Risk and Reliability: Coastal and Hydraulic Engineering

324 Pages·2009·22.874 MB·\324

by  Dominic Reeve (Author)

Risk and Reliability

Risk and Reliability
Coastal and Hydraulic Engineering
Dominic Reeve
Firstpublished2010
bySponPress
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SimultaneouslypublishedintheUSAandCanada
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(cid:2)c 2010DominicReeve
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PrintedandboundinGreatBritainby
TJInternationalLtd,Padstow,Cornwall
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BritishLibraryCataloguinginPublicationData
Acataloguerecordforthisbookisavailable
fromtheBritishLibrary
LibraryofCongressCataloginginPublicationData
Reeve,Dominic.
Riskandreliability:coastalandhydraulicengineering/
DominicReeve.
p.cm.
Includesbibliographicalreferencesandindex.
1. Coastalengineering. 2. Hydraulicengineering. I. Title.
TC205.R4452009
627—dc22 2009007962
ISBN13:978-0-415-46755-1(hardback)
ISBN13:978-0-203-89552-8(ebook)
ISBN10:0-415-46755-1(hardback)
ISBN10:0-203-89552-5(ebook)
Dedicated to
Audrey, Sophie and Sasha

Contents
Foreword xi
Preface xii
Principalnotation xv
1 Introduction 1
1.1 Historicalcontext 1
1.2 Uncertainty 5
1.3 Riskandreliability 7
1.3.1 Introduction 7
1.3.2 Whatisrisk? 7
1.3.3 Whatisreliability? 8
1.4 Scope 10
Furtherreading 11
2 Introductiontoprobability 12
2.1 Probability 12
2.1.1 Setsandrelations 12
2.1.2 Factorials 15
2.1.3 Permutationsandcombinations 15
2.1.4 Samplespace 16
2.1.5 Randomvariablesandprobability 17
2.1.6 Axiomsofprobability 18
2.2 Elementaryresultsfromprobabilitytheory 18
2.2.1 Conditionalprobability 18
2.2.2 Conditionalindependence 20
2.2.3 PartitionsandBayes’rule 21
2.3 Randomvariables 24
2.3.1 Discreterandomvariables 24
2.3.2 Continuousrandomvariables 28
2.3.3 Momentsofadistribution 34
viii Contents
2.3.4 Percentiles,quartilesandquantiles 36
2.3.5 Transformationofcontinuousdistributions 37
2.3.6 Numericalgenerationofrandomvariables 37
2.4 Reliabilityandhazardfunctions 41
Furtherreading 44
3 Elementsofprobabilityandstochasticprocesses 45
3.1 Manipulatingdistributions 45
3.1.1 Functionsofonevariable 45
3.2 Jointprobability 50
3.3 Functionsofmorethanonevariable 54
3.4 Centrallimittheorem 60
3.5 Characteristicandmomentgeneratingfunctions 61
3.6 Transformationofmoments 64
3.7 Estimatingparameters 67
3.7.1 Methodofmoments 68
3.7.2 Methodsofprobability-weightedand
L-moments 69
3.7.3 Leastsquares 70
3.7.4 Maximumlikelihoodestimation 72
3.7.5 Bayesianmethods 75
3.7.6 Resamplingtechniques–confidence
limits 76
3.8 Stochasticprocesses 78
Furtherreading 86
4 Extremes 87
4.1 Introductiontoextremes 87
4.2 Limitingdistributionsandbehaviour 93
4.3 Fittingextremedistributionstodata 100
4.3.1 Least-squaresfitting 100
4.3.2 Methodofmoments 103
4.3.3 Maximumlikelihoodestimation 107
4.3.4 Gettingmorefromyourdata 109
4.3.5 Modelselection 109
4.4 Jointextremes 114
Furtherreading 117
5 Uncertaintyandreliabilityanalysis 118
5.1 Background 118
5.2 Definitionoffailure 119
5.3 Uncertainty 120
5.4 Riskandreliability 125
Contents ix
5.4.1 Introduction 125
5.4.2 Definingrisk 126
5.4.3 Definingreliability 126
5.4.4 Reliabilitytheories 129
5.5 Level1Methods 129
5.6 Level2Methods 130
5.6.1 Historicalbackground 130
5.6.2 First-ordermeanvalueapproach 134
5.6.3 First-orderdesignpointapproach 136
5.6.4 Approximatefulldistribution
approach(AFDA) 142
5.6.5 Correlatednon-normalvariables 143
5.6.6 Correlatedextremevariables 147
5.6.7 Pointestimationmethods 148
5.7 Level3Methods 151
5.8 Furthernotesonreliabilitymethods 154
5.8.1 Second-orderreliabilitymethods 154
5.8.2 Time-varyingreliabilitymethods 155
Furtherreading 160
6 Applications 161
6.1 Introduction 161
6.2 Fluvialflooddefences 161
6.2.1 Introduction 161
6.2.2 Examples 163
6.3 Coastalflooddefences 174
6.3.1 Introduction 174
6.3.2 Examples 187
6.4 Flowinpipesanddrains 199
6.4.1 Introduction 199
6.4.2 Examples 203
6.5 Maritimeandoffshorestructures 212
6.5.1 Introduction 212
6.5.2 Examples 218
6.6 Coastalprotection 225
6.6.1 Introduction 225
6.6.2 Examples 228
6.7 Coastalmorphology 237
6.7.1 Introduction 237
6.7.2 Examples 240
Furtherreading 255