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ASCE 9780784408919 2007

$95.33

Risk and Reliability Analysis

Published By Publication Date Number of Pages
ASCE 2007 800
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Singh, Jain, and Tyagi present the key concepts of risk and reliability that apply to a wide array of problems in civil and environmental engineering.

PDF Catalog

PDF Pages PDF Title
8 Table of Contents
12 Preface
15 Acknowledgments
16 Part I: Preliminaries
18 Chapter 1 Rational Decision Making Under Uncertainty
20 1.1 Problems Requiring Decision Making
23 1.2 Concept of Rationality
25 1.3 Evaluation of Alternatives
28 1.4 Dealing with Uncertainty
33 1.5 Decision-Making Policy
45 1.6 Sources of Uncertainties
46 1.7 Rational Decision Making
47 1.8 Questions
51 Chapter 2 Elements of Probability
52 2.1 Random Variables
63 2.2 Elements of Probability
77 2.3 Conditional Probability and Independence
80 2.4 Total Probability and Bayes’s Formula
84 2.5 Probability Distribution
99 2.6 Function of a Random Variable
104 2.7 Questions
110 Chapter 3 Moments and Expectation
111 3.1 Expectation
115 3.2 Moments
118 3.3 Moment-Generating Functions
120 3.4 Characteristic Functions
121 3.5 Characterization of a Single Random 1Variable
140 3.6 Two Random Variables
152 3.7 Functions of Random Variables
154 3.8 Questions
162 Part II: Probability Distributions and Parameter Estimation
164 Chapter 4 Discrete and Continuous Probability Distributions
165 4.1 Simple Discrete Random Trials
181 4.2 Models for Random Occurrences
195 4.3 Summary of Distributions
4.4 Questions
202 Chapter 5 Limit and Other Distributions
203 5.1 Normal Distribution: Model of Sums
213 5.2 Central Limit Theorem
219 5.3 Log-Normal Distribution: Product of Variables
226 5.4 Distribution of Extremes
245 5.5 Other Distributions
262 5.6 Questions
267 Chapter 6 Impulse Response Functions as Probability Distributions
269 6.1 Hypothesis
270 6.2 Impulse Responses of Linear Systems
281 6.3 Application
284 6.4 Summary
6.5 Questions
287 Chapter 7 Multivariate Probability Distributions
288 7.1 Existing Multivariate Distributions
309 7.2 Return Period
310 7.3 Derivation of Multivariate Distributions
326 7.4 Questions
328 Chapter 8 Parameter Estimation
329 8.1 Methods of Parameter Estimation
351 8.2 Assessment of Parameter Accuracy
359 8.3 Interval Estimation of Parameters
368 8.4 Questions
371 Chapter 9 Entropy Theory and Its Applications in Risk Analysis
372 9.1 History and Meaning of Entropy
375 9.2 Principle of Maximum Entropy
381 9.3 Derivation of Parameters of the Normal Distribution Using Entropy
389 9.4 Determination of Parameters of the Gamma Distribution
396 9.5 Application of Entropy Theory in Environmental and Water Resources
404 9.6 Closure
405 9.7 Questions
408 Part III: Uncertainty Analysis
410 Chapter 10 Error and Uncertainty Analysis
411 10.1 Types of Uncertainty
415 10.2 Sources of Uncertainty: Types of Errors
416 10.3 Analysis of Errors
444 10.4 Questions
452 Chapter 11 Monte Carlo Simulation
453 11.1 Basics of Monte Carlo Simulation
454 11.2 Generation of Random Numbers
457 11.3 Continuous Random Variates
462 11.4 Discrete Random Variates
463 11.5 Jointly Distributed Random Variates
465 11.6 Simulation of Systems with Random Inputs
489 11.7 Monte Carlo Integration
490 11.8 Variance Reduction Techniques
495 11.9 Reducing Parameter Uncertainty
496 11.10 Uncertainty and Sensitivity Analysis Using Monte Carlo Simulation
499 11.11 Questions
501 Chapter 12 Stochastic Processes
502 12.1 Mean and Variance
503 12.2 Covariance and Correlation
509 12.3 Stationarity
511 12.4 Correlogram
513 12.5 Spectral Density
518 12.6 Stochastic Processes
523 12.7 Time Series Analysis
528 12.8 Questions
530 Chapter 13 Stochastic Differential Equations
531 13.1 Ordinary Differential Equations
532 13.2 Partial Differential Equations
13.3 Stochastic Differential Equations
533 13.4 Fundamental Concepts in Solving SDEs
573 13.5 Questions
576 Part IV: Risk and Reliability Analysis
578 Chapter 14 Reliability Analysis and Estimation
579 14.1 Approaches to Reliability Evaluation
591 14.2 Reliability Analysis Methods
649 14.3 Reliability Analysis of Dynamic Systems
658 14.4 Reliability Analysis of a Multicomponent System
662 14.5 Reliability Programming
672 14.6 Reliability-Based Design
679 14.7 Questions
684 Chapter 15 Risk Analysis and Management
15.1 Basic Definitions
690 15.2 Risk and Its Classification
695 15.3 Risk Criteria
696 15.4 Risk Assessment and Management
706 15.5 Risk Modeling
712 15.6 Decision Making Under Uncertainty
725 15.7 Questions
727 Chapter 16 Reliability Analysis of Water Distribution Networks
728 16.1 Relevant Principles of Hydraulics
735 16.2 Analysis of a WDN
741 16.3 Reliability of a WDN
759 16.4 Reliability Analysis of a WDN Using the Entropy Concept
763 16.5 Questions
766 References
784 Index
A
B
785 C
786 D
787 E
788 F
789 G
790 H
I
J
K
791 L
M
792 N
793 O
P
794 Q
R
795 S
796 T
797 U
V
W
798 Y
Z
800 About the Authors
ASCE 9780784408919 2007
$95.33