Reliability of Engineering Systems and Technological Risk - Vladimir Rykov - E-Book

Reliability of Engineering Systems and Technological Risk E-Book

Vladimir Rykov

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Beschreibung

This book is based on a lecture course to students specializing in the safety of technological processes and production.

The author focuses on three main problems in technological risks and safety: elements of reliability theory, the basic notions, models and methods of general risk theory and some aspects of insurance in the context of risk management.

Although the material in this book is aimed at those working towards a bachelor's degree in engineering, it may also be of interest to postgraduate students and specialists dealing with problems related to reliability and risks.

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Seitenzahl: 243

Veröffentlichungsjahr: 2016

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Table of Contents

Cover

Dedication

Title

Copyright

Preface

Notations and Abbreviations

1 Reliability of Engineering Systems

1.1. Basic notions and characteristics of reliability

1.2. Reliability of renewable systems

1.3. Statistical analysis of reliability characteristics

1.4. Structural reliability

1.5. System life tree and its structure function

1.6. Non-renewable redundant systems

1.7. Renewable redundant systems

1.8. Bibliographical comments

2 Reliability and Risk

2.1. Risk: notion and measurement

2.2. Models of damage value

2.3. Methods of risk analysis

2.4. Bibliographical comments

3 Risk Management.

3.1. Insurance of risks and risk of insurance

3.2. Some notions and methods of financial mathematics

3.3. Short-time insurance model investigation

3.4. Long-time insurance model investigation

3.5. Bibliographical comments

APPENDICES

Appendix 1: Distributions

Appendix 2: Data for Examples and Exercises

Bibliography

Index

End User License Agreement

List of Tables

1 Reliability of Engineering Systems

Table 1.1. The event symbols

Table 1.2. The gate symbols

2 Reliability and Risk

Table 2.1. Mean lifetimes of the units in hours

Appendix 1: Distributions

Table A1.1. Functional characteristics of the reliability distributions

Table A1.2. Reliability indexes

Appendix 2: Data for Examples and Exercises

Table A2.1. Data for example 1.7 in section 1.3.5

Table A2.2. Data for exercises 1.13 and 1.14 in section 1.3

Table A2.3. Data for exercise 1.15 from section 1.3

Table A2.4. Family of simple damage distributions

Table A2.5. Models of discrete distributions (number N of events)

Guide

Cover

Table of Contents

Begin Reading

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To my son Yaroslav

Stochastic Models in Survival Analysis and Reliability Set

coordinated by

Catherine Huber-Carol and Mikhail Nikulin

Volume 1

Reliability of Engineering Systems and Technological Risks

Vladimir Rykov

First published 2016 in Great Britain and the United States by ISTE Ltd and John Wiley & Sons, Inc.

Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms and licenses issued by the CLA. Enquiries concerning reproduction outside these terms should be sent to the publishers at the undermentioned address:

ISTE Ltd

27-37 St George’s Road

London SW19 4EU

UK

www.iste.co.uk

John Wiley & Sons, Inc.

111 River Street

Hoboken, NJ 07030

USA

www.wiley.com

© ISTE Ltd 2016

The rights of Vladimir Rykov to be identified as the author of this work have been asserted by him in accordance with the Copyright, Designs and Patents Act 1988.

Library of Congress Control Number: 2016941214

British Library Cataloguing-in-Publication Data

A CIP record for this book is available from the British Library

ISBN 978-1-78630-001-0

Preface

There are many excellent books devoted to the topic “Reliability and Risk”, for example [BAR 75, BED 07, GNE 65, HEN 91, SOL 06] and so on. However, most of them are monographs designed for specialists, and there is some deficit in the training literature in this direction. The book is based on the lecture course that has been offered for several years to students who specialized in the direction “Safety of the technological processes and productions” at Gubkin Russian State University of Oil and Gas. Although the book is dedicated to bachelor students in engineering, it may also be interesting to postgraduate students and specialists who deal with problems of reliability and risks.

Three main problems of technological risks and safety are considered in the book: elements of reliability theory, basic notions of general risk theory and the main problems of insurance as a method of risk management. The connection between these three ideas is a special aspect of the book. The constantly increasing interest in the problems of reliability and risks has stimulated ISTE to propose this issue.

It is assumed that the reader is familiar with the usual high school course of mathematics. Thus, only the additional information needed is proposed in the book. Sections are the main units of the book and each of them represent the material of separate lectures. Therefore, the numeration of formulas, figures, tables, theorems, etc. are connected to the sections. The proofs of theorems that can be found in the special literature are omitted, which are accompanied by references to the academic literature. The proofs of more simple results are given and closed with the sign □. Each section ends with exercises. Short bibliographical notes are given at the end of each chapter. The complete bibliography is given at the end of the book.

All figures, tables and some exercises were prepared by my colleague and co-author of the Russian issue of the book – Victor Itkin, to whom I express my sincere appreciation. I also thank the editors of the edition Michail Nikulin and Catherine Huber-Carol for the invitation to participate in the project and to ISTE for their support.

Vladimir RYKOV

Moscow

June, 2016

Notations and Abbreviations

P

{·},

E

[·], Var [·]:

symbols of probability, expectations and variance

standard normal distribution

R:

the set of all real numbers

R

+

:

the set of all non-negative real numbers

CLT:

Central Limit Theorem

c.d.f.:

cumulative distribution function

i.i.d.

independent identically distributed

h.r.f.:

hazard rate function

LNL:

Large Number Law

LT:

Laplace transform

m.g.f.:

moment generation function

MTBF:

mean time between failures

p.d.f.:

probability density function

p.g.f.:

probability generation function

PV:

present value

r.v.:

random variable

VTBF:

variance of time between failures.