Winter 2009
L.M. Lye
ENGINEERING 9411
PROBABLISTIC METHODS IN ENGINEERING
Introduction:
Uncertainties are unavoidable in the design and planning of engineering systems.
Therefore, the tools of engineering analysis should include methods and concepts of
evaluating the significance of uncertainty on system performance and design. In this
regard the principles of probability and statistics offer the mathematical basis for
modelling uncertainty and the analysis of its effects on engineering design. This course
is thus mainly concerned with the practical applications and relevance of probability and
statistical concepts to engineering. Probabilistic modelling, statistical inference and
analysis using modern computer intensive methods will be emphasized.
Summary description:
Concept of risk, utility, and uncertainty in engineering; Review of probability theory;
Probability distributions; Empirical determination of probability models; Parameter
estimation techniques; Introduction to monte carlo simulation and computer intensive
techniques; First order and advanced first order uncertainty analysis; Applications in risk
and reliability analysis of engineering systems.
Course Outline:
0.
Concept of risk and uncertainty in engineering design and analysis. What is
meant by probabilistic modelling, statistical analysis, and statistical modelling.
Probability as a basis for decisions.
1.
Review of probability theory; random variables, and distribution of a random
variable; Normal distribution and other discrete and continuous probability
distributions.
2.
Introduction of Monte Carlo simulation; using Monte Carlo methods to solve
probability problems.
3.
Means, variances, covariances of random variables; function of random variables;
function of random variables using Monte Carlo methods; approximations of
means and variances of multi-dimensional random variables; generating
multivariates by Monte Carlo.
4.
First order uncertainty and reliability analysis:
FOSM methods.
5.
Other methods of uncertainty analysis: Fuzzy and interval arithmetic, RSM, etc.
Mean FOSM and Advanced
Winter 2009
L.M. Lye
6.
Empirical determination of probabilistic
transformations, and goodness of fit tests.
models;
probability
plotting,
7.
Methods of parameter estimation: mle, moments, L-moments, Bayesian; concept
of bias, variance, and mean square error; use of Monte Carlo methods in statistical
studies; bootstrapping and jackknifing methods.
8.
Risk and Reliability Analysis of Engineering Systems and other selected topics.
Grading Scheme:
Assignments
Journal Reviews
Project
Final examination
25%
10%
20%
45%
Reference Text:
Halder, A and S. Mahadevan (2000): Probability, Reliability and Statistical Methods in
Engineering Design, John Wiley and Sons.
Statistical Journals:
Journal of the American Statistical Association; American Statistician; Technometrics.
Engineering Journals:
IEEE Transaction on Reliability; ASCE Journal of Hydraulic Engineering; ASCE Journal
of Structural Engineering; Journal of Mechanical Design; Risk Analysis; Probabilistic
Engineering Mechanics, and others.
Other Reference Books on Statistics for Engineers:
Ang and Tang (1975): Probability Concepts in Engineering Planning and Design,
Volumes 1 and 2. John Wiley and Sons.
Harr, M.E. (1987): Reliability-Based Design in Civil Engineering. McGraw Hill, Inc.
ISBN: 0-07-026697-2.
Rao, S.S. (1992): Reliability-Based Design, McGraw Hill, Inc. ISBN: 0-07-051192-6.
Benjamin and Cornell (1971): Probability, Statistics, and Decision for Civil Engineers.
McGraw Hill.
Winter 2009
L.M. Lye
Soong (1981): Probabilistic Modelling and Analysis in Science and Engineering. John
Wiley and Sons.
Myers (1986): Classical and Modern Regression with Applications. Duxbury Press.
McCuen (1985): Statistical Methods for Engineers. Prentice Hall.
Sander and Badoux (1991): Bayesian Methods in Reliability. Kluwer Academic
Publishers.
INSTRUCTOR
Dr. Leonard M. Lye holds a first-class honours degree in civil engineering and a PhD
specializing in the areas of statistical and stochastic hydrology, design and analysis of
experiments, and environmental statistics. He is a professor of civil engineering and a
Fellow of the Canadian Society for Civil Engineering. Dr. Lye has over 80 publications
in the areas of hydrology and statistics. Many of which have appeared in well-known
journals such as IEEE, Journal of Hydrology, ICE, Stochastic Hydrology Hydraulics,
Civil Engineering Systems, Water Resources Bulletin, Canadian Journal of Civil
Engineering, Journal of Environmental Engineering and Science, Environmental
Management, and the Journal of Applied Ecology. In addition to academic research, Dr.
Lye is a consultant to several companies in the areas of flood risk analysis, design and
analysis of experiments, environmental sampling designs, and statistical analysis for
environmental effects monitoring. He also serves as an Associate Editor of the Canadian
Water Resources Journal, a reviewer for Water Resources Research, Journal of
Hydrology, IEEE Transactions on Reliability, Canadian Journal of Civil Engineering, and
others. Dr. Lye is a highly rated and entertaining teacher and has received excellent
reviews from participants of this course in the past. He is winner of the Association of
Professional Engineers and Geoscientists of Newfoundland award for excellence in
teaching for 2001, and is the winner of the President’s Award for Distinguished Teaching
in 2003.
Dr. Leonard M. Lye, PhD, PEng
Professor and Chair of Civil Engineering
Memorial University of Newfoundland
llye@mun.ca