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Announcements
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11.02.2012
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Posted example Excel spreadsheets from Module
3.
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09.02.2012
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Posted Problem Set 2 and associated
dataset.
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29.01.2012
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Posted example Excel spreadsheets from Module 2.
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28.01.2012
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Posted example spreadsheets from Module 1.
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27.01.2012
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Posted Problem Set 1 and associated
dataset.
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12.01.2012
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The first session for Winter 2012 will be
held on January 28 & 29 (Sat/Sun) in the
Lecture Theatre at
the Durham College Skills Training Centre
in Whitby.
The start time for the first day is
8:30 am.
See the course schedule below.
NOTE: Please bring a copy of the course notes prior to
the first session (either electronic or hard
copy). Also, bring a laptop
(with MS-Excel) to
be used for the in-class exercises. Please
review the accompanying tutorial if you are not
familiar with MS-Excel.
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Directions to Durham College Whitby Campus:
The Durham College Skills Training Centre is
located at 1610 Champlain Avenue, Whitby,
Ontario. See
Google map.
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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.
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, University of Waterloo (contact information)
Course Schedule
The course is divided into eight separate modules delivered over
four weekends:
Course schedule (pdf 22 kb)
- Module 1: Fundamentals of Probability
- Module 2: Statistical Analysis
- Module 3: Functions of Random Variables
- Module 4: Uncertainty Analysis
- Module 5: Repairable System Reliability
- Module 6: Bayesian Reliability
- Module 7: System Reliability Analysis
- Module 8: Risk and Life Cycle Management
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January 28 (Saturday)
January 29 (Sunday)
February 11 (Saturday)
February 12 (Sunday)
March 10 (Saturday)
March 11 (Sunday)
March 24 (Saturday)
March 25 (Sunday)
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Marking Scheme: Assignments 70%, Final Exam 30%
Course Notes
The reference material for the course consists of
extensive lecture notes. Please note that the lecture notes are password protected. You will need to register in
the course and contact the course assistant to receive the passwords.
Also, please contact us if you have any problem
accessing/downloading the notes.
MS-Excel Tutorial
For those students who are unfamiliar with Microsoft
Excel, please review the following tutorial(s) prior to the first session.
Please contact the course assistant
if you have any questions or experience any problems.
Problem Sets
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Problem Set 2 - Due date:
March 11, 2012
Question 3 data set: ps2data.xls
Please submit the assignment by the end of the next weekend
session on Mar. 10-11. Contact Mikko if you have any
questions regarding the assignment.
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Problem Set 1 - Due date:
February 12, 2012
Question 1 data sets: ps1data.xls
Please submit the assignment by the end of the next weekend
session on Feb. 11-12. 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 (39 Kb)
data2.xls (30 Kb)
data3.xls (46 Kb)
data4.xls (35 Kb)
data5.xls (39 Kb)
- histogram.xls - Histogram plotting and sample statistics
from Module 1
- distributions.xlsx - Normal and Binomial distributions
from Module 1
- PPP.xlsx - Probability
Paper Plotting from Module 2
- mission reliability.xlsx -
Mission reliability computation from Module 2
- MLE.xlsx - Maximum
Likelihood Estimation from Module 2
- mcs1.xlsm and mcs2.xlsx-
Monte Carlo Simulation examples from Module 3
(press Alt-F11 to access the Visual Basic code
in the msc1.xlsm workbook)
References
The main reference for the course will be the
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.
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