G4 Random Corrosion Loss and IID Poisson Loads on a bridge |
Example G4,
Random Corrosion Loss ,IID Poisson Loads ,bridge
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3:06 |
BB 9311 |
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Introduction
to Case 4-first passage-stochastic process definition |
Introduction
,Case 4, first passage, stochastic process, definition
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10:20 |
BB 9321 |
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First
Passage Probability for stationary Gaussian process and reliability |
First Passage
Probability, stationary Gaussian process, reliability
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10:20 |
BB 9322 |
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Example
first passage reliability |
Example,
first passage reliability |
8:45 |
BB 9323 |
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Introduction
to Reliability Based Maintenance |
Introduction,
Reliability Based Maintenance |
8:44 |
BB 9351 |
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Example
Preventive Maintenance no repair vs perfect repair |
Example,
Preventive Maintenance, no repair ,perfect repair
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7:34 |
BB 9361 |
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Example
Preventive Maintenance options benefit cost ratio |
Example,
Preventive Maintenance, options, benefit cost ratio
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4:55 |
BB 9362 |
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10 |
28 |
Capacity
Demand System Reliability Formulation - Time Invariant Case (Part 1) |
Recap
of Course so far |
Course
Recap |
3:41 |
BB 10101 |
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Introduction
to Structural System Reliability |
Introduction,
Structural System Reliability |
10:20 |
BB 10102 |
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Two-unit
series system series part 1 |
Two-unit
series system series, Part 1 |
10:28 |
BB 10111 |
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Two-unit
series system series part 2 |
Two-unit
series system series, Part 2 |
10:59 |
BB 10112 |
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Two-unit
series system series part 3 |
Two-unit
series system series, Part 3 |
9:44 |
BB 10113 |
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29 |
Capacity
Demand System Reliability Formulation - Time Invariant Case (Part 2) |
Series
system reliability - structural member with 3 failure modes - FORM |
Series system
reliability, Structural member with 3 failure modes , FORM
|
22:53 |
BB 10211 |
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Series
system reliability - structural member with 3 failure modes - MCS |
Series system
reliability , Structural member with 3 failure modes , MCS
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16:14 |
BB 10212 |
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Series
system - determinate truss |
Series
system, Determinate truss |
14:28 |
BB 10213 |
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Series
system - multiple performance requirements and multiple load combinations |
Series system
, Multiple performance requirements , Multiple load combinations
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12:37 |
BB 10214 |
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30 |
Capacity
Demand System Reliability Formulation - Time Invariant Case (Part 3) |
Introduction
to Reliability of Active Parallel and Other Redundant Systems |
Introduction
to Reliability ,Active Parallel , Redundant Systems
|
8:15 |
BB 10301 |
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2
Unit Systems - Brittle vs Ductile Part 1 |
2
Unit Systems, Brittle vs Ductile , Part 1 |
4:13 |
BB 10311 |
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2
Unit Systems - Brittle vs Ductile Part 2 |
2
Unit Systems ,Brittle vs Ductile ,Part 2 |
10:24 |
BB 10312 |
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2
Unit Systems - Brittle vs Ductile Part 3 |
2
Unit Systems , Brittle vs Ductile ,Part 3 |
8:10 |
BB 10313 |
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Indeterminate
Truss Reliability- Brittle and Ductile Cases |
Indeterminate
Truss Reliability, Brittle and Ductile Cases |
23:05 |
BB 10314 |
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Reliability
Bounds and Concluding remarks |
Reliability
Bounds ,Concluding remarks |
4:21 |
BB 10321 |
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PART D (RELIABILITY BASED DESIGN) |
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Week No. |
Lecture No |
Lecture Title |
Topics |
Concepts Covered |
Lecture Duration |
File Name and link |
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11 |
31 |
Reliability
Based Design |
Introduction |
Summary
of parts A (lectures 1 - 9), B (lectures 10 - 18)and C (lectures 19 - 30) of
the course above; plan for lectures 31 - 36 |
6:46 |
BB 11101 |
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Reliability
Based Structural Design Codes |
Motivation
- why standardize reliability based design |
5:13 |
BB 11102 |
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Recasting
a reliability analysis forward problem to a design equation derivation
problem - FORM based, tying factor of safety explicitly with a target
reliability level; history of factor of safety in engineering |
9:57 |
BB 11103 |
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Emergence
of Reliability Based Structural Design Standards - a short history (1947 -
2002) |
10:28 |
BB 11104 |
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The
Structure and the Philosophy Behind Reliability Based Design Codes |
Partial
Safety Factors - examples in various codes; format of design equations in
Structural Eurocodes |
9:25 |
BB 11121 |
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The
high level requirements and philosophy behind the provision of the Structural
Eurocodes |
13:00 |
BB 11122 |
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32 |
Reliability
based partial safety factors (Part 1) |
Partial
Safety Factors |
Derivation
- 2 random variable (Capacity & Demand) limit state - FORM; the "forward" problem in
reliability; introduce the "inverse" problem - locate appropriate
distribution of capacity (find mean capacity) given target beta; present the
design equation in terms of nominal quantities - bias, sensitivity -
expression of factor of safety containing target beta |
20:20 |
BB 11201 |
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Generalization
to n-dimensional case - locate checking point in U space, hence the design
point in X space, hence derive partial safety factors in terms of bias,
target beta, COV and sensitivity -
derive design equation (for limit states separable into capacity and demand
quantities) |
11:38 |
BB 11202 |
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Example:
PSFs for a four-variable reliability-based cable design problem |
8:29 |
BB 11203 |
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33 |
Reliability
based partial safety factors (Part 2) |
Partial
safety factors optimized for use in design equation |
Recap
of 4-variable cable design problem - a different look; normalize limit state
equation by design equation; use of
normalized random variables and nominal load ratio; |
14:52 |
BB 11301 |
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Are
there many design equations that yield the same target beta? - Demonstration
on 4-variable cable reliability example. For the same set of PSFs, how beta
changes with changing nominal load ratios. The need to have a single set of
PSFs in a class of design equation - selecting best set of PSFs to achieve
minimum variation around target reliability for entire range of nominal load
ratios |
14:30 |
BB 11302 |
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General
Scheme of Optimizing Partial Safety Factors - deciding on scope of design,
choosing the design equation format, defining loads and load combinations;
identifying relevant design situation and their relative importance;
optimization statement - objective function and constraints |
10:24 |
BB 11310 |
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Example:
Optimized PSFs for ship hull girder bending design equation |
14:15 |
BB 11311 |
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12 |
34 |
Target
Reliability Levels (Part 1) |
Recap
of Course so far |
Summary
of parts A (lectures 1 - 9), B (lectures 10 - 18)and C (lectures 19 - 30) of
the course above; review of and plan for ongoing part D (lectures 31 - 36) |
6:34 |
BB 12101 |
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Objectives
and constraints in design |
Presence
of randomness in decision variables and constraints; safety as a constraint;
how rarely can safety and functionality be violated? - The need to set target reliabilities |
13:48 |
BB 12102 |
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Questions
to be asked before setting target reliabilities |
Consequences of limit state
violation; how much loss of use or risk to life is acceptable; if unsafe, how
much to spend to improve reliability; risk communication; the essential
problem statements |
11:29 |
BB 12103 |
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Different
methods of setting target reliabilities |
Early attempts by structural
reliability researchers; Introduction to calibration based, loss based and
cost optimization based approaches |
4:58 |
BB 12111 |
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Target
Reliability by Calibration |
Selecting representative
structures, method of evaluation, uncertainty quantification; pros and cons;
reliability levels in existing (non-reliability based) codes of the day;
different methods of computing of failure probability; deriving design
equations to achieve a target beta; variation of beta with load ratios |
15:25 |
BB 12121 |
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35 |
Target
Reliability Levels (Part 2) |
Target
reliabilities based on consequence and nature of failure |
Lack of uniform reliability in
traditional design codes for a given limit state; Early efforts by CSA and
DNV; the primacy of life safety; the role of warning before failure |
13:29 |
BB 12201 |
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Novel
structures (calibration not possible) - the ABS Mobile Offshore Base design
guide |
3:59 |
BB 12202 |
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Target
Reliabilities based on cost considerations |
Target Reliabilities
comparison-explicit cost consideration vs life and environmental safety- JCSS
vs ISO 2394 vs Eurocodes |
10:41 |
BB 12203 |
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Target
Reliabilities comparison - life saving cost vs monetary optimization and old
vs new structures - ISO 13822 vs. ISO 2394:1998 vs ISO 2394:2015 |
7:28 |
BB 12211 |
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Target
Reliabilities for various consequences |
Target Reliabilities comparison
- Eurocodes vs ASCE 7 |
8:56 |
BB 12212 |
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36 |
Target
Reliability Levels (Part 3) |
Introduction
to Risk |
Need
for a common framework for considering a wide range of consequences;
structural failure due to multiple
hazards, which load combinations to consider; expected consequence of failure
- risk; tolerable risk |
10:43 |
BB 12301 |
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Risk
of Individual Fatalities |
What risk to life is
acceptable; society's reaction to life risk; acceptable individual risks by
various agencies; fatal accident rate; |
16:43 |
BB 12311 |
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Fatality
Risks from Structural Collapse |
Observed rates of building
collapse; acceptable annual rate of individual death from building failure;
individual vs. multiple fatalities; voluntary nature of risk; role of warning
before failure; |
12:50 |
BB 12321 |
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Target
Reliability from Monetary Considerations |
monetary value of human life;
cost to save a statistical life |
6:43 |
BB 12331 |
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Conclusions
and Acknowledgements |
Course summary; Thanking
teaching assistants, students, colleagues and mentors, and funding agencies |
4:33 |
BB 12351 |
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