Analysis of flood hazard under consideration of dike breaches

NASA Astrophysics Data System (ADS)

Vorogushyn, S.; Apel, H.; Lindenschmidt, K.-E.; Merz, B.

2009-04-01

The study focuses on the development and application of a new modelling system which allows a comprehensive flood hazard assessment along diked river reaches under consideration of dike failures. The proposed Inundation Hazard Assessment Model (IHAM) represents a hybrid probabilistic-deterministic model. It comprises three models interactively coupled at runtime. These are: (1) 1D unsteady hydrodynamic model of river channel and floodplain flow between dikes, (2) probabilistic dike breach model which determines possible dike breach locations, breach widths and breach outflow discharges, and (3) 2D raster-based diffusion wave storage cell model of the hinterland areas behind the dikes. Due to the unsteady nature of the 1D and 2D coupled models, the dependence between hydraulic load at various locations along the reach is explicitly considered. The probabilistic dike breach model describes dike failures due to three failure mechanisms: overtopping, piping and slope instability caused by the seepage flow through the dike core (micro-instability). Dike failures for each mechanism are simulated based on fragility functions. The probability of breach is conditioned by the uncertainty in geometrical and geotechnical dike parameters. The 2D storage cell model driven by the breach outflow boundary conditions computes an extended spectrum of flood intensity indicators such as water depth, flow velocity, impulse, inundation duration and rate of water rise. IHAM is embedded in a Monte Carlo simulation in order to account for the natural variability of the flood generation processes reflected in the form of input hydrographs and for the randomness of dike failures given by breach locations, times and widths. The scenario calculations for the developed synthetic input hydrographs for the main river and tributary were carried out for floods with return periods of T = 100; 200; 500; 1000 a. Based on the modelling results, probabilistic dike hazard maps could be generated that indicate the failure probability of each discretised dike section for every scenario magnitude. Besides the binary inundation patterns that indicate the probability of raster cells being inundated, IHAM generates probabilistic flood hazard maps. These maps display spatial patterns of the considered flood intensity indicators and their associated return periods. The probabilistic nature of IHAM allows for the generation of percentile flood hazard maps that indicate the median and uncertainty bounds of the flood intensity indicators. The uncertainty results from the natural variability of the flow hydrographs and randomness of dike breach processes. The same uncertainty sources determine the uncertainty in the flow hydrographs along the study reach. The simulations showed that the dike breach stochasticity has an increasing impact on hydrograph uncertainty in downstream direction. Whereas in the upstream part of the reach the hydrograph uncertainty is mainly stipulated by the variability of the flood wave form, the dike failures strongly shape the uncertainty boundaries in the downstream part of the reach. Finally, scenarios of polder deployment for the extreme floods with T = 200; 500; 1000 a were simulated with IHAM. The results indicate a rather weak reduction of the mean and median flow hydrographs in the river channel. However, the capping of the flow peaks resulted in a considerable reduction of the overtopping failures downstream of the polder with a simultaneous slight increase of the piping and slope micro-instability frequencies explained by a more durable average impoundment. The developed IHAM simulation system represents a new scientific tool for studying fluvial inundation dynamics under extreme conditions incorporating effects of technical flood protection measures. With its major outputs in form of novel probabilistic inundation and dike hazard maps, the IHAM system has a high practical value for decision support in flood management.

Probabilistic Based Modeling and Simulation Assessment

DTIC Science & Technology

2010-06-01

different crash and blast scenarios. With the integration of the high fidelity neck and head model, a methodology to calculate the probability of injury...variability, correlation, and multiple (often competing) failure metrics. Important scenarios include vehicular collisions, blast /fragment impact, and...first area of focus is to develop a methodology to integrate probabilistic analysis into finite element analysis of vehicle collisions and blast . The

Toward a Probabilistic Phenological Model for Wheat Growing Degree Days (GDD)

NASA Astrophysics Data System (ADS)

Rahmani, E.; Hense, A.

2017-12-01

Are there deterministic relations between phenological and climate parameters? The answer is surely `No'. This answer motivated us to solve the problem through probabilistic theories. Thus, we developed a probabilistic phenological model which has the advantage of giving additional information in terms of uncertainty. To that aim, we turned to a statistical analysis named survival analysis. Survival analysis deals with death in biological organisms and failure in mechanical systems. In survival analysis literature, death or failure is considered as an event. By event, in this research we mean ripening date of wheat. We will assume only one event in this special case. By time, we mean the growing duration from sowing to ripening as lifetime for wheat which is a function of GDD. To be more precise we will try to perform the probabilistic forecast for wheat ripening. The probability value will change between 0 and 1. Here, the survivor function gives the probability that the not ripened wheat survives longer than a specific time or will survive to the end of its lifetime as a ripened crop. The survival function at each station is determined by fitting a normal distribution to the GDD as the function of growth duration. Verification of the models obtained is done using CRPS skill score (CRPSS). The positive values of CRPSS indicate the large superiority of the probabilistic phonologic survival model to the deterministic models. These results demonstrate that considering uncertainties in modeling are beneficial, meaningful and necessary. We believe that probabilistic phenological models have the potential to help reduce the vulnerability of agricultural production systems to climate change thereby increasing food security.

Risk analysis of analytical validations by probabilistic modification of FMEA.

PubMed

Barends, D M; Oldenhof, M T; Vredenbregt, M J; Nauta, M J

2012-05-01

Risk analysis is a valuable addition to validation of an analytical chemistry process, enabling not only detecting technical risks, but also risks related to human failures. Failure Mode and Effect Analysis (FMEA) can be applied, using a categorical risk scoring of the occurrence, detection and severity of failure modes, and calculating the Risk Priority Number (RPN) to select failure modes for correction. We propose a probabilistic modification of FMEA, replacing the categorical scoring of occurrence and detection by their estimated relative frequency and maintaining the categorical scoring of severity. In an example, the results of traditional FMEA of a Near Infrared (NIR) analytical procedure used for the screening of suspected counterfeited tablets are re-interpretated by this probabilistic modification of FMEA. Using this probabilistic modification of FMEA, the frequency of occurrence of undetected failure mode(s) can be estimated quantitatively, for each individual failure mode, for a set of failure modes, and the full analytical procedure. Copyright © 2012 Elsevier B.V. All rights reserved.

Review of the probabilistic failure analysis methodology and other probabilistic approaches for application in aerospace structural design

NASA Technical Reports Server (NTRS)

Townsend, J.; Meyers, C.; Ortega, R.; Peck, J.; Rheinfurth, M.; Weinstock, B.

1993-01-01

Probabilistic structural analyses and design methods are steadily gaining acceptance within the aerospace industry. The safety factor approach to design has long been the industry standard, and it is believed by many to be overly conservative and thus, costly. A probabilistic approach to design may offer substantial cost savings. This report summarizes several probabilistic approaches: the probabilistic failure analysis (PFA) methodology developed by Jet Propulsion Laboratory, fast probability integration (FPI) methods, the NESSUS finite element code, and response surface methods. Example problems are provided to help identify the advantages and disadvantages of each method.

Analysis of scale effect in compressive ice failure and implications for design

NASA Astrophysics Data System (ADS)

Taylor, Rocky Scott

The main focus of the study was the analysis of scale effect in local ice pressure resulting from probabilistic (spalling) fracture and the relationship between local and global loads due to the averaging of pressures across the width of a structure. A review of fundamental theory, relevant ice mechanics and a critical analysis of data and theory related to the scale dependent pressure behavior of ice were completed. To study high pressure zones (hpzs), data from small-scale indentation tests carried out at the NRC-IOT were analyzed, including small-scale ice block and ice sheet tests. Finite element analysis was used to model a sample ice block indentation event using a damaging, viscoelastic material model and element removal techniques (for spalling). Medium scale tactile sensor data from the Japan Ocean Industries Association (JOIA) program were analyzed to study details of hpz behavior. The averaging of non-simultaneous hpz loads during an ice-structure interaction was examined using local panel pressure data. Probabilistic averaging methodology for extrapolating full-scale pressures from local panel pressures was studied and an improved correlation model was formulated. Panel correlations for high speed events were observed to be lower than panel correlations for low speed events. Global pressure estimates based on probabilistic averaging were found to give substantially lower average errors in estimation of load compared with methods based on linear extrapolation (no averaging). Panel correlations were analyzed for Molikpaq and compared with JOIA results. From this analysis, it was shown that averaging does result in decreasing pressure for increasing structure width. The relationship between local pressure and ice thickness for a panel of unit width was studied in detail using full-scale data from the STRICE, Molikpaq, Cook Inlet and Japan Ocean Industries Association (JOIA) data sets. A distinct trend of decreasing pressure with increasing ice thickness was observed. The pressure-thickness behavior was found to be well modeled by the power law relationships Pavg = 0.278 h-0.408 MPa and Pstd = 0.172h-0.273 MPa for the mean and standard deviation of pressure, respectively. To study theoretical aspects of spalling fracture and the pressure-thickness scale effect, probabilistic failure models have been developed. A probabilistic model based on Weibull theory (tensile stresses only) was first developed. Estimates of failure pressure obtained with this model were orders of magnitude higher than the pressures observed from benchmark data due to the assumption of only tensile failure. A probabilistic fracture mechanics (PFM) model including both tensile and compressive (shear) cracks was developed. Criteria for unstable fracture in tensile and compressive (shear) zones were given. From these results a clear theoretical scale effect in peak (spalling) pressure was observed. This scale effect followed the relationship Pp,th = 0.15h-0.50 MPa which agreed well with the benchmark data. The PFM model was applied to study the effect of ice edge shape (taper angle) and hpz eccentricity. Results indicated that specimens with flat edges spall at lower pressures while those with more tapered edges spall less readily. The mean peak (failure) pressure was also observed to decrease with increased eccentricity. It was concluded that hpzs centered about the middle of the ice thickness are the zones most likely to create the peak pressures that are of interest in design. Promising results were obtained using the PFM model, which provides strong support for continued research in the development and application of probabilistic fracture mechanics to the study of scale effects in compressive ice failure and to guide the development of methods for the estimation of design ice pressures.

Use of limited data to construct Bayesian networks for probabilistic risk assessment.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Groth, Katrina M.; Swiler, Laura Painton

2013-03-01

Probabilistic Risk Assessment (PRA) is a fundamental part of safety/quality assurance for nuclear power and nuclear weapons. Traditional PRA very effectively models complex hardware system risks using binary probabilistic models. However, traditional PRA models are not flexible enough to accommodate non-binary soft-causal factors, such as digital instrumentation&control, passive components, aging, common cause failure, and human errors. Bayesian Networks offer the opportunity to incorporate these risks into the PRA framework. This report describes the results of an early career LDRD project titled %E2%80%9CUse of Limited Data to Construct Bayesian Networks for Probabilistic Risk Assessment%E2%80%9D. The goal of the work was tomore » establish the capability to develop Bayesian Networks from sparse data, and to demonstrate this capability by producing a data-informed Bayesian Network for use in Human Reliability Analysis (HRA) as part of nuclear power plant Probabilistic Risk Assessment (PRA). This report summarizes the research goal and major products of the research.« less

A Markov chain model for reliability growth and decay

NASA Technical Reports Server (NTRS)

Siegrist, K.

1982-01-01

A mathematical model is developed to describe a complex system undergoing a sequence of trials in which there is interaction between the internal states of the system and the outcomes of the trials. For example, the model might describe a system undergoing testing that is redesigned after each failure. The basic assumptions for the model are that the state of the system after a trial depends probabilistically only on the state before the trial and on the outcome of the trial and that the outcome of a trial depends probabilistically only on the state of the system before the trial. It is shown that under these basic assumptions, the successive states form a Markov chain and the successive states and outcomes jointly form a Markov chain. General results are obtained for the transition probabilities, steady-state distributions, etc. A special case studied in detail describes a system that has two possible state ('repaired' and 'unrepaired') undergoing trials that have three possible outcomes ('inherent failure', 'assignable-cause' 'failure' and 'success'). For this model, the reliability function is computed explicitly and an optimal repair policy is obtained.

Virulo

EPA Science Inventory

Virulo is a probabilistic model for predicting virus attenuation. Monte Carlo methods are used to generate ensemble simulations of virus attenuation due to physical, biological, and chemical factors. The model generates a probability of failure to achieve a chosen degree o...

Probabilistic design of fibre concrete structures

NASA Astrophysics Data System (ADS)

Pukl, R.; Novák, D.; Sajdlová, T.; Lehký, D.; Červenka, J.; Červenka, V.

2017-09-01

Advanced computer simulation is recently well-established methodology for evaluation of resistance of concrete engineering structures. The nonlinear finite element analysis enables to realistically predict structural damage, peak load, failure, post-peak response, development of cracks in concrete, yielding of reinforcement, concrete crushing or shear failure. The nonlinear material models can cover various types of concrete and reinforced concrete: ordinary concrete, plain or reinforced, without or with prestressing, fibre concrete, (ultra) high performance concrete, lightweight concrete, etc. Advanced material models taking into account fibre concrete properties such as shape of tensile softening branch, high toughness and ductility are described in the paper. Since the variability of the fibre concrete material properties is rather high, the probabilistic analysis seems to be the most appropriate format for structural design and evaluation of structural performance, reliability and safety. The presented combination of the nonlinear analysis with advanced probabilistic methods allows evaluation of structural safety characterized by failure probability or by reliability index respectively. Authors offer a methodology and computer tools for realistic safety assessment of concrete structures; the utilized approach is based on randomization of the nonlinear finite element analysis of the structural model. Uncertainty of the material properties or their randomness obtained from material tests are accounted in the random distribution. Furthermore, degradation of the reinforced concrete materials such as carbonation of concrete, corrosion of reinforcement, etc. can be accounted in order to analyze life-cycle structural performance and to enable prediction of the structural reliability and safety in time development. The results can serve as a rational basis for design of fibre concrete engineering structures based on advanced nonlinear computer analysis. The presented methodology is illustrated on results from two probabilistic studies with different types of concrete structures related to practical applications and made from various materials (with the parameters obtained from real material tests).

Probabilistic modelling of overflow, surcharge and flooding in urban drainage using the first-order reliability method and parameterization of local rain series.

PubMed

Thorndahl, S; Willems, P

2008-01-01

Failure of urban drainage systems may occur due to surcharge or flooding at specific manholes in the system, or due to overflows from combined sewer systems to receiving waters. To quantify the probability or return period of failure, standard approaches make use of the simulation of design storms or long historical rainfall series in a hydrodynamic model of the urban drainage system. In this paper, an alternative probabilistic method is investigated: the first-order reliability method (FORM). To apply this method, a long rainfall time series was divided in rainstorms (rain events), and each rainstorm conceptualized to a synthetic rainfall hyetograph by a Gaussian shape with the parameters rainstorm depth, duration and peak intensity. Probability distributions were calibrated for these three parameters and used on the basis of the failure probability estimation, together with a hydrodynamic simulation model to determine the failure conditions for each set of parameters. The method takes into account the uncertainties involved in the rainstorm parameterization. Comparison is made between the failure probability results of the FORM method, the standard method using long-term simulations and alternative methods based on random sampling (Monte Carlo direct sampling and importance sampling). It is concluded that without crucial influence on the modelling accuracy, the FORM is very applicable as an alternative to traditional long-term simulations of urban drainage systems.

The application of probabilistic fracture analysis to residual life evaluation of embrittled reactor vessels

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dickson, T.L.; Simonen, F.A.

1992-05-01

Probabilistic fracture mechanics analysis is a major element of comprehensive probabilistic methodology on which current NRC regulatory requirements for pressurized water reactor vessel integrity evaluation are based. Computer codes such as OCA-P and VISA-II perform probabilistic fracture analyses to estimate the increase in vessel failure probability that occurs as the vessel material accumulates radiation damage over the operating life of the vessel. The results of such analyses, when compared with limits of acceptable failure probabilities, provide an estimation of the residual life of a vessel. Such codes can be applied to evaluate the potential benefits of plant-specific mitigating actions designedmore » to reduce the probability of failure of a reactor vessel. 10 refs.« less

The application of probabilistic fracture analysis to residual life evaluation of embrittled reactor vessels

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dickson, T.L.; Simonen, F.A.

1992-01-01

Probabilistic fracture mechanics analysis is a major element of comprehensive probabilistic methodology on which current NRC regulatory requirements for pressurized water reactor vessel integrity evaluation are based. Computer codes such as OCA-P and VISA-II perform probabilistic fracture analyses to estimate the increase in vessel failure probability that occurs as the vessel material accumulates radiation damage over the operating life of the vessel. The results of such analyses, when compared with limits of acceptable failure probabilities, provide an estimation of the residual life of a vessel. Such codes can be applied to evaluate the potential benefits of plant-specific mitigating actions designedmore » to reduce the probability of failure of a reactor vessel. 10 refs.« less

Derivation of Failure Rates and Probability of Failures for the International Space Station Probabilistic Risk Assessment Study

NASA Technical Reports Server (NTRS)

Vitali, Roberto; Lutomski, Michael G.

2004-01-01

National Aeronautics and Space Administration s (NASA) International Space Station (ISS) Program uses Probabilistic Risk Assessment (PRA) as part of its Continuous Risk Management Process. It is used as a decision and management support tool to not only quantify risk for specific conditions, but more importantly comparing different operational and management options to determine the lowest risk option and provide rationale for management decisions. This paper presents the derivation of the probability distributions used to quantify the failure rates and the probability of failures of the basic events employed in the PRA model of the ISS. The paper will show how a Bayesian approach was used with different sources of data including the actual ISS on orbit failures to enhance the confidence in results of the PRA. As time progresses and more meaningful data is gathered from on orbit failures, an increasingly accurate failure rate probability distribution for the basic events of the ISS PRA model can be obtained. The ISS PRA has been developed by mapping the ISS critical systems such as propulsion, thermal control, or power generation into event sequences diagrams and fault trees. The lowest level of indenture of the fault trees was the orbital replacement units (ORU). The ORU level was chosen consistently with the level of statistically meaningful data that could be obtained from the aerospace industry and from the experts in the field. For example, data was gathered for the solenoid valves present in the propulsion system of the ISS. However valves themselves are composed of parts and the individual failure of these parts was not accounted for in the PRA model. In other words the failure of a spring within a valve was considered a failure of the valve itself.

Probabilistic Finite Element Analysis & Design Optimization for Structural Designs

NASA Astrophysics Data System (ADS)

Deivanayagam, Arumugam

This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed.

Design of robust reliable control for T-S fuzzy Markovian jumping delayed neutral type neural networks with probabilistic actuator faults and leakage delays: An event-triggered communication scheme.

PubMed

Syed Ali, M; Vadivel, R; Saravanakumar, R

2018-06-01

This study examines the problem of robust reliable control for Takagi-Sugeno (T-S) fuzzy Markovian jumping delayed neural networks with probabilistic actuator faults and leakage terms. An event-triggered communication scheme. First, the randomly occurring actuator faults and their failures rates are governed by two sets of unrelated random variables satisfying certain probabilistic failures of every actuator, new type of distribution based event triggered fault model is proposed, which utilize the effect of transmission delay. Second, Takagi-Sugeno (T-S) fuzzy model is adopted for the neural networks and the randomness of actuators failures is modeled in a Markov jump model framework. Third, to guarantee the considered closed-loop system is exponential mean square stable with a prescribed reliable control performance, a Markov jump event-triggered scheme is designed in this paper, which is the main purpose of our study. Fourth, by constructing appropriate Lyapunov-Krasovskii functional, employing Newton-Leibniz formulation and integral inequalities, several delay-dependent criteria for the solvability of the addressed problem are derived. The obtained stability criteria are stated in terms of linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Finally, numerical examples are given to illustrate the effectiveness and reduced conservatism of the proposed results over the existing ones, among them one example was supported by real-life application of the benchmark problem. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Probabilistic Risk Assessment: A Bibliography

NASA Technical Reports Server (NTRS)

2000-01-01

Probabilistic risk analysis is an integration of failure modes and effects analysis (FMEA), fault tree analysis and other techniques to assess the potential for failure and to find ways to reduce risk. This bibliography references 160 documents in the NASA STI Database that contain the major concepts, probabilistic risk assessment, risk and probability theory, in the basic index or major subject terms, An abstract is included with most citations, followed by the applicable subject terms.

Validation of PV-RPM Code in the System Advisor Model.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Klise, Geoffrey Taylor; Lavrova, Olga; Freeman, Janine

2017-04-01

This paper describes efforts made by Sandia National Laboratories (SNL) and the National Renewable Energy Laboratory (NREL) to validate the SNL developed PV Reliability Performance Model (PV - RPM) algorithm as implemented in the NREL System Advisor Model (SAM). The PV - RPM model is a library of functions that estimates component failure and repair in a photovoltaic system over a desired simulation period. The failure and repair distributions in this paper are probabilistic representations of component failure and repair based on data collected by SNL for a PV power plant operating in Arizona. The validation effort focuses on whethermore » the failure and repair dist ributions used in the SAM implementation result in estimated failures that match the expected failures developed in the proof - of - concept implementation. Results indicate that the SAM implementation of PV - RPM provides the same results as the proof - of - concep t implementation, indicating the algorithms were reproduced successfully.« less

UQTools: The Uncertainty Quantification Toolbox - Introduction and Tutorial

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Crespo, Luis G.; Giesy, Daniel P.

2012-01-01

UQTools is the short name for the Uncertainty Quantification Toolbox, a software package designed to efficiently quantify the impact of parametric uncertainty on engineering systems. UQTools is a MATLAB-based software package and was designed to be discipline independent, employing very generic representations of the system models and uncertainty. Specifically, UQTools accepts linear and nonlinear system models and permits arbitrary functional dependencies between the system s measures of interest and the probabilistic or non-probabilistic parametric uncertainty. One of the most significant features incorporated into UQTools is the theoretical development centered on homothetic deformations and their application to set bounding and approximating failure probabilities. Beyond the set bounding technique, UQTools provides a wide range of probabilistic and uncertainty-based tools to solve key problems in science and engineering.

Long-term strength and damage accumulation in laminates

NASA Astrophysics Data System (ADS)

Dzenis, Yuris A.; Joshi, Shiv P.

1993-04-01

A modified version of the probabilistic model developed by authors for damage evolution analysis of laminates subjected to random loading is utilized to predict long-term strength of laminates. The model assumes that each ply in a laminate consists of a large number of mesovolumes. Probabilistic variation functions for mesovolumes stiffnesses as well as strengths are used in the analysis. Stochastic strains are calculated using the lamination theory and random function theory. Deterioration of ply stiffnesses is calculated on the basis of the probabilities of mesovolumes failures using the theory of excursions of random process beyond the limits. Long-term strength and damage accumulation in a Kevlar/epoxy laminate under tension and complex in-plane loading are investigated. Effects of the mean level and stochastic deviation of loading on damage evolution and time-to-failure of laminate are discussed. Long-term cumulative damage at the time of the final failure at low loading levels is more than at high loading levels. The effect of the deviation in loading is more pronounced at lower mean loading levels.

Probabilistic confidence for decisions based on uncertain reliability estimates

NASA Astrophysics Data System (ADS)

Reid, Stuart G.

2013-05-01

Reliability assessments are commonly carried out to provide a rational basis for risk-informed decisions concerning the design or maintenance of engineering systems and structures. However, calculated reliabilities and associated probabilities of failure often have significant uncertainties associated with the possible estimation errors relative to the 'true' failure probabilities. For uncertain probabilities of failure, a measure of 'probabilistic confidence' has been proposed to reflect the concern that uncertainty about the true probability of failure could result in a system or structure that is unsafe and could subsequently fail. The paper describes how the concept of probabilistic confidence can be applied to evaluate and appropriately limit the probabilities of failure attributable to particular uncertainties such as design errors that may critically affect the dependability of risk-acceptance decisions. This approach is illustrated with regard to the dependability of structural design processes based on prototype testing with uncertainties attributable to sampling variability.

Life prediction of different commercial dental implants as influence by uncertainties in their fatigue material properties and loading conditions.

PubMed

Pérez, M A

2012-12-01

Probabilistic analyses allow the effect of uncertainty in system parameters to be determined. In the literature, many researchers have investigated static loading effects on dental implants. However, the intrinsic variability and uncertainty of most of the main problem parameters are not accounted for. The objective of this research was to apply a probabilistic computational approach to predict the fatigue life of three different commercial dental implants considering the variability and uncertainty in their fatigue material properties and loading conditions. For one of the commercial dental implants, the influence of its diameter in the fatigue life performance was also studied. This stochastic technique was based on the combination of a probabilistic finite element method (PFEM) and a cumulative damage approach known as B-model. After 6 million of loading cycles, local failure probabilities of 0.3, 0.4 and 0.91 were predicted for the Lifecore, Avinent and GMI implants, respectively (diameter of 3.75mm). The influence of the diameter for the GMI implant was studied and the results predicted a local failure probability of 0.91 and 0.1 for the 3.75mm and 5mm, respectively. In all cases the highest failure probability was located at the upper screw-threads. Therefore, the probabilistic methodology proposed herein may be a useful tool for performing a qualitative comparison between different commercial dental implants. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

Application of Probability Methods to Assess Crash Modeling Uncertainty

NASA Technical Reports Server (NTRS)

Lyle, Karen H.; Stockwell, Alan E.; Hardy, Robin C.

2003-01-01

Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stress-strain behaviors, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the effects of finite element modeling assumptions on the predicted responses. The vertical drop test of a Fokker F28 fuselage section will be the focus of this paper. The results of a probabilistic analysis using finite element simulations will be compared with experimental data.

Application of Probability Methods to Assess Crash Modeling Uncertainty

NASA Technical Reports Server (NTRS)

Lyle, Karen H.; Stockwell, Alan E.; Hardy, Robin C.

2007-01-01

Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stress-strain behaviors, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the effects of finite element modeling assumptions on the predicted responses. The vertical drop test of a Fokker F28 fuselage section will be the focus of this paper. The results of a probabilistic analysis using finite element simulations will be compared with experimental data.

Augmenting Probabilistic Risk Assesment with Malevolent Initiators

DOE Office of Scientific and Technical Information (OSTI.GOV)

Curtis Smith; David Schwieder

2011-11-01

As commonly practiced, the use of probabilistic risk assessment (PRA) in nuclear power plants only considers accident initiators such as natural hazards, equipment failures, and human error. Malevolent initiators are ignored in PRA, but are considered the domain of physical security, which uses vulnerability assessment based on an officially specified threat (design basis threat). This paper explores the implications of augmenting and extending existing PRA models by considering new and modified scenarios resulting from malevolent initiators. Teaming the augmented PRA models with conventional vulnerability assessments can cost-effectively enhance security of a nuclear power plant. This methodology is useful for operatingmore » plants, as well as in the design of new plants. For the methodology, we have proposed an approach that builds on and extends the practice of PRA for nuclear power plants for security-related issues. Rather than only considering 'random' failures, we demonstrated a framework that is able to represent and model malevolent initiating events and associated plant impacts.« less

Probabilistic finite elements for fracture and fatigue analysis

NASA Technical Reports Server (NTRS)

Liu, W. K.; Belytschko, T.; Lawrence, M.; Besterfield, G. H.

1989-01-01

The fusion of the probabilistic finite element method (PFEM) and reliability analysis for probabilistic fracture mechanics (PFM) is presented. A comprehensive method for determining the probability of fatigue failure for curved crack growth was developed. The criterion for failure or performance function is stated as: the fatigue life of a component must exceed the service life of the component; otherwise failure will occur. An enriched element that has the near-crack-tip singular strain field embedded in the element is used to formulate the equilibrium equation and solve for the stress intensity factors at the crack-tip. Performance and accuracy of the method is demonstrated on a classical mode 1 fatigue problem.

Probabilistic failure analysis of bone using a finite element model of mineral-collagen composites.

PubMed

Dong, X Neil; Guda, Teja; Millwater, Harry R; Wang, Xiaodu

2009-02-09

Microdamage accumulation is a major pathway for energy dissipation during the post-yield deformation of bone. In this study, a two-dimensional probabilistic finite element model of a mineral-collagen composite was developed to investigate the influence of the tissue and ultrastructural properties of bone on the evolution of microdamage from an initial defect in tension. The probabilistic failure analyses indicated that the microdamage progression would be along the plane of the initial defect when the debonding at mineral-collagen interfaces was either absent or limited in the vicinity of the defect. In this case, the formation of a linear microcrack would be facilitated. However, the microdamage progression would be scattered away from the initial defect plane if interfacial debonding takes place at a large scale. This would suggest the possible formation of diffuse damage. In addition to interfacial debonding, the sensitivity analyses indicated that the microdamage progression was also dependent on the other material and ultrastructural properties of bone. The intensity of stress concentration accompanied with microdamage progression was more sensitive to the elastic modulus of the mineral phase and the nonlinearity of the collagen phase, whereas the scattering of failure location was largely dependent on the mineral to collagen ratio and the nonlinearity of the collagen phase. The findings of this study may help understanding the post-yield behavior of bone at the ultrastructural level and shed light on the underlying mechanism of bone fractures.

Probabilistic Failure Analysis of Bone Using a Finite Element Model of Mineral-Collagen Composites

PubMed Central

Dong, X. Neil; Guda, Teja; Millwater, Harry R.; Wang, Xiaodu

2009-01-01

Microdamage accumulation is a major pathway for energy dissipation during the post-yield deformation of bone. In this study, a two-dimensional probabilistic finite element model of a mineral-collagen composite was developed to investigate the influence of the tissue and ultrastructural properties of bone on the evolution of microdamage from an initial defect in tension. The probabilistic failure analyses indicated that the microdamage progression would be along the plane of the initial defect when the debonding at mineral-collagen interfaces was either absent or limited in the vicinity of the defect. In this case, the formation of a linear microcrack would be facilitated. However, the microdamage progression would be scattered away from the initial defect plane if interfacial debonding takes place at a large scale. This would suggest the possible formation of diffuse damage. In addition to interfacial debonding, the sensitivity analyses indicated that the microdamage progression was also dependent on the other material and ultrastructural properties of bone. The intensity of stress concentration accompanied with microdamage progression was more sensitive to the elastic modulus of the mineral phase and the nonlinearity of the collagen phase, whereas the scattering of failure location was largely dependent on the mineral to collagen ratio and the nonlinearity of the collagen phase. The findings of this study may help understanding the post-yield behavior of bone at the ultrastructural level and shed light on the underlying mechanism of bone fractures. PMID:19058806

Fault tree analysis for integrated and probabilistic risk analysis of drinking water systems.

PubMed

Lindhe, Andreas; Rosén, Lars; Norberg, Tommy; Bergstedt, Olof

2009-04-01

Drinking water systems are vulnerable and subject to a wide range of risks. To avoid sub-optimisation of risk-reduction options, risk analyses need to include the entire drinking water system, from source to tap. Such an integrated approach demands tools that are able to model interactions between different events. Fault tree analysis is a risk estimation tool with the ability to model interactions between events. Using fault tree analysis on an integrated level, a probabilistic risk analysis of a large drinking water system in Sweden was carried out. The primary aims of the study were: (1) to develop a method for integrated and probabilistic risk analysis of entire drinking water systems; and (2) to evaluate the applicability of Customer Minutes Lost (CML) as a measure of risk. The analysis included situations where no water is delivered to the consumer (quantity failure) and situations where water is delivered but does not comply with water quality standards (quality failure). Hard data as well as expert judgements were used to estimate probabilities of events and uncertainties in the estimates. The calculations were performed using Monte Carlo simulations. CML is shown to be a useful measure of risks associated with drinking water systems. The method presented provides information on risk levels, probabilities of failure, failure rates and downtimes of the system. This information is available for the entire system as well as its different sub-systems. Furthermore, the method enables comparison of the results with performance targets and acceptable levels of risk. The method thus facilitates integrated risk analysis and consequently helps decision-makers to minimise sub-optimisation of risk-reduction options.

Probabilistic structural analysis of space propulsion system LOX post

NASA Technical Reports Server (NTRS)

Newell, J. F.; Rajagopal, K. R.; Ho, H. W.; Cunniff, J. M.

1990-01-01

The probabilistic structural analysis program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress; Cruse et al., 1988) is applied to characterize the dynamic loading and response of the Space Shuttle main engine (SSME) LOX post. The design and operation of the SSME are reviewed; the LOX post structure is described; and particular attention is given to the generation of composite load spectra, the finite-element model of the LOX post, and the steps in the NESSUS structural analysis. The results are presented in extensive tables and graphs, and it is shown that NESSUS correctly predicts the structural effects of changes in the temperature loading. The probabilistic approach also facilitates (1) damage assessments for a given failure model (based on gas temperature, heat-shield gap, and material properties) and (2) correlation of the gas temperature with operational parameters such as engine thrust.

Stochastic damage evolution in textile laminates

NASA Technical Reports Server (NTRS)

Dzenis, Yuris A.; Bogdanovich, Alexander E.; Pastore, Christopher M.

1993-01-01

A probabilistic model utilizing random material characteristics to predict damage evolution in textile laminates is presented. Model is based on a division of each ply into two sublaminas consisting of cells. The probability of cell failure is calculated using stochastic function theory and maximal strain failure criterion. Three modes of failure, i.e. fiber breakage, matrix failure in transverse direction, as well as matrix or interface shear cracking, are taken into account. Computed failure probabilities are utilized in reducing cell stiffness based on the mesovolume concept. A numerical algorithm is developed predicting the damage evolution and deformation history of textile laminates. Effect of scatter of fiber orientation on cell properties is discussed. Weave influence on damage accumulation is illustrated with the help of an example of a Kevlar/epoxy laminate.

A unified bond theory, probabilistic meso-scale modeling, and experimental validation of deformed steel rebar in normal strength concrete

NASA Astrophysics Data System (ADS)

Wu, Chenglin

Bond between deformed rebar and concrete is affected by rebar deformation pattern, concrete properties, concrete confinement, and rebar-concrete interfacial properties. Two distinct groups of bond models were traditionally developed based on the dominant effects of concrete splitting and near-interface shear-off failures. Their accuracy highly depended upon the test data sets selected in analysis and calibration. In this study, a unified bond model is proposed and developed based on an analogy to the indentation problem around the rib front of deformed rebar. This mechanics-based model can take into account the combined effect of concrete splitting and interface shear-off failures, resulting in average bond strengths for all practical scenarios. To understand the fracture process associated with bond failure, a probabilistic meso-scale model of concrete is proposed and its sensitivity to interface and confinement strengths are investigated. Both the mechanical and finite element models are validated with the available test data sets and are superior to existing models in prediction of average bond strength (< 6% error) and crack spacing (< 6% error). The validated bond model is applied to derive various interrelations among concrete crushing, concrete splitting, interfacial behavior, and the rib spacing-to-height ratio of deformed rebar. It can accurately predict the transition of failure modes from concrete splitting to rebar pullout and predict the effect of rebar surface characteristics as the rib spacing-to-height ratio increases. Based on the unified theory, a global bond model is proposed and developed by introducing bond-slip laws, and validated with testing of concrete beams with spliced reinforcement, achieving a load capacity prediction error of less than 26%. The optimal rebar parameters and concrete cover in structural designs can be derived from this study.

Stochastic methods for analysis of power flow in electric networks

NASA Astrophysics Data System (ADS)

1982-09-01

The modeling and effects of probabilistic behavior on steady state power system operation were analyzed. A solution to the steady state network flow equations which adhere both to Kirchoff's Laws and probabilistic laws, using either combinatorial or functional approximation techniques was obtained. The development of sound techniques for producing meaningful data to serve as input is examined. Electric demand modeling, equipment failure analysis, and algorithm development are investigated. Two major development areas are described: a decomposition of stochastic processes which gives stationarity, ergodicity, and even normality; and a powerful surrogate probability approach using proportions of time which allows the calculation of joint events from one dimensional probability spaces.

Reliability assessment of slender concrete columns at the stability failure

NASA Astrophysics Data System (ADS)

Valašík, Adrián; Benko, Vladimír; Strauss, Alfred; Täubling, Benjamin

2018-01-01

The European Standard for designing concrete columns within the use of non-linear methods shows deficiencies in terms of global reliability, in case that the concrete columns fail by the loss of stability. The buckling failure is a brittle failure which occurs without warning and the probability of its formation depends on the columns slenderness. Experiments with slender concrete columns were carried out in cooperation with STRABAG Bratislava LTD in Central Laboratory of Faculty of Civil Engineering SUT in Bratislava. The following article aims to compare the global reliability of slender concrete columns with slenderness of 90 and higher. The columns were designed according to methods offered by EN 1992-1-1 [1]. The mentioned experiments were used as basis for deterministic nonlinear modelling of the columns and subsequent the probabilistic evaluation of structural response variability. Final results may be utilized as thresholds for loading of produced structural elements and they aim to present probabilistic design as less conservative compared to classic partial safety factor based design and alternative ECOV method.

Modeling Finite-Time Failure Probabilities in Risk Analysis Applications.

PubMed

Dimitrova, Dimitrina S; Kaishev, Vladimir K; Zhao, Shouqi

2015-10-01

In this article, we introduce a framework for analyzing the risk of systems failure based on estimating the failure probability. The latter is defined as the probability that a certain risk process, characterizing the operations of a system, reaches a possibly time-dependent critical risk level within a finite-time interval. Under general assumptions, we define two dually connected models for the risk process and derive explicit expressions for the failure probability and also the joint probability of the time of the occurrence of failure and the excess of the risk process over the risk level. We illustrate how these probabilistic models and results can be successfully applied in several important areas of risk analysis, among which are systems reliability, inventory management, flood control via dam management, infectious disease spread, and financial insolvency. Numerical illustrations are also presented. © 2015 Society for Risk Analysis.

Probabilistic sizing of laminates with uncertainties

NASA Technical Reports Server (NTRS)

Shah, A. R.; Liaw, D. G.; Chamis, C. C.

1993-01-01

A reliability based design methodology for laminate sizing and configuration for a special case of composite structures is described. The methodology combines probabilistic composite mechanics with probabilistic structural analysis. The uncertainties of constituent materials (fiber and matrix) to predict macroscopic behavior are simulated using probabilistic theory. Uncertainties in the degradation of composite material properties are included in this design methodology. A multi-factor interaction equation is used to evaluate load and environment dependent degradation of the composite material properties at the micromechanics level. The methodology is integrated into a computer code IPACS (Integrated Probabilistic Assessment of Composite Structures). Versatility of this design approach is demonstrated by performing a multi-level probabilistic analysis to size the laminates for design structural reliability of random type structures. The results show that laminate configurations can be selected to improve the structural reliability from three failures in 1000, to no failures in one million. Results also show that the laminates with the highest reliability are the least sensitive to the loading conditions.

Probabilistic Structural Analysis Program

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.; Chamis, Christos C.; Murthy, Pappu L. N.; Stefko, George L.; Riha, David S.; Thacker, Ben H.; Nagpal, Vinod K.; Mital, Subodh K.

2010-01-01

NASA/NESSUS 6.2c is a general-purpose, probabilistic analysis program that computes probability of failure and probabilistic sensitivity measures of engineered systems. Because NASA/NESSUS uses highly computationally efficient and accurate analysis techniques, probabilistic solutions can be obtained even for extremely large and complex models. Once the probabilistic response is quantified, the results can be used to support risk-informed decisions regarding reliability for safety-critical and one-of-a-kind systems, as well as for maintaining a level of quality while reducing manufacturing costs for larger-quantity products. NASA/NESSUS has been successfully applied to a diverse range of problems in aerospace, gas turbine engines, biomechanics, pipelines, defense, weaponry, and infrastructure. This program combines state-of-the-art probabilistic algorithms with general-purpose structural analysis and lifting methods to compute the probabilistic response and reliability of engineered structures. Uncertainties in load, material properties, geometry, boundary conditions, and initial conditions can be simulated. The structural analysis methods include non-linear finite-element methods, heat-transfer analysis, polymer/ceramic matrix composite analysis, monolithic (conventional metallic) materials life-prediction methodologies, boundary element methods, and user-written subroutines. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. NASA/NESSUS 6.2c is structured in a modular format with 15 elements.

An overview of engineering concepts and current design algorithms for probabilistic structural analysis

NASA Technical Reports Server (NTRS)

Duffy, S. F.; Hu, J.; Hopkins, D. A.

1995-01-01

The article begins by examining the fundamentals of traditional deterministic design philosophy. The initial section outlines the concepts of failure criteria and limit state functions two traditional notions that are embedded in deterministic design philosophy. This is followed by a discussion regarding safety factors (a possible limit state function) and the common utilization of statistical concepts in deterministic engineering design approaches. Next the fundamental aspects of a probabilistic failure analysis are explored and it is shown that deterministic design concepts mentioned in the initial portion of the article are embedded in probabilistic design methods. For components fabricated from ceramic materials (and other similarly brittle materials) the probabilistic design approach yields the widely used Weibull analysis after suitable assumptions are incorporated. The authors point out that Weibull analysis provides the rare instance where closed form solutions are available for a probabilistic failure analysis. Since numerical methods are usually required to evaluate component reliabilities, a section on Monte Carlo methods is included to introduce the concept. The article concludes with a presentation of the technical aspects that support the numerical method known as fast probability integration (FPI). This includes a discussion of the Hasofer-Lind and Rackwitz-Fiessler approximations.

Model Verification and Validation Concepts for a Probabilistic Fracture Assessment Model to Predict Cracking of Knife Edge Seals in the Space Shuttle Main Engine High Pressure Oxidizer

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.; Riha, David S.

2013-01-01

Physics-based models are routinely used to predict the performance of engineered systems to make decisions such as when to retire system components, how to extend the life of an aging system, or if a new design will be safe or available. Model verification and validation (V&V) is a process to establish credibility in model predictions. Ideally, carefully controlled validation experiments will be designed and performed to validate models or submodels. In reality, time and cost constraints limit experiments and even model development. This paper describes elements of model V&V during the development and application of a probabilistic fracture assessment model to predict cracking in space shuttle main engine high-pressure oxidizer turbopump knife-edge seals. The objective of this effort was to assess the probability of initiating and growing a crack to a specified failure length in specific flight units for different usage and inspection scenarios. The probabilistic fracture assessment model developed in this investigation combined a series of submodels describing the usage, temperature history, flutter tendencies, tooth stresses and numbers of cycles, fatigue cracking, nondestructive inspection, and finally the probability of failure. The analysis accounted for unit-to-unit variations in temperature, flutter limit state, flutter stress magnitude, and fatigue life properties. The investigation focused on the calculation of relative risk rather than absolute risk between the usage scenarios. Verification predictions were first performed for three units with known usage and cracking histories to establish credibility in the model predictions. Then, numerous predictions were performed for an assortment of operating units that had flown recently or that were projected for future flights. Calculations were performed using two NASA-developed software tools: NESSUS(Registered Trademark) for the probabilistic analysis, and NASGRO(Registered Trademark) for the fracture mechanics analysis. The goal of these predictions was to provide additional information to guide decisions on the potential of reusing existing and installed units prior to the new design certification.

Simulation Assisted Risk Assessment: Blast Overpressure Modeling

NASA Technical Reports Server (NTRS)

Lawrence, Scott L.; Gee, Ken; Mathias, Donovan; Olsen, Michael

2006-01-01

A probabilistic risk assessment (PRA) approach has been developed and applied to the risk analysis of capsule abort during ascent. The PRA is used to assist in the identification of modeling and simulation applications that can significantly impact the understanding of crew risk during this potentially dangerous maneuver. The PRA approach is also being used to identify the appropriate level of fidelity for the modeling of those critical failure modes. The Apollo launch escape system (LES) was chosen as a test problem for application of this approach. Failure modes that have been modeled and/or simulated to date include explosive overpressure-based failure, explosive fragment-based failure, land landing failures (range limits exceeded either near launch or Mode III trajectories ending on the African continent), capsule-booster re-contact during separation, and failure due to plume-induced instability. These failure modes have been investigated using analysis tools in a variety of technical disciplines at various levels of fidelity. The current paper focuses on the development and application of a blast overpressure model for the prediction of structural failure due to overpressure, including the application of high-fidelity analysis to predict near-field and headwinds effects.

Interactive Reliability Model for Whisker-toughened Ceramics

NASA Technical Reports Server (NTRS)

Palko, Joseph L.

1993-01-01

Wider use of ceramic matrix composites (CMC) will require the development of advanced structural analysis technologies. The use of an interactive model to predict the time-independent reliability of a component subjected to multiaxial loads is discussed. The deterministic, three-parameter Willam-Warnke failure criterion serves as the theoretical basis for the reliability model. The strength parameters defining the model are assumed to be random variables, thereby transforming the deterministic failure criterion into a probabilistic criterion. The ability of the model to account for multiaxial stress states with the same unified theory is an improvement over existing models. The new model was coupled with a public-domain finite element program through an integrated design program. This allows a design engineer to predict the probability of failure of a component. A simple structural problem is analyzed using the new model, and the results are compared to existing models.

The Importance of Human Reliability Analysis in Human Space Flight: Understanding the Risks

NASA Technical Reports Server (NTRS)

Hamlin, Teri L.

2010-01-01

HRA is a method used to describe, qualitatively and quantitatively, the occurrence of human failures in the operation of complex systems that affect availability and reliability. Modeling human actions with their corresponding failure in a PRA (Probabilistic Risk Assessment) provides a more complete picture of the risk and risk contributions. A high quality HRA can provide valuable information on potential areas for improvement, including training, procedural, equipment design and need for automation.

An improved approach for flight readiness certification: Methodology for failure risk assessment and application examples. Volume 2: Software documentation

NASA Technical Reports Server (NTRS)

Moore, N. R.; Ebbeler, D. H.; Newlin, L. E.; Sutharshana, S.; Creager, M.

1992-01-01

An improved methodology for quantitatively evaluating failure risk of spaceflight systems to assess flight readiness and identify risk control measures is presented. This methodology, called Probabilistic Failure Assessment (PFA), combines operating experience from tests and flights with engineering analysis to estimate failure risk. The PFA methodology is of particular value when information on which to base an assessment of failure risk, including test experience and knowledge of parameters used in engineering analyses of failure phenomena, is expensive or difficult to acquire. The PFA methodology is a prescribed statistical structure in which engineering analysis models that characterize failure phenomena are used conjointly with uncertainties about analysis parameters and/or modeling accuracy to estimate failure probability distributions for specific failure modes, These distributions can then be modified, by means of statistical procedures of the PFA methodology, to reflect any test or flight experience. Conventional engineering analysis models currently employed for design of failure prediction are used in this methodology. The PFA methodology is described and examples of its application are presented. Conventional approaches to failure risk evaluation for spaceflight systems are discussed, and the rationale for the approach taken in the PFA methodology is presented. The statistical methods, engineering models, and computer software used in fatigue failure mode applications are thoroughly documented.

An improved approach for flight readiness certification: Methodology for failure risk assessment and application examples, volume 1

NASA Technical Reports Server (NTRS)

Moore, N. R.; Ebbeler, D. H.; Newlin, L. E.; Sutharshana, S.; Creager, M.

1992-01-01

An improved methodology for quantitatively evaluating failure risk of spaceflight systems to assess flight readiness and identify risk control measures is presented. This methodology, called Probabilistic Failure Assessment (PFA), combines operating experience from tests and flights with engineering analysis to estimate failure risk. The PFA methodology is of particular value when information on which to base an assessment of failure risk, including test experience and knowledge of parameters used in engineering analyses of failure phenomena, is expensive or difficult to acquire. The PFA methodology is a prescribed statistical structure in which engineering analysis models that characterize failure phenomena are used conjointly with uncertainties about analysis parameters and/or modeling accuracy to estimate failure probability distributions for specific failure modes. These distributions can then be modified, by means of statistical procedures of the PFA methodology, to reflect any test or flight experience. Conventional engineering analysis models currently employed for design of failure prediction are used in this methodology. The PFA methodology is described and examples of its application are presented. Conventional approaches to failure risk evaluation for spaceflight systems are discussed, and the rationale for the approach taken in the PFA methodology is presented. The statistical methods, engineering models, and computer software used in fatigue failure mode applications are thoroughly documented.

Complete mechanical characterization of an external hexagonal implant connection: in vitro study, 3D FEM, and probabilistic fatigue.

PubMed

Prados-Privado, María; Gehrke, Sérgio A; Rojo, Rosa; Prados-Frutos, Juan Carlos

2018-06-11

The aim of this study was to fully characterize the mechanical behavior of an external hexagonal implant connection (ø3.5 mm, 10-mm length) with an in vitro study, a three-dimensional finite element analysis, and a probabilistic fatigue study. Ten implant-abutment assemblies were randomly divided into two groups, five were subjected to a fracture test to obtain the maximum fracture load, and the remaining were exposed to a fatigue test with 360,000 cycles of 150 ± 10 N. After mechanical cycling, all samples were attached to the torque-testing machine and the removal torque was measured in Newton centimeters. A finite element analysis (FEA) was then executed in ANSYS® to verify all results obtained in the mechanical tests. Finally, due to the randomness of the fatigue phenomenon, a probabilistic fatigue model was computed to obtain the probability of failure associated with each cycle load. FEA demonstrated that the fracture corresponded with a maximum stress of 2454 MPa obtained in the in vitro fracture test. Mean life was verified by the three methods. Results obtained by the FEA, the in vitro test, and the probabilistic approaches were in accordance. Under these conditions, no mechanical etiology failure is expected to occur up to 100,000 cycles. Graphical abstract ᅟ.

Probabilistic-Based Modeling and Simulation Assessment

DTIC Science & Technology

2010-06-01

developed to determine the relative importance of structural components of the vehicle under differnet crash and blast scenarios. With the integration of...the vehicle under different crash and blast scenarios. With the integration of the high fidelity neck and head model, a methodology to calculate the...parameter variability, correlation, and multiple (often competing) failure metrics. Important scenarios include vehicular collisions, blast /fragment

Probabilistic evaluation of on-line checks in fault-tolerant multiprocessor systems

NASA Technical Reports Server (NTRS)

Nair, V. S. S.; Hoskote, Yatin V.; Abraham, Jacob A.

1992-01-01

The analysis of fault-tolerant multiprocessor systems that use concurrent error detection (CED) schemes is much more difficult than the analysis of conventional fault-tolerant architectures. Various analytical techniques have been proposed to evaluate CED schemes deterministically. However, these approaches are based on worst-case assumptions related to the failure of system components. Often, the evaluation results do not reflect the actual fault tolerance capabilities of the system. A probabilistic approach to evaluate the fault detecting and locating capabilities of on-line checks in a system is developed. The various probabilities associated with the checking schemes are identified and used in the framework of the matrix-based model. Based on these probabilistic matrices, estimates for the fault tolerance capabilities of various systems are derived analytically.

Developing EHR-driven heart failure risk prediction models using CPXR(Log) with the probabilistic loss function.

PubMed

Taslimitehrani, Vahid; Dong, Guozhu; Pereira, Naveen L; Panahiazar, Maryam; Pathak, Jyotishman

2016-04-01

Computerized survival prediction in healthcare identifying the risk of disease mortality, helps healthcare providers to effectively manage their patients by providing appropriate treatment options. In this study, we propose to apply a classification algorithm, Contrast Pattern Aided Logistic Regression (CPXR(Log)) with the probabilistic loss function, to develop and validate prognostic risk models to predict 1, 2, and 5year survival in heart failure (HF) using data from electronic health records (EHRs) at Mayo Clinic. The CPXR(Log) constructs a pattern aided logistic regression model defined by several patterns and corresponding local logistic regression models. One of the models generated by CPXR(Log) achieved an AUC and accuracy of 0.94 and 0.91, respectively, and significantly outperformed prognostic models reported in prior studies. Data extracted from EHRs allowed incorporation of patient co-morbidities into our models which helped improve the performance of the CPXR(Log) models (15.9% AUC improvement), although did not improve the accuracy of the models built by other classifiers. We also propose a probabilistic loss function to determine the large error and small error instances. The new loss function used in the algorithm outperforms other functions used in the previous studies by 1% improvement in the AUC. This study revealed that using EHR data to build prediction models can be very challenging using existing classification methods due to the high dimensionality and complexity of EHR data. The risk models developed by CPXR(Log) also reveal that HF is a highly heterogeneous disease, i.e., different subgroups of HF patients require different types of considerations with their diagnosis and treatment. Our risk models provided two valuable insights for application of predictive modeling techniques in biomedicine: Logistic risk models often make systematic prediction errors, and it is prudent to use subgroup based prediction models such as those given by CPXR(Log) when investigating heterogeneous diseases. Copyright © 2016 Elsevier Inc. All rights reserved.

Probabilistic Evaluation of Blade Impact Damage

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Abumeri, G. H.

2003-01-01

The response to high velocity impact of a composite blade is probabilistically evaluated. The evaluation is focused on quantifying probabilistically the effects of uncertainties (scatter) in the variables that describe the impact, the blade make-up (geometry and material), the blade response (displacements, strains, stresses, frequencies), the blade residual strength after impact, and the blade damage tolerance. The results of probabilistic evaluations results are in terms of probability cumulative distribution functions and probabilistic sensitivities. Results show that the blade has relatively low damage tolerance at 0.999 probability of structural failure and substantial at 0.01 probability.

Optimization Testbed Cometboards Extended into Stochastic Domain

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.; Patnaik, Surya N.

2010-01-01

COMparative Evaluation Testbed of Optimization and Analysis Routines for the Design of Structures (CometBoards) is a multidisciplinary design optimization software. It was originally developed for deterministic calculation. It has now been extended into the stochastic domain for structural design problems. For deterministic problems, CometBoards is introduced through its subproblem solution strategy as well as the approximation concept in optimization. In the stochastic domain, a design is formulated as a function of the risk or reliability. Optimum solution including the weight of a structure, is also obtained as a function of reliability. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to 50 percent probability of success, or one failure in two samples. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponded to unity for reliability. Weight can be reduced to a small value for the most failure-prone design with a compromised reliability approaching zero. The stochastic design optimization (SDO) capability for an industrial problem was obtained by combining three codes: MSC/Nastran code was the deterministic analysis tool, fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life airframe component made of metallic and composite materials.

An improved approach for flight readiness certification: Methodology for failure risk assessment and application examples. Volume 3: Structure and listing of programs

NASA Technical Reports Server (NTRS)

Moore, N. R.; Ebbeler, D. H.; Newlin, L. E.; Sutharshana, S.; Creager, M.

1992-01-01

An improved methodology for quantitatively evaluating failure risk of spaceflight systems to assess flight readiness and identify risk control measures is presented. This methodology, called Probabilistic Failure Assessment (PFA), combines operating experience from tests and flights with engineering analysis to estimate failure risk. The PFA methodology is of particular value when information on which to base an assessment of failure risk, including test experience and knowledge of parameters used in engineering analyses of failure phenomena, is expensive or difficult to acquire. The PFA methodology is a prescribed statistical structure in which engineering analysis models that characterize failure phenomena are used conjointly with uncertainties about analysis parameters and/or modeling accuracy to estimate failure probability distributions for specific failure modes. These distributions can then be modified, by means of statistical procedures of the PFA methodology, to reflect any test or flight experience. Conventional engineering analysis models currently employed for design of failure prediction are used in this methodology. The PFA methodology is described and examples of its application are presented. Conventional approaches to failure risk evaluation for spaceflight systems are discussed, and the rationale for the approach taken in the PFA methodology is presented. The statistical methods, engineering models, and computer software used in fatigue failure mode applications are thoroughly documented.

The use of subjective expert opinions in cost optimum design of aerospace structures. [probabilistic failure models

NASA Technical Reports Server (NTRS)

Thomas, J. M.; Hanagud, S.

1975-01-01

The results of two questionnaires sent to engineering experts are statistically analyzed and compared with objective data from Saturn V design and testing. Engineers were asked how likely it was for structural failure to occur at load increments above and below analysts' stress limit predictions. They were requested to estimate the relative probabilities of different failure causes, and of failure at each load increment given a specific cause. Three mathematical models are constructed based on the experts' assessment of causes. The experts' overall assessment of prediction strength fits the Saturn V data better than the models do, but a model test option (T-3) based on the overall assessment gives more design change likelihood to overstrength structures than does an older standard test option. T-3 compares unfavorably with the standard option in a cost optimum structural design problem. The report reflects a need for subjective data when objective data are unavailable.

A Probabilistic Model for Predicting Attenuation of Viruses During Percolation in Unsaturated Natural Barriers

NASA Astrophysics Data System (ADS)

Faulkner, B. R.; Lyon, W. G.

2001-12-01

We present a probabilistic model for predicting virus attenuation. The solution employs the assumption of complete mixing. Monte Carlo methods are used to generate ensemble simulations of virus attenuation due to physical, biological, and chemical factors. The model generates a probability of failure to achieve 4-log attenuation. We tabulated data from related studies to develop probability density functions for input parameters, and utilized a database of soil hydraulic parameters based on the 12 USDA soil categories. Regulators can use the model based on limited information such as boring logs, climate data, and soil survey reports for a particular site of interest. Plackett-Burman sensitivity analysis indicated the most important main effects on probability of failure to achieve 4-log attenuation in our model were mean logarithm of saturated hydraulic conductivity (+0.396), mean water content (+0.203), mean solid-water mass transfer coefficient (-0.147), and the mean solid-water equilibrium partitioning coefficient (-0.144). Using the model, we predicted the probability of failure of a one-meter thick proposed hydrogeologic barrier and a water content of 0.3. With the currently available data and the associated uncertainty, we predicted soils classified as sand would fail (p=0.999), silt loams would also fail (p=0.292), but soils classified as clays would provide the required 4-log attenuation (p=0.001). The model is extendible in the sense that probability density functions of parameters can be modified as future studies refine the uncertainty, and the lightweight object-oriented design of the computer model (implemented in Java) will facilitate reuse with modified classes. This is an abstract of a proposed presentation and does not necessarily reflect EPA policy.

Experiences with Probabilistic Analysis Applied to Controlled Systems

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Giesy, Daniel P.

2004-01-01

This paper presents a semi-analytic method for computing frequency dependent means, variances, and failure probabilities for arbitrarily large-order closed-loop dynamical systems possessing a single uncertain parameter or with multiple highly correlated uncertain parameters. The approach will be shown to not suffer from the same computational challenges associated with computing failure probabilities using conventional FORM/SORM techniques. The approach is demonstrated by computing the probabilistic frequency domain performance of an optimal feed-forward disturbance rejection scheme.

Probabilistic fatigue life prediction of metallic and composite materials

NASA Astrophysics Data System (ADS)

Xiang, Yibing

Fatigue is one of the most common failure modes for engineering structures, such as aircrafts, rotorcrafts and aviation transports. Both metallic materials and composite materials are widely used and affected by fatigue damage. Huge uncertainties arise from material properties, measurement noise, imperfect models, future anticipated loads and environmental conditions. These uncertainties are critical issues for accurate remaining useful life (RUL) prediction for engineering structures in service. Probabilistic fatigue prognosis considering various uncertainties is of great importance for structural safety. The objective of this study is to develop probabilistic fatigue life prediction models for metallic materials and composite materials. A fatigue model based on crack growth analysis and equivalent initial flaw size concept is proposed for metallic materials. Following this, the developed model is extended to include structural geometry effects (notch effect), environmental effects (corroded specimens) and manufacturing effects (shot peening effects). Due to the inhomogeneity and anisotropy, the fatigue model suitable for metallic materials cannot be directly applied to composite materials. A composite fatigue model life prediction is proposed based on a mixed-mode delamination growth model and a stiffness degradation law. After the development of deterministic fatigue models of metallic and composite materials, a general probabilistic life prediction methodology is developed. The proposed methodology combines an efficient Inverse First-Order Reliability Method (IFORM) for the uncertainty propogation in fatigue life prediction. An equivalent stresstransformation has been developed to enhance the computational efficiency under realistic random amplitude loading. A systematical reliability-based maintenance optimization framework is proposed for fatigue risk management and mitigation of engineering structures.

Common-Cause Failure Treatment in Event Assessment: Basis for a Proposed New Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dana Kelly; Song-Hua Shen; Gary DeMoss

2010-06-01

Event assessment is an application of probabilistic risk assessment in which observed equipment failures and outages are mapped into the risk model to obtain a numerical estimate of the event’s risk significance. In this paper, we focus on retrospective assessments to estimate the risk significance of degraded conditions such as equipment failure accompanied by a deficiency in a process such as maintenance practices. In modeling such events, the basic events in the risk model that are associated with observed failures and other off-normal situations are typically configured to be failed, while those associated with observed successes and unchallenged components aremore » assumed capable of failing, typically with their baseline probabilities. This is referred to as the failure memory approach to event assessment. The conditioning of common-cause failure probabilities for the common cause component group associated with the observed component failure is particularly important, as it is insufficient to simply leave these probabilities at their baseline values, and doing so may result in a significant underestimate of risk significance for the event. Past work in this area has focused on the mathematics of the adjustment. In this paper, we review the Basic Parameter Model for common-cause failure, which underlies most current risk modelling, discuss the limitations of this model with respect to event assessment, and introduce a proposed new framework for common-cause failure, which uses a Bayesian network to model underlying causes of failure, and which has the potential to overcome the limitations of the Basic Parameter Model with respect to event assessment.« less

Probabilistic Plan Management

DTIC Science & Technology

2009-11-17

set of chains , the step adds scheduled methods that have an a priori likelihood of a failure outcome (Lines 3-5). It identifies the max eul value of the...activity meeting its objective, as well as its expected contribution to the schedule. By explicitly calculating these values , PADS is able to summarize the...variables. One of the main difficulties of this model is convolving the probability density functions and value functions while solving the model; this

Relating design and environmental variables to reliability

NASA Astrophysics Data System (ADS)

Kolarik, William J.; Landers, Thomas L.

The combination of space application and nuclear power source demands high reliability hardware. The possibilities of failure, either an inability to provide power or a catastrophic accident, must be minimized. Nuclear power experiences on the ground have led to highly sophisticated probabilistic risk assessment procedures, most of which require quantitative information to adequately assess such risks. In the area of hardware risk analysis, reliability information plays a key role. One of the lessons learned from the Three Mile Island experience is that thorough analyses of critical components are essential. Nuclear grade equipment shows some reliability advantages over commercial. However, no statistically significant difference has been found. A recent study pertaining to spacecraft electronics reliability, examined some 2500 malfunctions on more than 300 aircraft. The study classified the equipment failures into seven general categories. Design deficiencies and lack of environmental protection accounted for about half of all failures. Within each class, limited reliability modeling was performed using a Weibull failure model.

Application of Generative Topographic Mapping to Gear Failures Monitoring

NASA Astrophysics Data System (ADS)

Liao, Guanglan; Li, Weihua; Shi, Tielin; Rao, Raj B. K. N.

2002-07-01

The Generative Topographic Mapping (GTM) model is introduced as a probabilistic re-formation of the self-organizing map and has already been used in a variety of applications. This paper presents a study of the GTM in industrial gear failures monitoring. Vibration signals are analyzed using the GTM model, and the results show that gear feature data sets can be projected into a two-dimensional space and clustered in different areas according to their conditions, which can classify and identify clearly a gear work condition with cracked or broken tooth compared with the normal condition. With the trace of the image points in the two-dimensional space, the variation of gear work conditions can be observed visually, therefore, the occurrence and varying trend of gear failures can be monitored in time.

A Probabilistic Assessment of Failure for Air Force Building Systems

DTIC Science & Technology

2015-03-26

Rain Water Drainage System 1.000 0.225 0.085 0.424 0.800 0.968 0.998 4.449 D209001 Special Piping Systems 0.436 0.088 0.289 0.881 0.998 1.000 1.000...Rain Water Drainage 0.522 D2090 Other Plumbing Systems 0.303 D 30 H V A C D3010 Energy Supply 0.316 D3020 Heat Generating Systems 0.636 D3030...A PROBABILISTIC ASSESSMENT OF FAILURE FOR AIR FORCE BUILDING SYSTEMS THESIS Stephanie L

Cost-Effectiveness Analysis of Intensity Modulated Radiation Therapy Versus 3-Dimensional Conformal Radiation Therapy for Anal Cancer

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hodges, Joseph C., E-mail: joseph.hodges@utsouthwestern.edu; Beg, Muhammad S.; Das, Prajnan

2014-07-15

Purpose: To compare the cost-effectiveness of intensity modulated radiation therapy (IMRT) and 3-dimensional conformal radiation therapy (3D-CRT) for anal cancer and determine disease, patient, and treatment parameters that influence the result. Methods and Materials: A Markov decision model was designed with the various disease states for the base case of a 65-year-old patient with anal cancer treated with either IMRT or 3D-CRT and concurrent chemotherapy. Health states accounting for rates of local failure, colostomy failure, treatment breaks, patient prognosis, acute and late toxicities, and the utility of toxicities were informed by existing literature and analyzed with deterministic and probabilistic sensitivitymore » analysis. Results: In the base case, mean costs and quality-adjusted life expectancy in years (QALY) for IMRT and 3D-CRT were $32,291 (4.81) and $28,444 (4.78), respectively, resulting in an incremental cost-effectiveness ratio of $128,233/QALY for IMRT compared with 3D-CRT. Probabilistic sensitivity analysis found that IMRT was cost-effective in 22%, 47%, and 65% of iterations at willingness-to-pay thresholds of $50,000, $100,000, and $150,000 per QALY, respectively. Conclusions: In our base model, IMRT was a cost-ineffective strategy despite the reduced acute treatment toxicities and their associated costs of management. The model outcome was sensitive to variations in local and colostomy failure rates, as well as patient-reported utilities relating to acute toxicities.« less

A cost-effectiveness analysis of a proactive management strategy for the Sprint Fidelis recall: a probabilistic decision analysis model.

PubMed

Bashir, Jamil; Cowan, Simone; Raymakers, Adam; Yamashita, Michael; Danter, Matthew; Krahn, Andrew; Lynd, Larry D

2013-12-01

The management of the recall is complicated by the competing risks of lead failure and complications that can occur with lead revision. Many of these patients are currently undergoing an elective generator change--an ideal time to consider lead revision. To determine the cost-effectiveness of a proactive management strategy for the Sprint Fidelis recall. We obtained detailed clinical outcomes and costing data from a retrospective analysis of 341 patients who received the Sprint Fidelis lead in British Columbia, where patients younger than 60 years were offered lead extraction when undergoing generator replacement. These population-based data were used to construct and populate a probabilistic Markov model in which a proactive management strategy was compared to a conservative strategy to determine the incremental cost per lead failure avoided. In our population, elective lead revisions were half the cost of emergent revisions and had a lower complication rate. In the model, the incremental cost-effectiveness ratio of proactive lead revision versus a recommended monitoring strategy was $12,779 per lead failure avoided. The proactive strategy resulted in 21 fewer failures per 100 patients treated and reduced the chance of an additional complication from an unexpected surgery. Cost-effectiveness analysis suggests that prospective lead revision should be considered when patients with a Sprint Fidelis lead present for pulse generator change. Elective revision of the lead is justified even when 25% of the population is operated on per year, and in some scenarios, it is both less costly and provides a better outcome. © 2013 Heart Rhythm Society Published by Heart Rhythm Society All rights reserved.

INTEGRATION OF RELIABILITY WITH MECHANISTIC THERMALHYDRAULICS: REPORT ON APPROACH AND TEST PROBLEM RESULTS

DOE Office of Scientific and Technical Information (OSTI.GOV)

J. S. Schroeder; R. W. Youngblood

The Risk-Informed Safety Margin Characterization (RISMC) pathway of the Light Water Reactor Sustainability Program is developing simulation-based methods and tools for analyzing safety margin from a modern perspective. [1] There are multiple definitions of 'margin.' One class of definitions defines margin in terms of the distance between a point estimate of a given performance parameter (such as peak clad temperature), and a point-value acceptance criterion defined for that parameter (such as 2200 F). The present perspective on margin is that it relates to the probability of failure, and not just the distance between a nominal operating point and a criterion.more » In this work, margin is characterized through a probabilistic analysis of the 'loads' imposed on systems, structures, and components, and their 'capacity' to resist those loads without failing. Given the probabilistic load and capacity spectra, one can assess the probability that load exceeds capacity, leading to component failure. Within the project, we refer to a plot of these probabilistic spectra as 'the logo.' Refer to Figure 1 for a notional illustration. The implications of referring to 'the logo' are (1) RISMC is focused on being able to analyze loads and spectra probabilistically, and (2) calling it 'the logo' tacitly acknowledges that it is a highly simplified picture: meaningful analysis of a given component failure mode may require development of probabilistic spectra for multiple physical parameters, and in many practical cases, 'load' and 'capacity' will not vary independently.« less

A Probabilistic Approach to Predict Thermal Fatigue Life for Ball Grid Array Solder Joints

NASA Astrophysics Data System (ADS)

Wei, Helin; Wang, Kuisheng

2011-11-01

Numerous studies of the reliability of solder joints have been performed. Most life prediction models are limited to a deterministic approach. However, manufacturing induces uncertainty in the geometry parameters of solder joints, and the environmental temperature varies widely due to end-user diversity, creating uncertainties in the reliability of solder joints. In this study, a methodology for accounting for variation in the lifetime prediction for lead-free solder joints of ball grid array packages (PBGA) is demonstrated. The key aspects of the solder joint parameters and the cyclic temperature range related to reliability are involved. Probabilistic solutions of the inelastic strain range and thermal fatigue life based on the Engelmaier model are developed to determine the probability of solder joint failure. The results indicate that the standard deviation increases significantly when more random variations are involved. Using the probabilistic method, the influence of each variable on the thermal fatigue life is quantified. This information can be used to optimize product design and process validation acceptance criteria. The probabilistic approach creates the opportunity to identify the root causes of failed samples from product fatigue tests and field returns. The method can be applied to better understand how variation affects parameters of interest in an electronic package design with area array interconnections.

Risk assessment for enterprise resource planning (ERP) system implementations: a fault tree analysis approach

NASA Astrophysics Data System (ADS)

Zeng, Yajun; Skibniewski, Miroslaw J.

2013-08-01

Enterprise resource planning (ERP) system implementations are often characterised with large capital outlay, long implementation duration, and high risk of failure. In order to avoid ERP implementation failure and realise the benefits of the system, sound risk management is the key. This paper proposes a probabilistic risk assessment approach for ERP system implementation projects based on fault tree analysis, which models the relationship between ERP system components and specific risk factors. Unlike traditional risk management approaches that have been mostly focused on meeting project budget and schedule objectives, the proposed approach intends to address the risks that may cause ERP system usage failure. The approach can be used to identify the root causes of ERP system implementation usage failure and quantify the impact of critical component failures or critical risk events in the implementation process.

Probabilistic Analysis of Space Shuttle Body Flap Actuator Ball Bearings

NASA Technical Reports Server (NTRS)

Oswald, Fred B.; Jett, Timothy R.; Predmore, Roamer E.; Zaretsky, Erin V.

2007-01-01

A probabilistic analysis, using the 2-parameter Weibull-Johnson method, was performed on experimental life test data from space shuttle actuator bearings. Experiments were performed on a test rig under simulated conditions to determine the life and failure mechanism of the grease lubricated bearings that support the input shaft of the space shuttle body flap actuators. The failure mechanism was wear that can cause loss of bearing preload. These tests established life and reliability data for both shuttle flight and ground operation. Test data were used to estimate the failure rate and reliability as a function of the number of shuttle missions flown. The Weibull analysis of the test data for a 2-bearing shaft assembly in each body flap actuator established a reliability level of 99.6 percent for a life of 12 missions. A probabilistic system analysis for four shuttles, each of which has four actuators, predicts a single bearing failure in one actuator of one shuttle after 22 missions (a total of 88 missions for a 4-shuttle fleet). This prediction is comparable with actual shuttle flight history in which a single actuator bearing was found to have failed by wear at 20 missions.

Probabilistic Analysis of Space Shuttle Body Flap Actuator Ball Bearings

NASA Technical Reports Server (NTRS)

Oswald, Fred B.; Jett, Timothy R.; Predmore, Roamer E.; Zaretsky, Erwin V.

2008-01-01

A probabilistic analysis, using the 2-parameter Weibull-Johnson method, was performed on experimental life test data from space shuttle actuator bearings. Experiments were performed on a test rig under simulated conditions to determine the life and failure mechanism of the grease lubricated bearings that support the input shaft of the space shuttle body flap actuators. The failure mechanism was wear that can cause loss of bearing preload. These tests established life and reliability data for both shuttle flight and ground operation. Test data were used to estimate the failure rate and reliability as a function of the number of shuttle missions flown. The Weibull analysis of the test data for the four actuators on one shuttle, each with a 2-bearing shaft assembly, established a reliability level of 96.9 percent for a life of 12 missions. A probabilistic system analysis for four shuttles, each of which has four actuators, predicts a single bearing failure in one actuator of one shuttle after 22 missions (a total of 88 missions for a 4-shuttle fleet). This prediction is comparable with actual shuttle flight history in which a single actuator bearing was found to have failed by wear at 20 missions.

A probabilistic approach for shallow rainfall-triggered landslide modeling at basin scale. A case study in the Luquillo Forest, Puerto Rico

NASA Astrophysics Data System (ADS)

Dialynas, Y. G.; Arnone, E.; Noto, L. V.; Bras, R. L.

2013-12-01

Slope stability depends on geotechnical and hydrological factors that exhibit wide natural spatial variability, yet sufficient measurements of the related parameters are rarely available over entire study areas. The uncertainty associated with the inability to fully characterize hydrologic behavior has an impact on any attempt to model landslide hazards. This work suggests a way to systematically account for this uncertainty in coupled distributed hydrological-stability models for shallow landslide hazard assessment. A probabilistic approach for the prediction of rainfall-triggered landslide occurrence at basin scale was implemented in an existing distributed eco-hydrological and landslide model, tRIBS-VEGGIE -landslide (Triangulated Irregular Network (TIN)-based Real-time Integrated Basin Simulator - VEGetation Generator for Interactive Evolution). More precisely, we upgraded tRIBS-VEGGIE- landslide to assess the likelihood of shallow landslides by accounting for uncertainty related to geotechnical and hydrological factors that directly affect slope stability. Natural variability of geotechnical soil characteristics was considered by randomizing soil cohesion and friction angle. Hydrological uncertainty related to the estimation of matric suction was taken into account by considering soil retention parameters as correlated random variables. The probability of failure is estimated through an assumed theoretical Factor of Safety (FS) distribution, conditioned on soil moisture content. At each cell, the temporally variant FS statistics are approximated by the First Order Second Moment (FOSM) method, as a function of parameters statistical properties. The model was applied on the Rio Mameyes Basin, located in the Luquillo Experimental Forest in Puerto Rico, where previous landslide analyses have been carried out. At each time step, model outputs include the probability of landslide occurrence across the basin, and the most probable depth of failure at each soil column. The use of the proposed probabilistic approach for shallow landslide prediction is able to reveal and quantify landslide risk at slopes assessed as stable by simpler deterministic methods.

A Review of Statistical Failure Time Models with Application of a Discrete Hazard Based Model to 1Cr1Mo-0.25V Steel for Turbine Rotors and Shafts

PubMed Central

2017-01-01

Producing predictions of the probabilistic risks of operating materials for given lengths of time at stated operating conditions requires the assimilation of existing deterministic creep life prediction models (that only predict the average failure time) with statistical models that capture the random component of creep. To date, these approaches have rarely been combined to achieve this objective. The first half of this paper therefore provides a summary review of some statistical models to help bridge the gap between these two approaches. The second half of the paper illustrates one possible assimilation using 1Cr1Mo-0.25V steel. The Wilshire equation for creep life prediction is integrated into a discrete hazard based statistical model—the former being chosen because of its novelty and proven capability in accurately predicting average failure times and the latter being chosen because of its flexibility in modelling the failure time distribution. Using this model it was found that, for example, if this material had been in operation for around 15 years at 823 K and 130 MPa, the chances of failure in the next year is around 35%. However, if this material had been in operation for around 25 years, the chance of failure in the next year rises dramatically to around 80%. PMID:29039773

Detecting failure of climate predictions

USGS Publications Warehouse

Runge, Michael C.; Stroeve, Julienne C.; Barrett, Andrew P.; McDonald-Madden, Eve

2016-01-01

The practical consequences of climate change challenge society to formulate responses that are more suited to achieving long-term objectives, even if those responses have to be made in the face of uncertainty1, 2. Such a decision-analytic focus uses the products of climate science as probabilistic predictions about the effects of management policies3. Here we present methods to detect when climate predictions are failing to capture the system dynamics. For a single model, we measure goodness of fit based on the empirical distribution function, and define failure when the distribution of observed values significantly diverges from the modelled distribution. For a set of models, the same statistic can be used to provide relative weights for the individual models, and we define failure when there is no linear weighting of the ensemble models that produces a satisfactory match to the observations. Early detection of failure of a set of predictions is important for improving model predictions and the decisions based on them. We show that these methods would have detected a range shift in northern pintail 20 years before it was actually discovered, and are increasingly giving more weight to those climate models that forecast a September ice-free Arctic by 2055.

Probabilistic and Possibilistic Analyses of the Strength of a Bonded Joint

NASA Technical Reports Server (NTRS)

Stroud, W. Jefferson; Krishnamurthy, T.; Smith, Steven A.

2001-01-01

The effects of uncertainties on the strength of a single lap shear joint are explained. Probabilistic and possibilistic methods are used to account for uncertainties. Linear and geometrically nonlinear finite element analyses are used in the studies. To evaluate the strength of the joint, fracture in the adhesive and material strength failure in the strap are considered. The study shows that linear analyses yield conservative predictions for failure loads. The possibilistic approach for treating uncertainties appears to be viable for preliminary design, but with several qualifications.

Probabilistic structural analysis methods for space transportation propulsion systems

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Moore, N.; Anis, C.; Newell, J.; Nagpal, V.; Singhal, S.

1991-01-01

Information on probabilistic structural analysis methods for space propulsion systems is given in viewgraph form. Information is given on deterministic certification methods, probability of failure, component response analysis, stress responses for 2nd stage turbine blades, Space Shuttle Main Engine (SSME) structural durability, and program plans. .

Probabilistic Risk Assessment for Decision Making During Spacecraft Operations

NASA Technical Reports Server (NTRS)

Meshkat, Leila

2009-01-01

Decisions made during the operational phase of a space mission often have significant and immediate consequences. Without the explicit consideration of the risks involved and their representation in a solid model, it is very likely that these risks are not considered systematically in trade studies. Wrong decisions during the operational phase of a space mission can lead to immediate system failure whereas correct decisions can help recover the system even from faulty conditions. A problem of special interest is the determination of the system fault protection strategies upon the occurrence of faults within the system. Decisions regarding the fault protection strategy also heavily rely on a correct understanding of the state of the system and an integrated risk model that represents the various possible scenarios and their respective likelihoods. Probabilistic Risk Assessment (PRA) modeling is applicable to the full lifecycle of a space mission project, from concept development to preliminary design, detailed design, development and operations. The benefits and utilities of the model, however, depend on the phase of the mission for which it is used. This is because of the difference in the key strategic decisions that support each mission phase. The focus of this paper is on describing the particular methods used for PRA modeling during the operational phase of a spacecraft by gleaning insight from recently conducted case studies on two operational Mars orbiters. During operations, the key decisions relate to the commands sent to the spacecraft for any kind of diagnostics, anomaly resolution, trajectory changes, or planning. Often, faults and failures occur in the parts of the spacecraft but are contained or mitigated before they can cause serious damage. The failure behavior of the system during operations provides valuable data for updating and adjusting the related PRA models that are built primarily based on historical failure data. The PRA models, in turn, provide insight into the effect of various faults or failures on the risk and failure drivers of the system and the likelihood of possible end case scenarios, thereby facilitating the decision making process during operations. This paper describes the process of adjusting PRA models based on observed spacecraft data, on one hand, and utilizing the models for insight into the future system behavior on the other hand. While PRA models are typically used as a decision aid during the design phase of a space mission, we advocate adjusting them based on the observed behavior of the spacecraft and utilizing them for decision support during the operations phase.

Recent developments of the NESSUS probabilistic structural analysis computer program

NASA Technical Reports Server (NTRS)

Millwater, H.; Wu, Y.-T.; Torng, T.; Thacker, B.; Riha, D.; Leung, C. P.

1992-01-01

The NESSUS probabilistic structural analysis computer program combines state-of-the-art probabilistic algorithms with general purpose structural analysis methods to compute the probabilistic response and the reliability of engineering structures. Uncertainty in loading, material properties, geometry, boundary conditions and initial conditions can be simulated. The structural analysis methods include nonlinear finite element and boundary element methods. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. The scope of the code has recently been expanded to include probabilistic life and fatigue prediction of structures in terms of component and system reliability and risk analysis of structures considering cost of failure. The code is currently being extended to structural reliability considering progressive crack propagation. Several examples are presented to demonstrate the new capabilities.

Probabilistic analysis of the influence of the bonding degree of the stem-cement interface in the performance of cemented hip prostheses.

PubMed

Pérez, M A; Grasa, J; García-Aznar, J M; Bea, J A; Doblaré, M

2006-01-01

The long-term behavior of the stem-cement interface is one of the most frequent topics of discussion in the design of cemented total hip replacements, especially with regards to the process of damage accumulation in the cement layer. This effect is analyzed here comparing two different situations of the interface: completely bonded and debonded with friction. This comparative analysis is performed using a probabilistic computational approach that considers the variability and uncertainty of determinant factors that directly compromise the damage accumulation in the cement mantle. This stochastic technique is based on the combination of probabilistic finite elements (PFEM) and a cumulative damage approach known as B-model. Three random variables were considered: muscle and joint contact forces at the hip (both for walking and stair climbing), cement damage and fatigue properties of the cement. The results predicted that the regions with higher failure probability in the bulk cement are completely different depending on the stem-cement interface characteristics. In a bonded interface, critical sites appeared at the distal and medial parts of the cement, while for debonded interfaces, the critical regions were found distally and proximally. In bonded interfaces, the failure probability was higher than in debonded ones. The same conclusion may be established for stair climbing in comparison with walking activity.

Life Modeling and Design Analysis for Ceramic Matrix Composite Materials

NASA Technical Reports Server (NTRS)

2005-01-01

The primary research efforts focused on characterizing and modeling static failure, environmental durability, and creep-rupture behavior of two classes of ceramic matrix composites (CMC), silicon carbide fibers in a silicon carbide matrix (SiC/SiC) and carbon fibers in a silicon carbide matrix (C/SiC). An engineering life prediction model (Probabilistic Residual Strength model) has been developed specifically for CMCs. The model uses residual strength as the damage metric for evaluating remaining life and is posed probabilistically in order to account for the stochastic nature of the material s response. In support of the modeling effort, extensive testing of C/SiC in partial pressures of oxygen has been performed. This includes creep testing, tensile testing, half life and residual tensile strength testing. C/SiC is proposed for airframe and propulsion applications in advanced reusable launch vehicles. Figures 1 and 2 illustrate the models predictive capabilities as well as the manner in which experimental tests are being selected in such a manner as to ensure sufficient data is available to aid in model validation.

Methodology for the Incorporation of Passive Component Aging Modeling into the RAVEN/ RELAP-7 Environment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mandelli, Diego; Rabiti, Cristian; Cogliati, Joshua

2014-11-01

Passive system, structure and components (SSCs) will degrade over their operation life and this degradation may cause to reduction in the safety margins of a nuclear power plant. In traditional probabilistic risk assessment (PRA) using the event-tree/fault-tree methodology, passive SSC failure rates are generally based on generic plant failure data and the true state of a specific plant is not reflected realistically. To address aging effects of passive SSCs in the traditional PRA methodology [1] does consider physics based models that account for the operating conditions in the plant, however, [1] does not include effects of surveillance/inspection. This paper representsmore » an overall methodology for the incorporation of aging modeling of passive components into the RAVEN/RELAP-7 environment which provides a framework for performing dynamic PRA. Dynamic PRA allows consideration of both epistemic and aleatory uncertainties (including those associated with maintenance activities) in a consistent phenomenological and probabilistic framework and is often needed when there is complex process/hardware/software/firmware/ human interaction [2]. Dynamic PRA has gained attention recently due to difficulties in the traditional PRA modeling of aging effects of passive components using physics based models and also in the modeling of digital instrumentation and control systems. RAVEN (Reactor Analysis and Virtual control Environment) [3] is a software package under development at the Idaho National Laboratory (INL) as an online control logic driver and post-processing tool. It is coupled to the plant transient code RELAP-7 (Reactor Excursion and Leak Analysis Program) also currently under development at INL [3], as well as RELAP 5 [4]. The overall methodology aims to: • Address multiple aging mechanisms involving large number of components in a computational feasible manner where sequencing of events is conditioned on the physical conditions predicted in a simulation environment such as RELAP-7. • Identify the risk-significant passive components, their failure modes and anticipated rates of degradation • Incorporate surveillance and maintenance activities and their effects into the plant state and into component aging progress. • Asses aging affects in a dynamic simulation environment 1. C. L. SMITH, V. N. SHAH, T. KAO, G. APOSTOLAKIS, “Incorporating Ageing Effects into Probabilistic Risk Assessment –A Feasibility Study Utilizing Reliability Physics Models,” NUREG/CR-5632, USNRC, (2001). 2. T. ALDEMIR, “A Survey of Dynamic Methodologies for Probabilistic Safety Assessment of Nuclear Power Plants, Annals of Nuclear Energy, 52, 113-124, (2013). 3. C. RABITI, A. ALFONSI, J. COGLIATI, D. MANDELLI and R. KINOSHITA “Reactor Analysis and Virtual Control Environment (RAVEN) FY12 Report,” INL/EXT-12-27351, (2012). 4. D. ANDERS et.al, "RELAP-7 Level 2 Milestone Report: Demonstration of a Steady State Single Phase PWR Simulation with RELAP-7," INL/EXT-12-25924, (2012).« less

Cost-effectiveness of noninvasive ventilation for chronic obstructive pulmonary disease-related respiratory failure in Indian hospitals without ICU facilities.

PubMed

Patel, Shraddha P; Pena, Margarita E; Babcock, Charlene Irvin

2015-01-01

The majority of Indian hospitals do not provide intensive care unit (ICU) care or ward-based noninvasive positive pressure ventilation (NIV). Because no mechanical ventilation or NIV is available in these hospitals, the majority of patients suffering from respiratory failure die. To perform a cost-effective analysis of two strategies (ward-based NIV with concurrent standard treatment vs standard treatment alone) in chronic obstructive pulmonary disease (COPD) respiratory failure patients treated in Indian hospitals without ICU care. A decision-analytical model was created to compare the cost-effectiveness for the two strategies. Estimates from the literature were used for parameters in the model. Future costs were discounted at 3%. All costs were reported in USD (2012). One-way, two-way, and probabilistic sensitivity analysis were performed. The time horizon was lifetime and perspective was societal. The NIV strategy resulted in 17.7% more survival and was slightly more costly (increased cost of $101 (USD 2012) but resulted in increased quality-adjusted life-years (QALYs) (1.67 QALY). The cost-effectiveness (2012 USD)/QALY in the standard and NIV groups was $78/QALY ($535.02/6.82) and $75/QALY ($636.33/8.49), respectively. Incremental cost-effectiveness ratio (ICER) was only $61 USD/QALY. This was substantially lower than the gross domestic product (GDP) per capita for India (1489 USD), suggesting the NIV strategy was very cost effective. Using a 5% discount rate resulted in only minimally different results. Probabilistic analysis suggests that NIV strategy was preferred 100% of the time when willingness to pay was >$250 2012 USD. Ward-based NIV treatment is cost-effective in India, and may increase survival of patients with COPD respiratory failure when ICU is not available.

Probabilistic structural analysis methods of hot engine structures

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Hopkins, D. A.

1989-01-01

Development of probabilistic structural analysis methods for hot engine structures at Lewis Research Center is presented. Three elements of the research program are: (1) composite load spectra methodology; (2) probabilistic structural analysis methodology; and (3) probabilistic structural analysis application. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) turbine blade temperature, pressure, and torque of the space shuttle main engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; and (3) evaluation of the failure probability. Collectively, the results demonstrate that the structural durability of hot engine structural components can be effectively evaluated in a formal probabilistic/reliability framework.

Reliability, Risk and Cost Trade-Offs for Composite Designs

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Singhal, Surendra N.; Chamis, Christos C.

1996-01-01

Risk and cost trade-offs have been simulated using a probabilistic method. The probabilistic method accounts for all naturally-occurring uncertainties including those in constituent material properties, fabrication variables, structure geometry and loading conditions. The probability density function of first buckling load for a set of uncertain variables is computed. The probabilistic sensitivity factors of uncertain variables to the first buckling load is calculated. The reliability-based cost for a composite fuselage panel is defined and minimized with respect to requisite design parameters. The optimization is achieved by solving a system of nonlinear algebraic equations whose coefficients are functions of probabilistic sensitivity factors. With optimum design parameters such as the mean and coefficient of variation (representing range of scatter) of uncertain variables, the most efficient and economical manufacturing procedure can be selected. In this paper, optimum values of the requisite design parameters for a predetermined cost due to failure occurrence are computationally determined. The results for the fuselage panel analysis show that the higher the cost due to failure occurrence, the smaller the optimum coefficient of variation of fiber modulus (design parameter) in longitudinal direction.

Use of Probabilistic Engineering Methods in the Detailed Design and Development Phases of the NASA Ares Launch Vehicle

NASA Technical Reports Server (NTRS)

Fayssal, Safie; Weldon, Danny

2008-01-01

The United States National Aeronautics and Space Administration (NASA) is in the midst of a space exploration program called Constellation to send crew and cargo to the international Space Station, to the moon, and beyond. As part of the Constellation program, a new launch vehicle, Ares I, is being developed by NASA Marshall Space Flight Center. Designing a launch vehicle with high reliability and increased safety requires a significant effort in understanding design variability and design uncertainty at the various levels of the design (system, element, subsystem, component, etc.) and throughout the various design phases (conceptual, preliminary design, etc.). In a previous paper [1] we discussed a probabilistic functional failure analysis approach intended mainly to support system requirements definition, system design, and element design during the early design phases. This paper provides an overview of the application of probabilistic engineering methods to support the detailed subsystem/component design and development as part of the "Design for Reliability and Safety" approach for the new Ares I Launch Vehicle. Specifically, the paper discusses probabilistic engineering design analysis cases that had major impact on the design and manufacturing of the Space Shuttle hardware. The cases represent important lessons learned from the Space Shuttle Program and clearly demonstrate the significance of probabilistic engineering analysis in better understanding design deficiencies and identifying potential design improvement for Ares I. The paper also discusses the probabilistic functional failure analysis approach applied during the early design phases of Ares I and the forward plans for probabilistic design analysis in the detailed design and development phases.

Reliability-Based Stability Analysis of Rock Slopes Using Numerical Analysis and Response Surface Method

NASA Astrophysics Data System (ADS)

Dadashzadeh, N.; Duzgun, H. S. B.; Yesiloglu-Gultekin, N.

2017-08-01

While advanced numerical techniques in slope stability analysis are successfully used in deterministic studies, they have so far found limited use in probabilistic analyses due to their high computation cost. The first-order reliability method (FORM) is one of the most efficient probabilistic techniques to perform probabilistic stability analysis by considering the associated uncertainties in the analysis parameters. However, it is not possible to directly use FORM in numerical slope stability evaluations as it requires definition of a limit state performance function. In this study, an integrated methodology for probabilistic numerical modeling of rock slope stability is proposed. The methodology is based on response surface method, where FORM is used to develop an explicit performance function from the results of numerical simulations. The implementation of the proposed methodology is performed by considering a large potential rock wedge in Sumela Monastery, Turkey. The accuracy of the developed performance function to truly represent the limit state surface is evaluated by monitoring the slope behavior. The calculated probability of failure is compared with Monte Carlo simulation (MCS) method. The proposed methodology is found to be 72% more efficient than MCS, while the accuracy is decreased with an error of 24%.

Probabilistic inspection strategies for minimizing service failures

NASA Technical Reports Server (NTRS)

Brot, Abraham

1994-01-01

The INSIM computer program is described which simulates the 'limited fatigue life' environment in which aircraft structures generally operate. The use of INSIM to develop inspection strategies which aim to minimize service failures is demonstrated. Damage-tolerance methodology, inspection thresholds and customized inspections are simulated using the probability of failure as the driving parameter.

Systems Reliability Framework for Surface Water Sustainability and Risk Management

NASA Astrophysics Data System (ADS)

Myers, J. R.; Yeghiazarian, L.

2016-12-01

With microbial contamination posing a serious threat to the availability of clean water across the world, it is necessary to develop a framework that evaluates the safety and sustainability of water systems in respect to non-point source fecal microbial contamination. The concept of water safety is closely related to the concept of failure in reliability theory. In water quality problems, the event of failure can be defined as the concentration of microbial contamination exceeding a certain standard for usability of water. It is pertinent in watershed management to know the likelihood of such an event of failure occurring at a particular point in space and time. Microbial fate and transport are driven by environmental processes taking place in complex, multi-component, interdependent environmental systems that are dynamic and spatially heterogeneous, which means these processes and therefore their influences upon microbial transport must be considered stochastic and variable through space and time. A physics-based stochastic model of microbial dynamics is presented that propagates uncertainty using a unique sampling method based on artificial neural networks to produce a correlation between watershed characteristics and spatial-temporal probabilistic patterns of microbial contamination. These results are used to address the question of water safety through several sustainability metrics: reliability, vulnerability, resilience and a composite sustainability index. System reliability is described uniquely though the temporal evolution of risk along watershed points or pathways. Probabilistic resilience describes how long the system is above a certain probability of failure, and the vulnerability metric describes how the temporal evolution of risk changes throughout a hierarchy of failure levels. Additionally our approach allows for the identification of contributions in microbial contamination and uncertainty from specific pathways and sources. We expect that this framework will significantly improve the efficiency and precision of sustainable watershed management strategies through providing a better understanding of how watershed characteristics and environmental parameters affect surface water quality and sustainability. With microbial contamination posing a serious threat to the availability of clean water across the world, it is necessary to develop a framework that evaluates the safety and sustainability of water systems in respect to non-point source fecal microbial contamination. The concept of water safety is closely related to the concept of failure in reliability theory. In water quality problems, the event of failure can be defined as the concentration of microbial contamination exceeding a certain standard for usability of water. It is pertinent in watershed management to know the likelihood of such an event of failure occurring at a particular point in space and time. Microbial fate and transport are driven by environmental processes taking place in complex, multi-component, interdependent environmental systems that are dynamic and spatially heterogeneous, which means these processes and therefore their influences upon microbial transport must be considered stochastic and variable through space and time. A physics-based stochastic model of microbial dynamics is presented that propagates uncertainty using a unique sampling method based on artificial neural networks to produce a correlation between watershed characteristics and spatial-temporal probabilistic patterns of microbial contamination. These results are used to address the question of water safety through several sustainability metrics: reliability, vulnerability, resilience and a composite sustainability index. System reliability is described uniquely though the temporal evolution of risk along watershed points or pathways. Probabilistic resilience describes how long the system is above a certain probability of failure, and the vulnerability metric describes how the temporal evolution of risk changes throughout a hierarchy of failure levels. Additionally our approach allows for the identification of contributions in microbial contamination and uncertainty from specific pathways and sources. We expect that this framework will significantly improve the efficiency and precision of sustainable watershed management strategies through providing a better understanding of how watershed characteristics and environmental parameters affect surface water quality and sustainability.

PROBABILISTIC RISK ANALYSIS OF RADIOACTIVE WASTE DISPOSALS - a case study

NASA Astrophysics Data System (ADS)

Trinchero, P.; Delos, A.; Tartakovsky, D. M.; Fernandez-Garcia, D.; Bolster, D.; Dentz, M.; Sanchez-Vila, X.; Molinero, J.

2009-12-01

The storage of contaminant material in superficial or sub-superficial repositories, such as tailing piles for mine waste or disposal sites for low and intermediate nuclear waste, poses a potential threat for the surrounding biosphere. The minimization of these risks can be achieved by supporting decision-makers with quantitative tools capable to incorporate all source of uncertainty within a rigorous probabilistic framework. A case study is presented where we assess the risks associated to the superficial storage of hazardous waste close to a populated area. The intrinsic complexity of the problem, involving many events with different spatial and time scales and many uncertainty parameters is overcome by using a formal PRA (probabilistic risk assessment) procedure that allows decomposing the system into a number of key events. Hence, the failure of the system is directly linked to the potential contamination of one of the three main receptors: the underlying karst aquifer, a superficial stream that flows near the storage piles and a protection area surrounding a number of wells used for water supply. The minimal cut sets leading to the failure of the system are obtained by defining a fault-tree that incorporates different events including the failure of the engineered system (e.g. cover of the piles) and the failure of the geological barrier (e.g. clay layer that separates the bottom of the pile from the karst formation). Finally the probability of failure is quantitatively assessed combining individual independent or conditional probabilities that are computed numerically or borrowed from reliability database.

Toward Failure Modeling In Complex Dynamic Systems: Impact of Design and Manufacturing Variations

NASA Technical Reports Server (NTRS)

Tumer, Irem Y.; McAdams, Daniel A.; Clancy, Daniel (Technical Monitor)

2001-01-01

When designing vehicle vibration monitoring systems for aerospace devices, it is common to use well-established models of vibration features to determine whether failures or defects exist. Most of the algorithms used for failure detection rely on these models to detect significant changes during a flight environment. In actual practice, however, most vehicle vibration monitoring systems are corrupted by high rates of false alarms and missed detections. Research conducted at the NASA Ames Research Center has determined that a major reason for the high rates of false alarms and missed detections is the numerous sources of statistical variations that are not taken into account in the. modeling assumptions. In this paper, we address one such source of variations, namely, those caused during the design and manufacturing of rotating machinery components that make up aerospace systems. We present a novel way of modeling the vibration response by including design variations via probabilistic methods. The results demonstrate initial feasibility of the method, showing great promise in developing a general methodology for designing more accurate aerospace vehicle vibration monitoring systems.

Cabin Environment Physics Risk Model

NASA Technical Reports Server (NTRS)

Mattenberger, Christopher J.; Mathias, Donovan Leigh

2014-01-01

This paper presents a Cabin Environment Physics Risk (CEPR) model that predicts the time for an initial failure of Environmental Control and Life Support System (ECLSS) functionality to propagate into a hazardous environment and trigger a loss-of-crew (LOC) event. This physics-of failure model allows a probabilistic risk assessment of a crewed spacecraft to account for the cabin environment, which can serve as a buffer to protect the crew during an abort from orbit and ultimately enable a safe return. The results of the CEPR model replace the assumption that failure of the crew critical ECLSS functionality causes LOC instantly, and provide a more accurate representation of the spacecraft's risk posture. The instant-LOC assumption is shown to be excessively conservative and, moreover, can impact the relative risk drivers identified for the spacecraft. This, in turn, could lead the design team to allocate mass for equipment to reduce overly conservative risk estimates in a suboptimal configuration, which inherently increases the overall risk to the crew. For example, available mass could be poorly used to add redundant ECLSS components that have a negligible benefit but appear to make the vehicle safer due to poor assumptions about the propagation time of ECLSS failures.

Sensor Based Engine Life Calculation: A Probabilistic Perspective

NASA Technical Reports Server (NTRS)

Guo, Ten-Huei; Chen, Philip

2003-01-01

It is generally known that an engine component will accumulate damage (life usage) during its lifetime of use in a harsh operating environment. The commonly used cycle count for engine component usage monitoring has an inherent range of uncertainty which can be overly costly or potentially less safe from an operational standpoint. With the advance of computer technology, engine operation modeling, and the understanding of damage accumulation physics, it is possible (and desirable) to use the available sensor information to make a more accurate assessment of engine component usage. This paper describes a probabilistic approach to quantify the effects of engine operating parameter uncertainties on the thermomechanical fatigue (TMF) life of a selected engine part. A closed-loop engine simulation with a TMF life model is used to calculate the life consumption of different mission cycles. A Monte Carlo simulation approach is used to generate the statistical life usage profile for different operating assumptions. The probabilities of failure of different operating conditions are compared to illustrate the importance of the engine component life calculation using sensor information. The results of this study clearly show that a sensor-based life cycle calculation can greatly reduce the risk of component failure as well as extend on-wing component life by avoiding unnecessary maintenance actions.

Design of Critical Components

NASA Technical Reports Server (NTRS)

Hendricks, Robert C.; Zaretsky, Erwin V.

2001-01-01

Critical component design is based on minimizing product failures that results in loss of life. Potential catastrophic failures are reduced to secondary failures where components removed for cause or operating time in the system. Issues of liability and cost of component removal become of paramount importance. Deterministic design with factors of safety and probabilistic design address but lack the essential characteristics for the design of critical components. In deterministic design and fabrication there are heuristic rules and safety factors developed over time for large sets of structural/material components. These factors did not come without cost. Many designs failed and many rules (codes) have standing committees to oversee their proper usage and enforcement. In probabilistic design, not only are failures a given, the failures are calculated; an element of risk is assumed based on empirical failure data for large classes of component operations. Failure of a class of components can be predicted, yet one can not predict when a specific component will fail. The analogy is to the life insurance industry where very careful statistics are book-kept on classes of individuals. For a specific class, life span can be predicted within statistical limits, yet life-span of a specific element of that class can not be predicted.

A Methodology for Modeling Nuclear Power Plant Passive Component Aging in Probabilistic Risk Assessment under the Impact of Operating Conditions, Surveillance and Maintenance Activities

NASA Astrophysics Data System (ADS)

Guler Yigitoglu, Askin

In the context of long operation of nuclear power plants (NPPs) (i.e., 60-80 years, and beyond), investigation of the aging of passive systems, structures and components (SSCs) is important to assess safety margins and to decide on reactor life extension as indicated within the U.S. Department of Energy (DOE) Light Water Reactor Sustainability (LWRS) Program. In the traditional probabilistic risk assessment (PRA) methodology, evaluating the potential significance of aging of passive SSCs on plant risk is challenging. Although passive SSC failure rates can be added as initiating event frequencies or basic event failure rates in the traditional event-tree/fault-tree methodology, these failure rates are generally based on generic plant failure data which means that the true state of a specific plant is not reflected in a realistic manner on aging effects. Dynamic PRA methodologies have gained attention recently due to their capability to account for the plant state and thus address the difficulties in the traditional PRA modeling of aging effects of passive components using physics-based models (and also in the modeling of digital instrumentation and control systems). Physics-based models can capture the impact of complex aging processes (e.g., fatigue, stress corrosion cracking, flow-accelerated corrosion, etc.) on SSCs and can be utilized to estimate passive SSC failure rates using realistic NPP data from reactor simulation, as well as considering effects of surveillance and maintenance activities. The objectives of this dissertation are twofold: The development of a methodology for the incorporation of aging modeling of passive SSC into a reactor simulation environment to provide a framework for evaluation of their risk contribution in both the dynamic and traditional PRA; and the demonstration of the methodology through its application to pressurizer surge line pipe weld and steam generator tubes in commercial nuclear power plants. In the proposed methodology, a multi-state physics based model is selected to represent the aging process. The model is modified via sojourn time approach to reflect the operational and maintenance history dependence of the transition rates. Thermal-hydraulic parameters of the model are calculated via the reactor simulation environment and uncertainties associated with both parameters and the models are assessed via a two-loop Monte Carlo approach (Latin hypercube sampling) to propagate input probability distributions through the physical model. The effort documented in this thesis towards this overall objective consists of : i) defining a process for selecting critical passive components and related aging mechanisms, ii) aging model selection, iii) calculating the probability that aging would cause the component to fail, iv) uncertainty/sensitivity analyses, v) procedure development for modifying an existing PRA to accommodate consideration of passive component failures, and, vi) including the calculated failure probability in the modified PRA. The proposed methodology is applied to pressurizer surge line pipe weld aging and steam generator tube degradation in pressurized water reactors.

Reliability and risk assessment of structures

NASA Technical Reports Server (NTRS)

Chamis, C. C.

1991-01-01

Development of reliability and risk assessment of structural components and structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) the evaluation of the various uncertainties in terms of cumulative distribution functions for various structural response variables based on known or assumed uncertainties in primitive structural variables; (2) evaluation of the failure probability; (3) reliability and risk-cost assessment; and (4) an outline of an emerging approach for eventual certification of man-rated structures by computational methods. Collectively, the results demonstrate that the structural durability/reliability of man-rated structural components and structures can be effectively evaluated by using formal probabilistic methods.

An overview of computational simulation methods for composite structures failure and life analysis

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

1993-01-01

Three parallel computational simulation methods are being developed at the LeRC Structural Mechanics Branch (SMB) for composite structures failure and life analysis: progressive fracture CODSTRAN; hierarchical methods for high-temperature composites; and probabilistic evaluation. Results to date demonstrate that these methods are effective in simulating composite structures failure/life/reliability.

A Probabilistic Approach for Real-Time Volcano Surveillance

NASA Astrophysics Data System (ADS)

Cannavo, F.; Cannata, A.; Cassisi, C.; Di Grazia, G.; Maronno, P.; Montalto, P.; Prestifilippo, M.; Privitera, E.; Gambino, S.; Coltelli, M.

2016-12-01

Continuous evaluation of the state of potentially dangerous volcanos plays a key role for civil protection purposes. Presently, real-time surveillance of most volcanoes worldwide is essentially delegated to one or more human experts in volcanology, who interpret data coming from different kind of monitoring networks. Unfavorably, the coupling of highly non-linear and complex volcanic dynamic processes leads to measurable effects that can show a large variety of different behaviors. Moreover, due to intrinsic uncertainties and possible failures in some recorded data, the volcano state needs to be expressed in probabilistic terms, thus making the fast volcano state assessment sometimes impracticable for the personnel on duty at the control rooms. With the aim of aiding the personnel on duty in volcano surveillance, we present a probabilistic graphical model to estimate automatically the ongoing volcano state from all the available different kind of measurements. The model consists of a Bayesian network able to represent a set of variables and their conditional dependencies via a directed acyclic graph. The model variables are both the measurements and the possible states of the volcano through the time. The model output is an estimation of the probability distribution of the feasible volcano states. We tested the model on the Mt. Etna (Italy) case study by considering a long record of multivariate data from 2011 to 2015 and cross-validated it. Results indicate that the proposed model is effective and of great power for decision making purposes.

Probabilistic simulation of uncertainties in thermal structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Shiao, Michael

1990-01-01

Development of probabilistic structural analysis methods for hot structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) blade temperature, pressure, and torque of the Space Shuttle Main Engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; (3) evaluation of the failure probability; (4) reliability and risk-cost assessment, and (5) an outline of an emerging approach for eventual hot structures certification. Collectively, the results demonstrate that the structural durability/reliability of hot structural components can be effectively evaluated in a formal probabilistic framework. In addition, the approach can be readily extended to computationally simulate certification of hot structures for aerospace environments.

Probabilistic metrology or how some measurement outcomes render ultra-precise estimates

NASA Astrophysics Data System (ADS)

Calsamiglia, J.; Gendra, B.; Muñoz-Tapia, R.; Bagan, E.

2016-10-01

We show on theoretical grounds that, even in the presence of noise, probabilistic measurement strategies (which have a certain probability of failure or abstention) can provide, upon a heralded successful outcome, estimates with a precision that exceeds the deterministic bounds for the average precision. This establishes a new ultimate bound on the phase estimation precision of particular measurement outcomes (or sequence of outcomes). For probe systems subject to local dephasing, we quantify such precision limit as a function of the probability of failure that can be tolerated. Our results show that the possibility of abstaining can set back the detrimental effects of noise.

The Study of the Relationship between Probabilistic Design and Axiomatic Design Methodology. Volume 2

NASA Technical Reports Server (NTRS)

Onwubiko, Chin-Yere; Onyebueke, Landon

1996-01-01

The structural design, or the design of machine elements, has been traditionally based on deterministic design methodology. The deterministic method considers all design parameters to be known with certainty. This methodology is, therefore, inadequate to design complex structures that are subjected to a variety of complex, severe loading conditions. A nonlinear behavior that is dependent on stress, stress rate, temperature, number of load cycles, and time is observed on all components subjected to complex conditions. These complex conditions introduce uncertainties; hence, the actual factor of safety margin remains unknown. In the deterministic methodology, the contingency of failure is discounted; hence, there is a use of a high factor of safety. It may be most useful in situations where the design structures are simple. The probabilistic method is concerned with the probability of non-failure performance of structures or machine elements. It is much more useful in situations where the design is characterized by complex geometry, possibility of catastrophic failure, sensitive loads and material properties. Also included: Comparative Study of the use of AGMA Geometry Factors and Probabilistic Design Methodology in the Design of Compact Spur Gear Set.

Application of probabilistic analysis/design methods in space programs - The approaches, the status, and the needs

NASA Technical Reports Server (NTRS)

Ryan, Robert S.; Townsend, John S.

1993-01-01

The prospective improvement of probabilistic methods for space program analysis/design entails the further development of theories, codes, and tools which match specific areas of application, the drawing of lessons from previous uses of probability and statistics data bases, the enlargement of data bases (especially in the field of structural failures), and the education of engineers and managers on the advantages of these methods. An evaluation is presently made of the current limitations of probabilistic engineering methods. Recommendations are made for specific applications.

A Case Study for Probabilistic Methods Validation (MSFC Center Director's Discretionary Fund, Project No. 94-26)

NASA Technical Reports Server (NTRS)

Price J. M.; Ortega, R.

1998-01-01

Probabilistic method is not a universally accepted approach for the design and analysis of aerospace structures. The validity of this approach must be demonstrated to encourage its acceptance as it viable design and analysis tool to estimate structural reliability. The objective of this Study is to develop a well characterized finite population of similar aerospace structures that can be used to (1) validate probabilistic codes, (2) demonstrate the basic principles behind probabilistic methods, (3) formulate general guidelines for characterization of material drivers (such as elastic modulus) when limited data is available, and (4) investigate how the drivers affect the results of sensitivity analysis at the component/failure mode level.

A Probabilistic Design Method Applied to Smart Composite Structures

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Chamis, Christos C.

1995-01-01

A probabilistic design method is described and demonstrated using a smart composite wing. Probabilistic structural design incorporates naturally occurring uncertainties including those in constituent (fiber/matrix) material properties, fabrication variables, structure geometry and control-related parameters. Probabilistic sensitivity factors are computed to identify those parameters that have a great influence on a specific structural reliability. Two performance criteria are used to demonstrate this design methodology. The first criterion requires that the actuated angle at the wing tip be bounded by upper and lower limits at a specified reliability. The second criterion requires that the probability of ply damage due to random impact load be smaller than an assigned value. When the relationship between reliability improvement and the sensitivity factors is assessed, the results show that a reduction in the scatter of the random variable with the largest sensitivity factor (absolute value) provides the lowest failure probability. An increase in the mean of the random variable with a negative sensitivity factor will reduce the failure probability. Therefore, the design can be improved by controlling or selecting distribution parameters associated with random variables. This can be implemented during the manufacturing process to obtain maximum benefit with minimum alterations.

A performance study of unmanned aerial vehicle-based sensor networks under cyber attack

NASA Astrophysics Data System (ADS)

Puchaty, Ethan M.

In UAV-based sensor networks, an emerging area of interest is the performance of these networks under cyber attack. This study seeks to evaluate the performance trade-offs from a System-of-Systems (SoS) perspective between various UAV communications architecture options in the context two missions: tracking ballistic missiles and tracking insurgents. An agent-based discrete event simulation is used to model a sensor communication network consisting of UAVs, military communications satellites, ground relay stations, and a mission control center. Network susceptibility to cyber attack is modeled with probabilistic failures and induced data variability, with performance metrics focusing on information availability, latency, and trustworthiness. Results demonstrated that using UAVs as routers increased network availability with a minimal latency penalty and communications satellite networks were best for long distance operations. Redundancy in the number of links between communication nodes helped mitigate cyber-caused link failures and add robustness in cases of induced data variability by an adversary. However, when failures were not independent, redundancy and UAV routing were detrimental in some cases to network performance. Sensitivity studies indicated that long cyber-caused downtimes and increasing failure dependencies resulted in build-ups of failures and caused significant degradations in network performance.

A probabilistic approach to aircraft design emphasizing stability and control uncertainties

NASA Astrophysics Data System (ADS)

Delaurentis, Daniel Andrew

In order to address identified deficiencies in current approaches to aerospace systems design, a new method has been developed. This new method for design is based on the premise that design is a decision making activity, and that deterministic analysis and synthesis can lead to poor, or misguided decision making. This is due to a lack of disciplinary knowledge of sufficient fidelity about the product, to the presence of uncertainty at multiple levels of the aircraft design hierarchy, and to a failure to focus on overall affordability metrics as measures of goodness. Design solutions are desired which are robust to uncertainty and are based on the maximum knowledge possible. The new method represents advances in the two following general areas. 1. Design models and uncertainty. The research performed completes a transition from a deterministic design representation to a probabilistic one through a modeling of design uncertainty at multiple levels of the aircraft design hierarchy, including: (1) Consistent, traceable uncertainty classification and representation; (2) Concise mathematical statement of the Probabilistic Robust Design problem; (3) Variants of the Cumulative Distribution Functions (CDFs) as decision functions for Robust Design; (4) Probabilistic Sensitivities which identify the most influential sources of variability. 2. Multidisciplinary analysis and design. Imbedded in the probabilistic methodology is a new approach for multidisciplinary design analysis and optimization (MDA/O), employing disciplinary analysis approximations formed through statistical experimentation and regression. These approximation models are a function of design variables common to the system level as well as other disciplines. For aircraft, it is proposed that synthesis/sizing is the proper avenue for integrating multiple disciplines. Research hypotheses are translated into a structured method, which is subsequently tested for validity. Specifically, the implementation involves the study of the relaxed static stability technology for a supersonic commercial transport aircraft. The probabilistic robust design method is exercised resulting in a series of robust design solutions based on different interpretations of "robustness". Insightful results are obtained and the ability of the method to expose trends in the design space are noted as a key advantage.

A Physically-Based and Distributed Tool for Modeling the Hydrological and Mechanical Processes of Shallow Landslides

NASA Astrophysics Data System (ADS)

Arnone, E.; Noto, L. V.; Dialynas, Y. G.; Caracciolo, D.; Bras, R. L.

2015-12-01

This work presents the capabilities of a model, i.e. the tRIBS-VEGGIE-Landslide, in two different versions, i.e. developed within a probabilistic framework and coupled with a root cohesion module. The probabilistic model treats geotechnical and soil retention curve parameters as random variables across the basin and estimates theoretical probability distributions of slope stability and the associated "factor of safety" commonly used to describe the occurrence of shallow landslides. The derived distributions are used to obtain the spatio-temporal dynamics of probability of failure, conditioned on soil moisture dynamics at each watershed location. The framework has been tested in the Luquillo Experimental Forest (Puerto Rico) where shallow landslides are common. In particular, the methodology was used to evaluate how the spatial and temporal patterns of precipitation, whose variability is significant over the basin, affect the distribution of probability of failure. Another version of the model accounts for the additional cohesion exerted by vegetation roots. The approach is to use the Fiber Bundle Model (FBM) framework that allows for the evaluation of the root strength as a function of the stress-strain relationships of bundles of fibers. The model requires the knowledge of the root architecture to evaluate the additional reinforcement from each root diameter class. The root architecture is represented with a branching topology model based on Leonardo's rule. The methodology has been tested on a simple case study to explore the role of both hydrological and mechanical root effects. Results demonstrate that the effects of root water uptake can at times be more significant than the mechanical reinforcement; and that the additional resistance provided by roots depends heavily on the vegetation root structure and length.

Climatological Observations for Maritime Prediction and Analysis Support Service (COMPASS)

NASA Astrophysics Data System (ADS)

OConnor, A.; Kirtman, B. P.; Harrison, S.; Gorman, J.

2016-02-01

Current US Navy forecasting systems cannot easily incorporate extended-range forecasts that can improve mission readiness and effectiveness; ensure safety; and reduce cost, labor, and resource requirements. If Navy operational planners had systems that incorporated these forecasts, they could plan missions using more reliable and longer-term weather and climate predictions. Further, using multi-model forecast ensembles instead of single forecasts would produce higher predictive performance. Extended-range multi-model forecast ensembles, such as those available in the North American Multi-Model Ensemble (NMME), are ideal for system integration because of their high skill predictions; however, even higher skill predictions can be produced if forecast model ensembles are combined correctly. While many methods for weighting models exist, the best method in a given environment requires expert knowledge of the models and combination methods.We present an innovative approach that uses machine learning to combine extended-range predictions from multi-model forecast ensembles and generate a probabilistic forecast for any region of the globe up to 12 months in advance. Our machine-learning approach uses 30 years of hindcast predictions to learn patterns of forecast model successes and failures. Each model is assigned a weight for each environmental condition, 100 km2 region, and day given any expected environmental information. These weights are then applied to the respective predictions for the region and time of interest to effectively stitch together a single, coherent probabilistic forecast. Our experimental results demonstrate the benefits of our approach to produce extended-range probabilistic forecasts for regions and time periods of interest that are superior, in terms of skill, to individual NMME forecast models and commonly weighted models. The probabilistic forecast leverages the strengths of three NMME forecast models to predict environmental conditions for an area spanning from San Diego, CA to Honolulu, HI, seven months in-advance. Key findings include: weighted combinations of models are strictly better than individual models; machine-learned combinations are especially better; and forecasts produced using our approach have the highest rank probability skill score most often.

Extreme Threshold Failures Within a Heterogeneous Elastic Thin Sheet and the Spatial-Temporal Development of Induced Seismicity Within the Groningen Gas Field

NASA Astrophysics Data System (ADS)

Bourne, S. J.; Oates, S. J.

2017-12-01

Measurements of the strains and earthquakes induced by fluid extraction from a subsurface reservoir reveal a transient, exponential-like increase in seismicity relative to the volume of fluids extracted. If the frictional strength of these reactivating faults is heterogeneously and randomly distributed, then progressive failures of the weakest fault patches account in a general manner for this initial exponential-like trend. Allowing for the observable elastic and geometric heterogeneity of the reservoir, the spatiotemporal evolution of induced seismicity over 5 years is predictable without significant bias using a statistical physics model of poroelastic reservoir deformations inducing extreme threshold frictional failures of previously inactive faults. This model is used to forecast the temporal and spatial probability density of earthquakes within the Groningen natural gas reservoir, conditional on future gas production plans. Probabilistic seismic hazard and risk assessments based on these forecasts inform the current gas production policy and building strengthening plans.

Interrelation Between Safety Factors and Reliability

NASA Technical Reports Server (NTRS)

Elishakoff, Isaac; Chamis, Christos C. (Technical Monitor)

2001-01-01

An evaluation was performed to establish relationships between safety factors and reliability relationships. Results obtained show that the use of the safety factor is not contradictory to the employment of the probabilistic methods. In many cases the safety factors can be directly expressed by the required reliability levels. However, there is a major difference that must be emphasized: whereas the safety factors are allocated in an ad hoc manner, the probabilistic approach offers a unified mathematical framework. The establishment of the interrelation between the concepts opens an avenue to specify safety factors based on reliability. In cases where there are several forms of failure, then the allocation of safety factors should he based on having the same reliability associated with each failure mode. This immediately suggests that by the probabilistic methods the existing over-design or under-design can be eliminated. The report includes three parts: Part 1-Random Actual Stress and Deterministic Yield Stress; Part 2-Deterministic Actual Stress and Random Yield Stress; Part 3-Both Actual Stress and Yield Stress Are Random.

Probabilistic risk analysis of building contamination.

PubMed

Bolster, D T; Tartakovsky, D M

2008-10-01

We present a general framework for probabilistic risk assessment (PRA) of building contamination. PRA provides a powerful tool for the rigorous quantification of risk in contamination of building spaces. A typical PRA starts by identifying relevant components of a system (e.g. ventilation system components, potential sources of contaminants, remediation methods) and proceeds by using available information and statistical inference to estimate the probabilities of their failure. These probabilities are then combined by means of fault-tree analyses to yield probabilistic estimates of the risk of system failure (e.g. building contamination). A sensitivity study of PRAs can identify features and potential problems that need to be addressed with the most urgency. Often PRAs are amenable to approximations, which can significantly simplify the approach. All these features of PRA are presented in this paper via a simple illustrative example, which can be built upon in further studies. The tool presented here can be used to design and maintain adequate ventilation systems to minimize exposure of occupants to contaminants.

Probabilistic risk assessment of the Space Shuttle. Phase 3: A study of the potential of losing the vehicle during nominal operation. Volume 5: Auxiliary shuttle risk analyses

NASA Technical Reports Server (NTRS)

Fragola, Joseph R.; Maggio, Gaspare; Frank, Michael V.; Gerez, Luis; Mcfadden, Richard H.; Collins, Erin P.; Ballesio, Jorge; Appignani, Peter L.; Karns, James J.

1995-01-01

Volume 5 is Appendix C, Auxiliary Shuttle Risk Analyses, and contains the following reports: Probabilistic Risk Assessment of Space Shuttle Phase 1 - Space Shuttle Catastrophic Failure Frequency Final Report; Risk Analysis Applied to the Space Shuttle Main Engine - Demonstration Project for the Main Combustion Chamber Risk Assessment; An Investigation of the Risk Implications of Space Shuttle Solid Rocket Booster Chamber Pressure Excursions; Safety of the Thermal Protection System of the Space Shuttle Orbiter - Quantitative Analysis and Organizational Factors; Space Shuttle Main Propulsion Pressurization System Probabilistic Risk Assessment, Final Report; and Space Shuttle Probabilistic Risk Assessment Proof-of-Concept Study - Auxiliary Power Unit and Hydraulic Power Unit Analysis Report.

Integrated software health management for aerospace guidance, navigation, and control systems: A probabilistic reasoning approach

NASA Astrophysics Data System (ADS)

Mbaya, Timmy

Embedded Aerospace Systems have to perform safety and mission critical operations in a real-time environment where timing and functional correctness are extremely important. Guidance, Navigation, and Control (GN&C) systems substantially rely on complex software interfacing with hardware in real-time; any faults in software or hardware, or their interaction could result in fatal consequences. Integrated Software Health Management (ISWHM) provides an approach for detection and diagnosis of software failures while the software is in operation. The ISWHM approach is based on probabilistic modeling of software and hardware sensors using a Bayesian network. To meet memory and timing constraints of real-time embedded execution, the Bayesian network is compiled into an Arithmetic Circuit, which is used for on-line monitoring. This type of system monitoring, using an ISWHM, provides automated reasoning capabilities that compute diagnoses in a timely manner when failures occur. This reasoning capability enables time-critical mitigating decisions and relieves the human agent from the time-consuming and arduous task of foraging through a multitude of isolated---and often contradictory---diagnosis data. For the purpose of demonstrating the relevance of ISWHM, modeling and reasoning is performed on a simple simulated aerospace system running on a real-time operating system emulator, the OSEK/Trampoline platform. Models for a small satellite and an F-16 fighter jet GN&C (Guidance, Navigation, and Control) system have been implemented. Analysis of the ISWHM is then performed by injecting faults and analyzing the ISWHM's diagnoses.

Towards Real-time, On-board, Hardware-Supported Sensor and Software Health Management for Unmanned Aerial Systems

NASA Technical Reports Server (NTRS)

Schumann, Johann; Rozier, Kristin Y.; Reinbacher, Thomas; Mengshoel, Ole J.; Mbaya, Timmy; Ippolito, Corey

2013-01-01

Unmanned aerial systems (UASs) can only be deployed if they can effectively complete their missions and respond to failures and uncertain environmental conditions while maintaining safety with respect to other aircraft as well as humans and property on the ground. In this paper, we design a real-time, on-board system health management (SHM) capability to continuously monitor sensors, software, and hardware components for detection and diagnosis of failures and violations of safety or performance rules during the flight of a UAS. Our approach to SHM is three-pronged, providing: (1) real-time monitoring of sensor and/or software signals; (2) signal analysis, preprocessing, and advanced on the- fly temporal and Bayesian probabilistic fault diagnosis; (3) an unobtrusive, lightweight, read-only, low-power realization using Field Programmable Gate Arrays (FPGAs) that avoids overburdening limited computing resources or costly re-certification of flight software due to instrumentation. Our implementation provides a novel approach of combining modular building blocks, integrating responsive runtime monitoring of temporal logic system safety requirements with model-based diagnosis and Bayesian network-based probabilistic analysis. We demonstrate this approach using actual data from the NASA Swift UAS, an experimental all-electric aircraft.

A probabilistic mechanical model for prediction of aggregates’ size distribution effect on concrete compressive strength

NASA Astrophysics Data System (ADS)

Miled, Karim; Limam, Oualid; Sab, Karam

2012-06-01

To predict aggregates' size distribution effect on the concrete compressive strength, a probabilistic mechanical model is proposed. Within this model, a Voronoi tessellation of a set of non-overlapping and rigid spherical aggregates is used to describe the concrete microstructure. Moreover, aggregates' diameters are defined as statistical variables and their size distribution function is identified to the experimental sieve curve. Then, an inter-aggregate failure criterion is proposed to describe the compressive-shear crushing of the hardened cement paste when concrete is subjected to uniaxial compression. Using a homogenization approach based on statistical homogenization and on geometrical simplifications, an analytical formula predicting the concrete compressive strength is obtained. This formula highlights the effects of cement paste strength and aggregates' size distribution and volume fraction on the concrete compressive strength. According to the proposed model, increasing the concrete strength for the same cement paste and the same aggregates' volume fraction is obtained by decreasing both aggregates' maximum size and the percentage of coarse aggregates. Finally, the validity of the model has been discussed through a comparison with experimental results (15 concrete compressive strengths ranging between 46 and 106 MPa) taken from literature and showing a good agreement with the model predictions.

Probabilistic assessment of landslide tsunami hazard for the northern Gulf of Mexico

NASA Astrophysics Data System (ADS)

Pampell-Manis, A.; Horrillo, J.; Shigihara, Y.; Parambath, L.

2016-01-01

The devastating consequences of recent tsunamis affecting Indonesia and Japan have prompted a scientific response to better assess unexpected tsunami hazards. Although much uncertainty exists regarding the recurrence of large-scale tsunami events in the Gulf of Mexico (GoM), geological evidence indicates that a tsunami is possible and would most likely come from a submarine landslide triggered by an earthquake. This study customizes for the GoM a first-order probabilistic landslide tsunami hazard assessment. Monte Carlo Simulation (MCS) is employed to determine landslide configurations based on distributions obtained from observational submarine mass failure (SMF) data. Our MCS approach incorporates a Cholesky decomposition method for correlated landslide size parameters to capture correlations seen in the data as well as uncertainty inherent in these events. Slope stability analyses are performed using landslide and sediment properties and regional seismic loading to determine landslide configurations which fail and produce a tsunami. The probability of each tsunamigenic failure is calculated based on the joint probability of slope failure and probability of the triggering earthquake. We are thus able to estimate sizes and return periods for probabilistic maximum credible landslide scenarios. We find that the Cholesky decomposition approach generates landslide parameter distributions that retain the trends seen in observational data, improving the statistical validity and relevancy of the MCS technique in the context of landslide tsunami hazard assessment. Estimated return periods suggest that probabilistic maximum credible SMF events in the north and northwest GoM have a recurrence of 5000-8000 years, in agreement with age dates of observed deposits.

A systematic risk management approach employed on the CloudSat project

NASA Technical Reports Server (NTRS)

Basilio, R. R.; Plourde, K. S.; Lam, T.

2000-01-01

The CloudSat Project has developed a simplified approach for fault tree analysis and probabilistic risk assessment. A system-level fault tree has been constructed to identify credible fault scenarios and failure modes leading up to a potential failure to meet the nominal mission success criteria.

Estimation of probability of failure for damage-tolerant aerospace structures

NASA Astrophysics Data System (ADS)

Halbert, Keith

The majority of aircraft structures are designed to be damage-tolerant such that safe operation can continue in the presence of minor damage. It is necessary to schedule inspections so that minor damage can be found and repaired. It is generally not possible to perform structural inspections prior to every flight. The scheduling is traditionally accomplished through a deterministic set of methods referred to as Damage Tolerance Analysis (DTA). DTA has proven to produce safe aircraft but does not provide estimates of the probability of failure of future flights or the probability of repair of future inspections. Without these estimates maintenance costs cannot be accurately predicted. Also, estimation of failure probabilities is now a regulatory requirement for some aircraft. The set of methods concerned with the probabilistic formulation of this problem are collectively referred to as Probabilistic Damage Tolerance Analysis (PDTA). The goal of PDTA is to control the failure probability while holding maintenance costs to a reasonable level. This work focuses specifically on PDTA for fatigue cracking of metallic aircraft structures. The growth of a crack (or cracks) must be modeled using all available data and engineering knowledge. The length of a crack can be assessed only indirectly through evidence such as non-destructive inspection results, failures or lack of failures, and the observed severity of usage of the structure. The current set of industry PDTA tools are lacking in several ways: they may in some cases yield poor estimates of failure probabilities, they cannot realistically represent the variety of possible failure and maintenance scenarios, and they do not allow for model updates which incorporate observed evidence. A PDTA modeling methodology must be flexible enough to estimate accurately the failure and repair probabilities under a variety of maintenance scenarios, and be capable of incorporating observed evidence as it becomes available. This dissertation describes and develops new PDTA methodologies that directly address the deficiencies of the currently used tools. The new methods are implemented as a free, publicly licensed and open source R software package that can be downloaded from the Comprehensive R Archive Network. The tools consist of two main components. First, an explicit (and expensive) Monte Carlo approach is presented which simulates the life of an aircraft structural component flight-by-flight. This straightforward MC routine can be used to provide defensible estimates of the failure probabilities for future flights and repair probabilities for future inspections under a variety of failure and maintenance scenarios. This routine is intended to provide baseline estimates against which to compare the results of other, more efficient approaches. Second, an original approach is described which models the fatigue process and future scheduled inspections as a hidden Markov model. This model is solved using a particle-based approximation and the sequential importance sampling algorithm, which provides an efficient solution to the PDTA problem. Sequential importance sampling is an extension of importance sampling to a Markov process, allowing for efficient Bayesian updating of model parameters. This model updating capability, the benefit of which is demonstrated, is lacking in other PDTA approaches. The results of this approach are shown to agree with the results of the explicit Monte Carlo routine for a number of PDTA problems. Extensions to the typical PDTA problem, which cannot be solved using currently available tools, are presented and solved in this work. These extensions include incorporating observed evidence (such as non-destructive inspection results), more realistic treatment of possible future repairs, and the modeling of failure involving more than one crack (the so-called continuing damage problem). The described hidden Markov model / sequential importance sampling approach to PDTA has the potential to improve aerospace structural safety and reduce maintenance costs by providing a more accurate assessment of the risk of failure and the likelihood of repairs throughout the life of an aircraft.

Reliability-Based Design Optimization of a Composite Airframe Component

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.

2009-01-01

A stochastic design optimization methodology (SDO) has been developed to design components of an airframe structure that can be made of metallic and composite materials. The design is obtained as a function of the risk level, or reliability, p. The design method treats uncertainties in load, strength, and material properties as distribution functions, which are defined with mean values and standard deviations. A design constraint or a failure mode is specified as a function of reliability p. Solution to stochastic optimization yields the weight of a structure as a function of reliability p. Optimum weight versus reliability p traced out an inverted-S-shaped graph. The center of the inverted-S graph corresponded to 50 percent (p = 0.5) probability of success. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponds to unity for reliability p (or p = 1). Weight can be reduced to a small value for the most failure-prone design with a reliability that approaches zero (p = 0). Reliability can be changed for different components of an airframe structure. For example, the landing gear can be designed for a very high reliability, whereas it can be reduced to a small extent for a raked wingtip. The SDO capability is obtained by combining three codes: (1) The MSC/Nastran code was the deterministic analysis tool, (2) The fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and (3) NASA Glenn Research Center s optimization testbed CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life raked wingtip structure of the Boeing 767-400 extended range airliner made of metallic and composite materials.

Life Prediction of Spent Fuel Storage Canister Material

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ballinger, Ronald

The original purpose of this project was to develop a probabilistic model for SCC-induced failure of spent fuel storage canisters, exposed to a salt-air environment in the temperature range 30-70°C for periods up to and exceeding 100 years. The nature of this degradation process, which involves multiple degradation mechanisms, combined with variable and uncertain environmental conditions dictates a probabilistic approach to life prediction. A final report for the original portion of the project was submitted earlier. However, residual stress measurements for as-welded and repair welds could not be performed within the original time of the project. As a result ofmore » this, a no-cost extension was granted in order to complete these tests. In this report, we report on the results of residual stress measurements.« less

Award-Winning CARES/Life Ceramics Durability Evaluation Software Is Making Advanced Technology Accessible

NASA Technical Reports Server (NTRS)

1997-01-01

Products made from advanced ceramics show great promise for revolutionizing aerospace and terrestrial propulsion and power generation. However, ceramic components are difficult to design because brittle materials in general have widely varying strength values. The CARES/Life software developed at the NASA Lewis Research Center eases this by providing a tool that uses probabilistic reliability analysis techniques to optimize the design and manufacture of brittle material components. CARES/Life is an integrated package that predicts the probability of a monolithic ceramic component's failure as a function of its time in service. It couples commercial finite element programs--which resolve a component's temperature and stress distribution - with reliability evaluation and fracture mechanics routines for modeling strength - limiting defects. These routines are based on calculations of the probabilistic nature of the brittle material's strength.

International Space Station End-of-Life Probabilistic Risk Assessment

NASA Technical Reports Server (NTRS)

Duncan, Gary W.

2014-01-01

The International Space Station (ISS) end-of-life (EOL) cycle is currently scheduled for 2020, although there are ongoing efforts to extend ISS life cycle through 2028. The EOL for the ISS will require deorbiting the ISS. This will be the largest manmade object ever to be de-orbited therefore safely deorbiting the station will be a very complex problem. This process is being planned by NASA and its international partners. Numerous factors will need to be considered to accomplish this such as target corridors, orbits, altitude, drag, maneuvering capabilities etc. The ISS EOL Probabilistic Risk Assessment (PRA) will play a part in this process by estimating the reliability of the hardware supplying the maneuvering capabilities. The PRA will model the probability of failure of the systems supplying and controlling the thrust needed to aid in the de-orbit maneuvering.

Probabilistic liquefaction triggering based on the cone penetration test

USGS Publications Warehouse

Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Tokimatsu, K.

2005-01-01

Performance-based earthquake engineering requires a probabilistic treatment of potential failure modes in order to accurately quantify the overall stability of the system. This paper is a summary of the application portions of the probabilistic liquefaction triggering correlations proposed recently proposed by Moss and co-workers. To enable probabilistic treatment of liquefaction triggering, the variables comprising the seismic load and the liquefaction resistance were treated as inherently uncertain. Supporting data from an extensive Cone Penetration Test (CPT)-based liquefaction case history database were used to develop a probabilistic correlation. The methods used to measure the uncertainty of the load and resistance variables, how the interactions of these variables were treated using Bayesian updating, and how reliability analysis was applied to produce curves of equal probability of liquefaction are presented. The normalization for effective overburden stress, the magnitude correlated duration weighting factor, and the non-linear shear mass participation factor used are also discussed.

Probabilistic seismic hazard in the San Francisco Bay area based on a simplified viscoelastic cycle model of fault interactions

USGS Publications Warehouse

Pollitz, F.F.; Schwartz, D.P.

2008-01-01

We construct a viscoelastic cycle model of plate boundary deformation that includes the effect of time-dependent interseismic strain accumulation, coseismic strain release, and viscoelastic relaxation of the substrate beneath the seismogenic crust. For a given fault system, time-averaged stress changes at any point (not on a fault) are constrained to zero; that is, kinematic consistency is enforced for the fault system. The dates of last rupture, mean recurrence times, and the slip distributions of the (assumed) repeating ruptures are key inputs into the viscoelastic cycle model. This simple formulation allows construction of stress evolution at all points in the plate boundary zone for purposes of probabilistic seismic hazard analysis (PSHA). Stress evolution is combined with a Coulomb failure stress threshold at representative points on the fault segments to estimate the times of their respective future ruptures. In our PSHA we consider uncertainties in a four-dimensional parameter space: the rupture peridocities, slip distributions, time of last earthquake (for prehistoric ruptures) and Coulomb failure stress thresholds. We apply this methodology to the San Francisco Bay region using a recently determined fault chronology of area faults. Assuming single-segment rupture scenarios, we find that fature rupture probabilities of area faults in the coming decades are the highest for the southern Hayward, Rodgers Creek, and northern Calaveras faults. This conclusion is qualitatively similar to that of Working Group on California Earthquake Probabilities, but the probabilities derived here are significantly higher. Given that fault rupture probabilities are highly model-dependent, no single model should be used to assess to time-dependent rupture probabilities. We suggest that several models, including the present one, be used in a comprehensive PSHA methodology, as was done by Working Group on California Earthquake Probabilities.

Probabilistic Sizing and Verification of Space Ceramic Structures

NASA Astrophysics Data System (ADS)

Denaux, David; Ballhause, Dirk; Logut, Daniel; Lucarelli, Stefano; Coe, Graham; Laine, Benoit

2012-07-01

Sizing of ceramic parts is best optimised using a probabilistic approach which takes into account the preexisting flaw distribution in the ceramic part to compute a probability of failure of the part depending on the applied load, instead of a maximum allowable load as for a metallic part. This requires extensive knowledge of the material itself but also an accurate control of the manufacturing process. In the end, risk reduction approaches such as proof testing may be used to lower the final probability of failure of the part. Sizing and verification of ceramic space structures have been performed by Astrium for more than 15 years, both with Zerodur and SiC: Silex telescope structure, Seviri primary mirror, Herschel telescope, Formosat-2 instrument, and other ceramic structures flying today. Throughout this period of time, Astrium has investigated and developed experimental ceramic analysis tools based on the Weibull probabilistic approach. In the scope of the ESA/ESTEC study: “Mechanical Design and Verification Methodologies for Ceramic Structures”, which is to be concluded in the beginning of 2012, existing theories, technical state-of-the-art from international experts, and Astrium experience with probabilistic analysis tools have been synthesized into a comprehensive sizing and verification method for ceramics. Both classical deterministic and more optimised probabilistic methods are available, depending on the criticality of the item and on optimisation needs. The methodology, based on proven theory, has been successfully applied to demonstration cases and has shown its practical feasibility.

Cost-effectiveness of early compared to late inhaled nitric oxide therapy in near-term infants.

PubMed

Armstrong, Edward P; Dhanda, Rahul

2010-12-01

The purpose of this study was to determine the cost-effectiveness of early versus late inhaled nitric oxide (INO) therapy in neonates with hypoxic respiratory failure initially managed on conventional mechanical ventilation. A decision analytic model was created to compare the use of early INO compared to delayed INO for neonates receiving mechanical ventilation due to hypoxic respiratory failure. The perspective of the model was that of a hospital. Patients who did not respond to either early or delayed INO were assumed to have been treated with extracorporeal membrane oxygenation (ECMO). The effectiveness measure was defined as a neonate discharged alive without requiring ECMO therapy. A Monte Carlo simulation of 10,000 cases was conducted using first and second order probabilistic analysis. Direct medical costs that differed between early versus delayed INO treatment were estimated until time to hospital discharge. The proportion of successfully treated patients and costs were determined from the probabilistic sensitivity analysis. The mean (± SD) effectiveness rate for early INO was 0.75 (± 0.08) and 0.61 (± 0.09) for delayed INO. The mean hospital cost for early INO was $21,462 (± $2695) and $27,226 (± $3532) for delayed INO. In 87% of scenarios, early INO dominated delayed INO by being both more effective and less costly. The acceptability curve between products demonstrated that early INO had over a 90% probability of being the most cost-effective treatment across a wide range of willingness to pay values. This analysis indicated that early INO therapy was cost-effective in neonates with hypoxic respiratory failure requiring mechanical ventilation compared to delayed INO by reducing the probability of developing severe hypoxic respiratory failure. There was a 90% or higher probability that early INO was more cost-effective than delayed INO across a wide range of willingness to pay values in this analysis.

Estimating earthquake-induced failure probability and downtime of critical facilities.

PubMed

Porter, Keith; Ramer, Kyle

2012-01-01

Fault trees have long been used to estimate failure risk in earthquakes, especially for nuclear power plants (NPPs). One interesting application is that one can assess and manage the probability that two facilities - a primary and backup - would be simultaneously rendered inoperative in a single earthquake. Another is that one can calculate the probabilistic time required to restore a facility to functionality, and the probability that, during any given planning period, the facility would be rendered inoperative for any specified duration. A large new peer-reviewed library of component damageability and repair-time data for the first time enables fault trees to be used to calculate the seismic risk of operational failure and downtime for a wide variety of buildings other than NPPs. With the new library, seismic risk of both the failure probability and probabilistic downtime can be assessed and managed, considering the facility's unique combination of structural and non-structural components, their seismic installation conditions, and the other systems on which the facility relies. An example is offered of real computer data centres operated by a California utility. The fault trees were created and tested in collaboration with utility operators, and the failure probability and downtime results validated in several ways.

Improved water allocation utilizing probabilistic climate forecasts: Short-term water contracts in a risk management framework

NASA Astrophysics Data System (ADS)

Sankarasubramanian, A.; Lall, Upmanu; Souza Filho, Francisco Assis; Sharma, Ashish

2009-11-01

Probabilistic, seasonal to interannual streamflow forecasts are becoming increasingly available as the ability to model climate teleconnections is improving. However, water managers and practitioners have been slow to adopt such products, citing concerns with forecast skill. Essentially, a management risk is perceived in "gambling" with operations using a probabilistic forecast, while a system failure upon following existing operating policies is "protected" by the official rules or guidebook. In the presence of a prescribed system of prior allocation of releases under different storage or water availability conditions, the manager has little incentive to change. Innovation in allocation and operation is hence key to improved risk management using such forecasts. A participatory water allocation process that can effectively use probabilistic forecasts as part of an adaptive management strategy is introduced here. Users can express their demand for water through statements that cover the quantity needed at a particular reliability, the temporal distribution of the "allocation," the associated willingness to pay, and compensation in the event of contract nonperformance. The water manager then assesses feasible allocations using the probabilistic forecast that try to meet these criteria across all users. An iterative process between users and water manager could be used to formalize a set of short-term contracts that represent the resulting prioritized water allocation strategy over the operating period for which the forecast was issued. These contracts can be used to allocate water each year/season beyond long-term contracts that may have precedence. Thus, integrated supply and demand management can be achieved. In this paper, a single period multiuser optimization model that can support such an allocation process is presented. The application of this conceptual model is explored using data for the Jaguaribe Metropolitan Hydro System in Ceara, Brazil. The performance relative to the current allocation process is assessed in the context of whether such a model could support the proposed short-term contract based participatory process. A synthetic forecasting example is also used to explore the relative roles of forecast skill and reservoir storage in this framework.

Predicting the Probability of Failure of Cementitious Sewer Pipes Using Stochastic Finite Element Method

PubMed Central

Alani, Amir M.; Faramarzi, Asaad

2015-01-01

In this paper, a stochastic finite element method (SFEM) is employed to investigate the probability of failure of cementitious buried sewer pipes subjected to combined effect of corrosion and stresses. A non-linear time-dependant model is used to determine the extent of concrete corrosion. Using the SFEM, the effects of different random variables, including loads, pipe material, and corrosion on the remaining safe life of the cementitious sewer pipes are explored. A numerical example is presented to demonstrate the merit of the proposed SFEM in evaluating the effects of the contributing parameters upon the probability of failure of cementitious sewer pipes. The developed SFEM offers many advantages over traditional probabilistic techniques since it does not use any empirical equations in order to determine failure of pipes. The results of the SFEM can help the concerning industry (e.g., water companies) to better plan their resources by providing accurate prediction for the remaining safe life of cementitious sewer pipes. PMID:26068092

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lall, Pradeep; Wei, Junchao; Sakalaukus, Peter

A new method has been developed for assessment of the onset of degradation in solid state luminaires to classify failure mechanisms by using metrics beyond lumen degradation that are currently used for identification of failure. Luminous Flux output, Correlated Color Temperature Data on Philips LED Lamps has been gathered under 85°C/85%RH till lamp failure. Failure modes of the test population of the lamps have been studied to understand the failure mechanisms in 85°C/85%RH accelerated test. Results indicate that the dominant failure mechanism is the discoloration of the LED encapsulant inside the lamps which is the likely cause for the luminousmore » flux degradation and the color shift. The acquired data has been used in conjunction with Bayesian Probabilistic Models to identify luminaires with onset of degradation much prior to failure through identification of decision boundaries between lamps with accrued damage and lamps beyond the failure threshold in the feature space. In addition luminaires with different failure modes have been classified separately from healthy pristine luminaires. The α-λ plots have been used to evaluate the robustness of the proposed methodology. Results show that the predicted degradation for the lamps tracks the true degradation observed during 85°C/85%RH during accelerated life test fairly closely within the ±20% confidence bounds. Correlation of model prediction with experimental results indicates that the presented methodology allows the early identification of the onset of failure much prior to development of complete failure distributions and can be used for assessing the damage state of SSLs in fairly large deployments. It is expected that, the new prediction technique will allow the development of failure distributions without testing till L70 life for the manifestation of failure.« less

Corroded Anchor Structure Stability/Reliability (CAS_Stab-R) Software for Hydraulic Structures

DTIC Science & Technology

2017-12-01

This report describes software that provides a probabilistic estimate of time -to-failure for a corroding anchor strand system. These anchor...stability to the structure. A series of unique pull-test experiments conducted by Ebeling et al. (2016) at the U.S. Army Engineer Research and...Reliability (CAS_Stab-R) produces probabilistic Remaining Anchor Life time estimates for anchor cables based upon the direct corrosion rate for the

Numerical modelling of glacial lake outburst floods using physically based dam-breach models

NASA Astrophysics Data System (ADS)

Westoby, M. J.; Brasington, J.; Glasser, N. F.; Hambrey, M. J.; Reynolds, J. M.; Hassan, M. A. A. M.; Lowe, A.

2015-03-01

The instability of moraine-dammed proglacial lakes creates the potential for catastrophic glacial lake outburst floods (GLOFs) in high-mountain regions. In this research, we use a unique combination of numerical dam-breach and two-dimensional hydrodynamic modelling, employed within a generalised likelihood uncertainty estimation (GLUE) framework, to quantify predictive uncertainty in model outputs associated with a reconstruction of the Dig Tsho failure in Nepal. Monte Carlo analysis was used to sample the model parameter space, and morphological descriptors of the moraine breach were used to evaluate model performance. Multiple breach scenarios were produced by differing parameter ensembles associated with a range of breach initiation mechanisms, including overtopping waves and mechanical failure of the dam face. The material roughness coefficient was found to exert a dominant influence over model performance. The downstream routing of scenario-specific breach hydrographs revealed significant differences in the timing and extent of inundation. A GLUE-based methodology for constructing probabilistic maps of inundation extent, flow depth, and hazard is presented and provides a useful tool for communicating uncertainty in GLOF hazard assessment.

International Space Station End-of-Life Probabilistic Risk Assessment

NASA Technical Reports Server (NTRS)

Duncan, Gary

2014-01-01

Although there are ongoing efforts to extend the ISS life cycle through 2028, the International Space Station (ISS) end-of-life (EOL) cycle is currently scheduled for 2020. The EOL for the ISS will require de-orbiting the ISS. This will be the largest manmade object ever to be de-orbited, therefore safely de-orbiting the station will be a very complex problem. This process is being planned by NASA and its international partners. Numerous factors will need to be considered to accomplish this such as target corridors, orbits, altitude, drag, maneuvering capabilities, debris mapping etc. The ISS EOL Probabilistic Risk Assessment (PRA) will play a part in this process by estimating the reliability of the hardware supplying the maneuvering capabilities. The PRA will model the probability of failure of the systems supplying and controlling the thrust needed to aid in the de-orbit maneuvering.

Trade Studies of Space Launch Architectures using Modular Probabilistic Risk Analysis

NASA Technical Reports Server (NTRS)

Mathias, Donovan L.; Go, Susie

2006-01-01

A top-down risk assessment in the early phases of space exploration architecture development can provide understanding and intuition of the potential risks associated with new designs and technologies. In this approach, risk analysts draw from their past experience and the heritage of similar existing systems as a source for reliability data. This top-down approach captures the complex interactions of the risk driving parts of the integrated system without requiring detailed knowledge of the parts themselves, which is often unavailable in the early design stages. Traditional probabilistic risk analysis (PRA) technologies, however, suffer several drawbacks that limit their timely application to complex technology development programs. The most restrictive of these is a dependence on static planning scenarios, expressed through fault and event trees. Fault trees incorporating comprehensive mission scenarios are routinely constructed for complex space systems, and several commercial software products are available for evaluating fault statistics. These static representations cannot capture the dynamic behavior of system failures without substantial modification of the initial tree. Consequently, the development of dynamic models using fault tree analysis has been an active area of research in recent years. This paper discusses the implementation and demonstration of dynamic, modular scenario modeling for integration of subsystem fault evaluation modules using the Space Architecture Failure Evaluation (SAFE) tool. SAFE is a C++ code that was originally developed to support NASA s Space Launch Initiative. It provides a flexible framework for system architecture definition and trade studies. SAFE supports extensible modeling of dynamic, time-dependent risk drivers of the system and functions at the level of fidelity for which design and failure data exists. The approach is scalable, allowing inclusion of additional information as detailed data becomes available. The tool performs a Monte Carlo analysis to provide statistical estimates. Example results of an architecture system reliability study are summarized for an exploration system concept using heritage data from liquid-fueled expendable Saturn V/Apollo launch vehicles.

Life Predicted in a Probabilistic Design Space for Brittle Materials With Transient Loads

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.; Palfi, Tamas; Reh, Stefan

2005-01-01

Analytical techniques have progressively become more sophisticated, and now we can consider the probabilistic nature of the entire space of random input variables on the lifetime reliability of brittle structures. This was demonstrated with NASA s CARES/Life (Ceramic Analysis and Reliability Evaluation of Structures/Life) code combined with the commercially available ANSYS/Probabilistic Design System (ANSYS/PDS), a probabilistic analysis tool that is an integral part of the ANSYS finite-element analysis program. ANSYS/PDS allows probabilistic loads, component geometry, and material properties to be considered in the finite-element analysis. CARES/Life predicts the time dependent probability of failure of brittle material structures under generalized thermomechanical loading--such as that found in a turbine engine hot-section. Glenn researchers coupled ANSYS/PDS with CARES/Life to assess the effects of the stochastic variables of component geometry, loading, and material properties on the predicted life of the component for fully transient thermomechanical loading and cyclic loading.

Integration of RAMS in LCC analysis for linear transport infrastructures. A case study for railways.

NASA Astrophysics Data System (ADS)

Calle-Cordón, Álvaro; Jiménez-Redondo, Noemi; Morales-Gámiz, F. J.; García-Villena, F. A.; Garmabaki, Amir H. S.; Odelius, Johan

2017-09-01

Life-cycle cost (LCC) analysis is an economic technique used to assess the total costs associated with the lifetime of a system in order to support decision making in long term strategic planning. For complex systems, such as railway and road infrastructures, the cost of maintenance plays an important role in the LCC analysis. Costs associated with maintenance interventions can be more reliably estimated by integrating the probabilistic nature of the failures associated to these interventions in the LCC models. Reliability, Maintainability, Availability and Safety (RAMS) parameters describe the maintenance needs of an asset in a quantitative way by using probabilistic information extracted from registered maintenance activities. Therefore, the integration of RAMS in the LCC analysis allows obtaining reliable predictions of system maintenance costs and the dependencies of these costs with specific cost drivers through sensitivity analyses. This paper presents an innovative approach for a combined RAMS & LCC methodology for railway and road transport infrastructures being developed under the on-going H2020 project INFRALERT. Such RAMS & LCC analysis provides relevant probabilistic information to be used for condition and risk-based planning of maintenance activities as well as for decision support in long term strategic investment planning.

Hazard function analysis for flood planning under nonstationarity

NASA Astrophysics Data System (ADS)

Read, Laura K.; Vogel, Richard M.

2016-05-01

The field of hazard function analysis (HFA) involves a probabilistic assessment of the "time to failure" or "return period," T, of an event of interest. HFA is used in epidemiology, manufacturing, medicine, actuarial statistics, reliability engineering, economics, and elsewhere. For a stationary process, the probability distribution function (pdf) of the return period always follows an exponential distribution, the same is not true for nonstationary processes. When the process of interest, X, exhibits nonstationary behavior, HFA can provide a complementary approach to risk analysis with analytical tools particularly useful for hydrological applications. After a general introduction to HFA, we describe a new mathematical linkage between the magnitude of the flood event, X, and its return period, T, for nonstationary processes. We derive the probabilistic properties of T for a nonstationary one-parameter exponential model of X, and then use both Monte-Carlo simulation and HFA to generalize the behavior of T when X arises from a nonstationary two-parameter lognormal distribution. For this case, our findings suggest that a two-parameter Weibull distribution provides a reasonable approximation for the pdf of T. We document how HFA can provide an alternative approach to characterize the probabilistic properties of both nonstationary flood series and the resulting pdf of T.

Quantifying effectiveness of failure prediction and response in HPC systems : methodology and example.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mayo, Jackson R.; Chen, Frank Xiaoxiao; Pebay, Philippe Pierre

2010-06-01

Effective failure prediction and mitigation strategies in high-performance computing systems could provide huge gains in resilience of tightly coupled large-scale scientific codes. These gains would come from prediction-directed process migration and resource servicing, intelligent resource allocation, and checkpointing driven by failure predictors rather than at regular intervals based on nominal mean time to failure. Given probabilistic associations of outlier behavior in hardware-related metrics with eventual failure in hardware, system software, and/or applications, this paper explores approaches for quantifying the effects of prediction and mitigation strategies and demonstrates these using actual production system data. We describe context-relevant methodologies for determining themore » accuracy and cost-benefit of predictors. While many research studies have quantified the expected impact of growing system size, and the associated shortened mean time to failure (MTTF), on application performance in large-scale high-performance computing (HPC) platforms, there has been little if any work to quantify the possible gains from predicting system resource failures with significant but imperfect accuracy. This possibly stems from HPC system complexity and the fact that, to date, no one has established any good predictors of failure in these systems. Our work in the OVIS project aims to discover these predictors via a variety of data collection techniques and statistical analysis methods that yield probabilistic predictions. The question then is, 'How good or useful are these predictions?' We investigate methods for answering this question in a general setting, and illustrate them using a specific failure predictor discovered on a production system at Sandia.« less

Modeling the economic impact of linezolid versus vancomycin in confirmed nosocomial pneumonia caused by methicillin-resistant Staphylococcus aureus.

PubMed

Patel, Dipen A; Shorr, Andrew F; Chastre, Jean; Niederman, Michael; Simor, Andrew; Stephens, Jennifer M; Charbonneau, Claudie; Gao, Xin; Nathwani, Dilip

2014-07-22

We compared the economic impacts of linezolid and vancomycin for the treatment of hospitalized patients with methicillin-resistant Staphylococcus aureus (MRSA)-confirmed nosocomial pneumonia. We used a 4-week decision tree model incorporating published data and expert opinion on clinical parameters, resource use and costs (in 2012 US dollars), such as efficacy, mortality, serious adverse events, treatment duration and length of hospital stay. The results presented are from a US payer perspective. The base case first-line treatment duration for patients with MRSA-confirmed nosocomial pneumonia was 10 days. Clinical treatment success (used for the cost-effectiveness ratio) and failure due to lack of efficacy, serious adverse events or mortality were possible clinical outcomes that could impact costs. Cost of treatment and incremental cost-effectiveness per successfully treated patient were calculated for linezolid versus vancomycin. Univariate (one-way) and probabilistic sensitivity analyses were conducted. The model allowed us to calculate the total base case inpatient costs as $46,168 (linezolid) and $46,992 (vancomycin). The incremental cost-effectiveness ratio favored linezolid (versus vancomycin), with lower costs ($824 less) and greater efficacy (+2.7% absolute difference in the proportion of patients successfully treated for MRSA nosocomial pneumonia). Approximately 80% of the total treatment costs were attributed to hospital stay (primarily in the intensive care unit). The results of our probabilistic sensitivity analysis indicated that linezolid is the cost-effective alternative under varying willingness to pay thresholds. These model results show that linezolid has a favorable incremental cost-effectiveness ratio compared to vancomycin for MRSA-confirmed nosocomial pneumonia, largely attributable to the higher clinical trial response rate of patients treated with linezolid. The higher drug acquisition cost of linezolid was offset by lower treatment failure-related costs and fewer days of hospitalization.

Improved detection of congestive heart failure via probabilistic symbolic pattern recognition and heart rate variability metrics.

PubMed

Mahajan, Ruhi; Viangteeravat, Teeradache; Akbilgic, Oguz

2017-12-01

A timely diagnosis of congestive heart failure (CHF) is crucial to evade a life-threatening event. This paper presents a novel probabilistic symbol pattern recognition (PSPR) approach to detect CHF in subjects from their cardiac interbeat (R-R) intervals. PSPR discretizes each continuous R-R interval time series by mapping them onto an eight-symbol alphabet and then models the pattern transition behavior in the symbolic representation of the series. The PSPR-based analysis of the discretized series from 107 subjects (69 normal and 38 CHF subjects) yielded discernible features to distinguish normal subjects and subjects with CHF. In addition to PSPR features, we also extracted features using the time-domain heart rate variability measures such as average and standard deviation of R-R intervals. An ensemble of bagged decision trees was used to classify two groups resulting in a five-fold cross-validation accuracy, specificity, and sensitivity of 98.1%, 100%, and 94.7%, respectively. However, a 20% holdout validation yielded an accuracy, specificity, and sensitivity of 99.5%, 100%, and 98.57%, respectively. Results from this study suggest that features obtained with the combination of PSPR and long-term heart rate variability measures can be used in developing automated CHF diagnosis tools. Copyright © 2017 Elsevier B.V. All rights reserved.

PRA (Probabilistic Risk Assessments) Participation versus Validation

NASA Technical Reports Server (NTRS)

DeMott, Diana; Banke, Richard

2013-01-01

Probabilistic Risk Assessments (PRAs) are performed for projects or programs where the consequences of failure are highly undesirable. PRAs primarily address the level of risk those projects or programs posed during operations. PRAs are often developed after the design has been completed. Design and operational details used to develop models include approved and accepted design information regarding equipment, components, systems and failure data. This methodology basically validates the risk parameters of the project or system design. For high risk or high dollar projects, using PRA methodologies during the design process provides new opportunities to influence the design early in the project life cycle to identify, eliminate or mitigate potential risks. Identifying risk drivers before the design has been set allows the design engineers to understand the inherent risk of their current design and consider potential risk mitigation changes. This can become an iterative process where the PRA model can be used to determine if the mitigation technique is effective in reducing risk. This can result in more efficient and cost effective design changes. PRA methodology can be used to assess the risk of design alternatives and can demonstrate how major design changes or program modifications impact the overall program or project risk. PRA has been used for the last two decades to validate risk predictions and acceptability. Providing risk information which can positively influence final system and equipment design the PRA tool can also participate in design development, providing a safe and cost effective product.

Hazard function theory for nonstationary natural hazards

NASA Astrophysics Data System (ADS)

Read, L.; Vogel, R. M.

2015-12-01

Studies from the natural hazards literature indicate that many natural processes, including wind speeds, landslides, wildfires, precipitation, streamflow and earthquakes, show evidence of nonstationary behavior such as trends in magnitudes through time. Traditional probabilistic analysis of natural hazards based on partial duration series (PDS) generally assumes stationarity in the magnitudes and arrivals of events, i.e. that the probability of exceedance is constant through time. Given evidence of trends and the consequent expected growth in devastating impacts from natural hazards across the world, new methods are needed to characterize their probabilistic behavior. The field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (x) with its failure time series (t), enabling computation of corresponding average return periods and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose PDS magnitudes are assumed to follow the widely applied Poisson-GP model. We derive a 2-parameter Generalized Pareto hazard model and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard event series x, with corresponding failure time series t, should have application to a wide class of natural hazards.

Vibroacoustic test plan evaluation: Parameter variation study

NASA Technical Reports Server (NTRS)

Stahle, C. V.; Gongloef, H. R.

1976-01-01

Statistical decision models are shown to provide a viable method of evaluating the cost effectiveness of alternate vibroacoustic test plans and the associated test levels. The methodology developed provides a major step toward the development of a realistic tool to quantitatively tailor test programs to specific payloads. Testing is considered at the no test, component, subassembly, or system level of assembly. Component redundancy and partial loss of flight data are considered. Most and probabilistic costs are considered, and incipient failures resulting from ground tests are treated. Optimums defining both component and assembly test levels are indicated for the modified test plans considered. modeling simplifications must be considered in interpreting the results relative to a particular payload. New parameters introduced were a no test option, flight by flight failure probabilities, and a cost to design components for higher vibration requirements. Parameters varied were the shuttle payload bay internal acoustic environment, the STS launch cost, the component retest/repair cost, and the amount of redundancy in the housekeeping section of the payload reliability model.

State Tracking and Fault Diagnosis for Dynamic Systems Using Labeled Uncertainty Graph.

PubMed

Zhou, Gan; Feng, Wenquan; Zhao, Qi; Zhao, Hongbo

2015-11-05

Cyber-physical systems such as autonomous spacecraft, power plants and automotive systems become more vulnerable to unanticipated failures as their complexity increases. Accurate tracking of system dynamics and fault diagnosis are essential. This paper presents an efficient state estimation method for dynamic systems modeled as concurrent probabilistic automata. First, the Labeled Uncertainty Graph (LUG) method in the planning domain is introduced to describe the state tracking and fault diagnosis processes. Because the system model is probabilistic, the Monte Carlo technique is employed to sample the probability distribution of belief states. In addition, to address the sample impoverishment problem, an innovative look-ahead technique is proposed to recursively generate most likely belief states without exhaustively checking all possible successor modes. The overall algorithms incorporate two major steps: a roll-forward process that estimates system state and identifies faults, and a roll-backward process that analyzes possible system trajectories once the faults have been detected. We demonstrate the effectiveness of this approach by applying it to a real world domain: the power supply control unit of a spacecraft.

Differential reliability : probabilistic engineering applied to wood members in bending-tension

Treesearch

Stanley K. Suddarth; Frank E. Woeste; William L. Galligan

1978-01-01

Reliability analysis is a mathematical technique for appraising the design and materials of engineered structures to provide a quantitative estimate of probability of failure. Two or more cases which are similar in all respects but one may be analyzed by this method; the contrast between the probabilities of failure for these cases allows strong analytical focus on the...

HyRAM V1.0 User Guide

DOE Office of Scientific and Technical Information (OSTI.GOV)

Groth, Katrina M.; Zumwalt, Hannah Ruth; Clark, Andrew Jordan

2016-03-01

Hydrogen Risk Assessment Models (HyRAM) is a prototype software toolkit that integrates data and methods relevant to assessing the safety of hydrogen fueling and storage infrastructure. The HyRAM toolkit integrates deterministic and probabilistic models for quantifying accident scenarios, predicting physical effects, and characterizing the impact of hydrogen hazards, including thermal effects from jet fires and thermal pressure effects from deflagration. HyRAM version 1.0 incorporates generic probabilities for equipment failures for nine types of components, and probabilistic models for the impact of heat flux on humans and structures, with computationally and experimentally validated models of various aspects of gaseous hydrogen releasemore » and flame physics. This document provides an example of how to use HyRAM to conduct analysis of a fueling facility. This document will guide users through the software and how to enter and edit certain inputs that are specific to the user-defined facility. Description of the methodology and models contained in HyRAM is provided in [1]. This User’s Guide is intended to capture the main features of HyRAM version 1.0 (any HyRAM version numbered as 1.0.X.XXX). This user guide was created with HyRAM 1.0.1.798. Due to ongoing software development activities, newer versions of HyRAM may have differences from this guide.« less

Probabilistic Evaluation of Advanced Ceramic Matrix Composite Structures

NASA Technical Reports Server (NTRS)

Abumeri, Galib H.; Chamis, Christos C.

2003-01-01

The objective of this report is to summarize the deterministic and probabilistic structural evaluation results of two structures made with advanced ceramic composites (CMC): internally pressurized tube and uniformly loaded flange. The deterministic structural evaluation includes stress, displacement, and buckling analyses. It is carried out using the finite element code MHOST, developed for the 3-D inelastic analysis of structures that are made with advanced materials. The probabilistic evaluation is performed using the integrated probabilistic assessment of composite structures computer code IPACS. The affects of uncertainties in primitive variables related to the material, fabrication process, and loadings on the material property and structural response behavior are quantified. The primitive variables considered are: thermo-mechanical properties of fiber and matrix, fiber and void volume ratios, use temperature, and pressure. The probabilistic structural analysis and probabilistic strength results are used by IPACS to perform reliability and risk evaluation of the two structures. The results will show that the sensitivity information obtained for the two composite structures from the computational simulation can be used to alter the design process to meet desired service requirements. In addition to detailed probabilistic analysis of the two structures, the following were performed specifically on the CMC tube: (1) predicted the failure load and the buckling load, (2) performed coupled non-deterministic multi-disciplinary structural analysis, and (3) demonstrated that probabilistic sensitivities can be used to select a reduced set of design variables for optimization.

Failure Predictions for VHTR Core Components using a Probabilistic Contiuum Damage Mechanics Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fok, Alex

2013-10-30

The proposed work addresses the key research need for the development of constitutive models and overall failure models for graphite and high temperature structural materials, with the long-term goal being to maximize the design life of the Next Generation Nuclear Plant (NGNP). To this end, the capability of a Continuum Damage Mechanics (CDM) model, which has been used successfully for modeling fracture of virgin graphite, will be extended as a predictive and design tool for the core components of the very high- temperature reactor (VHTR). Specifically, irradiation and environmental effects pertinent to the VHTR will be incorporated into the modelmore » to allow fracture of graphite and ceramic components under in-reactor conditions to be modeled explicitly using the finite element method. The model uses a combined stress-based and fracture mechanics-based failure criterion, so it can simulate both the initiation and propagation of cracks. Modern imaging techniques, such as x-ray computed tomography and digital image correlation, will be used during material testing to help define the baseline material damage parameters. Monte Carlo analysis will be performed to address inherent variations in material properties, the aim being to reduce the arbitrariness and uncertainties associated with the current statistical approach. The results can potentially contribute to the current development of American Society of Mechanical Engineers (ASME) codes for the design and construction of VHTR core components.« less

Constellation Probabilistic Risk Assessment (PRA): Design Consideration for the Crew Exploration Vehicle

NASA Technical Reports Server (NTRS)

Prassinos, Peter G.; Stamatelatos, Michael G.; Young, Jonathan; Smith, Curtis

2010-01-01

Managed by NASA's Office of Safety and Mission Assurance, a pilot probabilistic risk analysis (PRA) of the NASA Crew Exploration Vehicle (CEV) was performed in early 2006. The PRA methods used follow the general guidance provided in the NASA PRA Procedures Guide for NASA Managers and Practitioners'. Phased-mission based event trees and fault trees are used to model a lunar sortie mission of the CEV - involving the following phases: launch of a cargo vessel and a crew vessel; rendezvous of these two vessels in low Earth orbit; transit to th$: moon; lunar surface activities; ascension &om the lunar surface; and return to Earth. The analysis is based upon assumptions, preliminary system diagrams, and failure data that may involve large uncertainties or may lack formal validation. Furthermore, some of the data used were based upon expert judgment or extrapolated from similar componentssystemsT. his paper includes a discussion of the system-level models and provides an overview of the analysis results used to identify insights into CEV risk drivers, and trade and sensitivity studies. Lastly, the PRA model was used to determine changes in risk as the system configurations or key parameters are modified.

Commercialization of NESSUS: Status

NASA Technical Reports Server (NTRS)

Thacker, Ben H.; Millwater, Harry R.

1991-01-01

A plan was initiated in 1988 to commercialize the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) probabilistic structural analysis software. The goal of the on-going commercialization effort is to begin the transfer of Probabilistic Structural Analysis Method (PSAM) developed technology into industry and to develop additional funding resources in the general area of structural reliability. The commercialization effort is summarized. The SwRI NESSUS Software System is a general purpose probabilistic finite element computer program using state of the art methods for predicting stochastic structural response due to random loads, material properties, part geometry, and boundary conditions. NESSUS can be used to assess structural reliability, to compute probability of failure, to rank the input random variables by importance, and to provide a more cost effective design than traditional methods. The goal is to develop a general probabilistic structural analysis methodology to assist in the certification of critical components in the next generation Space Shuttle Main Engine.

Verification of recursive probabilistic integration (RPI) method for fatigue life management using non-destructive inspections

NASA Astrophysics Data System (ADS)

Chen, Tzikang J.; Shiao, Michael

2016-04-01

This paper verified a generic and efficient assessment concept for probabilistic fatigue life management. The concept is developed based on an integration of damage tolerance methodology, simulations methods1, 2, and a probabilistic algorithm RPI (recursive probability integration)3-9 considering maintenance for damage tolerance and risk-based fatigue life management. RPI is an efficient semi-analytical probabilistic method for risk assessment subjected to various uncertainties such as the variability in material properties including crack growth rate, initial flaw size, repair quality, random process modeling of flight loads for failure analysis, and inspection reliability represented by probability of detection (POD). In addition, unlike traditional Monte Carlo simulations (MCS) which requires a rerun of MCS when maintenance plan is changed, RPI can repeatedly use a small set of baseline random crack growth histories excluding maintenance related parameters from a single MCS for various maintenance plans. In order to fully appreciate the RPI method, a verification procedure was performed. In this study, MC simulations in the orders of several hundred billions were conducted for various flight conditions, material properties, and inspection scheduling, POD and repair/replacement strategies. Since the MC simulations are time-consuming methods, the simulations were conducted parallelly on DoD High Performance Computers (HPC) using a specialized random number generator for parallel computing. The study has shown that RPI method is several orders of magnitude more efficient than traditional Monte Carlo simulations.

Probabilistic analysis on the failure of reactivity control for the PWR

NASA Astrophysics Data System (ADS)

Sony Tjahyani, D. T.; Deswandri; Sunaryo, G. R.

2018-02-01

The fundamental safety function of the power reactor is to control reactivity, to remove heat from the reactor, and to confine radioactive material. The safety analysis is used to ensure that each parameter is fulfilled during the design and is done by deterministic and probabilistic method. The analysis of reactivity control is important to be done because it will affect the other of fundamental safety functions. The purpose of this research is to determine the failure probability of the reactivity control and its failure contribution on a PWR design. The analysis is carried out by determining intermediate events, which cause the failure of reactivity control. Furthermore, the basic event is determined by deductive method using the fault tree analysis. The AP1000 is used as the object of research. The probability data of component failure or human error, which is used in the analysis, is collected from IAEA, Westinghouse, NRC and other published documents. The results show that there are six intermediate events, which can cause the failure of the reactivity control. These intermediate events are uncontrolled rod bank withdrawal at low power or full power, malfunction of boron dilution, misalignment of control rod withdrawal, malfunction of improper position of fuel assembly and ejection of control rod. The failure probability of reactivity control is 1.49E-03 per year. The causes of failures which are affected by human factor are boron dilution, misalignment of control rod withdrawal and malfunction of improper position for fuel assembly. Based on the assessment, it is concluded that the failure probability of reactivity control on the PWR is still within the IAEA criteria.

Probabilistic exposure assessment model to estimate aseptic-UHT product failure rate.

PubMed

Pujol, Laure; Albert, Isabelle; Magras, Catherine; Johnson, Nicholas Brian; Membré, Jeanne-Marie

2015-01-02

Aseptic-Ultra-High-Temperature (UHT) products are manufactured to be free of microorganisms capable of growing in the food at normal non-refrigerated conditions at which the food is likely to be held during manufacture, distribution and storage. Two important phases within the process are widely recognised as critical in controlling microbial contamination: the sterilisation steps and the following aseptic steps. Of the microbial hazards, the pathogen spore formers Clostridium botulinum and Bacillus cereus are deemed the most pertinent to be controlled. In addition, due to a relatively high thermal resistance, Geobacillus stearothermophilus spores are considered a concern for spoilage of low acid aseptic-UHT products. A probabilistic exposure assessment model has been developed in order to assess the aseptic-UHT product failure rate associated with these three bacteria. It was a Modular Process Risk Model, based on nine modules. They described: i) the microbial contamination introduced by the raw materials, either from the product (i.e. milk, cocoa and dextrose powders and water) or the packaging (i.e. bottle and sealing component), ii) the sterilisation processes, of either the product or the packaging material, iii) the possible recontamination during subsequent processing of both product and packaging. The Sterility Failure Rate (SFR) was defined as the sum of bottles contaminated for each batch, divided by the total number of bottles produced per process line run (10(6) batches simulated per process line). The SFR associated with the three bacteria was estimated at the last step of the process (i.e. after Module 9) but also after each module, allowing for the identification of modules, and responsible contamination pathways, with higher or lower intermediate SFR. The model contained 42 controlled settings associated with factory environment, process line or product formulation, and more than 55 probabilistic inputs corresponding to inputs with variability conditional to a mean uncertainty. It was developed in @Risk and run through Monte Carlo simulations. Overall, the highest SFR was associated with G. stearothermophilus (380000 bottles contaminated in 10(11) bottles produced) and the lowest to C. botulinum (3 bottles contaminated in 10(11) bottles produced). Unsurprisingly, SFR due to G. stearothermophilus was due to its ability to survive the UHT treatment. More interestingly, it was identified that SFR due to B. cereus (17000 bottles contaminated in 10(11) bottles produced) was due to an airborne recontamination of the aseptic tank (49%) and a post-sterilisation packaging contamination (33%). A deeper analysis (sensitivity and scenario analyses) was done to investigate how the SFR due to B. cereus could be reduced by changing the process settings related to potential air recontamination source. Copyright © 2014 Elsevier B.V. All rights reserved.

Developing acceptance limits for measured bearing wear of the Space Shuttle Main Engine high pressure oxidizer turbopump

NASA Technical Reports Server (NTRS)

Genge, Gary G.

1991-01-01

The probabilistic design approach currently receiving attention for structural failure modes has been adapted for obtaining measured bearing wear limits in the Space Shuttle Main Engine high-pressure oxidizer turbopump. With the development of the shaft microtravel measurements to determine bearing health, an acceptance limit was neeed that protects against all known faiure modes yet is not overly conservative. This acceptance criteria limit has been successfully determined using probabilistic descriptions of preflight hardware geometry, empirical bearing wear data, mission requirements, and measurement tool precision as an input for a Monte Carlo simulation. The result of the simulation is a frequency distribution of failures as a function of preflight acceptance limits. When the distribution is converted into a reliability curve, a conscious risk management decision is made concerning the acceptance limit.

Probabilistic characterization of wind turbine blades via aeroelasticity and spinning finite element formulation

NASA Astrophysics Data System (ADS)

Velazquez, Antonio; Swartz, R. Andrew

2012-04-01

Wind energy is an increasingly important component of this nation's renewable energy portfolio, however safe and economical wind turbine operation is a critical need to ensure continued adoption. Safe operation of wind turbine structures requires not only information regarding their condition, but their operational environment. Given the difficulty inherent in SHM processes for wind turbines (damage detection, location, and characterization), some uncertainty in conditional assessment is expected. Furthermore, given the stochastic nature of the loading on turbine structures, a probabilistic framework is appropriate to characterize their risk of failure at a given time. Such information will be invaluable to turbine controllers, allowing them to operate the structures within acceptable risk profiles. This study explores the characterization of the turbine loading and response envelopes for critical failure modes of the turbine blade structures. A framework is presented to develop an analytical estimation of the loading environment (including loading effects) based on the dynamic behavior of the blades. This is influenced by behaviors including along and across-wind aero-elastic effects, wind shear gradient, tower shadow effects, and centrifugal stiffening effects. The proposed solution includes methods that are based on modal decomposition of the blades and require frequent updates to the estimated modal properties to account for the time-varying nature of the turbine and its environment. The estimated demand statistics are compared to a code-based resistance curve to determine a probabilistic estimate of the risk of blade failure given the loading environment.

Compendium of Mechanical Limit-States

NASA Technical Reports Server (NTRS)

Kowal, Michael

1996-01-01

A compendium was compiled and is described to provide a diverse set of limit-state relationships for use in demonstrating the application of probabilistic reliability methods to mechanical systems. The different limit-state relationships can be used to analyze the reliability of a candidate mechanical system. In determining the limit-states to be included in the compendium, a comprehensive listing of the possible failure modes that could affect mechanical systems reliability was generated. Previous literature defining mechanical modes of failure was studied, and cited failure modes were included. From this, classifications for failure modes were derived and are described in some detail.

Damage prognosis of adhesively-bonded joints in laminated composite structural components of unmanned aerial vehicles

DOE Office of Scientific and Technical Information (OSTI.GOV)

Farrar, Charles R; Gobbato, Maurizio; Conte, Joel

2009-01-01

The extensive use of lightweight advanced composite materials in unmanned aerial vehicles (UAVs) drastically increases the sensitivity to both fatigue- and impact-induced damage of their critical structural components (e.g., wings and tail stabilizers) during service life. The spar-to-skin adhesive joints are considered one of the most fatigue sensitive subcomponents of a lightweight UAV composite wing with damage progressively evolving from the wing root. This paper presents a comprehensive probabilistic methodology for predicting the remaining service life of adhesively-bonded joints in laminated composite structural components of UAVs. Non-destructive evaluation techniques and Bayesian inference are used to (i) assess the current statemore » of damage of the system and, (ii) update the probability distribution of the damage extent at various locations. A probabilistic model for future loads and a mechanics-based damage model are then used to stochastically propagate damage through the joint. Combined local (e.g., exceedance of a critical damage size) and global (e.g.. flutter instability) failure criteria are finally used to compute the probability of component failure at future times. The applicability and the partial validation of the proposed methodology are then briefly discussed by analyzing the debonding propagation, along a pre-defined adhesive interface, in a simply supported laminated composite beam with solid rectangular cross section, subjected to a concentrated load applied at mid-span. A specially developed Eliler-Bernoulli beam finite element with interlaminar slip along the damageable interface is used in combination with a cohesive zone model to study the fatigue-induced degradation in the adhesive material. The preliminary numerical results presented are promising for the future validation of the methodology.« less

Efficient Probabilistic Diagnostics for Electrical Power Systems

NASA Technical Reports Server (NTRS)

Mengshoel, Ole J.; Chavira, Mark; Cascio, Keith; Poll, Scott; Darwiche, Adnan; Uckun, Serdar

2008-01-01

We consider in this work the probabilistic approach to model-based diagnosis when applied to electrical power systems (EPSs). Our probabilistic approach is formally well-founded, as it based on Bayesian networks and arithmetic circuits. We investigate the diagnostic task known as fault isolation, and pay special attention to meeting two of the main challenges . model development and real-time reasoning . often associated with real-world application of model-based diagnosis technologies. To address the challenge of model development, we develop a systematic approach to representing electrical power systems as Bayesian networks, supported by an easy-to-use speci.cation language. To address the real-time reasoning challenge, we compile Bayesian networks into arithmetic circuits. Arithmetic circuit evaluation supports real-time diagnosis by being predictable and fast. In essence, we introduce a high-level EPS speci.cation language from which Bayesian networks that can diagnose multiple simultaneous failures are auto-generated, and we illustrate the feasibility of using arithmetic circuits, compiled from Bayesian networks, for real-time diagnosis on real-world EPSs of interest to NASA. The experimental system is a real-world EPS, namely the Advanced Diagnostic and Prognostic Testbed (ADAPT) located at the NASA Ames Research Center. In experiments with the ADAPT Bayesian network, which currently contains 503 discrete nodes and 579 edges, we .nd high diagnostic accuracy in scenarios where one to three faults, both in components and sensors, were inserted. The time taken to compute the most probable explanation using arithmetic circuits has a small mean of 0.2625 milliseconds and standard deviation of 0.2028 milliseconds. In experiments with data from ADAPT we also show that arithmetic circuit evaluation substantially outperforms joint tree propagation and variable elimination, two alternative algorithms for diagnosis using Bayesian network inference.

A Bayesian Framework for Analysis of Pseudo-Spatial Models of Comparable Engineered Systems with Application to Spacecraft Anomaly Prediction Based on Precedent Data

NASA Astrophysics Data System (ADS)

Ndu, Obibobi Kamtochukwu

To ensure that estimates of risk and reliability inform design and resource allocation decisions in the development of complex engineering systems, early engagement in the design life cycle is necessary. An unfortunate constraint on the accuracy of such estimates at this stage of concept development is the limited amount of high fidelity design and failure information available on the actual system under development. Applying the human ability to learn from experience and augment our state of knowledge to evolve better solutions mitigates this limitation. However, the challenge lies in formalizing a methodology that takes this highly abstract, but fundamentally human cognitive, ability and extending it to the field of risk analysis while maintaining the tenets of generalization, Bayesian inference, and probabilistic risk analysis. We introduce an integrated framework for inferring the reliability, or other probabilistic measures of interest, of a new system or a conceptual variant of an existing system. Abstractly, our framework is based on learning from the performance of precedent designs and then applying the acquired knowledge, appropriately adjusted based on degree of relevance, to the inference process. This dissertation presents a method for inferring properties of the conceptual variant using a pseudo-spatial model that describes the spatial configuration of the family of systems to which the concept belongs. Through non-metric multidimensional scaling, we formulate the pseudo-spatial model based on rank-ordered subjective expert perception of design similarity between systems that elucidate the psychological space of the family. By a novel extension of Kriging methods for analysis of geospatial data to our "pseudo-space of comparable engineered systems", we develop a Bayesian inference model that allows prediction of the probabilistic measure of interest.

Failure Bounding And Sensitivity Analysis Applied To Monte Carlo Entry, Descent, And Landing Simulations

NASA Technical Reports Server (NTRS)

Gaebler, John A.; Tolson, Robert H.

2010-01-01

In the study of entry, descent, and landing, Monte Carlo sampling methods are often employed to study the uncertainty in the designed trajectory. The large number of uncertain inputs and outputs, coupled with complicated non-linear models, can make interpretation of the results difficult. Three methods that provide statistical insights are applied to an entry, descent, and landing simulation. The advantages and disadvantages of each method are discussed in terms of the insights gained versus the computational cost. The first method investigated was failure domain bounding which aims to reduce the computational cost of assessing the failure probability. Next a variance-based sensitivity analysis was studied for the ability to identify which input variable uncertainty has the greatest impact on the uncertainty of an output. Finally, probabilistic sensitivity analysis is used to calculate certain sensitivities at a reduced computational cost. These methods produce valuable information that identifies critical mission parameters and needs for new technology, but generally at a significant computational cost.

Learning Probabilistic Logic Models from Probabilistic Examples

PubMed Central

Chen, Jianzhong; Muggleton, Stephen; Santos, José

2009-01-01

Abstract We revisit an application developed originally using abductive Inductive Logic Programming (ILP) for modeling inhibition in metabolic networks. The example data was derived from studies of the effects of toxins on rats using Nuclear Magnetic Resonance (NMR) time-trace analysis of their biofluids together with background knowledge representing a subset of the Kyoto Encyclopedia of Genes and Genomes (KEGG). We now apply two Probabilistic ILP (PILP) approaches - abductive Stochastic Logic Programs (SLPs) and PRogramming In Statistical modeling (PRISM) to the application. Both approaches support abductive learning and probability predictions. Abductive SLPs are a PILP framework that provides possible worlds semantics to SLPs through abduction. Instead of learning logic models from non-probabilistic examples as done in ILP, the PILP approach applied in this paper is based on a general technique for introducing probability labels within a standard scientific experimental setting involving control and treated data. Our results demonstrate that the PILP approach provides a way of learning probabilistic logic models from probabilistic examples, and the PILP models learned from probabilistic examples lead to a significant decrease in error accompanied by improved insight from the learned results compared with the PILP models learned from non-probabilistic examples. PMID:19888348

Learning Probabilistic Logic Models from Probabilistic Examples.

PubMed

Chen, Jianzhong; Muggleton, Stephen; Santos, José

2008-10-01

We revisit an application developed originally using abductive Inductive Logic Programming (ILP) for modeling inhibition in metabolic networks. The example data was derived from studies of the effects of toxins on rats using Nuclear Magnetic Resonance (NMR) time-trace analysis of their biofluids together with background knowledge representing a subset of the Kyoto Encyclopedia of Genes and Genomes (KEGG). We now apply two Probabilistic ILP (PILP) approaches - abductive Stochastic Logic Programs (SLPs) and PRogramming In Statistical modeling (PRISM) to the application. Both approaches support abductive learning and probability predictions. Abductive SLPs are a PILP framework that provides possible worlds semantics to SLPs through abduction. Instead of learning logic models from non-probabilistic examples as done in ILP, the PILP approach applied in this paper is based on a general technique for introducing probability labels within a standard scientific experimental setting involving control and treated data. Our results demonstrate that the PILP approach provides a way of learning probabilistic logic models from probabilistic examples, and the PILP models learned from probabilistic examples lead to a significant decrease in error accompanied by improved insight from the learned results compared with the PILP models learned from non-probabilistic examples.

Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment

NASA Technical Reports Server (NTRS)

English, Thomas

2005-01-01

A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.

A Bayesian-based two-stage inexact optimization method for supporting stream water quality management in the Three Gorges Reservoir region.

PubMed

Hu, X H; Li, Y P; Huang, G H; Zhuang, X W; Ding, X W

2016-05-01

In this study, a Bayesian-based two-stage inexact optimization (BTIO) method is developed for supporting water quality management through coupling Bayesian analysis with interval two-stage stochastic programming (ITSP). The BTIO method is capable of addressing uncertainties caused by insufficient inputs in water quality model as well as uncertainties expressed as probabilistic distributions and interval numbers. The BTIO method is applied to a real case of water quality management for the Xiangxi River basin in the Three Gorges Reservoir region to seek optimal water quality management schemes under various uncertainties. Interval solutions for production patterns under a range of probabilistic water quality constraints have been generated. Results obtained demonstrate compromises between the system benefit and the system failure risk due to inherent uncertainties that exist in various system components. Moreover, information about pollutant emission is accomplished, which would help managers to adjust production patterns of regional industry and local policies considering interactions of water quality requirement, economic benefit, and industry structure.

Reliability and Failure in NASA Missions: Blunders, Normal Accidents, High Reliability, Bad Luck

NASA Technical Reports Server (NTRS)

Jones, Harry W.

2015-01-01

NASA emphasizes crew safety and system reliability but several unfortunate failures have occurred. The Apollo 1 fire was mistakenly unanticipated. After that tragedy, the Apollo program gave much more attention to safety. The Challenger accident revealed that NASA had neglected safety and that management underestimated the high risk of shuttle. Probabilistic Risk Assessment was adopted to provide more accurate failure probabilities for shuttle and other missions. NASA's "faster, better, cheaper" initiative and government procurement reform led to deliberately dismantling traditional reliability engineering. The Columbia tragedy and Mars mission failures followed. Failures can be attributed to blunders, normal accidents, or bad luck. Achieving high reliability is difficult but possible.

Fault tree analysis for system modeling in case of intentional EMI

NASA Astrophysics Data System (ADS)

Genender, E.; Mleczko, M.; Döring, O.; Garbe, H.; Potthast, S.

2011-08-01

The complexity of modern systems on the one hand and the rising threat of intentional electromagnetic interference (IEMI) on the other hand increase the necessity for systematical risk analysis. Most of the problems can not be treated deterministically since slight changes in the configuration (source, position, polarization, ...) can dramatically change the outcome of an event. For that purpose, methods known from probabilistic risk analysis can be applied. One of the most common approaches is the fault tree analysis (FTA). The FTA is used to determine the system failure probability and also the main contributors to its failure. In this paper the fault tree analysis is introduced and a possible application of that method is shown using a small computer network as an example. The constraints of this methods are explained and conclusions for further research are drawn.

Model-Based Method for Sensor Validation

NASA Technical Reports Server (NTRS)

Vatan, Farrokh

2012-01-01

Fault detection, diagnosis, and prognosis are essential tasks in the operation of autonomous spacecraft, instruments, and in situ platforms. One of NASA s key mission requirements is robust state estimation. Sensing, using a wide range of sensors and sensor fusion approaches, plays a central role in robust state estimation, and there is a need to diagnose sensor failure as well as component failure. Sensor validation can be considered to be part of the larger effort of improving reliability and safety. The standard methods for solving the sensor validation problem are based on probabilistic analysis of the system, from which the method based on Bayesian networks is most popular. Therefore, these methods can only predict the most probable faulty sensors, which are subject to the initial probabilities defined for the failures. The method developed in this work is based on a model-based approach and provides the faulty sensors (if any), which can be logically inferred from the model of the system and the sensor readings (observations). The method is also more suitable for the systems when it is hard, or even impossible, to find the probability functions of the system. The method starts by a new mathematical description of the problem and develops a very efficient and systematic algorithm for its solution. The method builds on the concepts of analytical redundant relations (ARRs).

Functionally Graded Designer Viscoelastic Materials Tailored to Perform Prescribed Tasks with Probabilistic Failures and Lifetimes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hilton, Harry H.

Protocols are developed for formulating optimal viscoelastic designer functionally graded materials tailored to best respond to prescribed loading and boundary conditions. In essence, an inverse approach is adopted where material properties instead of structures per se are designed and then distributed throughout structural elements. The final measure of viscoelastic material efficacy is expressed in terms of failure probabilities vs. survival time000.

A Proposed Probabilistic Extension of the Halpern and Pearl Definition of ‘Actual Cause’

PubMed Central

2017-01-01

ABSTRACT Joseph Halpern and Judea Pearl ([2005]) draw upon structural equation models to develop an attractive analysis of ‘actual cause’. Their analysis is designed for the case of deterministic causation. I show that their account can be naturally extended to provide an elegant treatment of probabilistic causation. 1Introduction2Preemption3Structural Equation Models4The Halpern and Pearl Definition of ‘Actual Cause’5Preemption Again6The Probabilistic Case7Probabilistic Causal Models8A Proposed Probabilistic Extension of Halpern and Pearl’s Definition9Twardy and Korb’s Account10Probabilistic Fizzling11Conclusion PMID:29593362

Non-unitary probabilistic quantum computing circuit and method

NASA Technical Reports Server (NTRS)

Williams, Colin P. (Inventor); Gingrich, Robert M. (Inventor)

2009-01-01

A quantum circuit performing quantum computation in a quantum computer. A chosen transformation of an initial n-qubit state is probabilistically obtained. The circuit comprises a unitary quantum operator obtained from a non-unitary quantum operator, operating on an n-qubit state and an ancilla state. When operation on the ancilla state provides a success condition, computation is stopped. When operation on the ancilla state provides a failure condition, computation is performed again on the ancilla state and the n-qubit state obtained in the previous computation, until a success condition is obtained.

CARES/Life Software for Designing More Reliable Ceramic Parts

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.; Powers, Lynn M.; Baker, Eric H.

1997-01-01

Products made from advanced ceramics show great promise for revolutionizing aerospace and terrestrial propulsion, and power generation. However, ceramic components are difficult to design because brittle materials in general have widely varying strength values. The CAPES/Life software eases this task by providing a tool to optimize the design and manufacture of brittle material components using probabilistic reliability analysis techniques. Probabilistic component design involves predicting the probability of failure for a thermomechanically loaded component from specimen rupture data. Typically, these experiments are performed using many simple geometry flexural or tensile test specimens. A static, dynamic, or cyclic load is applied to each specimen until fracture. Statistical strength and SCG (fatigue) parameters are then determined from these data. Using these parameters and the results obtained from a finite element analysis, the time-dependent reliability for a complex component geometry and loading is then predicted. Appropriate design changes are made until an acceptable probability of failure has been reached.

Probabilistic simulation of the human factor in structural reliability

NASA Technical Reports Server (NTRS)

Shah, Ashwin R.; Chamis, Christos C.

1991-01-01

Many structural failures have occasionally been attributed to human factors in engineering design, analyses maintenance, and fabrication processes. Every facet of the engineering process is heavily governed by human factors and the degree of uncertainty associated with them. Factors such as societal, physical, professional, psychological, and many others introduce uncertainties that significantly influence the reliability of human performance. Quantifying human factors and associated uncertainties in structural reliability require: (1) identification of the fundamental factors that influence human performance, and (2) models to describe the interaction of these factors. An approach is being developed to quantify the uncertainties associated with the human performance. This approach consists of a multi factor model in conjunction with direct Monte-Carlo simulation.

Fracture mechanics analysis of cracked structures using weight function and neural network method

NASA Astrophysics Data System (ADS)

Chen, J. G.; Zang, F. G.; Yang, Y.; Shi, K. K.; Fu, X. L.

2018-06-01

Stress intensity factors(SIFs) due to thermal-mechanical load has been established by using weight function method. Two reference stress states sere used to determine the coefficients in the weight function. Results were evaluated by using data from literature and show a good agreement between them. So, the SIFs can be determined quickly using the weight function obtained when cracks subjected to arbitrary loads, and presented method can be used for probabilistic fracture mechanics analysis. A probabilistic methodology considering Monte-Carlo with neural network (MCNN) has been developed. The results indicate that an accurate probabilistic characteristic of the KI can be obtained by using the developed method. The probability of failure increases with the increasing of loads, and the relationship between is nonlinear.

Coupled Multi-Disciplinary Optimization for Structural Reliability and Affordability

NASA Technical Reports Server (NTRS)

Abumeri, Galib H.; Chamis, Christos C.

2003-01-01

A computational simulation method is presented for Non-Deterministic Multidisciplinary Optimization of engine composite materials and structures. A hypothetical engine duct made with ceramic matrix composites (CMC) is evaluated probabilistically in the presence of combined thermo-mechanical loading. The structure is tailored by quantifying the uncertainties in all relevant design variables such as fabrication, material, and loading parameters. The probabilistic sensitivities are used to select critical design variables for optimization. In this paper, two approaches for non-deterministic optimization are presented. The non-deterministic minimization of combined failure stress criterion is carried out by: (1) performing probabilistic evaluation first and then optimization and (2) performing optimization first and then probabilistic evaluation. The first approach shows that the optimization feasible region can be bounded by a set of prescribed probability limits and that the optimization follows the cumulative distribution function between those limits. The second approach shows that the optimization feasible region is bounded by 0.50 and 0.999 probabilities.

Reliability and Probabilistic Risk Assessment - How They Play Together

NASA Technical Reports Server (NTRS)

Safie, Fayssal; Stutts, Richard; Huang, Zhaofeng

2015-01-01

Since the Space Shuttle Challenger accident in 1986, NASA has extensively used probabilistic analysis methods to assess, understand, and communicate the risk of space launch vehicles. Probabilistic Risk Assessment (PRA), used in the nuclear industry, is one of the probabilistic analysis methods NASA utilizes to assess Loss of Mission (LOM) and Loss of Crew (LOC) risk for launch vehicles. PRA is a system scenario based risk assessment that uses a combination of fault trees, event trees, event sequence diagrams, and probability distributions to analyze the risk of a system, a process, or an activity. It is a process designed to answer three basic questions: 1) what can go wrong that would lead to loss or degraded performance (i.e., scenarios involving undesired consequences of interest), 2) how likely is it (probabilities), and 3) what is the severity of the degradation (consequences). Since the Challenger accident, PRA has been used in supporting decisions regarding safety upgrades for launch vehicles. Another area that was given a lot of emphasis at NASA after the Challenger accident is reliability engineering. Reliability engineering has been a critical design function at NASA since the early Apollo days. However, after the Challenger accident, quantitative reliability analysis and reliability predictions were given more scrutiny because of their importance in understanding failure mechanism and quantifying the probability of failure, which are key elements in resolving technical issues, performing design trades, and implementing design improvements. Although PRA and reliability are both probabilistic in nature and, in some cases, use the same tools, they are two different activities. Specifically, reliability engineering is a broad design discipline that deals with loss of function and helps understand failure mechanism and improve component and system design. PRA is a system scenario based risk assessment process intended to assess the risk scenarios that could lead to a major/top undesirable system event, and to identify those scenarios that are high-risk drivers. PRA output is critical to support risk informed decisions concerning system design. This paper describes the PRA process and the reliability engineering discipline in detail. It discusses their differences and similarities and how they work together as complementary analyses to support the design and risk assessment processes. Lessons learned, applications, and case studies in both areas are also discussed in the paper to demonstrate and explain these differences and similarities.

Probabilistic Fatigue Life Updating for Railway Bridges Based on Local Inspection and Repair.

PubMed

Lee, Young-Joo; Kim, Robin E; Suh, Wonho; Park, Kiwon

2017-04-24

Railway bridges are exposed to repeated train loads, which may cause fatigue failure. As critical links in a transportation network, railway bridges are expected to survive for a target period of time, but sometimes they fail earlier than expected. To guarantee the target bridge life, bridge maintenance activities such as local inspection and repair should be undertaken properly. However, this is a challenging task because there are various sources of uncertainty associated with aging bridges, train loads, environmental conditions, and maintenance work. Therefore, to perform optimal risk-based maintenance of railway bridges, it is essential to estimate the probabilistic fatigue life of a railway bridge and update the life information based on the results of local inspections and repair. Recently, a system reliability approach was proposed to evaluate the fatigue failure risk of structural systems and update the prior risk information in various inspection scenarios. However, this approach can handle only a constant-amplitude load and has limitations in considering a cyclic load with varying amplitude levels, which is the major loading pattern generated by train traffic. In addition, it is not feasible to update the prior risk information after bridges are repaired. In this research, the system reliability approach is further developed so that it can handle a varying-amplitude load and update the system-level risk of fatigue failure for railway bridges after inspection and repair. The proposed method is applied to a numerical example of an in-service railway bridge, and the effects of inspection and repair on the probabilistic fatigue life are discussed.

Probabilistic Fatigue Life Updating for Railway Bridges Based on Local Inspection and Repair

PubMed Central

Lee, Young-Joo; Kim, Robin E.; Suh, Wonho; Park, Kiwon

2017-01-01

Railway bridges are exposed to repeated train loads, which may cause fatigue failure. As critical links in a transportation network, railway bridges are expected to survive for a target period of time, but sometimes they fail earlier than expected. To guarantee the target bridge life, bridge maintenance activities such as local inspection and repair should be undertaken properly. However, this is a challenging task because there are various sources of uncertainty associated with aging bridges, train loads, environmental conditions, and maintenance work. Therefore, to perform optimal risk-based maintenance of railway bridges, it is essential to estimate the probabilistic fatigue life of a railway bridge and update the life information based on the results of local inspections and repair. Recently, a system reliability approach was proposed to evaluate the fatigue failure risk of structural systems and update the prior risk information in various inspection scenarios. However, this approach can handle only a constant-amplitude load and has limitations in considering a cyclic load with varying amplitude levels, which is the major loading pattern generated by train traffic. In addition, it is not feasible to update the prior risk information after bridges are repaired. In this research, the system reliability approach is further developed so that it can handle a varying-amplitude load and update the system-level risk of fatigue failure for railway bridges after inspection and repair. The proposed method is applied to a numerical example of an in-service railway bridge, and the effects of inspection and repair on the probabilistic fatigue life are discussed. PMID:28441768

Bridging Empirical and Physical Approaches for Landslide Monitoring and Early Warning

NASA Technical Reports Server (NTRS)

Kirschbaum, Dalia; Peters-Lidard, Christa; Adler, Robert; Kumar, Sujay; Harrison, Ken

2011-01-01

Rainfall-triggered landslides typically occur and are evaluated at local scales, using slope-stability models to calculate coincident changes in driving and resisting forces at the hillslope level in order to anticipate slope failures. Over larger areas, detailed high resolution landslide modeling is often infeasible due to difficulties in quantifying the complex interaction between rainfall infiltration and surface materials as well as the dearth of available in situ soil and rainfall estimates and accurate landslide validation data. This presentation will discuss how satellite precipitation and surface information can be applied within a landslide hazard assessment framework to improve landslide monitoring and early warning by considering two disparate approaches to landslide hazard assessment: an empirical landslide forecasting algorithm and a physical slope-stability model. The goal of this research is to advance near real-time landslide hazard assessment and early warning at larger spatial scales. This is done by employing high resolution surface and precipitation information within a probabilistic framework to provide more physically-based grounding to empirical landslide triggering thresholds. The empirical landslide forecasting tool, running in near real-time at http://trmm.nasa.gov, considers potential landslide activity at the global scale and relies on Tropical Rainfall Measuring Mission (TRMM) precipitation data and surface products to provide a near real-time picture of where landslides may be triggered. The physical approach considers how rainfall infiltration on a hillslope affects the in situ hydro-mechanical processes that may lead to slope failure. Evaluation of these empirical and physical approaches are performed within the Land Information System (LIS), a high performance land surface model processing and data assimilation system developed within the Hydrological Sciences Branch at NASA's Goddard Space Flight Center. LIS provides the capabilities to quantify uncertainty from model inputs and calculate probabilistic estimates for slope failures. Results indicate that remote sensing data can provide many of the spatiotemporal requirements for accurate landslide monitoring and early warning; however, higher resolution precipitation inputs will help to better identify small-scale precipitation forcings that contribute to significant landslide triggering. Future missions, such as the Global Precipitation Measurement (GPM) mission will provide more frequent and extensive estimates of precipitation at the global scale, which will serve as key inputs to significantly advance the accuracy of landslide hazard assessment, particularly over larger spatial scales.

Philosophy of ATHEANA

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bley, D.C.; Cooper, S.E.; Forester, J.A.

ATHEANA, a second-generation Human Reliability Analysis (HRA) method integrates advances in psychology with engineering, human factors, and Probabilistic Risk Analysis (PRA) disciplines to provide an HRA quantification process and PRA modeling interface that can accommodate and represent human performance in real nuclear power plant events. The method uses the characteristics of serious accidents identified through retrospective analysis of serious operational events to set priorities in a search process for significant human failure events, unsafe acts, and error-forcing context (unfavorable plant conditions combined with negative performance-shaping factors). ATHEANA has been tested in a demonstration project at an operating pressurized water reactor.

Evaluation of Enhanced Risk Monitors for Use on Advanced Reactors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ramuhalli, Pradeep; Veeramany, Arun; Bonebrake, Christopher A.

This study provides an overview of the methodology for integrating time-dependent failure probabilities into nuclear power reactor risk monitors. This prototypic enhanced risk monitor (ERM) methodology was evaluated using a hypothetical probabilistic risk assessment (PRA) model, generated using a simplified design of a liquid-metal-cooled advanced reactor (AR). Component failure data from industry compilation of failures of components similar to those in the simplified AR model were used to initialize the PRA model. Core damage frequency (CDF) over time were computed and analyzed. In addition, a study on alternative risk metrics for ARs was conducted. Risk metrics that quantify the normalizedmore » cost of repairs, replacements, or other operations and management (O&M) actions were defined and used, along with an economic model, to compute the likely economic risk of future actions such as deferred maintenance based on the anticipated change in CDF due to current component condition and future anticipated degradation. Such integration of conventional-risk metrics with alternate-risk metrics provides a convenient mechanism for assessing the impact of O&M decisions on safety and economics of the plant. It is expected that, when integrated with supervisory control algorithms, such integrated-risk monitors will provide a mechanism for real-time control decision-making that ensure safety margins are maintained while operating the plant in an economically viable manner.« less

Reliability Coupled Sensitivity Based Design Approach for Gravity Retaining Walls

NASA Astrophysics Data System (ADS)

Guha Ray, A.; Baidya, D. K.

2012-09-01

Sensitivity analysis involving different random variables and different potential failure modes of a gravity retaining wall focuses on the fact that high sensitivity of a particular variable on a particular mode of failure does not necessarily imply a remarkable contribution to the overall failure probability. The present paper aims at identifying a probabilistic risk factor ( R f ) for each random variable based on the combined effects of failure probability ( P f ) of each mode of failure of a gravity retaining wall and sensitivity of each of the random variables on these failure modes. P f is calculated by Monte Carlo simulation and sensitivity analysis of each random variable is carried out by F-test analysis. The structure, redesigned by modifying the original random variables with the risk factors, is safe against all the variations of random variables. It is observed that R f for friction angle of backfill soil ( φ 1 ) increases and cohesion of foundation soil ( c 2 ) decreases with an increase of variation of φ 1 , while R f for unit weights ( γ 1 and γ 2 ) for both soil and friction angle of foundation soil ( φ 2 ) remains almost constant for variation of soil properties. The results compared well with some of the existing deterministic and probabilistic methods and found to be cost-effective. It is seen that if variation of φ 1 remains within 5 %, significant reduction in cross-sectional area can be achieved. But if the variation is more than 7-8 %, the structure needs to be modified. Finally design guidelines for different wall dimensions, based on the present approach, are proposed.

Global/local methods for probabilistic structural analysis

NASA Technical Reports Server (NTRS)

Millwater, H. R.; Wu, Y.-T.

1993-01-01

A probabilistic global/local method is proposed to reduce the computational requirements of probabilistic structural analysis. A coarser global model is used for most of the computations with a local more refined model used only at key probabilistic conditions. The global model is used to establish the cumulative distribution function (cdf) and the Most Probable Point (MPP). The local model then uses the predicted MPP to adjust the cdf value. The global/local method is used within the advanced mean value probabilistic algorithm. The local model can be more refined with respect to the g1obal model in terms of finer mesh, smaller time step, tighter tolerances, etc. and can be used with linear or nonlinear models. The basis for this approach is described in terms of the correlation between the global and local models which can be estimated from the global and local MPPs. A numerical example is presented using the NESSUS probabilistic structural analysis program with the finite element method used for the structural modeling. The results clearly indicate a significant computer savings with minimal loss in accuracy.

Global/local methods for probabilistic structural analysis

NASA Astrophysics Data System (ADS)

Millwater, H. R.; Wu, Y.-T.

1993-04-01

A probabilistic global/local method is proposed to reduce the computational requirements of probabilistic structural analysis. A coarser global model is used for most of the computations with a local more refined model used only at key probabilistic conditions. The global model is used to establish the cumulative distribution function (cdf) and the Most Probable Point (MPP). The local model then uses the predicted MPP to adjust the cdf value. The global/local method is used within the advanced mean value probabilistic algorithm. The local model can be more refined with respect to the g1obal model in terms of finer mesh, smaller time step, tighter tolerances, etc. and can be used with linear or nonlinear models. The basis for this approach is described in terms of the correlation between the global and local models which can be estimated from the global and local MPPs. A numerical example is presented using the NESSUS probabilistic structural analysis program with the finite element method used for the structural modeling. The results clearly indicate a significant computer savings with minimal loss in accuracy.

Fault trees for decision making in systems analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lambert, Howard E.

1975-10-09

The application of fault tree analysis (FTA) to system safety and reliability is presented within the framework of system safety analysis. The concepts and techniques involved in manual and automated fault tree construction are described and their differences noted. The theory of mathematical reliability pertinent to FTA is presented with emphasis on engineering applications. An outline of the quantitative reliability techniques of the Reactor Safety Study is given. Concepts of probabilistic importance are presented within the fault tree framework and applied to the areas of system design, diagnosis and simulation. The computer code IMPORTANCE ranks basic events and cut setsmore » according to a sensitivity analysis. A useful feature of the IMPORTANCE code is that it can accept relative failure data as input. The output of the IMPORTANCE code can assist an analyst in finding weaknesses in system design and operation, suggest the most optimal course of system upgrade, and determine the optimal location of sensors within a system. A general simulation model of system failure in terms of fault tree logic is described. The model is intended for efficient diagnosis of the causes of system failure in the event of a system breakdown. It can also be used to assist an operator in making decisions under a time constraint regarding the future course of operations. The model is well suited for computer implementation. New results incorporated in the simulation model include an algorithm to generate repair checklists on the basis of fault tree logic and a one-step-ahead optimization procedure that minimizes the expected time to diagnose system failure.« less

Common Cause Failure Modeling in Space Launch Vehicles

NASA Technical Reports Server (NTRS)

Hark, Frank; Ring, Rob; Novack, Steven D.; Britton, Paul

2015-01-01

Common Cause Failures (CCFs) are a known and documented phenomenon that defeats system redundancy. CCFs are a set of dependent type of failures that can be caused for example by system environments, manufacturing, transportation, storage, maintenance, and assembly. Since there are many factors that contribute to CCFs, they can be reduced, but are difficult to eliminate entirely. Furthermore, failure databases sometimes fail to differentiate between independent and dependent CCF. Because common cause failure data is limited in the aerospace industry, the Probabilistic Risk Assessment (PRA) Team at Bastion Technology Inc. is estimating CCF risk using generic data collected by the Nuclear Regulatory Commission (NRC). Consequently, common cause risk estimates based on this database, when applied to other industry applications, are highly uncertain. Therefore, it is important to account for a range of values for independent and CCF risk and to communicate the uncertainty to decision makers. There is an existing methodology for reducing CCF risk during design, which includes a checklist of 40+ factors grouped into eight categories. Using this checklist, an approach to produce a beta factor estimate is being investigated that quantitatively relates these factors. In this example, the checklist will be tailored to space launch vehicles, a quantitative approach will be described, and an example of the method will be presented.

Fatigue of restorative materials.

PubMed

Baran, G; Boberick, K; McCool, J

2001-01-01

Failure due to fatigue manifests itself in dental prostheses and restorations as wear, fractured margins, delaminated coatings, and bulk fracture. Mechanisms responsible for fatigue-induced failure depend on material ductility: Brittle materials are susceptible to catastrophic failure, while ductile materials utilize their plasticity to reduce stress concentrations at the crack tip. Because of the expense associated with the replacement of failed restorations, there is a strong desire on the part of basic scientists and clinicians to evaluate the resistance of materials to fatigue in laboratory tests. Test variables include fatigue-loading mode and test environment, such as soaking in water. The outcome variable is typically fracture strength, and these data typically fit the Weibull distribution. Analysis of fatigue data permits predictive inferences to be made concerning the survival of structures fabricated from restorative materials under specified loading conditions. Although many dental-restorative materials are routinely evaluated, only limited use has been made of fatigue data collected in vitro: Wear of materials and the survival of porcelain restorations has been modeled by both fracture mechanics and probabilistic approaches. A need still exists for a clinical failure database and for the development of valid test methods for the evaluation of composite materials.

Aircraft Conflict Analysis and Real-Time Conflict Probing Using Probabilistic Trajectory Modeling

NASA Technical Reports Server (NTRS)

Yang, Lee C.; Kuchar, James K.

2000-01-01

Methods for maintaining separation between aircraft in the current airspace system have been built from a foundation of structured routes and evolved procedures. However, as the airspace becomes more congested and the chance of failures or operational error become more problematic, automated conflict alerting systems have been proposed to help provide decision support and to serve as traffic monitoring aids. The problem of conflict detection and resolution has been tackled from a number of different ways, but in this thesis, it is recast as a problem of prediction in the presence of uncertainties. Much of the focus is concentrated on the errors and uncertainties from the working trajectory model used to estimate future aircraft positions. The more accurate the prediction, the more likely an ideal (no false alarms, no missed detections) alerting system can be designed. Additional insights into the problem were brought forth by a review of current operational and developmental approaches found in the literature. An iterative, trial and error approach to threshold design was identified. When examined from a probabilistic perspective, the threshold parameters were found to be a surrogate to probabilistic performance measures. To overcome the limitations in the current iterative design method, a new direct approach is presented where the performance measures are directly computed and used to perform the alerting decisions. The methodology is shown to handle complex encounter situations (3-D, multi-aircraft, multi-intent, with uncertainties) with relative ease. Utilizing a Monte Carlo approach, a method was devised to perform the probabilistic computations in near realtime. Not only does this greatly increase the method's potential as an analytical tool, but it also opens up the possibility for use as a real-time conflict alerting probe. A prototype alerting logic was developed and has been utilized in several NASA Ames Research Center experimental studies.

The method of belief scales as a means for dealing with uncertainty in tough regulatory decisions.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pilch, Martin M.

Modeling and simulation is playing an increasing role in supporting tough regulatory decisions, which are typically characterized by variabilities and uncertainties in the scenarios, input conditions, failure criteria, model parameters, and even model form. Variability exists when there is a statistically significant database that is fully relevant to the application. Uncertainty, on the other hand, is characterized by some degree of ignorance. A simple algebraic problem was used to illustrate how various risk methodologies address variability and uncertainty in a regulatory context. These traditional risk methodologies include probabilistic methods (including frequensic and Bayesian perspectives) and second-order methods where variabilities andmore » uncertainties are treated separately. Representing uncertainties with (subjective) probability distributions and using probabilistic methods to propagate subjective distributions can lead to results that are not logically consistent with available knowledge and that may not be conservative. The Method of Belief Scales (MBS) is developed as a means to logically aggregate uncertain input information and to propagate that information through the model to a set of results that are scrutable, easily interpretable by the nonexpert, and logically consistent with the available input information. The MBS, particularly in conjunction with sensitivity analyses, has the potential to be more computationally efficient than other risk methodologies. The regulatory language must be tailored to the specific risk methodology if ambiguity and conflict are to be avoided.« less

Probabilistic finite elements for fatigue and fracture analysis

NASA Astrophysics Data System (ADS)

Belytschko, Ted; Liu, Wing Kam

Attenuation is focused on the development of Probabilistic Finite Element Method (PFEM), which combines the finite element method with statistics and reliability methods, and its application to linear, nonlinear structural mechanics problems and fracture mechanics problems. The computational tool based on the Stochastic Boundary Element Method is also given for the reliability analysis of a curvilinear fatigue crack growth. The existing PFEM's have been applied to solve for two types of problems: (1) determination of the response uncertainty in terms of the means, variance and correlation coefficients; and (2) determination the probability of failure associated with prescribed limit states.

Probabilistic finite elements for fatigue and fracture analysis

NASA Technical Reports Server (NTRS)

Belytschko, Ted; Liu, Wing Kam

1992-01-01

Attenuation is focused on the development of Probabilistic Finite Element Method (PFEM), which combines the finite element method with statistics and reliability methods, and its application to linear, nonlinear structural mechanics problems and fracture mechanics problems. The computational tool based on the Stochastic Boundary Element Method is also given for the reliability analysis of a curvilinear fatigue crack growth. The existing PFEM's have been applied to solve for two types of problems: (1) determination of the response uncertainty in terms of the means, variance and correlation coefficients; and (2) determination the probability of failure associated with prescribed limit states.

Predicted reliability of aerospace electronics: Application of two advanced probabilistic concepts

NASA Astrophysics Data System (ADS)

Suhir, E.

Two advanced probabilistic design-for-reliability (PDfR) concepts are addressed and discussed in application to the prediction, quantification and assurance of the aerospace electronics reliability: 1) Boltzmann-Arrhenius-Zhurkov (BAZ) model, which is an extension of the currently widely used Arrhenius model and, in combination with the exponential law of reliability, enables one to obtain a simple, easy-to-use and physically meaningful formula for the evaluation of the probability of failure (PoF) of a material or a device after the given time in operation at the given temperature and under the given stress (not necessarily mechanical), and 2) Extreme Value Distribution (EVD) technique that can be used to assess the number of repetitive loadings that result in the material/device degradation and eventually lead to its failure by closing, in a step-wise fashion, the gap between the bearing capacity (stress-free activation energy) of the material or the device and the demand (loading). It is shown that the material degradation (aging, damage accumulation, flaw propagation, etc.) can be viewed, when BAZ model is considered, as a Markovian process, and that the BAZ model can be obtained as the ultimate steady-state solution to the well-known Fokker-Planck equation in the theory of Markovian processes. It is shown also that the BAZ model addresses the worst, but a reasonably conservative, situation. It is suggested therefore that the transient period preceding the condition addressed by the steady-state BAZ model need not be accounted for in engineering evaluations. However, when there is an interest in understanding the transient degradation process, the obtained solution to the Fokker-Planck equation can be used for this purpose. As to the EVD concept, it attributes the degradation process to the accumulation of damages caused by a train of repetitive high-level loadings, while loadings of levels that are considerably lower than their extreme values do not contribute- appreciably to the finite lifetime of a material or a device. In our probabilistic risk management (PRM) based analysis we treat the stress-free activation energy (capacity) as a normally distributed random variable, and choose, for the sake of simplicity, the (single-parametric) Rayleigh law as the basic distribution underlying the EVD. The general concepts addressed and discussed are illustrated by numerical examples. It is concluded that the application of the PDfR approach and particularly the above two advanced models should be considered as a natural, physically meaningful, informative, comprehensive, and insightful technique that reflects well the physics underlying the degradation processes in materials, devices and systems. It is the author's belief that they will be widely used in engineering practice, when high reliability is imperative, and the ability to quantify it is highly desirable.

Generative Topic Modeling in Image Data Mining and Bioinformatics Studies

ERIC Educational Resources Information Center

Chen, Xin

2012-01-01

Probabilistic topic models have been developed for applications in various domains such as text mining, information retrieval and computer vision and bioinformatics domain. In this thesis, we focus on developing novel probabilistic topic models for image mining and bioinformatics studies. Specifically, a probabilistic topic-connection (PTC) model…

A study of discrete control signal fault conditions in the shuttle DPS

NASA Technical Reports Server (NTRS)

Reddi, S. S.; Retter, C. T.

1976-01-01

An analysis of the effects of discrete failures on the data processing subsystem is presented. A functional description of each discrete together with a list of software modules that use this discrete are included. A qualitative description of the consequences that may ensue due to discrete failures is given followed by a probabilistic reliability analysis of the data processing subsystem. Based on the investigation conducted, recommendations were made to improve the reliability of the subsystem.

Probabilistic Simulation of Combined Thermo-Mechanical Cyclic Fatigue in Composites

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2011-01-01

A methodology to compute probabilistically-combined thermo-mechanical fatigue life of polymer matrix laminated composites has been developed and is demonstrated. Matrix degradation effects caused by long-term environmental exposure and mechanical/thermal cyclic loads are accounted for in the simulation process. A unified time-temperature-stress-dependent multifactor-interaction relationship developed at NASA Glenn Research Center has been used to model the degradation/aging of material properties due to cyclic loads. The fast probability-integration method is used to compute probabilistic distribution of response. Sensitivities of fatigue life reliability to uncertainties in the primitive random variables (e.g., constituent properties, fiber volume ratio, void volume ratio, ply thickness, etc.) computed and their significance in the reliability-based design for maximum life is discussed. The effect of variation in the thermal cyclic loads on the fatigue reliability for a (0/+/-45/90)s graphite/epoxy laminate with a ply thickness of 0.127 mm, with respect to impending failure modes has been studied. The results show that, at low mechanical-cyclic loads and low thermal-cyclic amplitudes, fatigue life for 0.999 reliability is most sensitive to matrix compressive strength, matrix modulus, thermal expansion coefficient, and ply thickness. Whereas at high mechanical-cyclic loads and high thermal-cyclic amplitudes, fatigue life at 0.999 reliability is more sensitive to the shear strength of matrix, longitudinal fiber modulus, matrix modulus, and ply thickness.

Probabilistic Simulation for Combined Cycle Fatigue in Composites

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2010-01-01

A methodology to compute probabilistic fatigue life of polymer matrix laminated composites has been developed and demonstrated. Matrix degradation effects caused by long term environmental exposure and mechanical/thermal cyclic loads are accounted for in the simulation process. A unified time-temperature-stress dependent multifactor interaction relationship developed at NASA Glenn Research Center has been used to model the degradation/aging of material properties due to cyclic loads. The fast probability integration method is used to compute probabilistic distribution of response. Sensitivities of fatigue life reliability to uncertainties in the primitive random variables (e.g., constituent properties, fiber volume ratio, void volume ratio, ply thickness, etc.) computed and their significance in the reliability-based design for maximum life is discussed. The effect of variation in the thermal cyclic loads on the fatigue reliability for a (0/+/- 45/90)s graphite/epoxy laminate with a ply thickness of 0.127 mm, with respect to impending failure modes has been studied. The results show that, at low mechanical cyclic loads and low thermal cyclic amplitudes, fatigue life for 0.999 reliability is most sensitive to matrix compressive strength, matrix modulus, thermal expansion coefficient, and ply thickness. Whereas at high mechanical cyclic loads and high thermal cyclic amplitudes, fatigue life at 0.999 reliability is more sensitive to the shear strength of matrix, longitudinal fiber modulus, matrix modulus, and ply thickness.

Probabilistic Simulation of Combined Thermo-Mechanical Cyclic Fatigue in Composites

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2010-01-01

A methodology to compute probabilistically-combined thermo-mechanical fatigue life of polymer matrix laminated composites has been developed and is demonstrated. Matrix degradation effects caused by long-term environmental exposure and mechanical/thermal cyclic loads are accounted for in the simulation process. A unified time-temperature-stress-dependent multifactor-interaction relationship developed at NASA Glenn Research Center has been used to model the degradation/aging of material properties due to cyclic loads. The fast probability-integration method is used to compute probabilistic distribution of response. Sensitivities of fatigue life reliability to uncertainties in the primitive random variables (e.g., constituent properties, fiber volume ratio, void volume ratio, ply thickness, etc.) computed and their significance in the reliability-based design for maximum life is discussed. The effect of variation in the thermal cyclic loads on the fatigue reliability for a (0/+/-45/90)s graphite/epoxy laminate with a ply thickness of 0.127 mm, with respect to impending failure modes has been studied. The results show that, at low mechanical-cyclic loads and low thermal-cyclic amplitudes, fatigue life for 0.999 reliability is most sensitive to matrix compressive strength, matrix modulus, thermal expansion coefficient, and ply thickness. Whereas at high mechanical-cyclic loads and high thermal-cyclic amplitudes, fatigue life at 0.999 reliability is more sensitive to the shear strength of matrix, longitudinal fiber modulus, matrix modulus, and ply thickness.

Intelligent Hardware-Enabled Sensor and Software Safety and Health Management for Autonomous UAS

NASA Technical Reports Server (NTRS)

Rozier, Kristin Y.; Schumann, Johann; Ippolito, Corey

2015-01-01

Unmanned Aerial Systems (UAS) can only be deployed if they can effectively complete their mission and respond to failures and uncertain environmental conditions while maintaining safety with respect to other aircraft as well as humans and property on the ground. We propose to design a real-time, onboard system health management (SHM) capability to continuously monitor essential system components such as sensors, software, and hardware systems for detection and diagnosis of failures and violations of safety or performance rules during the ight of a UAS. Our approach to SHM is three-pronged, providing: (1) real-time monitoring of sensor and software signals; (2) signal analysis, preprocessing, and advanced on-the- y temporal and Bayesian probabilistic fault diagnosis; (3) an unobtrusive, lightweight, read-only, low-power hardware realization using Field Programmable Gate Arrays (FPGAs) in order to avoid overburdening limited computing resources or costly re-certi cation of ight software due to instrumentation. No currently available SHM capabilities (or combinations of currently existing SHM capabilities) come anywhere close to satisfying these three criteria yet NASA will require such intelligent, hardwareenabled sensor and software safety and health management for introducing autonomous UAS into the National Airspace System (NAS). We propose a novel approach of creating modular building blocks for combining responsive runtime monitoring of temporal logic system safety requirements with model-based diagnosis and Bayesian network-based probabilistic analysis. Our proposed research program includes both developing this novel approach and demonstrating its capabilities using the NASA Swift UAS as a demonstration platform.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ronold, K.O.; Nielsen, N.J.R.; Tura, F.

This paper demonstrates how a structural reliability method can be applied as a rational means to analyze free spans of submarine pipelines with respect to failure in ultimate loading, and to establish partial safety factors for design of such free spans against this failure mode. It is important to note that the described procedure shall be considered as an illustration of a structural reliability methodology, and that the results do not represent a set of final design recommendations. A scope of design cases, consisting of a number of available site-specific pipeline spans, is established and is assumed representative for themore » future occurrence of submarine pipeline spans. Probabilistic models for the wave and current loading and its transfer to stresses in the pipe wall of a pipeline span is established together with a stochastic representation of the material resistance. The event of failure in ultimate loading is considered as based on a limit state which is reached when the maximum stress over the design life of the pipeline exceeds the yield strength of the pipe material. The yielding limit state is considered an ultimate limit state (ULS).« less

Improving online risk assessment with equipment prognostics and health monitoring

DOE Office of Scientific and Technical Information (OSTI.GOV)

Coble, Jamie B.; Liu, Xiaotong; Briere, Chris

The current approach to evaluating the risk of nuclear power plant (NPP) operation relies on static probabilities of component failure, which are based on industry experience with the existing fleet of nominally similar light water reactors (LWRs). As the nuclear industry looks to advanced reactor designs that feature non-light water coolants (e.g., liquid metal, high temperature gas, molten salt), this operating history is not available. Many advanced reactor designs use advanced components, such as electromagnetic pumps, that have not been used in the US commercial nuclear fleet. Given the lack of rich operating experience, we cannot accurately estimate the evolvingmore » probability of failure for basic components to populate the fault trees and event trees that typically comprise probabilistic risk assessment (PRA) models. Online equipment prognostics and health management (PHM) technologies can bridge this gap to estimate the failure probabilities for components under operation. The enhanced risk monitor (ERM) incorporates equipment condition assessment into the existing PRA and risk monitor framework to provide accurate and timely estimates of operational risk.« less

Pre-configured polyhedron based protection against multi-link failures in optical mesh networks.

PubMed

Huang, Shanguo; Guo, Bingli; Li, Xin; Zhang, Jie; Zhao, Yongli; Gu, Wanyi

2014-02-10

This paper focuses on random multi-link failures protection in optical mesh networks, instead of single, the dual or sequential failures of previous studies. Spare resource efficiency and failure robustness are major concerns in link protection strategy designing and a k-regular and k-edge connected structure is proved to be one of the optimal solutions for link protection network. Based on this, a novel pre-configured polyhedron based protection structure is proposed, and it could provide protection for both simultaneous and sequential random link failures with improved spare resource efficiency. Its performance is evaluated in terms of spare resource consumption, recovery rate and average recovery path length, as well as compared with ring based and subgraph protection under probabilistic link failure scenarios. Results show the proposed novel link protection approach has better performance than previous works.

A method for producing digital probabilistic seismic landslide hazard maps

USGS Publications Warehouse

Jibson, R.W.; Harp, E.L.; Michael, J.A.

2000-01-01

The 1994 Northridge, California, earthquake is the first earthquake for which we have all of the data sets needed to conduct a rigorous regional analysis of seismic slope instability. These data sets include: (1) a comprehensive inventory of triggered landslides, (2) about 200 strong-motion records of the mainshock, (3) 1:24 000-scale geologic mapping of the region, (4) extensive data on engineering properties of geologic units, and (5) high-resolution digital elevation models of the topography. All of these data sets have been digitized and rasterized at 10 m grid spacing using ARC/INFO GIS software on a UNIX computer. Combining these data sets in a dynamic model based on Newmark's permanent-deformation (sliding-block) analysis yields estimates of coseismic landslide displacement in each grid cell from the Northridge earthquake. The modeled displacements are then compared with the digital inventory of landslides triggered by the Northridge earthquake to construct a probability curve relating predicted displacement to probability of failure. This probability function can be applied to predict and map the spatial variability in failure probability in any ground-shaking conditions of interest. We anticipate that this mapping procedure will be used to construct seismic landslide hazard maps that will assist in emergency preparedness planning and in making rational decisions regarding development and construction in areas susceptible to seismic slope failure. ?? 2000 Elsevier Science B.V. All rights reserved.

A method for producing digital probabilistic seismic landslide hazard maps; an example from the Los Angeles, California, area

USGS Publications Warehouse

Jibson, Randall W.; Harp, Edwin L.; Michael, John A.

1998-01-01

The 1994 Northridge, California, earthquake is the first earthquake for which we have all of the data sets needed to conduct a rigorous regional analysis of seismic slope instability. These data sets include (1) a comprehensive inventory of triggered landslides, (2) about 200 strong-motion records of the mainshock, (3) 1:24,000-scale geologic mapping of the region, (4) extensive data on engineering properties of geologic units, and (5) high-resolution digital elevation models of the topography. All of these data sets have been digitized and rasterized at 10-m grid spacing in the ARC/INFO GIS platform. Combining these data sets in a dynamic model based on Newmark's permanent-deformation (sliding-block) analysis yields estimates of coseismic landslide displacement in each grid cell from the Northridge earthquake. The modeled displacements are then compared with the digital inventory of landslides triggered by the Northridge earthquake to construct a probability curve relating predicted displacement to probability of failure. This probability function can be applied to predict and map the spatial variability in failure probability in any ground-shaking conditions of interest. We anticipate that this mapping procedure will be used to construct seismic landslide hazard maps that will assist in emergency preparedness planning and in making rational decisions regarding development and construction in areas susceptible to seismic slope failure.

Probabilistic and structural reliability analysis of laminated composite structures based on the IPACS code

NASA Technical Reports Server (NTRS)

Sobel, Larry; Buttitta, Claudio; Suarez, James

1993-01-01

Probabilistic predictions based on the Integrated Probabilistic Assessment of Composite Structures (IPACS) code are presented for the material and structural response of unnotched and notched, 1M6/3501-6 Gr/Ep laminates. Comparisons of predicted and measured modulus and strength distributions are given for unnotched unidirectional, cross-ply, and quasi-isotropic laminates. The predicted modulus distributions were found to correlate well with the test results for all three unnotched laminates. Correlations of strength distributions for the unnotched laminates are judged good for the unidirectional laminate and fair for the cross-ply laminate, whereas the strength correlation for the quasi-isotropic laminate is deficient because IPACS did not yet have a progressive failure capability. The paper also presents probabilistic and structural reliability analysis predictions for the strain concentration factor (SCF) for an open-hole, quasi-isotropic laminate subjected to longitudinal tension. A special procedure was developed to adapt IPACS for the structural reliability analysis. The reliability results show the importance of identifying the most significant random variables upon which the SCF depends, and of having accurate scatter values for these variables.

Probabilistic material degradation model for aerospace materials subjected to high temperature, mechanical and thermal fatigue, and creep

NASA Technical Reports Server (NTRS)

Boyce, L.

1992-01-01

A probabilistic general material strength degradation model has been developed for structural components of aerospace propulsion systems subjected to diverse random effects. The model has been implemented in two FORTRAN programs, PROMISS (Probabilistic Material Strength Simulator) and PROMISC (Probabilistic Material Strength Calibrator). PROMISS calculates the random lifetime strength of an aerospace propulsion component due to as many as eighteen diverse random effects. Results are presented in the form of probability density functions and cumulative distribution functions of lifetime strength. PROMISC calibrates the model by calculating the values of empirical material constants.

Robust Design Optimization via Failure Domain Bounding

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2007-01-01

This paper extends and applies the strategies recently developed by the authors for handling constraints under uncertainty to robust design optimization. For the scope of this paper, robust optimization is a methodology aimed at problems for which some parameters are uncertain and are only known to belong to some uncertainty set. This set can be described by either a deterministic or a probabilistic model. In the methodology developed herein, optimization-based strategies are used to bound the constraint violation region using hyper-spheres and hyper-rectangles. By comparing the resulting bounding sets with any given uncertainty model, it can be determined whether the constraints are satisfied for all members of the uncertainty model (i.e., constraints are feasible) or not (i.e., constraints are infeasible). If constraints are infeasible and a probabilistic uncertainty model is available, upper bounds to the probability of constraint violation can be efficiently calculated. The tools developed enable approximating not only the set of designs that make the constraints feasible but also, when required, the set of designs for which the probability of constraint violation is below a prescribed admissible value. When constraint feasibility is possible, several design criteria can be used to shape the uncertainty model of performance metrics of interest. Worst-case, least-second-moment, and reliability-based design criteria are considered herein. Since the problem formulation is generic and the tools derived only require standard optimization algorithms for their implementation, these strategies are easily applicable to a broad range of engineering problems.

Predicting coastal cliff erosion using a Bayesian probabilistic model

USGS Publications Warehouse

Hapke, Cheryl J.; Plant, Nathaniel G.

2010-01-01

Regional coastal cliff retreat is difficult to model due to the episodic nature of failures and the along-shore variability of retreat events. There is a growing demand, however, for predictive models that can be used to forecast areas vulnerable to coastal erosion hazards. Increasingly, probabilistic models are being employed that require data sets of high temporal density to define the joint probability density function that relates forcing variables (e.g. wave conditions) and initial conditions (e.g. cliff geometry) to erosion events. In this study we use a multi-parameter Bayesian network to investigate correlations between key variables that control and influence variations in cliff retreat processes. The network uses Bayesian statistical methods to estimate event probabilities using existing observations. Within this framework, we forecast the spatial distribution of cliff retreat along two stretches of cliffed coast in Southern California. The input parameters are the height and slope of the cliff, a descriptor of material strength based on the dominant cliff-forming lithology, and the long-term cliff erosion rate that represents prior behavior. The model is forced using predicted wave impact hours. Results demonstrate that the Bayesian approach is well-suited to the forward modeling of coastal cliff retreat, with the correct outcomes forecast in 70–90% of the modeled transects. The model also performs well in identifying specific locations of high cliff erosion, thus providing a foundation for hazard mapping. This approach can be employed to predict cliff erosion at time-scales ranging from storm events to the impacts of sea-level rise at the century-scale.

Reasoning in Reference Games: Individual- vs. Population-Level Probabilistic Modeling

PubMed Central

Franke, Michael; Degen, Judith

2016-01-01

Recent advances in probabilistic pragmatics have achieved considerable success in modeling speakers’ and listeners’ pragmatic reasoning as probabilistic inference. However, these models are usually applied to population-level data, and so implicitly suggest a homogeneous population without individual differences. Here we investigate potential individual differences in Theory-of-Mind related depth of pragmatic reasoning in so-called reference games that require drawing ad hoc Quantity implicatures of varying complexity. We show by Bayesian model comparison that a model that assumes a heterogenous population is a better predictor of our data, especially for comprehension. We discuss the implications for the treatment of individual differences in probabilistic models of language use. PMID:27149675

The SAM framework: modeling the effects of management factors on human behavior in risk analysis.

PubMed

Murphy, D M; Paté-Cornell, M E

1996-08-01

Complex engineered systems, such as nuclear reactors and chemical plants, have the potential for catastrophic failure with disastrous consequences. In recent years, human and management factors have been recognized as frequent root causes of major failures in such systems. However, classical probabilistic risk analysis (PRA) techniques do not account for the underlying causes of these errors because they focus on the physical system and do not explicitly address the link between components' performance and organizational factors. This paper describes a general approach for addressing the human and management causes of system failure, called the SAM (System-Action-Management) framework. Beginning with a quantitative risk model of the physical system, SAM expands the scope of analysis to incorporate first the decisions and actions of individuals that affect the physical system. SAM then links management factors (incentives, training, policies and procedures, selection criteria, etc.) to those decisions and actions. The focus of this paper is on four quantitative models of action that describe this last relationship. These models address the formation of intentions for action and their execution as a function of the organizational environment. Intention formation is described by three alternative models: a rational model, a bounded rationality model, and a rule-based model. The execution of intentions is then modeled separately. These four models are designed to assess the probabilities of individual actions from the perspective of management, thus reflecting the uncertainties inherent to human behavior. The SAM framework is illustrated for a hypothetical case of hazardous materials transportation. This framework can be used as a tool to increase the safety and reliability of complex technical systems by modifying the organization, rather than, or in addition to, re-designing the physical system.

Probabilistic graphs as a conceptual and computational tool in hydrology and water management

NASA Astrophysics Data System (ADS)

Schoups, Gerrit

2014-05-01

Originally developed in the fields of machine learning and artificial intelligence, probabilistic graphs constitute a general framework for modeling complex systems in the presence of uncertainty. The framework consists of three components: 1. Representation of the model as a graph (or network), with nodes depicting random variables in the model (e.g. parameters, states, etc), which are joined together by factors. Factors are local probabilistic or deterministic relations between subsets of variables, which, when multiplied together, yield the joint distribution over all variables. 2. Consistent use of probability theory for quantifying uncertainty, relying on basic rules of probability for assimilating data into the model and expressing unknown variables as a function of observations (via the posterior distribution). 3. Efficient, distributed approximation of the posterior distribution using general-purpose algorithms that exploit model structure encoded in the graph. These attributes make probabilistic graphs potentially useful as a conceptual and computational tool in hydrology and water management (and beyond). Conceptually, they can provide a common framework for existing and new probabilistic modeling approaches (e.g. by drawing inspiration from other fields of application), while computationally they can make probabilistic inference feasible in larger hydrological models. The presentation explores, via examples, some of these benefits.

Coherent-state discrimination via nonheralded probabilistic amplification

NASA Astrophysics Data System (ADS)

Rosati, Matteo; Mari, Andrea; Giovannetti, Vittorio

2016-06-01

A scheme for the detection of low-intensity optical coherent signals was studied which uses a probabilistic amplifier operated in the nonheralded version as the underlying nonlinear operation to improve the detection efficiency. This approach allows us to improve the statistics by keeping track of all possible outcomes of the amplification stage (including failures). When compared with an optimized Kennedy receiver, the resulting discrimination success probability we obtain presents a gain up to ˜1.85 % and it approaches the Helstrom bound appreciably faster than the Dolinar receiver when employed in an adaptive strategy. We also notice that the advantages obtained can ultimately be associated with the fact that, in the high-gain limit, the nonheralded version of the probabilistic amplifier induces a partial dephasing which preserves quantum coherence among low-energy eigenvectors while removing it elsewhere. A proposal to realize such a transformation based on an optical cavity implementation is presented.

Structures Division

NASA Technical Reports Server (NTRS)

1997-01-01

The NASA Lewis Research Center Structures Division is an international leader and pioneer in developing new structural analysis, life prediction, and failure analysis related to rotating machinery and more specifically to hot section components in air-breathing aircraft engines and spacecraft propulsion systems. The research consists of both deterministic and probabilistic methodology. Studies include, but are not limited to, high-cycle and low-cycle fatigue as well as material creep. Studies of structural failure are at both the micro- and macrolevels. Nondestructive evaluation methods related to structural reliability are developed, applied, and evaluated. Materials from which structural components are made, studied, and tested are monolithics and metal-matrix, polymer-matrix, and ceramic-matrix composites. Aeroelastic models are developed and used to determine the cyclic loading and life of fan and turbine blades. Life models are developed and tested for bearings, seals, and other mechanical components, such as magnetic suspensions. Results of these studies are published in NASA technical papers and reference publication as well as in technical society journal articles. The results of the work of the Structures Division and the bibliography of its publications for calendar year 1995 are presented.

Structures Division 1994 Annual Report

NASA Technical Reports Server (NTRS)

1996-01-01

The NASA Lewis Research Center Structures Division is an international leader and pioneer in developing new structural analysis, life prediction, and failure analysis related to rotating machinery and more specifically to hot section components in air-breathing aircraft engines and spacecraft propulsion systems. The research consists of both deterministic and probabilistic methodology. Studies include, but are not limited to, high-cycle and low-cycle fatigue as well as material creep. Studies of structural failure are at both the micro- and macrolevels. Nondestructive evaluation methods related to structural reliability are developed, applied, and evaluated. Materials from which structural components are made, studied, and tested are monolithics and metal-matrix, polymer-matrix, and ceramic-matrix composites. Aeroelastic models are developed and used to determine the cyclic loading and life of fan and turbine blades. Life models are developed and tested for bearings, seals, and other mechanical components, such as magnetic suspensions. Results of these studies are published in NASA technical papers and reference publication as well as in technical society journal articles. The results of the work of the Structures Division and the bibliography of its publications for calendar year 1994 are presented.

Perception of Risk and Terrorism-Related Behavior Change: Dual Influences of Probabilistic Reasoning and Reality Testing.

PubMed

Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew; Clough, Peter

2017-01-01

The present study assessed the degree to which probabilistic reasoning performance and thinking style influenced perception of risk and self-reported levels of terrorism-related behavior change. A sample of 263 respondents, recruited via convenience sampling, completed a series of measures comprising probabilistic reasoning tasks (perception of randomness, base rate, probability, and conjunction fallacy), the Reality Testing subscale of the Inventory of Personality Organization (IPO-RT), the Domain-Specific Risk-Taking Scale, and a terrorism-related behavior change scale. Structural equation modeling examined three progressive models. Firstly, the Independence Model assumed that probabilistic reasoning, perception of risk and reality testing independently predicted terrorism-related behavior change. Secondly, the Mediation Model supposed that probabilistic reasoning and reality testing correlated, and indirectly predicted terrorism-related behavior change through perception of risk. Lastly, the Dual-Influence Model proposed that probabilistic reasoning indirectly predicted terrorism-related behavior change via perception of risk, independent of reality testing. Results indicated that performance on probabilistic reasoning tasks most strongly predicted perception of risk, and preference for an intuitive thinking style (measured by the IPO-RT) best explained terrorism-related behavior change. The combination of perception of risk with probabilistic reasoning ability in the Dual-Influence Model enhanced the predictive power of the analytical-rational route, with conjunction fallacy having a significant indirect effect on terrorism-related behavior change via perception of risk. The Dual-Influence Model possessed superior fit and reported similar predictive relations between intuitive-experiential and analytical-rational routes and terrorism-related behavior change. The discussion critically examines these findings in relation to dual-processing frameworks. This includes considering the limitations of current operationalisations and recommendations for future research that align outcomes and subsequent work more closely to specific dual-process models.

Perception of Risk and Terrorism-Related Behavior Change: Dual Influences of Probabilistic Reasoning and Reality Testing

PubMed Central

Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew; Clough, Peter

2017-01-01

The present study assessed the degree to which probabilistic reasoning performance and thinking style influenced perception of risk and self-reported levels of terrorism-related behavior change. A sample of 263 respondents, recruited via convenience sampling, completed a series of measures comprising probabilistic reasoning tasks (perception of randomness, base rate, probability, and conjunction fallacy), the Reality Testing subscale of the Inventory of Personality Organization (IPO-RT), the Domain-Specific Risk-Taking Scale, and a terrorism-related behavior change scale. Structural equation modeling examined three progressive models. Firstly, the Independence Model assumed that probabilistic reasoning, perception of risk and reality testing independently predicted terrorism-related behavior change. Secondly, the Mediation Model supposed that probabilistic reasoning and reality testing correlated, and indirectly predicted terrorism-related behavior change through perception of risk. Lastly, the Dual-Influence Model proposed that probabilistic reasoning indirectly predicted terrorism-related behavior change via perception of risk, independent of reality testing. Results indicated that performance on probabilistic reasoning tasks most strongly predicted perception of risk, and preference for an intuitive thinking style (measured by the IPO-RT) best explained terrorism-related behavior change. The combination of perception of risk with probabilistic reasoning ability in the Dual-Influence Model enhanced the predictive power of the analytical-rational route, with conjunction fallacy having a significant indirect effect on terrorism-related behavior change via perception of risk. The Dual-Influence Model possessed superior fit and reported similar predictive relations between intuitive-experiential and analytical-rational routes and terrorism-related behavior change. The discussion critically examines these findings in relation to dual-processing frameworks. This includes considering the limitations of current operationalisations and recommendations for future research that align outcomes and subsequent work more closely to specific dual-process models. PMID:29062288

Development of an economic model to assess the cost-effectiveness of hawthorn extract as an adjunct treatment for heart failure in Australia

PubMed Central

Ford, Emily; Adams, Jon; Graves, Nicholas

2012-01-01

Objective An economic model was developed to evaluate the cost-effectiveness of hawthorn extract as an adjunctive treatment for heart failure in Australia. Methods A Markov model of chronic heart failure was developed to compare the costs and outcomes of standard treatment and standard treatment with hawthorn extract. Health states were defined by the New York Heart Association (NYHA) classification system and death. For any given cycle, patients could remain in the same NYHA class, experience an improvement or deterioration in NYHA class, be hospitalised or die. Model inputs were derived from the published medical literature, and the output was quality-adjusted life years (QALYs). Probabilistic sensitivity analysis was conducted. The expected value of perfect information (EVPI) and the expected value of partial perfect information (EVPPI) were conducted to establish the value of further research and the ideal target for such research. Results Hawthorn extract increased costs by $1866.78 and resulted in a gain of 0.02 QALYs. The incremental cost-effectiveness ratio was $85 160.33 per QALY. The cost-effectiveness acceptability curve indicated that at a threshold of $40 000 the new treatment had a 0.29 probability of being cost-effective. The average incremental net monetary benefit (NMB) was −$1791.64, the average NMB for the standard treatment was $92 067.49, and for hawthorn extract $90 275.84. Additional research is potentially cost-effective if research is not proposed to cost more than $325 million. Utilities form the most important target parameter group for further research. Conclusions Hawthorn extract is not currently considered to be cost-effective in as an adjunctive treatment for heart failure in Australia. Further research in the area of utilities is warranted. PMID:22942231

Development of an economic model to assess the cost-effectiveness of hawthorn extract as an adjunct treatment for heart failure in Australia.

PubMed

Ford, Emily; Adams, Jon; Graves, Nicholas

2012-01-01

An economic model was developed to evaluate the cost-effectiveness of hawthorn extract as an adjunctive treatment for heart failure in Australia. A Markov model of chronic heart failure was developed to compare the costs and outcomes of standard treatment and standard treatment with hawthorn extract. Health states were defined by the New York Heart Association (NYHA) classification system and death. For any given cycle, patients could remain in the same NYHA class, experience an improvement or deterioration in NYHA class, be hospitalised or die. Model inputs were derived from the published medical literature, and the output was quality-adjusted life years (QALYs). Probabilistic sensitivity analysis was conducted. The expected value of perfect information (EVPI) and the expected value of partial perfect information (EVPPI) were conducted to establish the value of further research and the ideal target for such research. Hawthorn extract increased costs by $1866.78 and resulted in a gain of 0.02 QALYs. The incremental cost-effectiveness ratio was $85 160.33 per QALY. The cost-effectiveness acceptability curve indicated that at a threshold of $40 000 the new treatment had a 0.29 probability of being cost-effective. The average incremental net monetary benefit (NMB) was -$1791.64, the average NMB for the standard treatment was $92 067.49, and for hawthorn extract $90 275.84. Additional research is potentially cost-effective if research is not proposed to cost more than $325 million. Utilities form the most important target parameter group for further research. Hawthorn extract is not currently considered to be cost-effective in as an adjunctive treatment for heart failure in Australia. Further research in the area of utilities is warranted.

A probabilistic storm surge risk model for the German North Sea and Baltic Sea coast

NASA Astrophysics Data System (ADS)

Grabbert, Jan-Henrik; Reiner, Andreas; Deepen, Jan; Rodda, Harvey; Mai, Stephan; Pfeifer, Dietmar

2010-05-01

The German North Sea coast is highly exposed to storm surges. Due to its concave bay-like shape mainly orientated to the North-West, cyclones from Western, North-Western and Northern directions together with astronomical tide cause storm surges accumulating the water in the German bight. Due to the existence of widespread low-lying areas (below 5m above mean sea level) behind the defenses, large areas including large economic values are exposed to coastal flooding including cities like Hamburg or Bremen. The occurrence of extreme storm surges in the past like e.g. in 1962 taking about 300 lives and causing widespread flooding and 1976 raised the awareness and led to a redesign of the coastal defenses which provide a good level of protection for today's conditions. Never the less the risk of flooding exists. Moreover an amplification of storm surge risk can be expected under the influence of climate change. The Baltic Sea coast is also exposed to storm surges, which are caused by other meteorological patterns. The influence of the astronomical tide is quite low instead high water levels are induced by strong winds only. Since the exceptional extreme event in 1872 storm surge hazard has been more or less forgotten. Although such an event is very unlikely to happen, it is not impossible. Storm surge risk is currently (almost) non-insurable in Germany. The potential risk is difficult to quantify as there are almost no historical losses available. Also premiums are difficult to assess. Therefore a new storm surge risk model is being developed to provide a basis for a probabilistic quantification of potential losses from coastal inundation. The model is funded by the GDV (German Insurance Association) and is planned to be used within the German insurance sector. Results might be used for a discussion of insurance cover for storm surge. The model consists of a probabilistic event driven hazard and a vulnerability module, furthermore an exposure interface and a financial module to account for specific (re-) insurance conditions. This contribution will mainly concentrate on the hazard module. The hazard is covered by an event simulation engine enabling Monte Carlo simulations. The event generation is done on-the-fly. A classification of historical storm surges is used based on observed sea water levels at gauging stations and extended literature research. To characterize the origin of storm events and storm surges caused by those, also meteorological parameters like wind speed and wind direction are being used. If high water levels along the coast are mainly caused by strong wind from particular directions as observed at the North Sea, there is a clear empirical relationship between wind and surge (where surge is defined as the wind-driven component of the sea water level) which can be described by the ATWS (Average Transformed Wind speed). The parameters forming the load at the coastal defense elements are water level and wave parameters like significant wave height, wave period and wave direction. To assess the wave characteristics at the coast the numerical model SWAN (Simulating Waves Near Shore) from TU Delft has been used. To account for different probabilities of failure and inundation the coast is split into segments with similar defense characteristics like type of defense, height, width, orientation and others. The chosen approach covers the most relevant failure mechanisms for coastal dikes induced by wave overtopping and overflow. Dune failure is also considered in the model. Inundation of the hinterland after defense failure is modeled using a simple dynamical 2d-approach resulting in distributed water depths and flood outlines for each segment. Losses can be estimated depending on the input exposure data either coordinate based for single buildings or aggregated on postal code level using a set of depths-damage functions.

Evaluating bacterial gene-finding HMM structures as probabilistic logic programs.

PubMed

Mørk, Søren; Holmes, Ian

2012-03-01

Probabilistic logic programming offers a powerful way to describe and evaluate structured statistical models. To investigate the practicality of probabilistic logic programming for structure learning in bioinformatics, we undertook a simplified bacterial gene-finding benchmark in PRISM, a probabilistic dialect of Prolog. We evaluate Hidden Markov Model structures for bacterial protein-coding gene potential, including a simple null model structure, three structures based on existing bacterial gene finders and two novel model structures. We test standard versions as well as ADPH length modeling and three-state versions of the five model structures. The models are all represented as probabilistic logic programs and evaluated using the PRISM machine learning system in terms of statistical information criteria and gene-finding prediction accuracy, in two bacterial genomes. Neither of our implementations of the two currently most used model structures are best performing in terms of statistical information criteria or prediction performances, suggesting that better-fitting models might be achievable. The source code of all PRISM models, data and additional scripts are freely available for download at: http://github.com/somork/codonhmm. Supplementary data are available at Bioinformatics online.

Design features and results from fatigue reliability research machines.

NASA Technical Reports Server (NTRS)

Lalli, V. R.; Kececioglu, D.; Mcconnell, J. B.

1971-01-01

The design, fabrication, development, operation, calibration and results from reversed bending combined with steady torque fatigue research machines are presented. Fifteen-centimeter long, notched, SAE 4340 steel specimens are subjected to various combinations of these stresses and cycled to failure. Failure occurs when the crack in the notch passes through the specimen automatically shutting down the test machine. These cycles-to-failure data are statistically analyzed to develop a probabilistic S-N diagram. These diagrams have many uses; a rotating component design example given in the literature shows that minimum size and weight for a specified number of cycles and reliability can be calculated using these diagrams.

Integration of Advanced Probabilistic Analysis Techniques with Multi-Physics Models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cetiner, Mustafa Sacit; none,; Flanagan, George F.

2014-07-30

An integrated simulation platform that couples probabilistic analysis-based tools with model-based simulation tools can provide valuable insights for reactive and proactive responses to plant operating conditions. The objective of this work is to demonstrate the benefits of a partial implementation of the Small Modular Reactor (SMR) Probabilistic Risk Assessment (PRA) Detailed Framework Specification through the coupling of advanced PRA capabilities and accurate multi-physics plant models. Coupling a probabilistic model with a multi-physics model will aid in design, operations, and safety by providing a more accurate understanding of plant behavior. This represents the first attempt at actually integrating these two typesmore » of analyses for a control system used for operations, on a faster than real-time basis. This report documents the development of the basic communication capability to exchange data with the probabilistic model using Reliability Workbench (RWB) and the multi-physics model using Dymola. The communication pathways from injecting a fault (i.e., failing a component) to the probabilistic and multi-physics models were successfully completed. This first version was tested with prototypic models represented in both RWB and Modelica. First, a simple event tree/fault tree (ET/FT) model was created to develop the software code to implement the communication capabilities between the dynamic-link library (dll) and RWB. A program, written in C#, successfully communicates faults to the probabilistic model through the dll. A systems model of the Advanced Liquid-Metal Reactor–Power Reactor Inherently Safe Module (ALMR-PRISM) design developed under another DOE project was upgraded using Dymola to include proper interfaces to allow data exchange with the control application (ConApp). A program, written in C+, successfully communicates faults to the multi-physics model. The results of the example simulation were successfully plotted.« less

Probabilistic structural analysis methods of hot engine structures

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Hopkins, D. A.

1989-01-01

Development of probabilistic structural analysis methods for hot engine structures is a major activity at Lewis Research Center. Recent activities have focused on extending the methods to include the combined uncertainties in several factors on structural response. This paper briefly describes recent progress on composite load spectra models, probabilistic finite element structural analysis, and probabilistic strength degradation modeling. Progress is described in terms of fundamental concepts, computer code development, and representative numerical results.

Reliability-Based Control Design for Uncertain Systems

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.

2005-01-01

This paper presents a robust control design methodology for systems with probabilistic parametric uncertainty. Control design is carried out by solving a reliability-based multi-objective optimization problem where the probability of violating design requirements is minimized. Simultaneously, failure domains are optimally enlarged to enable global improvements in the closed-loop performance. To enable an efficient numerical implementation, a hybrid approach for estimating reliability metrics is developed. This approach, which integrates deterministic sampling and asymptotic approximations, greatly reduces the numerical burden associated with complex probabilistic computations without compromising the accuracy of the results. Examples using output-feedback and full-state feedback with state estimation are used to demonstrate the ideas proposed.

Design for Reliability and Safety Approach for the NASA New Launch Vehicle

NASA Technical Reports Server (NTRS)

Safie, Fayssal, M.; Weldon, Danny M.

2007-01-01

The United States National Aeronautics and Space Administration (NASA) is in the midst of a space exploration program intended for sending crew and cargo to the international Space Station (ISS), to the moon, and beyond. This program is called Constellation. As part of the Constellation program, NASA is developing new launch vehicles aimed at significantly increase safety and reliability, reduce the cost of accessing space, and provide a growth path for manned space exploration. Achieving these goals requires a rigorous process that addresses reliability, safety, and cost upfront and throughout all the phases of the life cycle of the program. This paper discusses the "Design for Reliability and Safety" approach for the NASA new crew launch vehicle called ARES I. The ARES I is being developed by NASA Marshall Space Flight Center (MSFC) in support of the Constellation program. The ARES I consists of three major Elements: A solid First Stage (FS), an Upper Stage (US), and liquid Upper Stage Engine (USE). Stacked on top of the ARES I is the Crew exploration vehicle (CEV). The CEV consists of a Launch Abort System (LAS), Crew Module (CM), Service Module (SM), and a Spacecraft Adapter (SA). The CEV development is being led by NASA Johnson Space Center (JSC). Designing for high reliability and safety require a good integrated working environment and a sound technical design approach. The "Design for Reliability and Safety" approach addressed in this paper discusses both the environment and the technical process put in place to support the ARES I design. To address the integrated working environment, the ARES I project office has established a risk based design group called "Operability Design and Analysis" (OD&A) group. This group is an integrated group intended to bring together the engineering, design, and safety organizations together to optimize the system design for safety, reliability, and cost. On the technical side, the ARES I project has, through the OD&A environment, implemented a probabilistic approach to analyze and evaluate design uncertainties and understand their impact on safety, reliability, and cost. This paper focuses on the use of the various probabilistic approaches that have been pursued by the ARES I project. Specifically, the paper discusses an integrated functional probabilistic analysis approach that addresses upffont some key areas to support the ARES I Design Analysis Cycle (DAC) pre Preliminary Design (PD) Phase. This functional approach is a probabilistic physics based approach that combines failure probabilities with system dynamics and engineering failure impact models to identify key system risk drivers and potential system design requirements. The paper also discusses other probabilistic risk assessment approaches planned by the ARES I project to support the PD phase and beyond.

Probabilistic Assessment of High-Throughput Wireless Sensor Networks

PubMed Central

Kim, Robin E.; Mechitov, Kirill; Sim, Sung-Han; Spencer, Billie F.; Song, Junho

2016-01-01

Structural health monitoring (SHM) using wireless smart sensors (WSS) has the potential to provide rich information on the state of a structure. However, because of their distributed nature, maintaining highly robust and reliable networks can be challenging. Assessing WSS network communication quality before and after finalizing a deployment is critical to achieve a successful WSS network for SHM purposes. Early studies on WSS network reliability mostly used temporal signal indicators, composed of a smaller number of packets, to assess the network reliability. However, because the WSS networks for SHM purpose often require high data throughput, i.e., a larger number of packets are delivered within the communication, such an approach is not sufficient. Instead, in this study, a model that can assess, probabilistically, the long-term performance of the network is proposed. The proposed model is based on readily-available measured data sets that represent communication quality during high-throughput data transfer. Then, an empirical limit-state function is determined, which is further used to estimate the probability of network communication failure. Monte Carlo simulation is adopted in this paper and applied to a small and a full-bridge wireless networks. By performing the proposed analysis in complex sensor networks, an optimized sensor topology can be achieved. PMID:27258270

Probabilistic safety analysis of earth retaining structures during earthquakes

NASA Astrophysics Data System (ADS)

Grivas, D. A.; Souflis, C.

1982-07-01

A procedure is presented for determining the probability of failure of Earth retaining structures under static or seismic conditions. Four possible modes of failure (overturning, base sliding, bearing capacity, and overall sliding) are examined and their combined effect is evaluated with the aid of combinatorial analysis. The probability of failure is shown to be a more adequate measure of safety than the customary factor of safety. As Earth retaining structures may fail in four distinct modes, a system analysis can provide a single estimate for the possibility of failure. A Bayesian formulation of the safety retaining walls is found to provide an improved measure for the predicted probability of failure under seismic loading. The presented Bayesian analysis can account for the damage incurred to a retaining wall during an earthquake to provide an improved estimate for its probability of failure during future seismic events.

Added value of experts' knowledge to improve a quantitative microbial exposure assessment model--Application to aseptic-UHT food products.

PubMed

Pujol, Laure; Johnson, Nicholas Brian; Magras, Catherine; Albert, Isabelle; Membré, Jeanne-Marie

2015-10-15

In a previous study, a quantitative microbial exposure assessment (QMEA) model applied to an aseptic-UHT food process was developed [Pujol, L., Albert, I., Magras, C., Johnson, N. B., Membré, J. M. Probabilistic exposure assessment model to estimate aseptic UHT product failure rate. 2015 International Journal of Food Microbiology. 192, 124-141]. It quantified Sterility Failure Rate (SFR) associated with Bacillus cereus and Geobacillus stearothermophilus per process module (nine modules in total from raw material reception to end-product storage). Previously, the probabilistic model inputs were set by experts (using knowledge and in-house data). However, only the variability dimension was taken into account. The model was then improved using expert elicitation knowledge in two ways. First, the model was refined by adding the uncertainty dimension to the probabilistic inputs, enabling to set a second order Monte Carlo analysis. The eight following inputs, and their impact on SFR, are presented in detail in this present study: D-value for each bacteria of interest (B. cereus and G. stearothermophilus) associated with the inactivation model for the UHT treatment step, i.e., two inputs; log reduction (decimal reduction) number associated with the inactivation model for the packaging sterilization step for each bacterium and each part of the packaging (product container and sealing component), i.e., four inputs; and bacterial spore air load of the aseptic tank and the filler cabinet rooms, i.e., two inputs. Second, the model was improved by leveraging expert knowledge to develop further the existing model. The proportion of bacteria in the product which settled on surface of pipes (between the UHT treatment and the aseptic tank on one hand, and between the aseptic tank and the filler cabinet on the other hand) leading to a possible biofilm formation for each bacterium, was better characterized. It was modeled as a function of the hygienic design level of the aseptic-UHT line: the experts provided the model structure and most of the model parameters values. Mean of SFR was estimated to 10×10(-8) (95% Confidence Interval=[0×10(-8); 350×10(-8)]) and 570×10(-8) (95% CI=[380×10(-8); 820×10(-8)]) for B. cereus and G. stearothermophilus, respectively. These estimations were more accurate (since the confidence interval was provided) than those given by the model with only variability (for which the estimates were 15×10(-8) and 580×10(-8) for B. cereus and G. stearothermophilus, respectively). The updated model outputs were also compared with those obtained when inputs were described by a generic distribution, without specific information related to the case-study. Results showed that using a generic distribution can lead to unrealistic estimations (e.g., 3,181,000 product units contaminated by G. stearothermophilus among 10(8) product units produced) and emphasized the added value of eliciting information from experts from the relevant specialist field knowledge. Copyright © 2015 Elsevier B.V. All rights reserved.

A probabilisitic based failure model for components fabricated from anisotropic graphite

NASA Astrophysics Data System (ADS)

Xiao, Chengfeng

The nuclear moderator for high temperature nuclear reactors are fabricated from graphite. During reactor operations graphite components are subjected to complex stress states arising from structural loads, thermal gradients, neutron irradiation damage, and seismic events. Graphite is a quasi-brittle material. Two aspects of nuclear grade graphite, i.e., material anisotropy and different behavior in tension and compression, are explicitly accounted for in this effort. Fracture mechanic methods are useful for metal alloys, but they are problematic for anisotropic materials with a microstructure that makes it difficult to identify a "critical" flaw. In fact cracking in a graphite core component does not necessarily result in the loss of integrity of a nuclear graphite core assembly. A phenomenological failure criterion that does not rely on flaw detection has been derived that accounts for the material behaviors mentioned. The probability of failure of components fabricated from graphite is governed by the scatter in strength. The design protocols being proposed by international code agencies recognize that design and analysis of reactor core components must be based upon probabilistic principles. The reliability models proposed herein for isotropic graphite and graphite that can be characterized as being transversely isotropic are another set of design tools for the next generation very high temperature reactors (VHTR) as well as molten salt reactors. The work begins with a review of phenomenologically based deterministic failure criteria. A number of this genre of failure models are compared with recent multiaxial nuclear grade failure data. Aspects in each are shown to be lacking. The basic behavior of different failure strengths in tension and compression is exhibited by failure models derived for concrete, but attempts to extend these concrete models to anisotropy were unsuccessful. The phenomenological models are directly dependent on stress invariants. A set of invariants, known as an integrity basis, was developed for a non-linear elastic constitutive model. This integrity basis allowed the non-linear constitutive model to exhibit different behavior in tension and compression and moreover, the integrity basis was amenable to being augmented and extended to anisotropic behavior. This integrity basis served as the starting point in developing both an isotropic reliability model and a reliability model for transversely isotropic materials. At the heart of the reliability models is a failure function very similar in nature to the yield functions found in classic plasticity theory. The failure function is derived and presented in the context of a multiaxial stress space. States of stress inside the failure envelope denote safe operating states. States of stress on or outside the failure envelope denote failure. The phenomenological strength parameters associated with the failure function are treated as random variables. There is a wealth of failure data in the literature that supports this notion. The mathematical integration of a joint probability density function that is dependent on the random strength variables over the safe operating domain defined by the failure function provides a way to compute the reliability of a state of stress in a graphite core component fabricated from graphite. The evaluation of the integral providing the reliability associated with an operational stress state can only be carried out using a numerical method. Monte Carlo simulation with importance sampling was selected to make these calculations. The derivation of the isotropic reliability model and the extension of the reliability model to anisotropy are provided in full detail. Model parameters are cast in terms of strength parameters that can (and have been) characterized by multiaxial failure tests. Comparisons of model predictions with failure data is made and a brief comparison is made to reliability predictions called for in the ASME Boiler and Pressure Vessel Code. Future work is identified that would provide further verification and augmentation of the numerical methods used to evaluate model predictions.

Annual Research Review: Resilient Functioning in Maltreated Children--Past, Present, and Future Perspectives

ERIC Educational Resources Information Center

Cicchetti, Dante

2013-01-01

Background: Through a process of probabilistic epigenesis, child maltreatment progressively contributes to compromised adaptation on a variety of developmental domains central to successful adjustment. These developmental failures pose significant risk for the emergence of psychopathology across the life course. In addition to the psychological…

Comparison and validation of shallow landslides susceptibility maps generated by bi-variate and multi-variate linear probabilistic GIS-based techniques. A case study from Ribeira Quente Valley (S. Miguel Island, Azores)

NASA Astrophysics Data System (ADS)

Marques, R.; Amaral, P.; Zêzere, J. L.; Queiroz, G.; Goulart, C.

2009-04-01

Slope instability research and susceptibility mapping is a fundamental component of hazard assessment and is of extreme importance for risk mitigation, land-use management and emergency planning. Landslide susceptibility zonation has been actively pursued during the last two decades and several methodologies are still being improved. Among all the methods presented in the literature, indirect quantitative probabilistic methods have been extensively used. In this work different linear probabilistic methods, both bi-variate and multi-variate (Informative Value, Fuzzy Logic, Weights of Evidence and Logistic Regression), were used for the computation of the spatial probability of landslide occurrence, using the pixel as mapping unit. The methods used are based on linear relationships between landslides and 9 considered conditioning factors (altimetry, slope angle, exposition, curvature, distance to streams, wetness index, contribution area, lithology and land-use). It was assumed that future landslides will be conditioned by the same factors as past landslides in the study area. The presented work was developed for Ribeira Quente Valley (S. Miguel Island, Azores), a study area of 9,5 km2, mainly composed of volcanic deposits (ash and pumice lapilli) produced by explosive eruptions in Furnas Volcano. This materials associated to the steepness of the slopes (38,9% of the area has slope angles higher than 35°, reaching a maximum of 87,5°), make the area very prone to landslide activity. A total of 1.495 shallow landslides were mapped (at 1:5.000 scale) and included in a GIS database. The total affected area is 401.744 m2 (4,5% of the study area). Most slope movements are translational slides frequently evolving into debris-flows. The landslides are elongated, with maximum length generally equivalent to the slope extent, and their width normally does not exceed 25 m. The failure depth rarely exceeds 1,5 m and the volume is usually smaller than 700 m3. For modelling purposes, the landslides were randomly divided in two sub-datasets: a modelling dataset with 748 events (2,2% of the study area) and a validation dataset with 747 events (2,3% of the study area). The susceptibility algorithms achieved with the different probabilistic techniques, were rated individually using success rate and prediction rate curves. The best model performance was obtained with the logistic regression, although the results from the different methods do not show significant differences neither in success nor in prediction rate curves. These evidences revealed that: (1) the modelling landslide dataset is representative of the entire landslide population characteristics; and (2) the increase of complexity and robustness in the probabilistic methodology did not produce a significant increase in success or prediction rates. Therefore, it was concluded that the resolution and quality of the input variables are much more important than the probabilistic model chosen to assess landslide susceptibility. This work was developed on the behalf of VOLCSOILRISK project (Volcanic Soils Geotechnical Characterization for Landslide Risk Mitigation), supported by Direcção Regional da Ciência e Tecnologia - Governo Regional dos Açores.

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system structural components

NASA Technical Reports Server (NTRS)

Cruse, T. A.

1987-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

Probabilistic Structural Analysis Methods for select space propulsion system structural components (PSAM)

NASA Technical Reports Server (NTRS)

Cruse, T. A.; Burnside, O. H.; Wu, Y.-T.; Polch, E. Z.; Dias, J. B.

1988-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

Probabilistic machine learning and artificial intelligence.

PubMed

Ghahramani, Zoubin

2015-05-28

How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.

Probabilistic machine learning and artificial intelligence

NASA Astrophysics Data System (ADS)

Ghahramani, Zoubin

2015-05-01

How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.

Process for computing geometric perturbations for probabilistic analysis

DOEpatents

Fitch, Simeon H. K. [Charlottesville, VA; Riha, David S [San Antonio, TX; Thacker, Ben H [San Antonio, TX

2012-04-10

A method for computing geometric perturbations for probabilistic analysis. The probabilistic analysis is based on finite element modeling, in which uncertainties in the modeled system are represented by changes in the nominal geometry of the model, referred to as "perturbations". These changes are accomplished using displacement vectors, which are computed for each node of a region of interest and are based on mean-value coordinate calculations.

Probabilistic modeling of discourse-aware sentence processing.

PubMed

Dubey, Amit; Keller, Frank; Sturt, Patrick

2013-07-01

Probabilistic models of sentence comprehension are increasingly relevant to questions concerning human language processing. However, such models are often limited to syntactic factors. This restriction is unrealistic in light of experimental results suggesting interactions between syntax and other forms of linguistic information in human sentence processing. To address this limitation, this article introduces two sentence processing models that augment a syntactic component with information about discourse co-reference. The novel combination of probabilistic syntactic components with co-reference classifiers permits them to more closely mimic human behavior than existing models. The first model uses a deep model of linguistics, based in part on probabilistic logic, allowing it to make qualitative predictions on experimental data; the second model uses shallow processing to make quantitative predictions on a broad-coverage reading-time corpus. Copyright © 2013 Cognitive Science Society, Inc.

Mathematical modeling and fuzzy availability analysis for serial processes in the crystallization system of a sugar plant

NASA Astrophysics Data System (ADS)

Aggarwal, Anil Kr.; Kumar, Sanjeev; Singh, Vikram

2017-03-01

The binary states, i.e., success or failed state assumptions used in conventional reliability are inappropriate for reliability analysis of complex industrial systems due to lack of sufficient probabilistic information. For large complex systems, the uncertainty of each individual parameter enhances the uncertainty of the system reliability. In this paper, the concept of fuzzy reliability has been used for reliability analysis of the system, and the effect of coverage factor, failure and repair rates of subsystems on fuzzy availability for fault-tolerant crystallization system of sugar plant is analyzed. Mathematical modeling of the system is carried out using the mnemonic rule to derive Chapman-Kolmogorov differential equations. These governing differential equations are solved with Runge-Kutta fourth-order method.

E-Area LLWF Vadose Zone Model: Probabilistic Model for Estimating Subsided-Area Infiltration Rates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dyer, J.; Flach, G.

A probabilistic model employing a Monte Carlo sampling technique was developed in Python to generate statistical distributions of the upslope-intact-area to subsided-area ratio (Area UAi/Area SAi) for closure cap subsidence scenarios that differ in assumed percent subsidence and the total number of intact plus subsided compartments. The plan is to use this model as a component in the probabilistic system model for the E-Area Performance Assessment (PA), contributing uncertainty in infiltration estimates.

Quantification of Road Network Vulnerability and Traffic Impacts to Regional Landslide Hazards.

NASA Astrophysics Data System (ADS)

Postance, Benjamin; Hillier, John; Dixon, Neil; Dijkstra, Tom

2015-04-01

Slope instability represents a prevalent hazard to transport networks. In the UK regional road networks are frequently disrupted by multiple slope failures triggered during intense precipitation events; primarily due to a degree of regional homogeneity of slope materials, geomorphology and weather conditions. It is of interest to examine how different locations and combinations of slope failure impact road networks, particularly in the context of projected climate change and a 40% increase in UK road demand by 2040. In this study an extensive number (>50 000) of multiple failure event scenarios are simulated within a dynamic micro simulation to assess traffic impacts during peak flow (7 - 10 AM). Possible failure locations are selected within the county of Gloucestershire (3150 km2) using historic failure sites and British Geological Survey GeoSure data. Initial investigations employ a multiple linear regression analyses to consider the severity of traffic impacts, as measured by time, in respect of spatial and topographical network characteristics including connectivity, density and capacity in proximity to failure sites; the network distance between disruptions in multiple failure scenarios is used to consider the effects of spatial clustering. The UK Department of Transport road travel demand and UKCP09 weather projection data to 2080 provide a suitable basis for traffic simulations and probabilistic slope stability assessments. Future work will thus focus on the development of a catastrophe risk model to simulate traffic impacts under various narratives of future travel demand and slope instability under climatic change. The results of this investigation shall contribute to the understanding of road network vulnerabilities and traffic impacts from climate driven slope hazards.

Using WNTR to Model Water Distribution System Resilience ...

EPA Pesticide Factsheets

The Water Network Tool for Resilience (WNTR) is a new open source Python package developed by the U.S. Environmental Protection Agency and Sandia National Laboratories to model and evaluate resilience of water distribution systems. WNTR can be used to simulate a wide range of disruptive events, including earthquakes, contamination incidents, floods, climate change, and fires. The software includes the EPANET solver as well as a WNTR solver with the ability to model pressure-driven demand hydraulics, pipe breaks, component degradation and failure, changes to supply and demand, and cascading failure. Damage to individual components in the network (i.e. pipes, tanks) can be selected probabilistically using fragility curves. WNTR can also simulate different types of resilience-enhancing actions, including scheduled pipe repair or replacement, water conservation efforts, addition of back-up power, and use of contamination warning systems. The software can be used to estimate potential damage in a network, evaluate preparedness, prioritize repair strategies, and identify worse case scenarios. As a Python package, WNTR takes advantage of many existing python capabilities, including parallel processing of scenarios and graphics capabilities. This presentation will outline the modeling components in WNTR, demonstrate their use, give the audience information on how to get started using the code, and invite others to participate in this open source project. This pres

Cost-effectiveness of left ventricular assist devices for patients with end-stage heart failure: analysis of the French hospital discharge database.

PubMed

Tadmouri, Abir; Blomkvist, Josefin; Landais, Cécile; Seymour, Jerome; Azmoun, Alexandre

2018-02-01

Although left ventricular assist devices (LVADs) are currently approved for coverage and reimbursement in France, no French cost-effectiveness (CE) data are available to support this decision. This study aimed at estimating the CE of LVAD compared with medical management in the French health system. Individual patient data from the 'French hospital discharge database' (Medicalization of information systems program) were analysed using Kaplan-Meier method. Outcomes were time to death, time to heart transplantation (HTx), and time to death after HTx. A micro-costing method was used to calculate the monthly costs extracted from the Program for the Medicalization of Information Systems. A multistate Markov monthly cycle model was developed to assess CE. The analysis over a lifetime horizon was performed from the perspective of the French healthcare payer; discount rates were 4%. Probabilistic and deterministic sensitivity analyses were performed. Outcomes were quality-adjusted life years (QALYs) and incremental CE ratio (ICER). Mean QALY for an LVAD patient was 1.5 at a lifetime cost of €190 739, delivering a probabilistic ICER of €125 580/QALY [95% confidence interval: 105 587 to 150 314]. The sensitivity analysis showed that the ICER was mainly sensitive to two factors: (i) the high acquisition cost of the device and (ii) the device performance in terms of patient survival. Our economic evaluation showed that the use of LVAD in patients with end-stage heart failure yields greater benefit in terms of survival than medical management at an extra lifetime cost exceeding the €100 000/QALY. Technological advances and device costs reduction shall hence lead to an improvement in overall CE. © 2017 The Authors. ESC Heart Failure published by John Wiley & Sons Ltd on behalf of the European Society of Cardiology.

Reliability-based management of buried pipelines considering external corrosion defects

NASA Astrophysics Data System (ADS)

Miran, Seyedeh Azadeh

Corrosion is one of the main deteriorating mechanisms that degrade the energy pipeline integrity, due to transferring corrosive fluid or gas and interacting with corrosive environment. Corrosion defects are usually detected by periodical inspections using in-line inspection (ILI) methods. In order to ensure pipeline safety, this study develops a cost-effective maintenance strategy that consists of three aspects: corrosion growth model development using ILI data, time-dependent performance evaluation, and optimal inspection interval determination. In particular, the proposed study is applied to a cathodic protected buried steel pipeline located in Mexico. First, time-dependent power-law formulation is adopted to probabilistically characterize growth of the maximum depth and length of the external corrosion defects. Dependency between defect depth and length are considered in the model development and generation of the corrosion defects over time is characterized by the homogenous Poisson process. The growth models unknown parameters are evaluated based on the ILI data through the Bayesian updating method with Markov Chain Monte Carlo (MCMC) simulation technique. The proposed corrosion growth models can be used when either matched or non-matched defects are available, and have ability to consider newly generated defects since last inspection. Results of this part of study show that both depth and length growth models can predict damage quantities reasonably well and a strong correlation between defect depth and length is found. Next, time-dependent system failure probabilities are evaluated using developed corrosion growth models considering prevailing uncertainties where three failure modes, namely small leak, large leak and rupture are considered. Performance of the pipeline is evaluated through failure probability per km (or called a sub-system) where each subsystem is considered as a series system of detected and newly generated defects within that sub-system. Sensitivity analysis is also performed to determine to which incorporated parameter(s) in the growth models reliability of the studied pipeline is most sensitive. The reliability analysis results suggest that newly generated defects should be considered in calculating failure probability, especially for prediction of long-term performance of the pipeline and also, impact of the statistical uncertainty in the model parameters is significant that should be considered in the reliability analysis. Finally, with the evaluated time-dependent failure probabilities, a life cycle-cost analysis is conducted to determine optimal inspection interval of studied pipeline. The expected total life-cycle costs consists construction cost and expected costs of inspections, repair, and failure. The repair is conducted when failure probability from any described failure mode exceeds pre-defined probability threshold after each inspection. Moreover, this study also investigates impact of repair threshold values and unit costs of inspection and failure on the expected total life-cycle cost and optimal inspection interval through a parametric study. The analysis suggests that a smaller inspection interval leads to higher inspection costs, but can lower failure cost and also repair cost is less significant compared to inspection and failure costs.

Probabilistic Design Methodology and its Application to the Design of an Umbilical Retract Mechanism

NASA Technical Reports Server (NTRS)

Onyebueke, Landon; Ameye, Olusesan

2002-01-01

A lot has been learned from past experience with structural and machine element failures. The understanding of failure modes and the application of an appropriate design analysis method can lead to improved structural and machine element safety as well as serviceability. To apply Probabilistic Design Methodology (PDM), all uncertainties are modeled as random variables with selected distribution types, means, and standard deviations. It is quite difficult to achieve a robust design without considering the randomness of the design parameters which is the case in the use of the Deterministic Design Approach. The US Navy has a fleet of submarine-launched ballistic missiles. An umbilical plug joins the missile to the submarine in order to provide electrical and cooling water connections. As the missile leaves the submarine, an umbilical retract mechanism retracts the umbilical plug clear of the advancing missile after disengagement during launch and retrains the plug in the retracted position. The design of the current retract mechanism in use was based on the deterministic approach which puts emphasis on factor of safety. A new umbilical retract mechanism that is simpler in design, lighter in weight, more reliable, easier to adjust, and more cost effective has become desirable since this will increase the performance and efficiency of the system. This paper reports on a recent project performed at Tennessee State University for the US Navy that involved the application of PDM to the design of an umbilical retract mechanism. This paper demonstrates how the use of PDM lead to the minimization of weight and cost, and the maximization of reliability and performance.

Hazard function theory for nonstationary natural hazards

NASA Astrophysics Data System (ADS)

Read, L. K.; Vogel, R. M.

2015-11-01

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e. that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (X) with its failure time series (T), enabling computation of corresponding average return periods, risk and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied Generalized Pareto (GP) model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard event series X, with corresponding failure time series T, should have application to a wide class of natural hazards with rich opportunities for future extensions.

Hazard function theory for nonstationary natural hazards

NASA Astrophysics Data System (ADS)

Read, Laura K.; Vogel, Richard M.

2016-04-01

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (X) with its failure time series (T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard random variable X with corresponding failure time series T should have application to a wide class of natural hazards with opportunities for future extensions.

Integrating probabilistic models of perception and interactive neural networks: a historical and tutorial review

PubMed Central

McClelland, James L.

2013-01-01

This article seeks to establish a rapprochement between explicitly Bayesian models of contextual effects in perception and neural network models of such effects, particularly the connectionist interactive activation (IA) model of perception. The article is in part an historical review and in part a tutorial, reviewing the probabilistic Bayesian approach to understanding perception and how it may be shaped by context, and also reviewing ideas about how such probabilistic computations may be carried out in neural networks, focusing on the role of context in interactive neural networks, in which both bottom-up and top-down signals affect the interpretation of sensory inputs. It is pointed out that connectionist units that use the logistic or softmax activation functions can exactly compute Bayesian posterior probabilities when the bias terms and connection weights affecting such units are set to the logarithms of appropriate probabilistic quantities. Bayesian concepts such the prior, likelihood, (joint and marginal) posterior, probability matching and maximizing, and calculating vs. sampling from the posterior are all reviewed and linked to neural network computations. Probabilistic and neural network models are explicitly linked to the concept of a probabilistic generative model that describes the relationship between the underlying target of perception (e.g., the word intended by a speaker or other source of sensory stimuli) and the sensory input that reaches the perceiver for use in inferring the underlying target. It is shown how a new version of the IA model called the multinomial interactive activation (MIA) model can sample correctly from the joint posterior of a proposed generative model for perception of letters in words, indicating that interactive processing is fully consistent with principled probabilistic computation. Ways in which these computations might be realized in real neural systems are also considered. PMID:23970868

Integrating probabilistic models of perception and interactive neural networks: a historical and tutorial review.

PubMed

McClelland, James L

2013-01-01

This article seeks to establish a rapprochement between explicitly Bayesian models of contextual effects in perception and neural network models of such effects, particularly the connectionist interactive activation (IA) model of perception. The article is in part an historical review and in part a tutorial, reviewing the probabilistic Bayesian approach to understanding perception and how it may be shaped by context, and also reviewing ideas about how such probabilistic computations may be carried out in neural networks, focusing on the role of context in interactive neural networks, in which both bottom-up and top-down signals affect the interpretation of sensory inputs. It is pointed out that connectionist units that use the logistic or softmax activation functions can exactly compute Bayesian posterior probabilities when the bias terms and connection weights affecting such units are set to the logarithms of appropriate probabilistic quantities. Bayesian concepts such the prior, likelihood, (joint and marginal) posterior, probability matching and maximizing, and calculating vs. sampling from the posterior are all reviewed and linked to neural network computations. Probabilistic and neural network models are explicitly linked to the concept of a probabilistic generative model that describes the relationship between the underlying target of perception (e.g., the word intended by a speaker or other source of sensory stimuli) and the sensory input that reaches the perceiver for use in inferring the underlying target. It is shown how a new version of the IA model called the multinomial interactive activation (MIA) model can sample correctly from the joint posterior of a proposed generative model for perception of letters in words, indicating that interactive processing is fully consistent with principled probabilistic computation. Ways in which these computations might be realized in real neural systems are also considered.

A probabilistic analysis of the implications of instrument failures on ESA's Swarm mission for its individual satellite orbit deployments

NASA Astrophysics Data System (ADS)

Jackson, Andrew

2015-07-01

On launch, one of Swarm's absolute scalar magnetometers (ASMs) failed to function, leaving an asymmetrical arrangement of redundant spares on different spacecrafts. A decision was required concerning the deployment of individual satellites into the low-orbit pair or the higher "lonely" orbit. I analyse the probabilities for successful operation of two of the science components of the Swarm mission in terms of a classical probabilistic failure analysis, with a view to concluding a favourable assignment for the satellite with the single working ASM. I concentrate on the following two science aspects: the east-west gradiometer aspect of the lower pair of satellites and the constellation aspect, which requires a working ASM in each of the two orbital planes. I use the so-called "expert solicitation" probabilities for instrument failure solicited from Mission Advisory Group (MAG) members. My conclusion from the analysis is that it is better to have redundancy of ASMs in the lonely satellite orbit. Although the opposite scenario, having redundancy (and thus four ASMs) in the lower orbit, increases the chance of a working gradiometer late in the mission; it does so at the expense of a likely constellation. Although the results are presented based on actual MAG members' probabilities, the results are rather generic, excepting the case when the probability of individual ASM failure is very small; in this case, any arrangement will ensure a successful mission since there is essentially no failure expected at all. Since the very design of the lower pair is to enable common mode rejection of external signals, it is likely that its work can be successfully achieved during the first 5 years of the mission.

A range of complex probabilistic models for RNA secondary structure prediction that includes the nearest-neighbor model and more.

PubMed

Rivas, Elena; Lang, Raymond; Eddy, Sean R

2012-02-01

The standard approach for single-sequence RNA secondary structure prediction uses a nearest-neighbor thermodynamic model with several thousand experimentally determined energy parameters. An attractive alternative is to use statistical approaches with parameters estimated from growing databases of structural RNAs. Good results have been reported for discriminative statistical methods using complex nearest-neighbor models, including CONTRAfold, Simfold, and ContextFold. Little work has been reported on generative probabilistic models (stochastic context-free grammars [SCFGs]) of comparable complexity, although probabilistic models are generally easier to train and to use. To explore a range of probabilistic models of increasing complexity, and to directly compare probabilistic, thermodynamic, and discriminative approaches, we created TORNADO, a computational tool that can parse a wide spectrum of RNA grammar architectures (including the standard nearest-neighbor model and more) using a generalized super-grammar that can be parameterized with probabilities, energies, or arbitrary scores. By using TORNADO, we find that probabilistic nearest-neighbor models perform comparably to (but not significantly better than) discriminative methods. We find that complex statistical models are prone to overfitting RNA structure and that evaluations should use structurally nonhomologous training and test data sets. Overfitting has affected at least one published method (ContextFold). The most important barrier to improving statistical approaches for RNA secondary structure prediction is the lack of diversity of well-curated single-sequence RNA secondary structures in current RNA databases.

A range of complex probabilistic models for RNA secondary structure prediction that includes the nearest-neighbor model and more

PubMed Central

Rivas, Elena; Lang, Raymond; Eddy, Sean R.

2012-01-01

The standard approach for single-sequence RNA secondary structure prediction uses a nearest-neighbor thermodynamic model with several thousand experimentally determined energy parameters. An attractive alternative is to use statistical approaches with parameters estimated from growing databases of structural RNAs. Good results have been reported for discriminative statistical methods using complex nearest-neighbor models, including CONTRAfold, Simfold, and ContextFold. Little work has been reported on generative probabilistic models (stochastic context-free grammars [SCFGs]) of comparable complexity, although probabilistic models are generally easier to train and to use. To explore a range of probabilistic models of increasing complexity, and to directly compare probabilistic, thermodynamic, and discriminative approaches, we created TORNADO, a computational tool that can parse a wide spectrum of RNA grammar architectures (including the standard nearest-neighbor model and more) using a generalized super-grammar that can be parameterized with probabilities, energies, or arbitrary scores. By using TORNADO, we find that probabilistic nearest-neighbor models perform comparably to (but not significantly better than) discriminative methods. We find that complex statistical models are prone to overfitting RNA structure and that evaluations should use structurally nonhomologous training and test data sets. Overfitting has affected at least one published method (ContextFold). The most important barrier to improving statistical approaches for RNA secondary structure prediction is the lack of diversity of well-curated single-sequence RNA secondary structures in current RNA databases. PMID:22194308

Mechanical failure probability of glasses in Earth orbit

NASA Technical Reports Server (NTRS)

Kinser, Donald L.; Wiedlocher, David E.

1992-01-01

Results of five years of earth-orbital exposure on mechanical properties of glasses indicate that radiation effects on mechanical properties of glasses, for the glasses examined, are less than the probable error of measurement. During the 5 year exposure, seven micrometeorite or space debris impacts occurred on the samples examined. These impacts were located in locations which were not subjected to effective mechanical testing, hence limited information on their influence upon mechanical strength was obtained. Combination of these results with micrometeorite and space debris impact frequency obtained by other experiments permits estimates of the failure probability of glasses exposed to mechanical loading under earth-orbit conditions. This probabilistic failure prediction is described and illustrated with examples.

Common Cause Failure Modeling

NASA Technical Reports Server (NTRS)

Hark, Frank; Britton, Paul; Ring, Rob; Novack, Steven D.

2016-01-01

Common Cause Failures (CCFs) are a known and documented phenomenon that defeats system redundancy. CCFS are a set of dependent type of failures that can be caused by: system environments; manufacturing; transportation; storage; maintenance; and assembly, as examples. Since there are many factors that contribute to CCFs, the effects can be reduced, but they are difficult to eliminate entirely. Furthermore, failure databases sometimes fail to differentiate between independent and CCF (dependent) failure and data is limited, especially for launch vehicles. The Probabilistic Risk Assessment (PRA) of NASA's Safety and Mission Assurance Directorate at Marshal Space Flight Center (MFSC) is using generic data from the Nuclear Regulatory Commission's database of common cause failures at nuclear power plants to estimate CCF due to the lack of a more appropriate data source. There remains uncertainty in the actual magnitude of the common cause risk estimates for different systems at this stage of the design. Given the limited data about launch vehicle CCF and that launch vehicles are a highly redundant system by design, it is important to make design decisions to account for a range of values for independent and CCFs. When investigating the design of the one-out-of-two component redundant system for launch vehicles, a response surface was constructed to represent the impact of the independent failure rate versus a common cause beta factor effect on a system's failure probability. This presentation will define a CCF and review estimation calculations. It gives a summary of reduction methodologies and a review of examples of historical CCFs. Finally, it presents the response surface and discusses the results of the different CCFs on the reliability of a one-out-of-two system.

Common Cause Failure Modeling

NASA Technical Reports Server (NTRS)

Hark, Frank; Britton, Paul; Ring, Rob; Novack, Steven D.

2015-01-01

Common Cause Failures (CCFs) are a known and documented phenomenon that defeats system redundancy. CCFS are a set of dependent type of failures that can be caused by: system environments; manufacturing; transportation; storage; maintenance; and assembly, as examples. Since there are many factors that contribute to CCFs, the effects can be reduced, but they are difficult to eliminate entirely. Furthermore, failure databases sometimes fail to differentiate between independent and CCF (dependent) failure and data is limited, especially for launch vehicles. The Probabilistic Risk Assessment (PRA) of NASA's Safety and Mission Assurance Directorate at Marshall Space Flight Center (MFSC) is using generic data from the Nuclear Regulatory Commission's database of common cause failures at nuclear power plants to estimate CCF due to the lack of a more appropriate data source. There remains uncertainty in the actual magnitude of the common cause risk estimates for different systems at this stage of the design. Given the limited data about launch vehicle CCF and that launch vehicles are a highly redundant system by design, it is important to make design decisions to account for a range of values for independent and CCFs. When investigating the design of the one-out-of-two component redundant system for launch vehicles, a response surface was constructed to represent the impact of the independent failure rate versus a common cause beta factor effect on a system's failure probability. This presentation will define a CCF and review estimation calculations. It gives a summary of reduction methodologies and a review of examples of historical CCFs. Finally, it presents the response surface and discusses the results of the different CCFs on the reliability of a one-out-of-two system.

CARES/Life Ceramics Durability Evaluation Software Used for Mars Microprobe Aeroshell

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.

1998-01-01

The CARES/Life computer program, which was developed at the NASA Lewis Research Center, predicts the probability of a monolithic ceramic component's failure as a function of time in service. The program has many features and options for materials evaluation and component design. It couples commercial finite element programs-which resolve a component's temperature and stress distribution-to-reliability evaluation and fracture mechanics routines for modeling strength-limiting defects. These routines are based on calculations of the probabilistic nature of the brittle material's strength. The capability, flexibility, and uniqueness of CARES/Life has attracted many users representing a broad range of interests and has resulted in numerous awards for technological achievements and technology transfer.

A probabilistic NF2 relational algebra for integrated information retrieval and database systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fuhr, N.; Roelleke, T.

The integration of information retrieval (IR) and database systems requires a data model which allows for modelling documents as entities, representing uncertainty and vagueness and performing uncertain inference. For this purpose, we present a probabilistic data model based on relations in non-first-normal-form (NF2). Here, tuples are assigned probabilistic weights giving the probability that a tuple belongs to a relation. Thus, the set of weighted index terms of a document are represented as a probabilistic subrelation. In a similar way, imprecise attribute values are modelled as a set-valued attribute. We redefine the relational operators for this type of relations such thatmore » the result of each operator is again a probabilistic NF2 relation, where the weight of a tuple gives the probability that this tuple belongs to the result. By ordering the tuples according to decreasing probabilities, the model yields a ranking of answers like in most IR models. This effect also can be used for typical database queries involving imprecise attribute values as well as for combinations of database and IR queries.« less

Reliability and Maintainability Data for Lead Lithium Cooling Systems

DOE PAGES

Cadwallader, Lee

2016-11-16

This article presents component failure rate data for use in assessment of lead lithium cooling systems. Best estimate data applicable to this liquid metal coolant is presented. Repair times for similar components are also referenced in this work. These data support probabilistic safety assessment and reliability, availability, maintainability and inspectability analyses.

77 FR 61446 - Proposed Revision Probabilistic Risk Assessment and Severe Accident Evaluation for New Reactors

Federal Register 2010, 2011, 2012, 2013, 2014

2012-10-09

... documents online in the NRC Library at http://www.nrc.gov/reading-rm/adams.html . To begin the search... of digital instrumentation and control system PRAs, including common cause failures in PRAs and uncertainty analysis associated with new reactor digital systems, and (4) incorporation of additional...

77 FR 66649 - Proposed Revision to Probabilistic Risk Assessment and Severe Accident Evaluation for New Reactors

Federal Register 2010, 2011, 2012, 2013, 2014

2012-11-06

... in the NRC Library at http://www.nrc.gov/reading-rm/adams.html . To begin the search, select ``ADAMS... of digital instrumentation and control system PRAs, including common cause failures in PRAs and uncertainty analysis associated with new reactor digital systems, and (4) incorporation of additional...

A probabilistic and continuous model of protein conformational space for template-free modeling.

PubMed

Zhao, Feng; Peng, Jian; Debartolo, Joe; Freed, Karl F; Sosnick, Tobin R; Xu, Jinbo

2010-06-01

One of the major challenges with protein template-free modeling is an efficient sampling algorithm that can explore a huge conformation space quickly. The popular fragment assembly method constructs a conformation by stringing together short fragments extracted from the Protein Data Base (PDB). The discrete nature of this method may limit generated conformations to a subspace in which the native fold does not belong. Another worry is that a protein with really new fold may contain some fragments not in the PDB. This article presents a probabilistic model of protein conformational space to overcome the above two limitations. This probabilistic model employs directional statistics to model the distribution of backbone angles and 2(nd)-order Conditional Random Fields (CRFs) to describe sequence-angle relationship. Using this probabilistic model, we can sample protein conformations in a continuous space, as opposed to the widely used fragment assembly and lattice model methods that work in a discrete space. We show that when coupled with a simple energy function, this probabilistic method compares favorably with the fragment assembly method in the blind CASP8 evaluation, especially on alpha or small beta proteins. To our knowledge, this is the first probabilistic method that can search conformations in a continuous space and achieves favorable performance. Our method also generated three-dimensional (3D) models better than template-based methods for a couple of CASP8 hard targets. The method described in this article can also be applied to protein loop modeling, model refinement, and even RNA tertiary structure prediction.

Unsteady Probabilistic Analysis of a Gas Turbine System

NASA Technical Reports Server (NTRS)

Brown, Marilyn

2003-01-01

In this work, we have considered an annular cascade configuration subjected to unsteady inflow conditions. The unsteady response calculation has been implemented into the time marching CFD code, MSUTURBO. The computed steady state results for the pressure distribution demonstrated good agreement with experimental data. We have computed results for the amplitudes of the unsteady pressure over the blade surfaces. With the increase in gas turbine engine structural complexity and performance over the past 50 years, structural engineers have created an array of safety nets to ensure against component failures in turbine engines. In order to reduce what is now considered to be excessive conservatism and yet maintain the same adequate margins of safety, there is a pressing need to explore methods of incorporating probabilistic design procedures into engine development. Probabilistic methods combine and prioritize the statistical distributions of each design variable, generate an interactive distribution and offer the designer a quantified relationship between robustness, endurance and performance. The designer can therefore iterate between weight reduction, life increase, engine size reduction, speed increase etc.

A Probabilistic Model of Local Sequence Alignment That Simplifies Statistical Significance Estimation

PubMed Central

Eddy, Sean R.

2008-01-01

Sequence database searches require accurate estimation of the statistical significance of scores. Optimal local sequence alignment scores follow Gumbel distributions, but determining an important parameter of the distribution (λ) requires time-consuming computational simulation. Moreover, optimal alignment scores are less powerful than probabilistic scores that integrate over alignment uncertainty (“Forward” scores), but the expected distribution of Forward scores remains unknown. Here, I conjecture that both expected score distributions have simple, predictable forms when full probabilistic modeling methods are used. For a probabilistic model of local sequence alignment, optimal alignment bit scores (“Viterbi” scores) are Gumbel-distributed with constant λ = log 2, and the high scoring tail of Forward scores is exponential with the same constant λ. Simulation studies support these conjectures over a wide range of profile/sequence comparisons, using 9,318 profile-hidden Markov models from the Pfam database. This enables efficient and accurate determination of expectation values (E-values) for both Viterbi and Forward scores for probabilistic local alignments. PMID:18516236

Fuzzy-probabilistic model for risk assessment of radioactive material railway transportation.

PubMed

Avramenko, M; Bolyatko, V; Kosterev, V

2005-01-01

Transportation of radioactive materials is obviously accompanied by a certain risk. A model for risk assessment of emergency situations and terrorist attacks may be useful for choosing possible routes and for comparing the various defence strategies. In particular, risk assessment is crucial for safe transportation of excess weapons-grade plutonium arising from the removal of plutonium from military employment. A fuzzy-probabilistic model for risk assessment of railway transportation has been developed taking into account the different natures of risk-affecting parameters (probabilistic and not probabilistic but fuzzy). Fuzzy set theory methods as well as standard methods of probability theory have been used for quantitative risk assessment. Information-preserving transformations are applied to realise the correct aggregation of probabilistic and fuzzy parameters. Estimations have also been made of the inhalation doses resulting from possible accidents during plutonium transportation. The obtained data show the scale of possible consequences that may arise from plutonium transportation accidents.

Cost-effectiveness analysis reveals microsurgical varicocele repair is superior to percutaneous embolization in the treatment of male infertility.

PubMed

Kovac, Jason Ronald; Fantus, Jake; Lipshultz, Larry I; Fischer, Marc Anthony; Klinghoffer, Zachery

2014-09-01

Varicoceles are a common cause of male infertility; repair can be accomplished using either surgical or radiological means. We compare the cost-effectiveness of the gold standard, the microsurgical varicocele repair (MV), to the options of a nonmicrosurgical approach (NMV) and percutaneous embolization (PE) to manage varicocele-associated infertility. A Markov decision-analysis model was developed to estimate costs and pregnancy rates. Within the model, recurrences following MV and NMV were re-treated with PE and recurrences following PE were treated with repeat PE, MV or NMV. Pregnancy and recurrence rates were based on the literature, while costs were obtained from institutional and government supplied data. Univariate and probabilistic sensitivity-analyses were performed to determine the effects of the various parameters on model outcomes. Primary treatment with MV was the most cost-effective strategy at $5402 CAD (Canadian)/pregnancy. Primary treatment with NMV was the least costly approach, but it also yielded the fewest pregnancies. Primary treatment with PE was the least cost-effective strategy costing about $7300 CAD/pregnancy. Probabilistic sensitivity analysis reinforced MV as the most cost-effective strategy at a willingness-to-pay threshold of >$4100 CAD/pregnancy. MV yielded the most pregnancies at acceptable levels of incremental costs. As such, it is the preferred primary treatment strategy for varicocele-associated infertility. Treatment with PE was the least cost-effective approach and, as such, is best used only in cases of surgical failure.

What do we gain with Probabilistic Flood Loss Models?

NASA Astrophysics Data System (ADS)

Schroeter, K.; Kreibich, H.; Vogel, K.; Merz, B.; Lüdtke, S.

2015-12-01

The reliability of flood loss models is a prerequisite for their practical usefulness. Oftentimes, traditional uni-variate damage models as for instance depth-damage curves fail to reproduce the variability of observed flood damage. Innovative multi-variate probabilistic modelling approaches are promising to capture and quantify the uncertainty involved and thus to improve the basis for decision making. In this study we compare the predictive capability of two probabilistic modelling approaches, namely Bagging Decision Trees and Bayesian Networks and traditional stage damage functions which are cast in a probabilistic framework. For model evaluation we use empirical damage data which are available from computer aided telephone interviews that were respectively compiled after the floods in 2002, 2005, 2006 and 2013 in the Elbe and Danube catchments in Germany. We carry out a split sample test by sub-setting the damage records. One sub-set is used to derive the models and the remaining records are used to evaluate the predictive performance of the model. Further we stratify the sample according to catchments which allows studying model performance in a spatial transfer context. Flood damage estimation is carried out on the scale of the individual buildings in terms of relative damage. The predictive performance of the models is assessed in terms of systematic deviations (mean bias), precision (mean absolute error) as well as in terms of reliability which is represented by the proportion of the number of observations that fall within the 95-quantile and 5-quantile predictive interval. The reliability of the probabilistic predictions within validation runs decreases only slightly and achieves a very good coverage of observations within the predictive interval. Probabilistic models provide quantitative information about prediction uncertainty which is crucial to assess the reliability of model predictions and improves the usefulness of model results.

A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network

NASA Astrophysics Data System (ADS)

Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.

2018-02-01

Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.

On the use of high-frequency SCADA data for improved wind turbine performance monitoring

NASA Astrophysics Data System (ADS)

Gonzalez, E.; Stephen, B.; Infield, D.; Melero, J. J.

2017-11-01

SCADA-based condition monitoring of wind turbines facilitates the move from costly corrective repairs towards more proactive maintenance strategies. In this work, we advocate the use of high-frequency SCADA data and quantile regression to build a cost effective performance monitoring tool. The benefits of the approach are demonstrated through the comparison between state-of-the-art deterministic power curve modelling techniques and the suggested probabilistic model. Detection capabilities are compared for low and high-frequency SCADA data, providing evidence for monitoring at higher resolutions. Operational data from healthy and faulty turbines are used to provide a practical example of usage with the proposed tool, effectively achieving the detection of an incipient gearbox malfunction at a time horizon of more than one month prior to the actual occurrence of the failure.

A theoretical basis for the analysis of redundant software subject to coincident errors

NASA Technical Reports Server (NTRS)

Eckhardt, D. E., Jr.; Lee, L. D.

1985-01-01

Fundamental to the development of redundant software techniques fault-tolerant software, is an understanding of the impact of multiple-joint occurrences of coincident errors. A theoretical basis for the study of redundant software is developed which provides a probabilistic framework for empirically evaluating the effectiveness of the general (N-Version) strategy when component versions are subject to coincident errors, and permits an analytical study of the effects of these errors. The basic assumptions of the model are: (1) independently designed software components are chosen in a random sample; and (2) in the user environment, the system is required to execute on a stationary input series. The intensity of coincident errors, has a central role in the model. This function describes the propensity to introduce design faults in such a way that software components fail together when executing in the user environment. The model is used to give conditions under which an N-Version system is a better strategy for reducing system failure probability than relying on a single version of software. A condition which limits the effectiveness of a fault-tolerant strategy is studied, and it is posted whether system failure probability varies monotonically with increasing N or whether an optimal choice of N exists.

Probabilistic Fatigue Damage Prognosis Using a Surrogate Model Trained Via 3D Finite Element Analysis

NASA Technical Reports Server (NTRS)

Leser, Patrick E.; Hochhalter, Jacob D.; Newman, John A.; Leser, William P.; Warner, James E.; Wawrzynek, Paul A.; Yuan, Fuh-Gwo

2015-01-01

Utilizing inverse uncertainty quantification techniques, structural health monitoring can be integrated with damage progression models to form probabilistic predictions of a structure's remaining useful life. However, damage evolution in realistic structures is physically complex. Accurately representing this behavior requires high-fidelity models which are typically computationally prohibitive. In the present work, a high-fidelity finite element model is represented by a surrogate model, reducing computation times. The new approach is used with damage diagnosis data to form a probabilistic prediction of remaining useful life for a test specimen under mixed-mode conditions.

Probabilistic models of cognition: conceptual foundations.

PubMed

Chater, Nick; Tenenbaum, Joshua B; Yuille, Alan

2006-07-01

Remarkable progress in the mathematics and computer science of probability has led to a revolution in the scope of probabilistic models. In particular, 'sophisticated' probabilistic methods apply to structured relational systems such as graphs and grammars, of immediate relevance to the cognitive sciences. This Special Issue outlines progress in this rapidly developing field, which provides a potentially unifying perspective across a wide range of domains and levels of explanation. Here, we introduce the historical and conceptual foundations of the approach, explore how the approach relates to studies of explicit probabilistic reasoning, and give a brief overview of the field as it stands today.

Automated segmentation of the prostate in 3D MR images using a probabilistic atlas and a spatially constrained deformable model.

PubMed

Martin, Sébastien; Troccaz, Jocelyne; Daanenc, Vincent

2010-04-01

The authors present a fully automatic algorithm for the segmentation of the prostate in three-dimensional magnetic resonance (MR) images. The approach requires the use of an anatomical atlas which is built by computing transformation fields mapping a set of manually segmented images to a common reference. These transformation fields are then applied to the manually segmented structures of the training set in order to get a probabilistic map on the atlas. The segmentation is then realized through a two stage procedure. In the first stage, the processed image is registered to the probabilistic atlas. Subsequently, a probabilistic segmentation is obtained by mapping the probabilistic map of the atlas to the patient's anatomy. In the second stage, a deformable surface evolves toward the prostate boundaries by merging information coming from the probabilistic segmentation, an image feature model and a statistical shape model. During the evolution of the surface, the probabilistic segmentation allows the introduction of a spatial constraint that prevents the deformable surface from leaking in an unlikely configuration. The proposed method is evaluated on 36 exams that were manually segmented by a single expert. A median Dice similarity coefficient of 0.86 and an average surface error of 2.41 mm are achieved. By merging prior knowledge, the presented method achieves a robust and completely automatic segmentation of the prostate in MR images. Results show that the use of a spatial constraint is useful to increase the robustness of the deformable model comparatively to a deformable surface that is only driven by an image appearance model.

Probabilistic load simulation: Code development status

NASA Astrophysics Data System (ADS)

Newell, J. F.; Ho, H.

1991-05-01

The objective of the Composite Load Spectra (CLS) project is to develop generic load models to simulate the composite load spectra that are included in space propulsion system components. The probabilistic loads thus generated are part of the probabilistic design analysis (PDA) of a space propulsion system that also includes probabilistic structural analyses, reliability, and risk evaluations. Probabilistic load simulation for space propulsion systems demands sophisticated probabilistic methodology and requires large amounts of load information and engineering data. The CLS approach is to implement a knowledge based system coupled with a probabilistic load simulation module. The knowledge base manages and furnishes load information and expertise and sets up the simulation runs. The load simulation module performs the numerical computation to generate the probabilistic loads with load information supplied from the CLS knowledge base.

Probabilistic evaluation of seismic isolation effect with respect to siting of a fusion reactor facility

DOE Office of Scientific and Technical Information (OSTI.GOV)

Takeda, Masatoshi; Komura, Toshiyuki; Hirotani, Tsutomu

1995-12-01

Annual failure probabilities of buildings and equipment were roughly evaluated for two fusion-reactor-like buildings, with and without seismic base isolation, in order to examine the effectiveness of the base isolation system regarding siting issues. The probabilities are calculated considering nonlinearity and rupture of isolators. While the probability of building failure for both buildings on the same site was almost equal, the function failures for equipment showed that the base-isolated building had higher reliability than the non-isolated building. Even if the base-isolated building alone is located on a higher seismic hazard area, it could compete favorably with the ordinary one inmore » reliability of equipment.« less

Towards Comprehensive Variation Models for Designing Vehicle Monitoring Systems

NASA Technical Reports Server (NTRS)

McAdams, Daniel A.; Tumer, Irem Y.; Clancy, Daniel (Technical Monitor)

2002-01-01

When designing vehicle vibration monitoring systems for aerospace devices, it is common to use well-established models of vibration features to determine whether failures or defects exist. Most of the algorithms used for failure detection rely on these models to detect significant changes in a flight environment. In actual practice, however, most vehicle vibration monitoring systems are corrupted by high rates of false alarms and missed detections. This crucial roadblock makes their implementation in real vehicles (e.g., helicopter transmissions and aircraft engines) difficult, making their operation costly and unreliable. Research conducted at the NASA Ames Research Center has determined that a major reason for the high rates of false alarms and missed detections is the numerous sources of statistical variations that are not taken into account in the modeling assumptions. In this paper, we address one such source of variations, namely, those caused during the design and manufacturing of rotating machinery components that make up aerospace systems. We present a novel way of modeling the vibration response by including design variations via probabilistic methods. Using such models, we develop a methodology to account for design and manufacturing variations, and explore the changes in the vibration response to determine its stochastic nature. We explore the potential of the methodology using a nonlinear cam-follower model, where the spring stiffness values are assumed to follow a normal distribution. The results demonstrate initial feasibility of the method, showing great promise in developing a general methodology for designing more accurate aerospace vehicle monitoring systems.

A simplified fragility analysis of fan type cable stayed bridges

NASA Astrophysics Data System (ADS)

Khan, R. A.; Datta, T. K.; Ahmad, S.

2005-06-01

A simplified fragility analysis of fan type cable stayed bridges using Probabilistic Risk Analysis (PRA) procedure is presented for determining their failure probability under random ground motion. Seismic input to the bridge support is considered to be a risk consistent response spectrum which is obtained from a separate analysis. For the response analysis, the bridge deck is modeles as a beam supported on spring at different points. The stiffnesses of the springs are determined by a separate 2D static analysis of cable-tower-deck system. The analysis provides a coupled stiffness matrix for the spring system. A continuum method of analysis using dynamic stiffness is used to determine the dynamic properties of the bridges. The response of the bridge deck is obtained by the response spectrum method of analysis as applied to multidegree of freedom system which duly takes into account the quasi-static component of bridge deck vibration. The fragility analysis includes uncertainties arising due to the variation in ground motion, material property, modeling, method of analysis, ductility factor and damage concentration effect. Probability of failure of the bridge deck is determined by the First Order Second Moment (FOSM) method of reliability. A three span double plane symmetrical fan type cable stayed bridge of total span 689 m, is used as an illustrative example. The fragility curves for the bridge deck failure are obtained under a number of parametric variations. Some of the important conclusions of the study indicate that (i) not only vertical component but also the horizontal component of ground motion has considerable effect on the probability of failure; (ii) ground motion with no time lag between support excitations provides a smaller probability of failure as compared to ground motion with very large time lag between support excitation; and (iii) probability of failure may considerably increase soft soil condition.

A risk assessment method for multi-site damage

NASA Astrophysics Data System (ADS)

Millwater, Harry Russell, Jr.

This research focused on developing probabilistic methods suitable for computing small probabilities of failure, e.g., 10sp{-6}, of structures subject to multi-site damage (MSD). MSD is defined as the simultaneous development of fatigue cracks at multiple sites in the same structural element such that the fatigue cracks may coalesce to form one large crack. MSD is modeled as an array of collinear cracks with random initial crack lengths with the centers of the initial cracks spaced uniformly apart. The data used was chosen to be representative of aluminum structures. The structure is considered failed whenever any two adjacent cracks link up. A fatigue computer model is developed that can accurately and efficiently grow a collinear array of arbitrary length cracks from initial size until failure. An algorithm is developed to compute the stress intensity factors of all cracks considering all interaction effects. The probability of failure of two to 100 cracks is studied. Lower bounds on the probability of failure are developed based upon the probability of the largest crack exceeding a critical crack size. The critical crack size is based on the initial crack size that will grow across the ligament when the neighboring crack has zero length. The probability is evaluated using extreme value theory. An upper bound is based on the probability of the maximum sum of initial cracks being greater than a critical crack size. A weakest link sampling approach is developed that can accurately and efficiently compute small probabilities of failure. This methodology is based on predicting the weakest link, i.e., the two cracks to link up first, for a realization of initial crack sizes, and computing the cycles-to-failure using these two cracks. Criteria to determine the weakest link are discussed. Probability results using the weakest link sampling method are compared to Monte Carlo-based benchmark results. The results indicate that very small probabilities can be computed accurately in a few minutes using a Hewlett-Packard workstation.

Application of a stochastic snowmelt model for probabilistic decisionmaking

NASA Technical Reports Server (NTRS)

Mccuen, R. H.

1983-01-01

A stochastic form of the snowmelt runoff model that can be used for probabilistic decision-making was developed. The use of probabilistic streamflow predictions instead of single valued deterministic predictions leads to greater accuracy in decisions. While the accuracy of the output function is important in decisionmaking, it is also important to understand the relative importance of the coefficients. Therefore, a sensitivity analysis was made for each of the coefficients.

Negative Selection Algorithm for Aircraft Fault Detection

NASA Technical Reports Server (NTRS)

Dasgupta, D.; KrishnaKumar, K.; Wong, D.; Berry, M.

2004-01-01

We investigated a real-valued Negative Selection Algorithm (NSA) for fault detection in man-in-the-loop aircraft operation. The detection algorithm uses body-axes angular rate sensory data exhibiting the normal flight behavior patterns, to generate probabilistically a set of fault detectors that can detect any abnormalities (including faults and damages) in the behavior pattern of the aircraft flight. We performed experiments with datasets (collected under normal and various simulated failure conditions) using the NASA Ames man-in-the-loop high-fidelity C-17 flight simulator. The paper provides results of experiments with different datasets representing various failure conditions.

Limited-scope probabilistic safety analysis for the Los Alamos Meson Physics Facility (LAMPF)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sharirli, M.; Rand, J.L.; Sasser, M.K.

1992-01-01

The reliability of instrumentation and safety systems is a major issue in the operation of accelerator facilities. A probabilistic safety analysis was performed or the key safety and instrumentation systems at the Los Alamos Meson Physics Facility (LAMPF). in Phase I of this unique study, the Personnel Safety System (PSS) and the Current Limiters (XLs) were analyzed through the use of the fault tree analyses, failure modes and effects analysis, and criticality analysis. Phase II of the program was done to update and reevaluate the safety systems after the Phase I recommendations were implemented. This paper provides a brief reviewmore » of the studies involved in Phases I and II of the program.« less

Limited-scope probabilistic safety analysis for the Los Alamos Meson Physics Facility (LAMPF)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sharirli, M.; Rand, J.L.; Sasser, M.K.

1992-12-01

The reliability of instrumentation and safety systems is a major issue in the operation of accelerator facilities. A probabilistic safety analysis was performed or the key safety and instrumentation systems at the Los Alamos Meson Physics Facility (LAMPF). in Phase I of this unique study, the Personnel Safety System (PSS) and the Current Limiters (XLs) were analyzed through the use of the fault tree analyses, failure modes and effects analysis, and criticality analysis. Phase II of the program was done to update and reevaluate the safety systems after the Phase I recommendations were implemented. This paper provides a brief reviewmore » of the studies involved in Phases I and II of the program.« less

Vagueness as Probabilistic Linguistic Knowledge

NASA Astrophysics Data System (ADS)

Lassiter, Daniel

Consideration of the metalinguistic effects of utterances involving vague terms has led Barker [1] to treat vagueness using a modified Stalnakerian model of assertion. I present a sorites-like puzzle for factual beliefs in the standard Stalnakerian model [28] and show that it can be resolved by enriching the model to make use of probabilistic belief spaces. An analogous problem arises for metalinguistic information in Barker's model, and I suggest that a similar enrichment is needed here as well. The result is a probabilistic theory of linguistic representation that retains a classical metalanguage but avoids the undesirable divorce between meaning and use inherent in the epistemic theory [34]. I also show that the probabilistic approach provides a plausible account of the sorites paradox and higher-order vagueness and that it fares well empirically and conceptually in comparison to leading competitors.

Design of high temperature ceramic components against fast fracture and time-dependent failure using cares/life

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jadaan, O.M.; Powers, L.M.; Nemeth, N.N.

1995-08-01

A probabilistic design methodology which predicts the fast fracture and time-dependent failure behavior of thermomechanically loaded ceramic components is discussed using the CARES/LIFE integrated design computer program. Slow crack growth (SCG) is assumed to be the mechanism responsible for delayed failure behavior. Inert strength and dynamic fatigue data obtained from testing coupon specimens (O-ring and C-ring specimens) are initially used to calculate the fast fracture and SCG material parameters as a function of temperature using the parameter estimation techniques available with the CARES/LIFE code. Finite element analysis (FEA) is used to compute the stress distributions for the tube as amore » function of applied pressure. Knowing the stress and temperature distributions and the fast fracture and SCG material parameters, the life time for a given tube can be computed. A stress-failure probability-time to failure (SPT) diagram is subsequently constructed for these tubes. Such a diagram can be used by design engineers to estimate the time to failure at a given failure probability level for a component subjected to a given thermomechanical load.« less

Hazard function theory for nonstationary natural hazards

DOE PAGES

Read, Laura K.; Vogel, Richard M.

2016-04-11

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field ofmore » hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series ( X) with its failure time series ( T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. As a result, our theoretical analysis linking hazard random variable  X with corresponding failure time series  T should have application to a wide class of natural hazards with opportunities for future extensions.« less

Hazard function theory for nonstationary natural hazards

DOE Office of Scientific and Technical Information (OSTI.GOV)

Read, Laura K.; Vogel, Richard M.

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field ofmore » hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series ( X) with its failure time series ( T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. As a result, our theoretical analysis linking hazard random variable  X with corresponding failure time series  T should have application to a wide class of natural hazards with opportunities for future extensions.« less

Probalistic Models for Solar Particle Events

NASA Technical Reports Server (NTRS)

Adams, James H., Jr.; Xapsos, Michael

2009-01-01

Probabilistic Models of Solar Particle Events (SPEs) are used in space mission design studies to describe the radiation environment that can be expected at a specified confidence level. The task of the designer is then to choose a design that will operate in the model radiation environment. Probabilistic models have already been developed for solar proton events that describe the peak flux, event-integrated fluence and missionintegrated fluence. In addition a probabilistic model has been developed that describes the mission-integrated fluence for the Z>2 elemental spectra. This talk will focus on completing this suite of models by developing models for peak flux and event-integrated fluence elemental spectra for the Z>2 element

EFFECTS OF CORRELATED PROBABILISTIC EXPOSURE MODEL INPUTS ON SIMULATED RESULTS

EPA Science Inventory

In recent years, more probabilistic models have been developed to quantify aggregate human exposures to environmental pollutants. The impact of correlation among inputs in these models is an important issue, which has not been resolved. Obtaining correlated data and implementi...

[Management of vaginal infection following failure of a probabilistic treatment: is the vaginal swab really useful?].

PubMed

Bretelle, F; Chiarelli, P; Palmer, I; Glatt, N

2015-02-01

The aim of this observational national multi-centre study was to describe medical care of vaginal infections resisting a primary probabilistic treatment. Two hundred and seventy female patients were included during a 9-month period (from 2013, March 20th to 2013, December 7th) by 155 gynaecologists located throughout France. All patients were presenting a vulvo-vaginitis episode which started about three weeks ago and which was characterized by leucorrhea (93 % cases), itching (88 % cases) and/or vulvar and/or vaginal irritation (88 % cases). In most cases, this episode was previously treated by a short course of an azole antifungal medication. This treatment was initiated by the patient herself without any doctor's prescription in six out of 10 cases and had no influence on the evolution of the original clinical symptoms. Second line treatments included azole antifungal medications (56 % cases), local fixed combinations (antifungal agent and bactericidal antibiotic) (29 %), metronidazole (9 %), oral antibiotics (7.4 %). At the end of the treatment, 85 % patients recovered from vaginitis symptoms. The recovery rate was 82.6 % for patients who got a bacteriological examination and 87.6 % for patients who were treated without any bacteriological examination. The difference is not statistically significant. These results seem to show that a probabilistic medical care is as effective as (but probably more economical than) a therapeutic strategy guided by the results of further examinations in case of failure of a primary treatment. This conclusion should be confirmed by a medico-economic comparison after randomization. Copyright © 2014 Elsevier Masson SAS. All rights reserved.

Value and role of intensive care unit outcome prediction models in end-of-life decision making.

PubMed

Barnato, Amber E; Angus, Derek C

2004-07-01

In the United States, intensive care unit (ICU) admission at the end of life is commonplace. What is the value and role of ICU mortality prediction models for informing the utility of ICU care?In this article, we review the history, statistical underpinnings,and current deployment of these models in clinical care. We conclude that the use of outcome prediction models to ration care that is unlikely to provide an expected benefit is hampered by imperfect performance, the lack of real-time availability, failure to consider functional outcomes beyond survival, and physician resistance to the use of probabilistic information when death is guaranteed by the decision it informs. Among these barriers, the most important technical deficiency is the lack of automated information systems to provide outcome predictions to decision makers, and the most important research and policy agenda is to understand and address our national ambivalence toward rationing care based on any criterion.

Probabilistic drug connectivity mapping

PubMed Central

2014-01-01

Background The aim of connectivity mapping is to match drugs using drug-treatment gene expression profiles from multiple cell lines. This can be viewed as an information retrieval task, with the goal of finding the most relevant profiles for a given query drug. We infer the relevance for retrieval by data-driven probabilistic modeling of the drug responses, resulting in probabilistic connectivity mapping, and further consider the available cell lines as different data sources. We use a special type of probabilistic model to separate what is shared and specific between the sources, in contrast to earlier connectivity mapping methods that have intentionally aggregated all available data, neglecting information about the differences between the cell lines. Results We show that the probabilistic multi-source connectivity mapping method is superior to alternatives in finding functionally and chemically similar drugs from the Connectivity Map data set. We also demonstrate that an extension of the method is capable of retrieving combinations of drugs that match different relevant parts of the query drug response profile. Conclusions The probabilistic modeling-based connectivity mapping method provides a promising alternative to earlier methods. Principled integration of data from different cell lines helps to identify relevant responses for specific drug repositioning applications. PMID:24742351

Probabilistic Approach to Conditional Probability of Release of Hazardous Materials from Railroad Tank Cars during Accidents

DOT National Transportation Integrated Search

2009-10-13

This paper describes a probabilistic approach to estimate the conditional probability of release of hazardous materials from railroad tank cars during train accidents. Monte Carlo methods are used in developing a probabilistic model to simulate head ...

Distributed collaborative probabilistic design for turbine blade-tip radial running clearance using support vector machine of regression

NASA Astrophysics Data System (ADS)

Fei, Cheng-Wei; Bai, Guang-Chen

2014-12-01

To improve the computational precision and efficiency of probabilistic design for mechanical dynamic assembly like the blade-tip radial running clearance (BTRRC) of gas turbine, a distribution collaborative probabilistic design method-based support vector machine of regression (SR)(called as DCSRM) is proposed by integrating distribution collaborative response surface method and support vector machine regression model. The mathematical model of DCSRM is established and the probabilistic design idea of DCSRM is introduced. The dynamic assembly probabilistic design of aeroengine high-pressure turbine (HPT) BTRRC is accomplished to verify the proposed DCSRM. The analysis results reveal that the optimal static blade-tip clearance of HPT is gained for designing BTRRC, and improving the performance and reliability of aeroengine. The comparison of methods shows that the DCSRM has high computational accuracy and high computational efficiency in BTRRC probabilistic analysis. The present research offers an effective way for the reliability design of mechanical dynamic assembly and enriches mechanical reliability theory and method.

Superposition-Based Analysis of First-Order Probabilistic Timed Automata

NASA Astrophysics Data System (ADS)

Fietzke, Arnaud; Hermanns, Holger; Weidenbach, Christoph

This paper discusses the analysis of first-order probabilistic timed automata (FPTA) by a combination of hierarchic first-order superposition-based theorem proving and probabilistic model checking. We develop the overall semantics of FPTAs and prove soundness and completeness of our method for reachability properties. Basically, we decompose FPTAs into their time plus first-order logic aspects on the one hand, and their probabilistic aspects on the other hand. Then we exploit the time plus first-order behavior by hierarchic superposition over linear arithmetic. The result of this analysis is the basis for the construction of a reachability equivalent (to the original FPTA) probabilistic timed automaton to which probabilistic model checking is finally applied. The hierarchic superposition calculus required for the analysis is sound and complete on the first-order formulas generated from FPTAs. It even works well in practice. We illustrate the potential behind it with a real-life DHCP protocol example, which we analyze by means of tool chain support.

Probabilistic modeling of bifurcations in single-cell gene expression data using a Bayesian mixture of factor analyzers.

PubMed

Campbell, Kieran R; Yau, Christopher

2017-03-15

Modeling bifurcations in single-cell transcriptomics data has become an increasingly popular field of research. Several methods have been proposed to infer bifurcation structure from such data, but all rely on heuristic non-probabilistic inference. Here we propose the first generative, fully probabilistic model for such inference based on a Bayesian hierarchical mixture of factor analyzers. Our model exhibits competitive performance on large datasets despite implementing full Markov-Chain Monte Carlo sampling, and its unique hierarchical prior structure enables automatic determination of genes driving the bifurcation process. We additionally propose an Empirical-Bayes like extension that deals with the high levels of zero-inflation in single-cell RNA-seq data and quantify when such models are useful. We apply or model to both real and simulated single-cell gene expression data and compare the results to existing pseudotime methods. Finally, we discuss both the merits and weaknesses of such a unified, probabilistic approach in the context practical bioinformatics analyses.

Solving probability reasoning based on DNA strand displacement and probability modules.

PubMed

Zhang, Qiang; Wang, Xiaobiao; Wang, Xiaojun; Zhou, Changjun

2017-12-01

In computation biology, DNA strand displacement technology is used to simulate the computation process and has shown strong computing ability. Most researchers use it to solve logic problems, but it is only rarely used in probabilistic reasoning. To process probabilistic reasoning, a conditional probability derivation model and total probability model based on DNA strand displacement were established in this paper. The models were assessed through the game "read your mind." It has been shown to enable the application of probabilistic reasoning in genetic diagnosis. Copyright © 2017 Elsevier Ltd. All rights reserved.

Effect of time dependence on probabilistic seismic-hazard maps and deaggregation for the central Apennines, Italy

USGS Publications Warehouse

Akinci, A.; Galadini, F.; Pantosti, D.; Petersen, M.; Malagnini, L.; Perkins, D.

2009-01-01

We produce probabilistic seismic-hazard assessments for the central Apennines, Italy, using time-dependent models that are characterized using a Brownian passage time recurrence model. Using aperiodicity parameters, ?? of 0.3, 0.5, and 0.7, we examine the sensitivity of the probabilistic ground motion and its deaggregation to these parameters. For the seismic source model we incorporate both smoothed historical seismicity over the area and geological information on faults. We use the maximum magnitude model for the fault sources together with a uniform probability of rupture along the fault (floating fault model) to model fictitious faults to account for earthquakes that cannot be correlated with known geologic structural segmentation.

Error Discounting in Probabilistic Category Learning

PubMed Central

Craig, Stewart; Lewandowsky, Stephan; Little, Daniel R.

2011-01-01

Some current theories of probabilistic categorization assume that people gradually attenuate their learning in response to unavoidable error. However, existing evidence for this error discounting is sparse and open to alternative interpretations. We report two probabilistic-categorization experiments that investigated error discounting by shifting feedback probabilities to new values after different amounts of training. In both experiments, responding gradually became less responsive to errors, and learning was slowed for some time after the feedback shift. Both results are indicative of error discounting. Quantitative modeling of the data revealed that adding a mechanism for error discounting significantly improved the fits of an exemplar-based and a rule-based associative learning model, as well as of a recency-based model of categorization. We conclude that error discounting is an important component of probabilistic learning. PMID:21355666

Probabilistic interpretation of Peelle's pertinent puzzle and its resolution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hanson, Kenneth M.; Kawano, T.; Talou, P.

2004-01-01

Peelle's Pertinent Puzzle (PPP) states a seemingly plausible set of measurements with their covariance matrix, which produce an implausible answer. To answer the PPP question, we describe a reasonable experimental situation that is consistent with the PPP solution. The confusion surrounding the PPP arises in part because of its imprecise statement, which permits to a variety of interpretations and resulting answers, some of which seem implausible. We emphasize the importance of basing the analysis on an unambiguous probabilistic model that reflects the experimental situation. We present several different models of how the measurements quoted in the PPP problem could bemore » obtained, and interpret their solution in terms of a detailed probabilistic analysis. We suggest a probabilistic approach to handling uncertainties about which model to use.« less

Probabilistic Interpretation of Peelle's Pertinent Puzzle and its Resolution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hanson, Kenneth M.; Kawano, Toshihiko; Talou, Patrick

2005-05-24

Peelle's Pertinent Puzzle (PPP) states a seemingly plausible set of measurements with their covariance matrix, which produce an implausible answer. To answer the PPP question, we describe a reasonable experimental situation that is consistent with the PPP solution. The confusion surrounding the PPP arises in part because of its imprecise statement, which permits to a variety of interpretations and resulting answers, some of which seem implausible. We emphasize the importance of basing the analysis on an unambiguous probabilistic model that reflects the experimental situation. We present several different models of how the measurements quoted in the PPP problem could bemore » obtained, and interpret their solution in terms of a detailed probabilistic analysis. We suggest a probabilistic approach to handling uncertainties about which model to use.« less

The analysis of the possibility of using 10-minute rainfall series to determine the maximum rainfall amount with 5 minutes duration

NASA Astrophysics Data System (ADS)

Kaźmierczak, Bartosz; Wartalska, Katarzyna; Wdowikowski, Marcin; Kotowski, Andrzej

2017-11-01

Modern scientific research in the area of heavy rainfall analysis regarding to the sewerage design indicates the need to develop and use probabilistic rain models. One of the issues that remains to be resolved is the length of the shortest amount of rain to be analyzed. It is commonly believed that the best time is 5 minutes, while the least rain duration measured by the national services is often 10 or even 15 minutes. Main aim of this paper is to present the difference between probabilistic rainfall models results given from rainfall time series including and excluding 5 minutes rainfall duration. Analysis were made for long-time period from 1961-2010 on polish meteorological station Legnica. To develop best fitted to measurement rainfall data probabilistic model 4 probabilistic distributions were used. Results clearly indicates that models including 5 minutes rainfall duration remains more appropriate to use.

Probabilistic sensitivity analysis incorporating the bootstrap: an example comparing treatments for the eradication of Helicobacter pylori.

PubMed

Pasta, D J; Taylor, J L; Henning, J M

1999-01-01

Decision-analytic models are frequently used to evaluate the relative costs and benefits of alternative therapeutic strategies for health care. Various types of sensitivity analysis are used to evaluate the uncertainty inherent in the models. Although probabilistic sensitivity analysis is more difficult theoretically and computationally, the results can be much more powerful and useful than deterministic sensitivity analysis. The authors show how a Monte Carlo simulation can be implemented using standard software to perform a probabilistic sensitivity analysis incorporating the bootstrap. The method is applied to a decision-analytic model evaluating the cost-effectiveness of Helicobacter pylori eradication. The necessary steps are straightforward and are described in detail. The use of the bootstrap avoids certain difficulties encountered with theoretical distributions. The probabilistic sensitivity analysis provided insights into the decision-analytic model beyond the traditional base-case and deterministic sensitivity analyses and should become the standard method for assessing sensitivity.

A Re-Unification of Two Competing Models for Document Retrieval.

ERIC Educational Resources Information Center

Bodoff, David

1999-01-01

Examines query-oriented versus document-oriented information retrieval and feedback learning. Highlights include a reunification of the two approaches for probabilistic document retrieval and for vector space model (VSM) retrieval; learning in VSM and in probabilistic models; multi-dimensional scaling; and ongoing field studies. (LRW)

A PROBABILISTIC POPULATION EXPOSURE MODEL FOR PM10 AND PM 2.5

EPA Science Inventory

A first generation probabilistic population exposure model for Particulate Matter (PM), specifically for predicting PM10, and PM2.5, exposures of an urban, population has been developed. This model is intended to be used to predict exposure (magnitude, frequency, and duration) ...

The probabilistic nature of preferential choice.

PubMed

Rieskamp, Jörg

2008-11-01

Previous research has developed a variety of theories explaining when and why people's decisions under risk deviate from the standard economic view of expected utility maximization. These theories are limited in their predictive accuracy in that they do not explain the probabilistic nature of preferential choice, that is, why an individual makes different choices in nearly identical situations, or why the magnitude of these inconsistencies varies in different situations. To illustrate the advantage of probabilistic theories, three probabilistic theories of decision making under risk are compared with their deterministic counterparts. The probabilistic theories are (a) a probabilistic version of a simple choice heuristic, (b) a probabilistic version of cumulative prospect theory, and (c) decision field theory. By testing the theories with the data from three experimental studies, the superiority of the probabilistic models over their deterministic counterparts in predicting people's decisions under risk become evident. When testing the probabilistic theories against each other, decision field theory provides the best account of the observed behavior.

A novel risk assessment method for landfill slope failure: Case study application for Bhalswa Dumpsite, India.

PubMed

Jahanfar, Ali; Amirmojahedi, Mohsen; Gharabaghi, Bahram; Dubey, Brajesh; McBean, Edward; Kumar, Dinesh

2017-03-01

Rapid population growth of major urban centres in many developing countries has created massive landfills with extraordinary heights and steep side-slopes, which are frequently surrounded by illegal low-income residential settlements developed too close to landfills. These extraordinary landfills are facing high risks of catastrophic failure with potentially large numbers of fatalities. This study presents a novel method for risk assessment of landfill slope failure, using probabilistic analysis of potential failure scenarios and associated fatalities. The conceptual framework of the method includes selecting appropriate statistical distributions for the municipal solid waste (MSW) material shear strength and rheological properties for potential failure scenario analysis. The MSW material properties for a given scenario is then used to analyse the probability of slope failure and the resulting run-out length to calculate the potential risk of fatalities. In comparison with existing methods, which are solely based on the probability of slope failure, this method provides a more accurate estimate of the risk of fatalities associated with a given landfill slope failure. The application of the new risk assessment method is demonstrated with a case study for a landfill located within a heavily populated area of New Delhi, India.

Antibiotic-induced population fluctuations and stochastic clearance of bacteria

PubMed Central

Le, Dai; Şimşek, Emrah; Chaudhry, Waqas

2018-01-01

Effective antibiotic use that minimizes treatment failures remains a challenge. A better understanding of how bacterial populations respond to antibiotics is necessary. Previous studies of large bacterial populations established the deterministic framework of pharmacodynamics. Here, characterizing the dynamics of population extinction, we demonstrated the stochastic nature of eradicating bacteria with antibiotics. Antibiotics known to kill bacteria (bactericidal) induced population fluctuations. Thus, at high antibiotic concentrations, the dynamics of bacterial clearance were heterogeneous. At low concentrations, clearance still occurred with a non-zero probability. These striking outcomes of population fluctuations were well captured by our probabilistic model. Our model further suggested a strategy to facilitate eradication by increasing extinction probability. We experimentally tested this prediction for antibiotic-susceptible and clinically-isolated resistant bacteria. This new knowledge exposes fundamental limits in our ability to predict bacterial eradication. Additionally, it demonstrates the potential of using antibiotic concentrations that were previously deemed inefficacious to eradicate bacteria. PMID:29508699

A Computational Framework to Control Verification and Robustness Analysis

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2010-01-01

This paper presents a methodology for evaluating the robustness of a controller based on its ability to satisfy the design requirements. The framework proposed is generic since it allows for high-fidelity models, arbitrary control structures and arbitrary functional dependencies between the requirements and the uncertain parameters. The cornerstone of this contribution is the ability to bound the region of the uncertain parameter space where the degradation in closed-loop performance remains acceptable. The size of this bounding set, whose geometry can be prescribed according to deterministic or probabilistic uncertainty models, is a measure of robustness. The robustness metrics proposed herein are the parametric safety margin, the reliability index, the failure probability and upper bounds to this probability. The performance observed at the control verification setting, where the assumptions and approximations used for control design may no longer hold, will fully determine the proposed control assessment.

Cognitive Development Effects of Teaching Probabilistic Decision Making to Middle School Students

ERIC Educational Resources Information Center

Mjelde, James W.; Litzenberg, Kerry K.; Lindner, James R.

2011-01-01

This study investigated the comprehension and effectiveness of teaching formal, probabilistic decision-making skills to middle school students. Two specific objectives were to determine (1) if middle school students can comprehend a probabilistic decision-making approach, and (2) if exposure to the modeling approaches improves middle school…

The Terrestrial Investigation Model: A probabilistic risk assessment model for birds exposed to pesticides

EPA Science Inventory

One of the major recommendations of the National Academy of Science to the USEPA, NMFS and USFWS was to utilize probabilistic methods when assessing the risks of pesticides to federally listed endangered and threatened species. The Terrestrial Investigation Model (TIM, version 3....

Exploring Term Dependences in Probabilistic Information Retrieval Model.

ERIC Educational Resources Information Center

Cho, Bong-Hyun; Lee, Changki; Lee, Gary Geunbae

2003-01-01

Describes a theoretic process to apply Bahadur-Lazarsfeld expansion (BLE) to general probabilistic models and the state-of-the-art 2-Poisson model. Through experiments on two standard document collections, one in Korean and one in English, it is demonstrated that incorporation of term dependences using BLE significantly contributes to performance…

A Probabilistic Model of Phonological Relationships from Contrast to Allophony

ERIC Educational Resources Information Center

Hall, Kathleen Currie

2009-01-01

This dissertation proposes a model of phonological relationships, the Probabilistic Phonological Relationship Model (PPRM), that quantifies how predictably distributed two sounds in a relationship are. It builds on a core premise of traditional phonological analysis, that the ability to define phonological relationships such as contrast and…

Application of Probabilistic Methods to Assess Risk Due to Resonance in the Design of J-2X Rocket Engine Turbine Blades

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; DeHaye, Michael; DeLessio, Steven

2011-01-01

The LOX-Hydrogen J-2X Rocket Engine, which is proposed for use as an upper-stage engine for numerous earth-to-orbit and heavy lift launch vehicle architectures, is presently in the design phase and will move shortly to the initial development test phase. Analysis of the design has revealed numerous potential resonance issues with hardware in the turbomachinery turbine-side flow-path. The analysis of the fuel pump turbine blades requires particular care because resonant failure of the blades, which are rotating in excess of 30,000 revolutions/minutes (RPM), could be catastrophic for the engine and the entire launch vehicle. This paper describes a series of probabilistic analyses performed to assess the risk of failure of the turbine blades due to resonant vibration during past and present test series. Some significant results are that the probability of failure during a single complete engine hot-fire test is low (1%) because of the small likelihood of resonance, but that the probability increases to around 30% for a more focused turbomachinery-only test because all speeds will be ramped through and there is a greater likelihood of dwelling at more speeds. These risk calculations have been invaluable for use by program management in deciding if risk-reduction methods such as dampers are necessary immediately or if the test can be performed before the risk-reduction hardware is ready.

PubMed related articles: a probabilistic topic-based model for content similarity

PubMed Central

Lin, Jimmy; Wilbur, W John

2007-01-01

Background We present a probabilistic topic-based model for content similarity called pmra that underlies the related article search feature in PubMed. Whether or not a document is about a particular topic is computed from term frequencies, modeled as Poisson distributions. Unlike previous probabilistic retrieval models, we do not attempt to estimate relevance–but rather our focus is "relatedness", the probability that a user would want to examine a particular document given known interest in another. We also describe a novel technique for estimating parameters that does not require human relevance judgments; instead, the process is based on the existence of MeSH ® in MEDLINE ®. Results The pmra retrieval model was compared against bm25, a competitive probabilistic model that shares theoretical similarities. Experiments using the test collection from the TREC 2005 genomics track shows a small but statistically significant improvement of pmra over bm25 in terms of precision. Conclusion Our experiments suggest that the pmra model provides an effective ranking algorithm for related article search. PMID:17971238

A probabilistic seismic model for the European Arctic

NASA Astrophysics Data System (ADS)

Hauser, Juerg; Dyer, Kathleen M.; Pasyanos, Michael E.; Bungum, Hilmar; Faleide, Jan I.; Clark, Stephen A.; Schweitzer, Johannes

2011-01-01

The development of three-dimensional seismic models for the crust and upper mantle has traditionally focused on finding one model that provides the best fit to the data while observing some regularization constraints. In contrast to this, the inversion employed here fits the data in a probabilistic sense and thus provides a quantitative measure of model uncertainty. Our probabilistic model is based on two sources of information: (1) prior information, which is independent from the data, and (2) different geophysical data sets, including thickness constraints, velocity profiles, gravity data, surface wave group velocities, and regional body wave traveltimes. We use a Markov chain Monte Carlo (MCMC) algorithm to sample models from the prior distribution, the set of plausible models, and test them against the data to generate the posterior distribution, the ensemble of models that fit the data with assigned uncertainties. While being computationally more expensive, such a probabilistic inversion provides a more complete picture of solution space and allows us to combine various data sets. The complex geology of the European Arctic, encompassing oceanic crust, continental shelf regions, rift basins and old cratonic crust, as well as the nonuniform coverage of the region by data with varying degrees of uncertainty, makes it a challenging setting for any imaging technique and, therefore, an ideal environment for demonstrating the practical advantages of a probabilistic approach. Maps of depth to basement and depth to Moho derived from the posterior distribution are in good agreement with previously published maps and interpretations of the regional tectonic setting. The predicted uncertainties, which are as important as the absolute values, correlate well with the variations in data coverage and quality in the region. A practical advantage of our probabilistic model is that it can provide estimates for the uncertainties of observables due to model uncertainties. We will demonstrate how this can be used for the formulation of earthquake location algorithms that take model uncertainties into account when estimating location uncertainties.

SPACE PROPULSION SYSTEM PHASED-MISSION PROBABILITY ANALYSIS USING CONVENTIONAL PRA METHODS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Curtis Smith; James Knudsen

As part of a series of papers on the topic of advance probabilistic methods, a benchmark phased-mission problem has been suggested. This problem consists of modeling a space mission using an ion propulsion system, where the mission consists of seven mission phases. The mission requires that the propulsion operate for several phases, where the configuration changes as a function of phase. The ion propulsion system itself consists of five thruster assemblies and a single propellant supply, where each thruster assembly has one propulsion power unit and two ion engines. In this paper, we evaluate the probability of mission failure usingmore » the conventional methodology of event tree/fault tree analysis. The event tree and fault trees are developed and analyzed using Systems Analysis Programs for Hands-on Integrated Reliability Evaluations (SAPHIRE). While the benchmark problem is nominally a "dynamic" problem, in our analysis the mission phases are modeled in a single event tree to show the progression from one phase to the next. The propulsion system is modeled in fault trees to account for the operation; or in this case, the failure of the system. Specifically, the propulsion system is decomposed into each of the five thruster assemblies and fed into the appropriate N-out-of-M gate to evaluate mission failure. A separate fault tree for the propulsion system is developed to account for the different success criteria of each mission phase. Common-cause failure modeling is treated using traditional (i.e., parametrically) methods. As part of this paper, we discuss the overall results in addition to the positive and negative aspects of modeling dynamic situations with non-dynamic modeling techniques. One insight from the use of this conventional method for analyzing the benchmark problem is that it requires significant manual manipulation to the fault trees and how they are linked into the event tree. The conventional method also requires editing the resultant cut sets to obtain the correct results. While conventional methods may be used to evaluate a dynamic system like that in the benchmark, the level of effort required may preclude its use on real-world problems.« less

Trastuzumab in early stage breast cancer: a cost-effectiveness analysis for Belgium.

PubMed

Neyt, Mattias; Huybrechts, Michel; Hulstaert, Frank; Vrijens, France; Ramaekers, Dirk

2008-08-01

Although trastuzumab is traditionally used in metastatic breast cancer treatment, studies reported on the efficacy and safety of trastuzumab in adjuvant setting for the treatment of early stage breast cancer in HER2+ tumors. We estimated the cost-effectiveness and budget impact of reimbursing trastuzumab in this indication from a payer's perspective. We constructed a health economic model. Long-term consequences of preventing patients to progress to metastatic breast cancer and side effects such as congestive heart failure were taken into account. Uncertainty was handled applying probabilistic modeling and through probabilistic sensitivity analyses. In the HERA scenario, applying an arbitrary threshold of euro30000 per life-year gained, early stage breast cancer treatment with trastuzumab is cost-effective for 9 out of 15 analyzed subgroups (according to age and stage). In contrast, treatment according to the FinHer scenario is cost-effective in 14 subgroups. Furthermore, the FinHer regimen is most of the times cost saving with an average incremental cost of euro668, euro-1045, and euro-6869 for respectively stages I, II and III breast cancer patients whereas the HERA regimen is never cost saving due to the higher initial treatment costs. The model shows better cost-effectiveness for the 9-week initial treatment (FinHer) compared to no trastuzumab treatment than for the 1-year post-chemotherapy treatment (HERA). Both from a medical and an economic point of view, the 9-week initial treatment regimen with trastuzumab shows promising results and justifies the initiation of a large comparative trial with a 1-year regimen.

Learning Probabilistic Inference through Spike-Timing-Dependent Plasticity.

PubMed

Pecevski, Dejan; Maass, Wolfgang

2016-01-01

Numerous experimental data show that the brain is able to extract information from complex, uncertain, and often ambiguous experiences. Furthermore, it can use such learnt information for decision making through probabilistic inference. Several models have been proposed that aim at explaining how probabilistic inference could be performed by networks of neurons in the brain. We propose here a model that can also explain how such neural network could acquire the necessary information for that from examples. We show that spike-timing-dependent plasticity in combination with intrinsic plasticity generates in ensembles of pyramidal cells with lateral inhibition a fundamental building block for that: probabilistic associations between neurons that represent through their firing current values of random variables. Furthermore, by combining such adaptive network motifs in a recursive manner the resulting network is enabled to extract statistical information from complex input streams, and to build an internal model for the distribution p (*) that generates the examples it receives. This holds even if p (*) contains higher-order moments. The analysis of this learning process is supported by a rigorous theoretical foundation. Furthermore, we show that the network can use the learnt internal model immediately for prediction, decision making, and other types of probabilistic inference.

Learning Probabilistic Inference through Spike-Timing-Dependent Plasticity123

PubMed Central

Pecevski, Dejan

2016-01-01

Abstract Numerous experimental data show that the brain is able to extract information from complex, uncertain, and often ambiguous experiences. Furthermore, it can use such learnt information for decision making through probabilistic inference. Several models have been proposed that aim at explaining how probabilistic inference could be performed by networks of neurons in the brain. We propose here a model that can also explain how such neural network could acquire the necessary information for that from examples. We show that spike-timing-dependent plasticity in combination with intrinsic plasticity generates in ensembles of pyramidal cells with lateral inhibition a fundamental building block for that: probabilistic associations between neurons that represent through their firing current values of random variables. Furthermore, by combining such adaptive network motifs in a recursive manner the resulting network is enabled to extract statistical information from complex input streams, and to build an internal model for the distribution p* that generates the examples it receives. This holds even if p* contains higher-order moments. The analysis of this learning process is supported by a rigorous theoretical foundation. Furthermore, we show that the network can use the learnt internal model immediately for prediction, decision making, and other types of probabilistic inference. PMID:27419214

The Gain-Loss Model: A Probabilistic Skill Multimap Model for Assessing Learning Processes

ERIC Educational Resources Information Center

Robusto, Egidio; Stefanutti, Luca; Anselmi, Pasquale

2010-01-01

Within the theoretical framework of knowledge space theory, a probabilistic skill multimap model for assessing learning processes is proposed. The learning process of a student is modeled as a function of the student's knowledge and of an educational intervention on the attainment of specific skills required to solve problems in a knowledge…

Reliability analysis of composite structures

NASA Technical Reports Server (NTRS)

Kan, Han-Pin

1992-01-01

A probabilistic static stress analysis methodology has been developed to estimate the reliability of a composite structure. Closed form stress analysis methods are the primary analytical tools used in this methodology. These structural mechanics methods are used to identify independent variables whose variations significantly affect the performance of the structure. Once these variables are identified, scatter in their values is evaluated and statistically characterized. The scatter in applied loads and the structural parameters are then fitted to appropriate probabilistic distribution functions. Numerical integration techniques are applied to compute the structural reliability. The predicted reliability accounts for scatter due to variability in material strength, applied load, fabrication and assembly processes. The influence of structural geometry and mode of failure are also considerations in the evaluation. Example problems are given to illustrate various levels of analytical complexity.

A PROBABILISTIC MODELING FRAMEWORK FOR PREDICTING POPULATION EXPOSURES TO BENZENE

EPA Science Inventory

The US Environmental Protection Agency (EPA) is modifying their probabilistic Stochastic Human Exposure Dose Simulation (SHEDS) model to assess aggregate exposures to air toxics. Air toxics include urban Hazardous Air Pollutants (HAPS) such as benzene from mobile sources, part...

A new discriminative kernel from probabilistic models.

PubMed

Tsuda, Koji; Kawanabe, Motoaki; Rätsch, Gunnar; Sonnenburg, Sören; Müller, Klaus-Robert

2002-10-01

Recently, Jaakkola and Haussler (1999) proposed a method for constructing kernel functions from probabilistic models. Their so-called Fisher kernel has been combined with discriminative classifiers such as support vector machines and applied successfully in, for example, DNA and protein analysis. Whereas the Fisher kernel is calculated from the marginal log-likelihood, we propose the TOP kernel derived; from tangent vectors of posterior log-odds. Furthermore, we develop a theoretical framework on feature extractors from probabilistic models and use it for analyzing the TOP kernel. In experiments, our new discriminative TOP kernel compares favorably to the Fisher kernel.

From cyclone tracks to the costs of European winter storms: A probabilistic loss assessment model

NASA Astrophysics Data System (ADS)

Renggli, Dominik; Corti, Thierry; Reese, Stefan; Wueest, Marc; Viktor, Elisabeth; Zimmerli, Peter

2014-05-01

The quantitative assessment of the potential losses of European winter storms is essential for the economic viability of a global reinsurance company. For this purpose, reinsurance companies generally use probabilistic loss assessment models. This work presents an innovative approach to develop physically meaningful probabilistic events for Swiss Re's new European winter storm loss model. The meteorological hazard component of the new model is based on cyclone and windstorm tracks identified in the 20th Century Reanalysis data. The knowledge of the evolution of winter storms both in time and space allows the physically meaningful perturbation of properties of historical events (e.g. track, intensity). The perturbation includes a random element but also takes the local climatology and the evolution of the historical event into account. The low-resolution wind footprints taken from 20th Century Reanalysis are processed by a statistical-dynamical downscaling to generate high-resolution footprints of the historical and probabilistic winter storm events. Downscaling transfer functions are generated using ENSEMBLES regional climate model data. The result is a set of reliable probabilistic events representing thousands of years. The event set is then combined with country- and risk-specific vulnerability functions and detailed market- or client-specific exposure information to compute (re-)insurance risk premiums.

Probabilistic Usage of the Multi-Factor Interaction Model

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2008-01-01

A Multi-Factor Interaction Model (MFIM) is used to predict the insulating foam mass expulsion during the ascending of a space vehicle. The exponents in the MFIM are evaluated by an available approach which consists of least squares and an optimization algorithm. These results were subsequently used to probabilistically evaluate the effects of the uncertainties in each participating factor in the mass expulsion. The probabilistic results show that the surface temperature dominates at high probabilities and the pressure which causes the mass expulsion at low probabil

Modeling to Optimize Terminal Stem Cell Differentiation

PubMed Central

Gallicano, G. Ian

2013-01-01

Embryonic stem cell (ESC), iPCs, and adult stem cells (ASCs) all are among the most promising potential treatments for heart failure, spinal cord injury, neurodegenerative diseases, and diabetes. However, considerable uncertainty in the production of ESC-derived terminally differentiated cell types has limited the efficiency of their development. To address this uncertainty, we and other investigators have begun to employ a comprehensive statistical model of ESC differentiation for determining the role of intracellular pathways (e.g., STAT3) in ESC differentiation and determination of germ layer fate. The approach discussed here applies the Baysian statistical model to cell/developmental biology combining traditional flow cytometry methodology and specific morphological observations with advanced statistical and probabilistic modeling and experimental design. The final result of this study is a unique tool and model that enhances the understanding of how and when specific cell fates are determined during differentiation. This model provides a guideline for increasing the production efficiency of therapeutically viable ESCs/iPSCs/ASC derived neurons or any other cell type and will eventually lead to advances in stem cell therapy. PMID:24278782

The impact of personalized probabilistic wall thickness models on peak wall stress in abdominal aortic aneurysms.

PubMed

Biehler, J; Wall, W A

2018-02-01

If computational models are ever to be used in high-stakes decision making in clinical practice, the use of personalized models and predictive simulation techniques is a must. This entails rigorous quantification of uncertainties as well as harnessing available patient-specific data to the greatest extent possible. Although researchers are beginning to realize that taking uncertainty in model input parameters into account is a necessity, the predominantly used probabilistic description for these uncertain parameters is based on elementary random variable models. In this work, we set out for a comparison of different probabilistic models for uncertain input parameters using the example of an uncertain wall thickness in finite element models of abdominal aortic aneurysms. We provide the first comparison between a random variable and a random field model for the aortic wall and investigate the impact on the probability distribution of the computed peak wall stress. Moreover, we show that the uncertainty about the prevailing peak wall stress can be reduced if noninvasively available, patient-specific data are harnessed for the construction of the probabilistic wall thickness model. Copyright © 2017 John Wiley & Sons, Ltd.

A methodology for estimating risks associated with landslides of contaminated soil into rivers.

PubMed

Göransson, Gunnel; Norrman, Jenny; Larson, Magnus; Alén, Claes; Rosén, Lars

2014-02-15

Urban areas adjacent to surface water are exposed to soil movements such as erosion and slope failures (landslides). A landslide is a potential mechanism for mobilisation and spreading of pollutants. This mechanism is in general not included in environmental risk assessments for contaminated sites, and the consequences associated with contamination in the soil are typically not considered in landslide risk assessments. This study suggests a methodology to estimate the environmental risks associated with landslides in contaminated sites adjacent to rivers. The methodology is probabilistic and allows for datasets with large uncertainties and the use of expert judgements, providing quantitative estimates of probabilities for defined failures. The approach is illustrated by a case study along the river Göta Älv, Sweden, where failures are defined and probabilities for those failures are estimated. Failures are defined from a pollution perspective and in terms of exceeding environmental quality standards (EQSs) and acceptable contaminant loads. Models are then suggested to estimate probabilities of these failures. A landslide analysis is carried out to assess landslide probabilities based on data from a recent landslide risk classification study along the river Göta Älv. The suggested methodology is meant to be a supplement to either landslide risk assessment (LRA) or environmental risk assessment (ERA), providing quantitative estimates of the risks associated with landslide in contaminated sites. The proposed methodology can also act as a basis for communication and discussion, thereby contributing to intersectoral management solutions. From the case study it was found that the defined failures are governed primarily by the probability of a landslide occurring. The overall probabilities for failure are low; however, if a landslide occurs the probabilities of exceeding EQS are high and the probability of having at least a 10% increase in the contamination load within one year is also high. Copyright © 2013 Elsevier B.V. All rights reserved.

Performance-based seismic assessment of skewed bridges with and without considering soil-foundation interaction effects for various site classes

NASA Astrophysics Data System (ADS)

Ghotbi, Abdoul R.

2014-09-01

The seismic behavior of skewed bridges has not been well studied compared to straight bridges. Skewed bridges have shown extensive damage, especially due to deck rotation, shear keys failure, abutment unseating and column-bent drift. This research, therefore, aims to study the behavior of skewed and straight highway overpass bridges both with and without taking into account the effects of Soil-Structure Interaction (SSI) due to near-fault ground motions. Due to several sources of uncertainty associated with the ground motions, soil and structure, a probabilistic approach is needed. Thus, a probabilistic methodology similar to the one developed by the Pacific Earthquake Engineering Research Center (PEER) has been utilized to assess the probability of damage due to various levels of shaking using appropriate intensity measures with minimum dispersions. The probabilistic analyses were performed for various bridge configurations and site conditions, including sand ranging from loose to dense and clay ranging from soft to stiff, in order to evaluate the effects. The results proved a considerable susceptibility of skewed bridges to deck rotation and shear keys displacement. It was also found that SSI had a decreasing effect on the damage probability for various demands compared to the fixed-base model without including SSI. However, deck rotation for all types of the soil and also abutment unseating for very loose sand and soft clay showed an increase in damage probability compared to the fixed-base model. The damage probability for various demands has also been found to decrease with an increase of soil strength for both sandy and clayey sites. With respect to the variations in the skew angle, an increase in skew angle has had an increasing effect on the amplitude of the seismic response for various demands. Deck rotation has been very sensitive to the increase in the skew angle; therefore, as the skew angle increased, the deck rotation responded accordingly. Furthermore, abutment unseating showed an increasing trend due to an increase in skew angle for both fixed-base and SSI models.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.

PubMed

Herzallah, Randa

2015-03-01

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained. Copyright © 2014 Elsevier Ltd. All rights reserved.

Reconstructing Constructivism: Causal Models, Bayesian Learning Mechanisms, and the Theory Theory

ERIC Educational Resources Information Center

Gopnik, Alison; Wellman, Henry M.

2012-01-01

We propose a new version of the "theory theory" grounded in the computational framework of probabilistic causal models and Bayesian learning. Probabilistic models allow a constructivist but rigorous and detailed approach to cognitive development. They also explain the learning of both more specific causal hypotheses and more abstract framework…

QUANTIFYING AGGREGATE CHLORPYRIFOS EXPOSURE AND DOSE TO CHILDREN USING A PHYSICALLY-BASED TWO-STAGE MONTE CARLO PROBABILISTIC MODEL

EPA Science Inventory

To help address the Food Quality Protection Act of 1996, a physically-based, two-stage Monte Carlo probabilistic model has been developed to quantify and analyze aggregate exposure and dose to pesticides via multiple routes and pathways. To illustrate model capabilities and ide...

Probabilistic Analysis Techniques Applied to Complex Spacecraft Power System Modeling

NASA Technical Reports Server (NTRS)

Hojnicki, Jeffrey S.; Rusick, Jeffrey J.

2005-01-01

Electric power system performance predictions are critical to spacecraft, such as the International Space Station (ISS), to ensure that sufficient power is available to support all the spacecraft s power needs. In the case of the ISS power system, analyses to date have been deterministic, meaning that each analysis produces a single-valued result for power capability because of the complexity and large size of the model. As a result, the deterministic ISS analyses did not account for the sensitivity of the power capability to uncertainties in model input variables. Over the last 10 years, the NASA Glenn Research Center has developed advanced, computationally fast, probabilistic analysis techniques and successfully applied them to large (thousands of nodes) complex structural analysis models. These same techniques were recently applied to large, complex ISS power system models. This new application enables probabilistic power analyses that account for input uncertainties and produce results that include variations caused by these uncertainties. Specifically, N&R Engineering, under contract to NASA, integrated these advanced probabilistic techniques with Glenn s internationally recognized ISS power system model, System Power Analysis for Capability Evaluation (SPACE).

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jonkman, Jason; Annoni, Jennifer; Hayman, Greg

This paper presents the development of FAST.Farm, a new multiphysics tool applicable to engineering problems in research and industry involving wind farm performance and cost optimization that is needed to address the current underperformance, failures, and expenses plaguing the wind industry. Achieving wind cost-of-energy targets - which requires improvements in wind farm performance and reliability, together with reduced uncertainty and expenditures - has been eluded by the complicated nature of the wind farm design problem, especially the sophisticated interaction between atmospheric phenomena and wake dynamics and array effects. FAST.Farm aims to balance the need for accurate modeling of the relevantmore » physics for predicting power performance and loads while maintaining low computational cost to support a highly iterative and probabilistic design process and system-wide optimization. FAST.Farm makes use of FAST to model the aero-hydro-servo-elastics of distinct turbines in the wind farm, and it is based on some of the principles of the Dynamic Wake Meandering (DWM) model, but avoids many of the limitations of existing DWM implementations.« less

Bayesian Knowledge Fusion in Prognostics and Health Management—A Case Study

NASA Astrophysics Data System (ADS)

Rabiei, Masoud; Modarres, Mohammad; Mohammad-Djafari, Ali

2011-03-01

In the past few years, a research effort has been in progress at University of Maryland to develop a Bayesian framework based on Physics of Failure (PoF) for risk assessment and fleet management of aging airframes. Despite significant achievements in modelling of crack growth behavior using fracture mechanics, it is still of great interest to find practical techniques for monitoring the crack growth instances using nondestructive inspection and to integrate such inspection results with the fracture mechanics models to improve the predictions. The ultimate goal of this effort is to develop an integrated probabilistic framework for utilizing all of the available information to come up with enhanced (less uncertain) predictions for structural health of the aircraft in future missions. Such information includes material level fatigue models and test data, health monitoring measurements and inspection field data. In this paper, a case study of using Bayesian fusion technique for integrating information from multiple sources in a structural health management problem is presented.

Probabilistic model of ligaments and tendons: quasistatic linear stretching.

PubMed

Bontempi, M

2009-03-01

Ligaments and tendons have a significant role in the musculoskeletal system and are frequently subjected to injury. This study presents a model of collagen fibers, based on the study of a statistical distribution of fibers when they are subjected to quasistatic linear stretching. With respect to other methodologies, this model is able to describe the behavior of the bundle using less ad hoc hypotheses and is able to describe all the quasistatic stretch-load responses of the bundle, including the yield and failure regions described in the literature. It has two other important results: the first is that it is able to correlate the mechanical behavior of the bundle with its internal structure, and it suggests a methodology to deduce the fibers population distribution directly from the tensile-test data. The second is that it can follow fibers' structure evolution during the stretching and it is possible to study the internal adaptation of fibers in physiological and pathological conditions.

Probabilistic model of ligaments and tendons: Quasistatic linear stretching

NASA Astrophysics Data System (ADS)

Bontempi, M.

2009-03-01

Ligaments and tendons have a significant role in the musculoskeletal system and are frequently subjected to injury. This study presents a model of collagen fibers, based on the study of a statistical distribution of fibers when they are subjected to quasistatic linear stretching. With respect to other methodologies, this model is able to describe the behavior of the bundle using less ad hoc hypotheses and is able to describe all the quasistatic stretch-load responses of the bundle, including the yield and failure regions described in the literature. It has two other important results: the first is that it is able to correlate the mechanical behavior of the bundle with its internal structure, and it suggests a methodology to deduce the fibers population distribution directly from the tensile-test data. The second is that it can follow fibers’ structure evolution during the stretching and it is possible to study the internal adaptation of fibers in physiological and pathological conditions.

Building a high-resolution T2-weighted MR-based probabilistic model of tumor occurrence in the prostate.

PubMed

Nagarajan, Mahesh B; Raman, Steven S; Lo, Pechin; Lin, Wei-Chan; Khoshnoodi, Pooria; Sayre, James W; Ramakrishna, Bharath; Ahuja, Preeti; Huang, Jiaoti; Margolis, Daniel J A; Lu, David S K; Reiter, Robert E; Goldin, Jonathan G; Brown, Matthew S; Enzmann, Dieter R

2018-02-19

We present a method for generating a T2 MR-based probabilistic model of tumor occurrence in the prostate to guide the selection of anatomical sites for targeted biopsies and serve as a diagnostic tool to aid radiological evaluation of prostate cancer. In our study, the prostate and any radiological findings within were segmented retrospectively on 3D T2-weighted MR images of 266 subjects who underwent radical prostatectomy. Subsequent histopathological analysis determined both the ground truth and the Gleason grade of the tumors. A randomly chosen subset of 19 subjects was used to generate a multi-subject-derived prostate template. Subsequently, a cascading registration algorithm involving both affine and non-rigid B-spline transforms was used to register the prostate of every subject to the template. Corresponding transformation of radiological findings yielded a population-based probabilistic model of tumor occurrence. The quality of our probabilistic model building approach was statistically evaluated by measuring the proportion of correct placements of tumors in the prostate template, i.e., the number of tumors that maintained their anatomical location within the prostate after their transformation into the prostate template space. Probabilistic model built with tumors deemed clinically significant demonstrated a heterogeneous distribution of tumors, with higher likelihood of tumor occurrence at the mid-gland anterior transition zone and the base-to-mid-gland posterior peripheral zones. Of 250 MR lesions analyzed, 248 maintained their original anatomical location with respect to the prostate zones after transformation to the prostate. We present a robust method for generating a probabilistic model of tumor occurrence in the prostate that could aid clinical decision making, such as selection of anatomical sites for MR-guided prostate biopsies.

A review for identification of initiating events in event tree development process on nuclear power plants

NASA Astrophysics Data System (ADS)

Riyadi, Eko H.

2014-09-01

Initiating event is defined as any event either internal or external to the nuclear power plants (NPPs) that perturbs the steady state operation of the plant, if operating, thereby initiating an abnormal event such as transient or loss of coolant accident (LOCA) within the NPPs. These initiating events trigger sequences of events that challenge plant control and safety systems whose failure could potentially lead to core damage or large early release. Selection for initiating events consists of two steps i.e. first step, definition of possible events, such as by evaluating a comprehensive engineering, and by constructing a top level logic model. Then the second step, grouping of identified initiating event's by the safety function to be performed or combinations of systems responses. Therefore, the purpose of this paper is to discuss initiating events identification in event tree development process and to reviews other probabilistic safety assessments (PSA). The identification of initiating events also involves the past operating experience, review of other PSA, failure mode and effect analysis (FMEA), feedback from system modeling, and master logic diagram (special type of fault tree). By using the method of study for the condition of the traditional US PSA categorization in detail, could be obtained the important initiating events that are categorized into LOCA, transients and external events.

Effects of sample survey design on the accuracy of classification tree models in species distribution models

Treesearch

Thomas C. Edwards; D. Richard Cutler; Niklaus E. Zimmermann; Linda Geiser; Gretchen G. Moisen

2006-01-01

We evaluated the effects of probabilistic (hereafter DESIGN) and non-probabilistic (PURPOSIVE) sample surveys on resultant classification tree models for predicting the presence of four lichen species in the Pacific Northwest, USA. Models derived from both survey forms were assessed using an independent data set (EVALUATION). Measures of accuracy as gauged by...

Modelling default and likelihood reasoning as probabilistic reasoning

NASA Technical Reports Server (NTRS)

Buntine, Wray

1990-01-01

A probabilistic analysis of plausible reasoning about defaults and about likelihood is presented. Likely and by default are in fact treated as duals in the same sense as possibility and necessity. To model these four forms probabilistically, a qualitative default probabilistic (QDP) logic and its quantitative counterpart DP are derived that allow qualitative and corresponding quantitative reasoning. Consistency and consequent results for subsets of the logics are given that require at most a quadratic number of satisfiability tests in the underlying propositional logic. The quantitative logic shows how to track the propagation error inherent in these reasoning forms. The methodology and sound framework of the system highlights their approximate nature, the dualities, and the need for complementary reasoning about relevance.

Probabilistic estimation of residential air exchange rates for population-based human exposure modeling

EPA Science Inventory

Residential air exchange rates (AERs) are a key determinant in the infiltration of ambient air pollution indoors. Population-based human exposure models using probabilistic approaches to estimate personal exposure to air pollutants have relied on input distributions from AER meas...

From information processing to decisions: Formalizing and comparing psychologically plausible choice models.

PubMed

Heck, Daniel W; Hilbig, Benjamin E; Moshagen, Morten

2017-08-01

Decision strategies explain how people integrate multiple sources of information to make probabilistic inferences. In the past decade, increasingly sophisticated methods have been developed to determine which strategy explains decision behavior best. We extend these efforts to test psychologically more plausible models (i.e., strategies), including a new, probabilistic version of the take-the-best (TTB) heuristic that implements a rank order of error probabilities based on sequential processing. Within a coherent statistical framework, deterministic and probabilistic versions of TTB and other strategies can directly be compared using model selection by minimum description length or the Bayes factor. In an experiment with inferences from given information, only three of 104 participants were best described by the psychologically plausible, probabilistic version of TTB. Similar as in previous studies, most participants were classified as users of weighted-additive, a strategy that integrates all available information and approximates rational decisions. Copyright © 2017 Elsevier Inc. All rights reserved.

Modeling Uncertainties in EEG Microstates: Analysis of Real and Imagined Motor Movements Using Probabilistic Clustering-Driven Training of Probabilistic Neural Networks.

PubMed

Dinov, Martin; Leech, Robert

2017-01-01

Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses.

Modeling Uncertainties in EEG Microstates: Analysis of Real and Imagined Motor Movements Using Probabilistic Clustering-Driven Training of Probabilistic Neural Networks

PubMed Central

Dinov, Martin; Leech, Robert

2017-01-01

Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses. PMID:29163110

Design optimization and uncertainty quantification for aeromechanics forced response of a turbomachinery blade

NASA Astrophysics Data System (ADS)

Modgil, Girish A.

Gas turbine engines for aerospace applications have evolved dramatically over the last 50 years through the constant pursuit for better specific fuel consumption, higher thrust-to-weight ratio, lower noise and emissions all while maintaining reliability and affordability. An important step in enabling these improvements is a forced response aeromechanics analysis involving structural dynamics and aerodynamics of the turbine. It is well documented that forced response vibration is a very critical problem in aircraft engine design, causing High Cycle Fatigue (HCF). Pushing the envelope on engine design has led to increased forced response problems and subsequently an increased risk of HCF failure. Forced response analysis is used to assess design feasibility of turbine blades for HCF using a material limit boundary set by the Goodman Diagram envelope that combines the effects of steady and vibratory stresses. Forced response analysis is computationally expensive, time consuming and requires multi-domain experts to finalize a result. As a consequence, high-fidelity aeromechanics analysis is performed deterministically and is usually done at the end of the blade design process when it is very costly to make significant changes to geometry or aerodynamic design. To address uncertainties in the system (engine operating point, temperature distribution, mistuning, etc.) and variability in material properties, designers apply conservative safety factors in the traditional deterministic approach, which leads to bulky designs. Moreover, using a deterministic approach does not provide a calculated risk of HCF failure. This thesis describes a process that begins with the optimal aerodynamic design of a turbomachinery blade developed using surrogate models of high-fidelity analyses. The resulting optimal blade undergoes probabilistic evaluation to generate aeromechanics results that provide a calculated likelihood of failure from HCF. An existing Rolls-Royce High Work Single Stage (HWSS) turbine blisk provides a baseline to demonstrate the process. The generalized polynomial chaos (gPC) toolbox which was developed includes sampling methods and constructs polynomial approximations. The toolbox provides not only the means for uncertainty quantification of the final blade design, but also facilitates construction of the surrogate models used for the blade optimization. This paper shows that gPC , with a small number of samples, achieves very fast rates of convergence and high accuracy in describing probability distributions without loss of detail in the tails . First, an optimization problem maximizes stage efficiency using turbine aerodynamic design rules as constraints; the function evaluations for this optimization are surrogate models from detailed 3D steady Computational Fluid Dynamics (CFD) analyses. The resulting optimal shape provides a starting point for the 3D high-fidelity aeromechanics (unsteady CFD and 3D Finite Element Analysis (FEA)) UQ study assuming three uncertain input parameters. This investigation seeks to find the steady and vibratory stresses associated with the first torsion mode for the HWSS turbine blisk near maximum operating speed of the engine. Using gPC to provide uncertainty estimates of the steady and vibratory stresses enables the creation of a Probabilistic Goodman Diagram, which - to the authors' best knowledge - is the first of its kind using high fidelity aeromechanics for turbomachinery blades. The Probabilistic Goodman Diagram enables turbine blade designers to make more informed design decisions and it allows the aeromechanics expert to assess quantitatively the risk associated with HCF for any mode crossing based on high fidelity simulations.

N-mix for fish: estimating riverine salmonid habitat selection via N-mixture models

USGS Publications Warehouse

Som, Nicholas A.; Perry, Russell W.; Jones, Edward C.; De Juilio, Kyle; Petros, Paul; Pinnix, William D.; Rupert, Derek L.

2018-01-01

Models that formulate mathematical linkages between fish use and habitat characteristics are applied for many purposes. For riverine fish, these linkages are often cast as resource selection functions with variables including depth and velocity of water and distance to nearest cover. Ecologists are now recognizing the role that detection plays in observing organisms, and failure to account for imperfect detection can lead to spurious inference. Herein, we present a flexible N-mixture model to associate habitat characteristics with the abundance of riverine salmonids that simultaneously estimates detection probability. Our formulation has the added benefits of accounting for demographics variation and can generate probabilistic statements regarding intensity of habitat use. In addition to the conceptual benefits, model application to data from the Trinity River, California, yields interesting results. Detection was estimated to vary among surveyors, but there was little spatial or temporal variation. Additionally, a weaker effect of water depth on resource selection is estimated than that reported by previous studies not accounting for detection probability. N-mixture models show great promise for applications to riverine resource selection.

Level 1 Tornado PRA for the High Flux Beam Reactor

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bozoki, G.E.; Conrad, C.S.

This report describes a risk analysis primarily directed at providing an estimate for the frequency of tornado induced damage to the core of the High Flux Beam Reactor (HFBR), and thus it constitutes a Level 1 Probabilistic Risk Assessment (PRA) covering tornado induced accident sequences. The basic methodology of the risk analysis was to develop a ``tornado specific`` plant logic model that integrates the internal random hardware failures with failures caused externally by the tornado strike and includes operator errors worsened by the tornado modified environment. The tornado hazard frequency, as well as earlier prepared structural and equipment fragility data,more » were used as input data to the model. To keep modeling/calculational complexity as simple as reasonable a ``bounding`` type, slightly conservative, approach was applied. By a thorough screening process a single dominant initiating event was selected as a representative initiator, defined as: ``Tornado Induced Loss of Offsite Power.`` The frequency of this initiator was determined to be 6.37E-5/year. The safety response of the HFBR facility resulted in a total Conditional Core Damage Probability of .621. Thus, the point estimate of the HFBR`s Tornado Induced Core Damage Frequency (CDF) was found to be: (CDF){sub Tornado} = 3.96E-5/year. This value represents only 7.8% of the internal CDF and thus is considered to be a small contribution to the overall facility risk expressed in terms of total Core Damage Frequency. In addition to providing the estimate of (CDF){sub Tornado}, the report documents, the relative importance of various tornado induced system, component, and operator failures that contribute most to (CDF){sub Tornado}.« less

Cost-effectiveness of sacubitril/valsartan in chronic heart-failure patients with reduced ejection fraction.

PubMed

Ademi, Zanfina; Pfeil, Alena M; Hancock, Elizabeth; Trueman, David; Haroun, Rola Haroun; Deschaseaux, Celine; Schwenkglenks, Matthias

2017-11-29

We aimed to assess the cost effectiveness of sacubitril/valsartan compared to angiotensin-converting enzyme inhibitors (ACEIs) for the treatment of individuals with chronic heart failure and reduced-ejection fraction (HFrEF) from the perspective of the Swiss health care system. The cost-effectiveness analysis was implemented as a lifelong regression-based cohort model. We compared sacubitril/valsartan with enalapril in chronic heart failure patients with HFrEF and New York-Heart Association Functional Classification II-IV symptoms. Regression models based on the randomised clinical phase III PARADIGM-HF trials were used to predict events (all-cause mortality, hospitalisations, adverse events and quality of life) for each treatment strategy modelled over the lifetime horizon, with adjustments for patient characteristics. Unit costs were obtained from Swiss public sources for the year 2014, and costs and effects were discounted by 3%. The main outcome of interest was the incremental cost-effectiveness ratio (ICER), expressed as cost per quality-adjusted life years (QALYs) gained. Deterministic sensitivity analysis (DSA) and scenario and probabilistic sensitivity analysis (PSA) were performed. In the base-case analysis, the sacubitril/valsartan strategy showed a decrease in the number of hospitalisations (6.0% per year absolute reduction) and lifetime hospital costs by 8.0% (discounted) when compared with enalapril. Sacubitril/valsartan was predicted to improve overall and quality-adjusted survival by 0.50 years and 0.42 QALYs, respectively. Additional net-total costs were CHF 10 926. This led to an ICER of CHF 25 684. In PSA, the probability of sacubitril/valsartan being cost-effective at thresholds of CHF 50 000 was 99.0%. The treatment of HFrEF patients with sacubitril/valsartan versus enalapril is cost effective, if a willingness-to-pay threshold of CHF 50 000 per QALY gained ratio is assumed.

Estimation of reliability and dynamic property for polymeric material at high strain rate using SHPB technique and probability theory

NASA Astrophysics Data System (ADS)

Kim, Dong Hyeok; Lee, Ouk Sub; Kim, Hong Min; Choi, Hye Bin

2008-11-01

A modified Split Hopkinson Pressure Bar technique with aluminum pressure bars and a pulse shaper technique to achieve a closer impedance match between the pressure bars and the specimen materials such as hot temperature degraded POM (Poly Oxy Methylene) and PP (Poly Propylene). The more distinguishable experimental signals were obtained to evaluate the more accurate dynamic deformation behavior of materials under a high strain rate loading condition. A pulse shaping technique is introduced to reduce the non-equilibrium on the dynamic material response by modulation of the incident wave during a short period of test. This increases the rise time of the incident pulse in the SHPB experiment. For the dynamic stress strain curve obtained from SHPB experiment, the Johnson-Cook model is applied as a constitutive equation. The applicability of this constitutive equation is verified by using the probabilistic reliability estimation method. Two reliability methodologies such as the FORM and the SORM have been proposed. The limit state function(LSF) includes the Johnson-Cook model and applied stresses. The LSF in this study allows more statistical flexibility on the yield stress than a paper published before. It is found that the failure probability estimated by using the SORM is more reliable than those of the FORM/ It is also noted that the failure probability increases with increase of the applied stress. Moreover, it is also found that the parameters of Johnson-Cook model such as A and n, and the applied stress are found to affect the failure probability more severely than the other random variables according to the sensitivity analysis.

A generative, probabilistic model of local protein structure.

PubMed

Boomsma, Wouter; Mardia, Kanti V; Taylor, Charles C; Ferkinghoff-Borg, Jesper; Krogh, Anders; Hamelryck, Thomas

2008-07-01

Despite significant progress in recent years, protein structure prediction maintains its status as one of the prime unsolved problems in computational biology. One of the key remaining challenges is an efficient probabilistic exploration of the structural space that correctly reflects the relative conformational stabilities. Here, we present a fully probabilistic, continuous model of local protein structure in atomic detail. The generative model makes efficient conformational sampling possible and provides a framework for the rigorous analysis of local sequence-structure correlations in the native state. Our method represents a significant theoretical and practical improvement over the widely used fragment assembly technique by avoiding the drawbacks associated with a discrete and nonprobabilistic approach.

Decomposing biodiversity data using the Latent Dirichlet Allocation model, a probabilistic multivariate statistical method

Treesearch

Denis Valle; Benjamin Baiser; Christopher W. Woodall; Robin Chazdon; Jerome Chave

2014-01-01

We propose a novel multivariate method to analyse biodiversity data based on the Latent Dirichlet Allocation (LDA) model. LDA, a probabilistic model, reduces assemblages to sets of distinct component communities. It produces easily interpretable results, can represent abrupt and gradual changes in composition, accommodates missing data and allows for coherent estimates...

Machine health prognostics using the Bayesian-inference-based probabilistic indication and high-order particle filtering framework

NASA Astrophysics Data System (ADS)

Yu, Jianbo

2015-12-01

Prognostics is much efficient to achieve zero-downtime performance, maximum productivity and proactive maintenance of machines. Prognostics intends to assess and predict the time evolution of machine health degradation so that machine failures can be predicted and prevented. A novel prognostics system is developed based on the data-model-fusion scheme using the Bayesian inference-based self-organizing map (SOM) and an integration of logistic regression (LR) and high-order particle filtering (HOPF). In this prognostics system, a baseline SOM is constructed to model the data distribution space of healthy machine under an assumption that predictable fault patterns are not available. Bayesian inference-based probability (BIP) derived from the baseline SOM is developed as a quantification indication of machine health degradation. BIP is capable of offering failure probability for the monitored machine, which has intuitionist explanation related to health degradation state. Based on those historic BIPs, the constructed LR and its modeling noise constitute a high-order Markov process (HOMP) to describe machine health propagation. HOPF is used to solve the HOMP estimation to predict the evolution of the machine health in the form of a probability density function (PDF). An on-line model update scheme is developed to adapt the Markov process changes to machine health dynamics quickly. The experimental results on a bearing test-bed illustrate the potential applications of the proposed system as an effective and simple tool for machine health prognostics.

Probabilistic Inference: Task Dependency and Individual Differences of Probability Weighting Revealed by Hierarchical Bayesian Modeling

PubMed Central

Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno

2016-01-01

Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision. PMID:27303323

Model fitting data from syllogistic reasoning experiments.

PubMed

Hattori, Masasi

2016-12-01

The data presented in this article are related to the research article entitled "Probabilistic representation in syllogistic reasoning: A theory to integrate mental models and heuristics" (M. Hattori, 2016) [1]. This article presents predicted data by three signature probabilistic models of syllogistic reasoning and model fitting results for each of a total of 12 experiments ( N =404) in the literature. Models are implemented in R, and their source code is also provided.

The Probability Heuristics Model of Syllogistic Reasoning.

ERIC Educational Resources Information Center

Chater, Nick; Oaksford, Mike

1999-01-01

Proposes a probability heuristic model for syllogistic reasoning and confirms the rationality of this heuristic by an analysis of the probabilistic validity of syllogistic reasoning that treats logical inference as a limiting case of probabilistic inference. Meta-analysis and two experiments involving 40 adult participants and using generalized…

Modeling Array Stations in SIG-VISA

NASA Astrophysics Data System (ADS)

Ding, N.; Moore, D.; Russell, S.

2013-12-01

We add support for array stations to SIG-VISA, a system for nuclear monitoring using probabilistic inference on seismic signals. Array stations comprise a large portion of the IMS network; they can provide increased sensitivity and more accurate directional information compared to single-component stations. Our existing model assumed that signals were independent at each station, which is false when lots of stations are close together, as in an array. The new model removes that assumption by jointly modeling signals across array elements. This is done by extending our existing Gaussian process (GP) regression models, also known as kriging, from a 3-dimensional single-component space of events to a 6-dimensional space of station-event pairs. For each array and each event attribute (including coda decay, coda height, amplitude transfer and travel time), we model the joint distribution across array elements using a Gaussian process that learns the correlation lengthscale across the array, thereby incorporating information of array stations into the probabilistic inference framework. To evaluate the effectiveness of our model, we perform ';probabilistic beamforming' on new events using our GP model, i.e., we compute the event azimuth having highest posterior probability under the model, conditioned on the signals at array elements. We compare the results from our probabilistic inference model to the beamforming currently performed by IMS station processing.

Comparison of Control Approaches in Genetic Regulatory Networks by Using Stochastic Master Equation Models, Probabilistic Boolean Network Models and Differential Equation Models and Estimated Error Analyzes

NASA Astrophysics Data System (ADS)

Caglar, Mehmet Umut; Pal, Ranadip

2011-03-01

Central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid''. However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of cell level data and probabilistic - nonlinear nature of interactions. Several models widely used to analyze and simulate these types of nonlinear interactions. Stochastic Master Equation (SME) models give probabilistic nature of the interactions in a detailed manner, with a high calculation cost. On the other hand Probabilistic Boolean Network (PBN) models give a coarse scale picture of the stochastic processes, with a less calculation cost. Differential Equation (DE) models give the time evolution of mean values of processes in a highly cost effective way. The understanding of the relations between the predictions of these models is important to understand the reliability of the simulations of genetic regulatory networks. In this work the success of the mapping between SME, PBN and DE models is analyzed and the accuracy and affectivity of the control policies generated by using PBN and DE models is compared.

Development of probabilistic regional climate scenario in East Asia

NASA Astrophysics Data System (ADS)

Dairaku, K.; Ueno, G.; Ishizaki, N. N.

2015-12-01

Climate information and services for Impacts, Adaptation and Vulnerability (IAV) Assessments are of great concern. In order to develop probabilistic regional climate information that represents the uncertainty in climate scenario experiments in East Asia (CORDEX-EA and Japan), the probability distribution of 2m air temperature was estimated by using developed regression model. The method can be easily applicable to other regions and other physical quantities, and also to downscale to finer-scale dependent on availability of observation dataset. Probabilistic climate information in present (1969-1998) and future (2069-2098) climate was developed using CMIP3 SRES A1b scenarios 21 models and the observation data (CRU_TS3.22 & University of Delaware in CORDEX-EA, NIAES AMeDAS mesh data in Japan). The prototype of probabilistic information in CORDEX-EA and Japan represent the quantified structural uncertainties of multi-model ensemble experiments of climate change scenarios. Appropriate combination of statistical methods and optimization of climate ensemble experiments using multi-General Circulation Models (GCMs) and multi-regional climate models (RCMs) ensemble downscaling experiments are investigated.

Probabilistic inversion of expert assessments to inform projections about Antarctic ice sheet responses.

PubMed

Fuller, Robert William; Wong, Tony E; Keller, Klaus

2017-01-01

The response of the Antarctic ice sheet (AIS) to changing global temperatures is a key component of sea-level projections. Current projections of the AIS contribution to sea-level changes are deeply uncertain. This deep uncertainty stems, in part, from (i) the inability of current models to fully resolve key processes and scales, (ii) the relatively sparse available data, and (iii) divergent expert assessments. One promising approach to characterizing the deep uncertainty stemming from divergent expert assessments is to combine expert assessments, observations, and simple models by coupling probabilistic inversion and Bayesian inversion. Here, we present a proof-of-concept study that uses probabilistic inversion to fuse a simple AIS model and diverse expert assessments. We demonstrate the ability of probabilistic inversion to infer joint prior probability distributions of model parameters that are consistent with expert assessments. We then confront these inferred expert priors with instrumental and paleoclimatic observational data in a Bayesian inversion. These additional constraints yield tighter hindcasts and projections. We use this approach to quantify how the deep uncertainty surrounding expert assessments affects the joint probability distributions of model parameters and future projections.

a Probabilistic Embedding Clustering Method for Urban Structure Detection

NASA Astrophysics Data System (ADS)

Lin, X.; Li, H.; Zhang, Y.; Gao, L.; Zhao, L.; Deng, M.

2017-09-01

Urban structure detection is a basic task in urban geography. Clustering is a core technology to detect the patterns of urban spatial structure, urban functional region, and so on. In big data era, diverse urban sensing datasets recording information like human behaviour and human social activity, suffer from complexity in high dimension and high noise. And unfortunately, the state-of-the-art clustering methods does not handle the problem with high dimension and high noise issues concurrently. In this paper, a probabilistic embedding clustering method is proposed. Firstly, we come up with a Probabilistic Embedding Model (PEM) to find latent features from high dimensional urban sensing data by "learning" via probabilistic model. By latent features, we could catch essential features hidden in high dimensional data known as patterns; with the probabilistic model, we can also reduce uncertainty caused by high noise. Secondly, through tuning the parameters, our model could discover two kinds of urban structure, the homophily and structural equivalence, which means communities with intensive interaction or in the same roles in urban structure. We evaluated the performance of our model by conducting experiments on real-world data and experiments with real data in Shanghai (China) proved that our method could discover two kinds of urban structure, the homophily and structural equivalence, which means clustering community with intensive interaction or under the same roles in urban space.

Composite load spectra for select space propulsion structural components

NASA Technical Reports Server (NTRS)

Newell, J. F.; Ho, H. W.; Kurth, R. E.

1991-01-01

The work performed to develop composite load spectra (CLS) for the Space Shuttle Main Engine (SSME) using probabilistic methods. The three methods were implemented to be the engine system influence model. RASCAL was chosen to be the principal method as most component load models were implemented with the method. Validation of RASCAL was performed. High accuracy comparable to the Monte Carlo method can be obtained if a large enough bin size is used. Generic probabilistic models were developed and implemented for load calculations using the probabilistic methods discussed above. Each engine mission, either a real fighter or a test, has three mission phases: the engine start transient phase, the steady state phase, and the engine cut off transient phase. Power level and engine operating inlet conditions change during a mission. The load calculation module provides the steady-state and quasi-steady state calculation procedures with duty-cycle-data option. The quasi-steady state procedure is for engine transient phase calculations. In addition, a few generic probabilistic load models were also developed for specific conditions. These include the fixed transient spike model, the poison arrival transient spike model, and the rare event model. These generic probabilistic load models provide sufficient latitude for simulating loads with specific conditions. For SSME components, turbine blades, transfer ducts, LOX post, and the high pressure oxidizer turbopump (HPOTP) discharge duct were selected for application of the CLS program. They include static pressure loads and dynamic pressure loads for all four components, centrifugal force for the turbine blade, temperatures of thermal loads for all four components, and structural vibration loads for the ducts and LOX posts.

Three-body system metaphor for the two-slit experiment and Escherichia coli lactose-glucose metabolism.

PubMed

Asano, Masanari; Khrennikov, Andrei; Ohya, Masanori; Tanaka, Yoshiharu; Yamato, Ichiro

2016-05-28

We compare the contextual probabilistic structures of the seminal two-slit experiment (quantum interference experiment), the system of three interacting bodies andEscherichia colilactose-glucose metabolism. We show that they have the same non-Kolmogorov probabilistic structure resulting from multi-contextuality. There are plenty of statistical data with non-Kolmogorov features; in particular, the probabilistic behaviour of neither quantum nor biological systems can be described classically. Biological systems (even cells and proteins) are macroscopic systems and one may try to present a more detailed model of interactions in such systems that lead to quantum-like probabilistic behaviour. The system of interactions between three bodies is one of the simplest metaphoric examples for such interactions. By proceeding further in this way (by playing withn-body systems) we shall be able to find metaphoric mechanical models for complex bio-interactions, e.g. signalling between cells, leading to non-Kolmogorov probabilistic data. © 2016 The Author(s).

Scalable DB+IR Technology: Processing Probabilistic Datalog with HySpirit.

PubMed

Frommholz, Ingo; Roelleke, Thomas

2016-01-01

Probabilistic Datalog (PDatalog, proposed in 1995) is a probabilistic variant of Datalog and a nice conceptual idea to model Information Retrieval in a logical, rule-based programming paradigm. Making PDatalog work in real-world applications requires more than probabilistic facts and rules, and the semantics associated with the evaluation of the programs. We report in this paper some of the key features of the HySpirit system required to scale the execution of PDatalog programs. Firstly, there is the requirement to express probability estimation in PDatalog. Secondly, fuzzy-like predicates are required to model vague predicates (e.g. vague match of attributes such as age or price). Thirdly, to handle large data sets there are scalability issues to be addressed, and therefore, HySpirit provides probabilistic relational indexes and parallel and distributed processing . The main contribution of this paper is a consolidated view on the methods of the HySpirit system to make PDatalog applicable in real-scale applications that involve a wide range of requirements typical for data (information) management and analysis.

Three-body system metaphor for the two-slit experiment and Escherichia coli lactose–glucose metabolism

PubMed Central

Asano, Masanari; Ohya, Masanori; Yamato, Ichiro

2016-01-01

We compare the contextual probabilistic structures of the seminal two-slit experiment (quantum interference experiment), the system of three interacting bodies and Escherichia coli lactose–glucose metabolism. We show that they have the same non-Kolmogorov probabilistic structure resulting from multi-contextuality. There are plenty of statistical data with non-Kolmogorov features; in particular, the probabilistic behaviour of neither quantum nor biological systems can be described classically. Biological systems (even cells and proteins) are macroscopic systems and one may try to present a more detailed model of interactions in such systems that lead to quantum-like probabilistic behaviour. The system of interactions between three bodies is one of the simplest metaphoric examples for such interactions. By proceeding further in this way (by playing with n-body systems) we shall be able to find metaphoric mechanical models for complex bio-interactions, e.g. signalling between cells, leading to non-Kolmogorov probabilistic data. PMID:27091163

Trait-Dependent Biogeography: (Re)Integrating Biology into Probabilistic Historical Biogeographical Models.

PubMed

Sukumaran, Jeet; Knowles, L Lacey

2018-06-01

The development of process-based probabilistic models for historical biogeography has transformed the field by grounding it in modern statistical hypothesis testing. However, most of these models abstract away biological differences, reducing species to interchangeable lineages. We present here the case for reintegration of biology into probabilistic historical biogeographical models, allowing a broader range of questions about biogeographical processes beyond ancestral range estimation or simple correlation between a trait and a distribution pattern, as well as allowing us to assess how inferences about ancestral ranges themselves might be impacted by differential biological traits. We show how new approaches to inference might cope with the computational challenges resulting from the increased complexity of these trait-based historical biogeographical models. Copyright © 2018 Elsevier Ltd. All rights reserved.

Comparison of Four Probabilistic Models (CARES, Calendex, ConsEspo, SHEDS) to Estimate Aggregate Residential Exposures to Pesticides

EPA Science Inventory

Two deterministic models (US EPA’s Office of Pesticide Programs Residential Standard Operating Procedures (OPP Residential SOPs) and Draft Protocol for Measuring Children’s Non-Occupational Exposure to Pesticides by all Relevant Pathways (Draft Protocol)) and four probabilistic mo...

EXPERIENCES WITH USING PROBABILISTIC EXPOSURE ANALYSIS METHODS IN THE U.S. EPA

EPA Science Inventory

Over the past decade various Offices and Programs within the U.S. EPA have either initiated or increased the development and application of probabilistic exposure analysis models. These models have been applied to a broad range of research or regulatory problems in EPA, such as e...

Structural reliability assessment capability in NESSUS

NASA Technical Reports Server (NTRS)

Millwater, H.; Wu, Y.-T.

1992-01-01

The principal capabilities of NESSUS (Numerical Evaluation of Stochastic Structures Under Stress), an advanced computer code developed for probabilistic structural response analysis, are reviewed, and its structural reliability assessed. The code combines flexible structural modeling tools with advanced probabilistic algorithms in order to compute probabilistic structural response and resistance, component reliability and risk, and system reliability and risk. An illustrative numerical example is presented.

Structural reliability assessment capability in NESSUS

NASA Astrophysics Data System (ADS)

Millwater, H.; Wu, Y.-T.

1992-07-01

The principal capabilities of NESSUS (Numerical Evaluation of Stochastic Structures Under Stress), an advanced computer code developed for probabilistic structural response analysis, are reviewed, and its structural reliability assessed. The code combines flexible structural modeling tools with advanced probabilistic algorithms in order to compute probabilistic structural response and resistance, component reliability and risk, and system reliability and risk. An illustrative numerical example is presented.

A novel probabilistic framework for event-based speech recognition

NASA Astrophysics Data System (ADS)

Juneja, Amit; Espy-Wilson, Carol

2003-10-01

One of the reasons for unsatisfactory performance of the state-of-the-art automatic speech recognition (ASR) systems is the inferior acoustic modeling of low-level acoustic-phonetic information in the speech signal. An acoustic-phonetic approach to ASR, on the other hand, explicitly targets linguistic information in the speech signal, but such a system for continuous speech recognition (CSR) is not known to exist. A probabilistic and statistical framework for CSR based on the idea of the representation of speech sounds by bundles of binary valued articulatory phonetic features is proposed. Multiple probabilistic sequences of linguistically motivated landmarks are obtained using binary classifiers of manner phonetic features-syllabic, sonorant and continuant-and the knowledge-based acoustic parameters (APs) that are acoustic correlates of those features. The landmarks are then used for the extraction of knowledge-based APs for source and place phonetic features and their binary classification. Probabilistic landmark sequences are constrained using manner class language models for isolated or connected word recognition. The proposed method could overcome the disadvantages encountered by the early acoustic-phonetic knowledge-based systems that led the ASR community to switch to systems highly dependent on statistical pattern analysis methods and probabilistic language or grammar models.

A comprehensive Probabilistic Tsunami Hazard Assessment for the city of Naples (Italy)

NASA Astrophysics Data System (ADS)

Anita, G.; Tonini, R.; Selva, J.; Sandri, L.; Pierdominici, S.; Faenza, L.; Zaccarelli, L.

2012-12-01

A comprehensive Probabilistic Tsunami Hazard Assessment (PTHA) should consider different tsunamigenic sources (seismic events, slide failures, volcanic eruptions) to calculate the hazard on given target sites. This implies a multi-disciplinary analysis of all natural tsunamigenic sources, in a multi-hazard/risk framework, which considers also the effects of interaction/cascade events. Our approach shows the ongoing effort to analyze the comprehensive PTHA for the city of Naples (Italy) including all types of sources located in the Tyrrhenian Sea, as developed within the Italian project ByMuR (Bayesian Multi-Risk Assessment). The project combines a multi-hazard/risk approach to treat the interactions among different hazards, and a Bayesian approach to handle the uncertainties. The natural potential tsunamigenic sources analyzed are: 1) submarine seismic sources located on active faults in the Tyrrhenian Sea and close to the Southern Italian shore line (also we consider the effects of the inshore seismic sources and the associated active faults which we provide their rapture properties), 2) mass failures and collapses around the target area (spatially identified on the basis of their propensity to failure), and 3) volcanic sources mainly identified by pyroclastic flows and collapses from the volcanoes in the Neapolitan area (Vesuvius, Campi Flegrei and Ischia). All these natural sources are here preliminary analyzed and combined, in order to provide a complete picture of a PTHA for the city of Naples. In addition, the treatment of interaction/cascade effects is formally discussed in the case of significant temporary variations in the short-term PTHA due to an earthquake.

Auxiliary feedwater system risk-based inspection guide for the Salem Nuclear Power Plant

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pugh, R.; Gore, B.F. Vo, T.V.

In a study by the US Nuclear Regulatory Commission (NRC), Pacific Northwest Laboratory has developed and applied a methodology for deriving plant-specific risk-based inspection guidance for the auxiliary feedwater (AFW) system at pressurized water reactors that have not undergone probabilistic risk assessment (PRA). This methodology uses existing PRA results and plant operating experience information. Existing PRA-based inspection guidance information recently developed for the NRC for various plants was used to identify generic component failure modes. This information was then combined with plant-specific and industry-wide component information and failure data to identify failure modes and failure mechanisms for the AFW systemmore » at the selected plants. Salem was selected as the fifth plant for study. The product of this effort is a prioritized listing of AFW failures which have occurred at the plant and at other PWRs. This listing is intended for use by NRC inspectors in the preparation of inspection plans addressing AFW risk-important components at the Salem plant. 23 refs., 1 fig., 1 tab.« less

Using Generic Data to Establish Dormancy Failure Rates

NASA Technical Reports Server (NTRS)

Reistle, Bruce

2014-01-01

Many hardware items are dormant prior to being operated. The dormant period might be especially long, for example during missions to the moon or Mars. In missions with long dormant periods the risk incurred during dormancy can exceed the active risk contribution. Probabilistic Risk Assessments (PRAs) need to account for the dormant risk contribution as well as the active contribution. A typical method for calculating a dormant failure rate is to multiply the active failure rate by a constant, the dormancy factor. For example, some practitioners use a heuristic and divide the active failure rate by 30 to obtain an estimate of the dormant failure rate. To obtain a more empirical estimate of the dormancy factor, this paper uses the recently updated database NPRD-2011 [1] to arrive at a set of distributions for the dormancy factor. The resulting dormancy factor distributions are significantly different depending on whether the item is electrical, mechanical, or electro-mechanical. Additionally, this paper will show that using a heuristic constant fails to capture the uncertainty of the possible dormancy factors.

Probabilistic Seismic Risk Model for Western Balkans

NASA Astrophysics Data System (ADS)

Stejskal, Vladimir; Lorenzo, Francisco; Pousse, Guillaume; Radovanovic, Slavica; Pekevski, Lazo; Dojcinovski, Dragi; Lokin, Petar; Petronijevic, Mira; Sipka, Vesna

2010-05-01

A probabilistic seismic risk model for insurance and reinsurance purposes is presented for an area of Western Balkans, covering former Yugoslavia and Albania. This territory experienced many severe earthquakes during past centuries producing significant damage to many population centres in the region. The highest hazard is related to external Dinarides, namely to the collision zone of the Adriatic plate. The model is based on a unified catalogue for the region and a seismic source model consisting of more than 30 zones covering all the three main structural units - Southern Alps, Dinarides and the south-western margin of the Pannonian Basin. A probabilistic methodology using Monte Carlo simulation was applied to generate the hazard component of the model. Unique set of damage functions based on both loss experience and engineering assessments is used to convert the modelled ground motion severity into the monetary loss.

Probabilistic Analysis of a SiC/SiC Ceramic Matrix Composite Turbine Vane

NASA Technical Reports Server (NTRS)

Murthy, Pappu L. N.; Nemeth, Noel N.; Brewer, David N.; Mital, Subodh

2004-01-01

To demonstrate the advanced composite materials technology under development within the Ultra-Efficient Engine Technology (UEET) Program, it was planned to fabricate, test, and analyze a turbine vane made entirely of silicon carbide-fiber-reinforced silicon carbide matrix composite (SiC/SiC CMC) material. The objective was to utilize a five-harness satin weave melt-infiltrated (MI) SiC/SiC composite material developed under this program to design and fabricate a stator vane that can endure 1000 hours of engine service conditions. The vane was designed such that the expected maximum stresses were kept within the proportional limit strength of the material. Any violation of this design requirement was considered as the failure. This report presents results of a probabilistic analysis and reliability assessment of the vane. Probability of failure to meet the design requirements was computed. In the analysis, material properties, strength, and pressure loading were considered as random variables. The pressure loads were considered normally distributed with a nominal variation. A temperature profile on the vane was obtained by performing a computational fluid dynamics (CFD) analysis and was assumed to be deterministic. The results suggest that for the current vane design, the chance of not meeting design requirements is about 1.6 percent.

Review of reactor pressure vessel evaluation report for Yankee Rowe Nuclear Power Station (YAEC No. 1735)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cheverton, R.D.; Dickson, T.L.; Merkle, J.G.

1992-03-01

The Yankee Atomic Electric Company has performed an Integrated Pressurized Thermal Shock (IPTS)-type evaluation of the Yankee Rowe reactor pressure vessel in accordance with the PTS Rule (10 CFR 50. 61) and a US Regulatory Guide 1.154. The Oak Ridge National Laboratory (ORNL) reviewed the YAEC document and performed an independent probabilistic fracture-mechnics analysis. The review included a comparison of the Pacific Northwest Laboratory (PNL) and the ORNL probabilistic fracture-mechanics codes (VISA-II and OCA-P, respectively). The review identified minor errors and one significant difference in philosophy. Also, the two codes have a few dissimilar peripheral features. Aside from these differences,more » VISA-II and OCA-P are very similar and with errors corrected and when adjusted for the difference in the treatment of fracture toughness distribution through the wall, yield essentially the same value of the conditional probability of failure. The ORNL independent evaluation indicated RT{sub NDT} values considerably greater than those corresponding to the PTS-Rule screening criteria and a frequency of failure substantially greater than that corresponding to the primary acceptance criterion'' in US Regulatory Guide 1.154. Time constraints, however, prevented as rigorous a treatment as the situation deserves. Thus, these results are very preliminary.« less

Review of reactor pressure vessel evaluation report for Yankee Rowe Nuclear Power Station (YAEC No. 1735)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cheverton, R.D.; Dickson, T.L.; Merkle, J.G.

1992-03-01

The Yankee Atomic Electric Company has performed an Integrated Pressurized Thermal Shock (IPTS)-type evaluation of the Yankee Rowe reactor pressure vessel in accordance with the PTS Rule (10 CFR 50. 61) and a US Regulatory Guide 1.154. The Oak Ridge National Laboratory (ORNL) reviewed the YAEC document and performed an independent probabilistic fracture-mechnics analysis. The review included a comparison of the Pacific Northwest Laboratory (PNL) and the ORNL probabilistic fracture-mechanics codes (VISA-II and OCA-P, respectively). The review identified minor errors and one significant difference in philosophy. Also, the two codes have a few dissimilar peripheral features. Aside from these differences,more » VISA-II and OCA-P are very similar and with errors corrected and when adjusted for the difference in the treatment of fracture toughness distribution through the wall, yield essentially the same value of the conditional probability of failure. The ORNL independent evaluation indicated RT{sub NDT} values considerably greater than those corresponding to the PTS-Rule screening criteria and a frequency of failure substantially greater than that corresponding to the ``primary acceptance criterion`` in US Regulatory Guide 1.154. Time constraints, however, prevented as rigorous a treatment as the situation deserves. Thus, these results are very preliminary.« less

Probabilistic pipe fracture evaluations for leak-rate-detection applications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rahman, S.; Ghadiali, N.; Paul, D.

1995-04-01

Regulatory Guide 1.45, {open_quotes}Reactor Coolant Pressure Boundary Leakage Detection Systems,{close_quotes} was published by the U.S. Nuclear Regulatory Commission (NRC) in May 1973, and provides guidance on leak detection methods and system requirements for Light Water Reactors. Additionally, leak detection limits are specified in plant Technical Specifications and are different for Boiling Water Reactors (BWRs) and Pressurized Water Reactors (PWRs). These leak detection limits are also used in leak-before-break evaluations performed in accordance with Draft Standard Review Plan, Section 3.6.3, {open_quotes}Leak Before Break Evaluation Procedures{close_quotes} where a margin of 10 on the leak detection limit is used in determining the crackmore » size considered in subsequent fracture analyses. This study was requested by the NRC to: (1) evaluate the conditional failure probability for BWR and PWR piping for pipes that were leaking at the allowable leak detection limit, and (2) evaluate the margin of 10 to determine if it was unnecessarily large. A probabilistic approach was undertaken to conduct fracture evaluations of circumferentially cracked pipes for leak-rate-detection applications. Sixteen nuclear piping systems in BWR and PWR plants were analyzed to evaluate conditional failure probability and effects of crack-morphology variability on the current margins used in leak rate detection for leak-before-break.« less

Probabilistic evaluation of uncertainties and risks in aerospace components

NASA Technical Reports Server (NTRS)

Shah, A. R.; Shiao, M. C.; Nagpal, V. K.; Chamis, C. C.

1992-01-01

This paper summarizes a methodology developed at NASA Lewis Research Center which computationally simulates the structural, material, and load uncertainties associated with Space Shuttle Main Engine (SSME) components. The methodology was applied to evaluate the scatter in static, buckling, dynamic, fatigue, and damage behavior of the SSME turbo pump blade. Also calculated are the probability densities of typical critical blade responses, such as effective stress, natural frequency, damage initiation, most probable damage path, etc. Risk assessments were performed for different failure modes, and the effect of material degradation on the fatigue and damage behaviors of a blade were calculated using a multi-factor interaction equation. Failure probabilities for different fatigue cycles were computed and the uncertainties associated with damage initiation and damage propagation due to different load cycle were quantified. Evaluations on the effects of mistuned blades on a rotor were made; uncertainties in the excitation frequency were found to significantly amplify the blade responses of a mistuned rotor. The effects of the number of blades on a rotor were studied. The autocorrelation function of displacements and the probability density function of the first passage time for deterministic and random barriers for structures subjected to random processes also were computed. A brief discussion was included on the future direction of probabilistic structural analysis.

Analysis of the progressive failure of brittle matrix composites

NASA Technical Reports Server (NTRS)

Thomas, David J.

1995-01-01

This report investigates two of the most common modes of localized failures, namely, periodic fiber-bridged matrix cracks and transverse matrix cracks. A modification of Daniels' bundle theory is combined with Weibull's weakest link theory to model the statistical distribution of the periodic matrix cracking strength for an individual layer. Results of the model predictions are compared with experimental data from the open literature. Extensions to the model are made to account for possible imperfections within the layer (i.e., nonuniform fiber lengths, irregular crack spacing, and degraded in-situ fiber properties), and the results of these studies are presented. A generalized shear-lag analysis is derived which is capable of modeling the development of transverse matrix cracks in material systems having a general multilayer configuration and under states of full in-plane load. A method for computing the effective elastic properties for the damaged layer at the global level is detailed based upon the solution for the effects of the damage at the local level. This methodology is general in nature and is therefore also applicable to (0(sub m)/90(sub n))(sub s) systems. The characteristic stress-strain response for more general cases is shown to be qualitatively correct (experimental data is not available for a quantitative evaluation), and the damage evolution is recorded in terms of the matrix crack density as a function of the applied strain. Probabilistic effects are introduced to account for the statistical nature of the material strengths, thus allowing cumulative distribution curves for the probability of failure to be generated for each of the example laminates. Additionally, Oh and Finney's classic work on fracture location in brittle materials is extended and combined with the shear-lag analysis. The result is an analytical form for predicting the probability density function for the location of the next transverse crack occurrence within a crack bounded region. The results of this study verified qualitatively the validity of assuming a uniform crack spacing (as was done in the shear-lag model).

Probabilistic risk models for multiple disturbances: an example of forest insects and wildfires

Treesearch

Haiganoush K. Preisler; Alan A. Ager; Jane L. Hayes

2010-01-01

Building probabilistic risk models for highly random forest disturbances like wildfire and forest insect outbreaks is a challenging. Modeling the interactions among natural disturbances is even more difficult. In the case of wildfire and forest insects, we looked at the probability of a large fire given an insect outbreak and also the incidence of insect outbreaks...

External events analysis for the Savannah River Site K reactor

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brandyberry, M.D.; Wingo, H.E.

1990-01-01

The probabilistic external events analysis performed for the Savannah River Site K-reactor PRA considered many different events which are generally perceived to be external'' to the reactor and its systems, such as fires, floods, seismic events, and transportation accidents (as well as many others). Events which have been shown to be significant contributors to risk include seismic events, tornados, a crane failure scenario, fires and dam failures. The total contribution to the core melt frequency from external initiators has been found to be 2.2 {times} 10{sup {minus}4} per year, from which seismic events are the major contributor (1.2 {times} 10{supmore » {minus}4} per year). Fire initiated events contribute 1.4 {times} 10{sup {minus}7} per year, tornados 5.8 {times} 10{sup {minus}7} per year, dam failures 1.5 {times} 10{sup {minus}6} per year and the crane failure scenario less than 10{sup {minus}4} per year to the core melt frequency. 8 refs., 3 figs., 5 tabs.« less

Probabilistic Design of a Wind Tunnel Model to Match the Response of a Full-Scale Aircraft

NASA Technical Reports Server (NTRS)

Mason, Brian H.; Stroud, W. Jefferson; Krishnamurthy, T.; Spain, Charles V.; Naser, Ahmad S.

2005-01-01

approach is presented for carrying out the reliability-based design of a plate-like wing that is part of a wind tunnel model. The goal is to design the wind tunnel model to match the stiffness characteristics of the wing box of a flight vehicle while satisfying strength-based risk/reliability requirements that prevents damage to the wind tunnel model and fixtures. The flight vehicle is a modified F/A-18 aircraft. The design problem is solved using reliability-based optimization techniques. The objective function to be minimized is the difference between the displacements of the wind tunnel model and the corresponding displacements of the flight vehicle. The design variables control the thickness distribution of the wind tunnel model. Displacements of the wind tunnel model change with the thickness distribution, while displacements of the flight vehicle are a set of fixed data. The only constraint imposed is that the probability of failure is less than a specified value. Failure is assumed to occur if the stress caused by aerodynamic pressure loading is greater than the specified strength allowable. Two uncertain quantities are considered: the allowable stress and the thickness distribution of the wind tunnel model. Reliability is calculated using Monte Carlo simulation with response surfaces that provide approximate values of stresses. The response surface equations are, in turn, computed from finite element analyses of the wind tunnel model at specified design points. Because the response surface approximations were fit over a small region centered about the current design, the response surfaces were refit periodically as the design variables changed. Coarse-grained parallelism was used to simultaneously perform multiple finite element analyses. Studies carried out in this paper demonstrate that this scheme of using moving response surfaces and coarse-grained computational parallelism reduce the execution time of the Monte Carlo simulation enough to make the design problem tractable. The results of the reliability-based designs performed in this paper show that large decreases in the probability of stress-based failure can be realized with only small sacrifices in the ability of the wind tunnel model to represent the displacements of the full-scale vehicle.

Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components

NASA Technical Reports Server (NTRS)

1999-01-01

Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.

Simulation investigation of multipactor in metal components for space application with an improved secondary emission model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Yun, E-mail: genliyun@126.com, E-mail: cuiwanzhao@126.com; Cui, Wan-Zhao, E-mail: genliyun@126.com, E-mail: cuiwanzhao@126.com; Wang, Hong-Guang

2015-05-15

Effects of the secondary electron emission (SEE) phenomenon of metal surface on the multipactor analysis of microwave components are investigated numerically and experimentally in this paper. Both the secondary electron yield (SEY) and the emitted energy spectrum measurements are performed on silver plated samples for accurate description of the SEE phenomenon. A phenomenological probabilistic model based on SEE physics is utilized and fitted accurately to the measured SEY and emitted energy spectrum of the conditioned surface material of microwave components. Specially, the phenomenological probabilistic model is extended to the low primary energy end lower than 20 eV mathematically, since no accuratemore » measurement data can be obtained. Embedding the phenomenological probabilistic model into the Electromagnetic Particle-In-Cell (EM-PIC) method, the electronic resonant multipacting in microwave components can be tracked and hence the multipactor threshold can be predicted. The threshold prediction error of the transformer and the coaxial filter is 0.12 dB and 1.5 dB, respectively. Simulation results demonstrate that the discharge threshold is strongly dependent on the SEYs and its energy spectrum in the low energy end (lower than 50 eV). Multipacting simulation results agree quite well with experiments in practical components, while the phenomenological probabilistic model fit both the SEY and the emission energy spectrum better than the traditionally used model and distribution. The EM-PIC simulation method with the phenomenological probabilistic model for the surface collision simulation has been demonstrated for predicting the multipactor threshold in metal components for space application.« less

Probabilistic choice models in health-state valuation research: background, theories, assumptions and applications.

PubMed

Arons, Alexander M M; Krabbe, Paul F M

2013-02-01

Interest is rising in measuring subjective health outcomes, such as treatment outcomes that are not directly quantifiable (functional disability, symptoms, complaints, side effects and health-related quality of life). Health economists in particular have applied probabilistic choice models in the area of health evaluation. They increasingly use discrete choice models based on random utility theory to derive values for healthcare goods or services. Recent attempts have been made to use discrete choice models as an alternative method to derive values for health states. In this article, various probabilistic choice models are described according to their underlying theory. A historical overview traces their development and applications in diverse fields. The discussion highlights some theoretical and technical aspects of the choice models and their similarity and dissimilarity. The objective of the article is to elucidate the position of each model and their applications for health-state valuation.

Inherent limitations of probabilistic models for protein-DNA binding specificity

PubMed Central

Ruan, Shuxiang

2017-01-01

The specificities of transcription factors are most commonly represented with probabilistic models. These models provide a probability for each base occurring at each position within the binding site and the positions are assumed to contribute independently. The model is simple and intuitive and is the basis for many motif discovery algorithms. However, the model also has inherent limitations that prevent it from accurately representing true binding probabilities, especially for the highest affinity sites under conditions of high protein concentration. The limitations are not due to the assumption of independence between positions but rather are caused by the non-linear relationship between binding affinity and binding probability and the fact that independent normalization at each position skews the site probabilities. Generally probabilistic models are reasonably good approximations, but new high-throughput methods allow for biophysical models with increased accuracy that should be used whenever possible. PMID:28686588

Development of the Coastal Storm Modeling System (CoSMoS) for predicting the impact of storms on high-energy, active-margin coasts

USGS Publications Warehouse

Barnard, Patrick; Maarten van Ormondt,; Erikson, Li H.; Jodi Eshleman,; Hapke, Cheryl J.; Peter Ruggiero,; Peter Adams,; Foxgrover, Amy C.

2014-01-01

The Coastal Storm Modeling System (CoSMoS) applies a predominantly deterministic framework to make detailed predictions (meter scale) of storm-induced coastal flooding, erosion, and cliff failures over large geographic scales (100s of kilometers). CoSMoS was developed for hindcast studies, operational applications (i.e., nowcasts and multiday forecasts), and future climate scenarios (i.e., sea-level rise + storms) to provide emergency responders and coastal planners with critical storm hazards information that may be used to increase public safety, mitigate physical damages, and more effectively manage and allocate resources within complex coastal settings. The prototype system, developed for the California coast, uses the global WAVEWATCH III wave model, the TOPEX/Poseidon satellite altimetry-based global tide model, and atmospheric-forcing data from either the US National Weather Service (operational mode) or Global Climate Models (future climate mode), to determine regional wave and water-level boundary conditions. These physical processes are dynamically downscaled using a series of nested Delft3D-WAVE (SWAN) and Delft3D-FLOW (FLOW) models and linked at the coast to tightly spaced XBeach (eXtreme Beach) cross-shore profile models and a Bayesian probabilistic cliff failure model. Hindcast testing demonstrates that, despite uncertainties in preexisting beach morphology over the ~500 km alongshore extent of the pilot study area, CoSMoS effectively identifies discrete sections of the coast (100s of meters) that are vulnerable to coastal hazards under a range of current and future oceanographic forcing conditions, and is therefore an effective tool for operational and future climate scenario planning.

Understanding the predictability of seasonal precipitation over northeast Brazil

NASA Astrophysics Data System (ADS)

Misra, Vasubandhu

2006-05-01

Using multiple long-term simulations of the Center for Ocean-Land-Atmosphere Studies (COLA) atmospheric general circulation model (AGCM) forced with observed sea surface temperature (SST), it is shown that the model has high skill in simulating the February-March-April (FMA) rainy season over northeast Brazil (Nordeste). Separate sensitivity experiments conducted with the same model that entails suppression of all variability except for the climatological annual cycle in SST over the Pacific and Atlantic Oceans reveal that this skill over Nordeste is sensitive to SST anomalies in the tropical Atlantic Ocean. However, the spatial pattern of SST anomalies in the tropical Atlantic Ocean that correlate with FMA Nordeste rainfall are in fact a manifestation of El Niño Southern Oscillation (ENSO) phenomenon in the Pacific Ocean. This study also analyzes the failure of the COLA AGCM in capturing the correct FMA precipitation anomalies over Nordeste in several years of the simulation. It is found that this failure occurs when the SST anomalies over the northern tropical Atlantic Ocean are large and not significantly correlated with contemporaneous SST anomalies over the eastern Pacific Ocean. In two of the relatively large ENSO years when the model failed to capture the correct signal of the interannual variability of precipitation over Nordeste, it was found that the meridional gradient of SST anomalies over the tropical Atlantic Ocean was inconsistent with the canonical development of ENSO. The analysis of the probabilistic skill of the model revealed that it has more skill in predicting flood years than drought. Furthermore, the model has no skill in predicting normal seasons. These model features are consistent with the model systematic errors.

Comparison of Traditional Design Nonlinear Programming Optimization and Stochastic Methods for Structural Design

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.

2010-01-01

Structural design generated by traditional method, optimization method and the stochastic design concept are compared. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions were produced by all the three methods. The variation in the weight calculated by the methods was modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliabilitytraced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.

Heart failure disease management programs: a cost-effectiveness analysis.

PubMed

Chan, David C; Heidenreich, Paul A; Weinstein, Milton C; Fonarow, Gregg C

2008-02-01

Heart failure (HF) disease management programs have shown impressive reductions in hospitalizations and mortality, but in studies limited to short time frames and high-risk patient populations. Current guidelines thus only recommend disease management targeted to high-risk patients with HF. This study applied a new technique to infer the degree to which clinical trials have targeted patients by risk based on observed rates of hospitalization and death. A Markov model was used to assess the incremental life expectancy and cost of providing disease management for high-risk to low-risk patients. Sensitivity analyses of various long-term scenarios and of reduced effectiveness in low-risk patients were also considered. The incremental cost-effectiveness ratio of extending coverage to all patients was $9700 per life-year gained in the base case. In aggregate, universal coverage almost quadrupled life-years saved as compared to coverage of only the highest quintile of risk. A worst case analysis with simultaneous conservative assumptions yielded an incremental cost-effectiveness ratio of $110,000 per life-year gained. In a probabilistic sensitivity analysis, 99.74% of possible incremental cost-effectiveness ratios were <$50,000 per life-year gained. Heart failure disease management programs are likely cost-effective in the long-term along the whole spectrum of patient risk. Health gains could be extended by enrolling a broader group of patients with HF in disease management.

Time-Series Modeling and Simulation for Comparative Cost-Effective Analysis in Cancer Chemotherapy: An Application to Platinum-Based Regimens for Advanced Non-small Cell Lung Cancer.

PubMed

Chisaki, Yugo; Nakamura, Nobuhiko; Yano, Yoshitaka

2017-01-01

The purpose of this study was to propose a time-series modeling and simulation (M&S) strategy for probabilistic cost-effective analysis in cancer chemotherapy using a Monte-Carlo method based on data available from the literature. The simulation included the cost for chemotherapy, for pharmaceutical care for adverse events (AEs) and other medical costs. As an application example, we describe the analysis for the comparison of four regimens, cisplatin plus irinotecan, carboplatin plus paclitaxel, cisplatin plus gemcitabine (GP), and cisplatin plus vinorelbine, for advanced non-small cell lung cancer. The factors, drug efficacy explained by overall survival or time to treatment failure, frequency and severity of AEs, utility value of AEs to determine QOL, the drugs' and other medical costs in Japan, were included in the model. The simulation was performed and quality adjusted life years (QALY) and incremental cost-effectiveness ratios (ICER) were calculated. An index, percentage of superiority (%SUP) which is the rate of the increased cost vs. QALY-gained plots within the area of positive QALY-gained and also below some threshold values of the ICER, was calculated as functions of threshold values of the ICER. An M&S process was developed, and for the simulation example, the GP regimen was the most cost-effective, in case of threshold values of the ICER=$70000/year, the %SUP for the GP are more than 50%. We developed an M&S process for probabilistic cost-effective analysis, this method would be useful for decision-making in choosing a cancer chemotherapy regimen in terms of pharmacoeconomic.

Probabilistic Learning by Rodent Grid Cells

PubMed Central

Cheung, Allen

2016-01-01

Mounting evidence shows mammalian brains are probabilistic computers, but the specific cells involved remain elusive. Parallel research suggests that grid cells of the mammalian hippocampal formation are fundamental to spatial cognition but their diverse response properties still defy explanation. No plausible model exists which explains stable grids in darkness for twenty minutes or longer, despite being one of the first results ever published on grid cells. Similarly, no current explanation can tie together grid fragmentation and grid rescaling, which show very different forms of flexibility in grid responses when the environment is varied. Other properties such as attractor dynamics and grid anisotropy seem to be at odds with one another unless additional properties are assumed such as a varying velocity gain. Modelling efforts have largely ignored the breadth of response patterns, while also failing to account for the disastrous effects of sensory noise during spatial learning and recall, especially in darkness. Here, published electrophysiological evidence from a range of experiments are reinterpreted using a novel probabilistic learning model, which shows that grid cell responses are accurately predicted by a probabilistic learning process. Diverse response properties of probabilistic grid cells are statistically indistinguishable from rat grid cells across key manipulations. A simple coherent set of probabilistic computations explains stable grid fields in darkness, partial grid rescaling in resized arenas, low-dimensional attractor grid cell dynamics, and grid fragmentation in hairpin mazes. The same computations also reconcile oscillatory dynamics at the single cell level with attractor dynamics at the cell ensemble level. Additionally, a clear functional role for boundary cells is proposed for spatial learning. These findings provide a parsimonious and unified explanation of grid cell function, and implicate grid cells as an accessible neuronal population readout of a set of probabilistic spatial computations. PMID:27792723

A Probabilistic Model for Diagnosing Misconceptions by a Pattern Classification Approach.

ERIC Educational Resources Information Center

Tatsuoka, Kikumi K.

A probabilistic approach is introduced to classify and diagnose erroneous rules of operation resulting from a variety of misconceptions ("bugs") in a procedural domain of arithmetic. The model is contrasted with the deterministic approach which has commonly been used in the field of artificial intelligence, and the advantage of treating the…

Nonlinear probabilistic finite element models of laminated composite shells

NASA Technical Reports Server (NTRS)

Engelstad, S. P.; Reddy, J. N.

1993-01-01

A probabilistic finite element analysis procedure for laminated composite shells has been developed. A total Lagrangian finite element formulation, employing a degenerated 3-D laminated composite shell with the full Green-Lagrange strains and first-order shear deformable kinematics, forms the modeling foundation. The first-order second-moment technique for probabilistic finite element analysis of random fields is employed and results are presented in the form of mean and variance of the structural response. The effects of material nonlinearity are included through the use of a rate-independent anisotropic plasticity formulation with the macroscopic point of view. Both ply-level and micromechanics-level random variables can be selected, the latter by means of the Aboudi micromechanics model. A number of sample problems are solved to verify the accuracy of the procedures developed and to quantify the variability of certain material type/structure combinations. Experimental data is compared in many cases, and the Monte Carlo simulation method is used to check the probabilistic results. In general, the procedure is quite effective in modeling the mean and variance response of the linear and nonlinear behavior of laminated composite shells.

A unified probabilistic approach to improve spelling in an event-related potential-based brain-computer interface.

PubMed

Kindermans, Pieter-Jan; Verschore, Hannes; Schrauwen, Benjamin

2013-10-01

In recent years, in an attempt to maximize performance, machine learning approaches for event-related potential (ERP) spelling have become more and more complex. In this paper, we have taken a step back as we wanted to improve the performance without building an overly complex model, that cannot be used by the community. Our research resulted in a unified probabilistic model for ERP spelling, which is based on only three assumptions and incorporates language information. On top of that, the probabilistic nature of our classifier yields a natural dynamic stopping strategy. Furthermore, our method uses the same parameters across 25 subjects from three different datasets. We show that our classifier, when enhanced with language models and dynamic stopping, improves the spelling speed and accuracy drastically. Additionally, we would like to point out that as our model is entirely probabilistic, it can easily be used as the foundation for complex systems in future work. All our experiments are executed on publicly available datasets to allow for future comparison with similar techniques.

Probabilistic models to estimate fire-induced cable damage at nuclear power plants

NASA Astrophysics Data System (ADS)

Valbuena, Genebelin R.

Even though numerous PRAs have shown that fire can be a major contributor to nuclear power plant risk, there are some specific areas of knowledge related to this issue, such as the prediction of fire-induced damage to electrical cables and circuits, and their potential effects in the safety of the nuclear power plant, that still constitute a practical enigma, particularly for the lack of approaches/models to perform consistent and objective assessments. This report contains a discussion of three different models to estimate fire-induced cable damage likelihood given a specified fire profile: the kinetic, the heat transfer and the IR "K Factor" model. These models not only are based on statistical analysis of data available in the open literature, but to the greatest extent possible they use physics based principles to describe the underlying mechanism of failures that take place among the electrical cables upon heating due to external fires. The characterization of cable damage, and consequently the loss of functionality of electrical cables in fire is a complex phenomenon that depends on a variety of intrinsic factors such as cable materials and dimensions, and extrinsic factors such as electrical and mechanical loads on the cables, heat flux severity, and exposure time. Some of these factors are difficult to estimate even in a well-characterized fire, not only for the variability related to the unknown material composition and physical arrangements, but also for the lack of objective frameworks and theoretical models to study the behavior of polymeric wire cable insulation under dynamic external thermal insults. The results of this research will (1) help to develop a consistent framework to predict fire-induced cable failure modes likelihood, and (2) develop some guidance to evaluate and/or reduce the risk associated with these failure modes in existing and new power plant facilities. Among the models evaluated, the physics-based heat transfer model takes into account the properties and characteristics of the cables and cable materials, and the characteristics of the thermal insult. This model can be used to estimate the probability of cable damage under different thermal conditions.

Joint analysis of epistemic and aleatory uncertainty in stability analysis for geo-hazard assessments

NASA Astrophysics Data System (ADS)

Rohmer, Jeremy; Verdel, Thierry

2017-04-01

Uncertainty analysis is an unavoidable task of stability analysis of any geotechnical systems. Such analysis usually relies on the safety factor SF (if SF is below some specified threshold), the failure is possible). The objective of the stability analysis is then to estimate the failure probability P for SF to be below the specified threshold. When dealing with uncertainties, two facets should be considered as outlined by several authors in the domain of geotechnics, namely "aleatoric uncertainty" (also named "randomness" or "intrinsic variability") and "epistemic uncertainty" (i.e. when facing "vague, incomplete or imprecise information" such as limited databases and observations or "imperfect" modelling). The benefits of separating both facets of uncertainty can be seen from a risk management perspective because: - Aleatoric uncertainty, being a property of the system under study, cannot be reduced. However, practical actions can be taken to circumvent the potentially dangerous effects of such variability; - Epistemic uncertainty, being due to the incomplete/imprecise nature of available information, can be reduced by e.g., increasing the number of tests (lab or in site survey), improving the measurement methods or evaluating calculation procedure with model tests, confronting more information sources (expert opinions, data from literature, etc.). Uncertainty treatment in stability analysis usually restricts to the probabilistic framework to represent both facets of uncertainty. Yet, in the domain of geo-hazard assessments (like landslides, mine pillar collapse, rockfalls, etc.), the validity of this approach can be debatable. In the present communication, we propose to review the major criticisms available in the literature against the systematic use of probability in situations of high degree of uncertainty. On this basis, the feasibility of using a more flexible uncertainty representation tool is then investigated, namely Possibility distributions (e.g., Baudrit et al., 2007) for geo-hazard assessments. A graphical tool is then developed to explore: 1. the contribution of both types of uncertainty, aleatoric and epistemic; 2. the regions of the imprecise or random parameters which contribute the most to the imprecision on the failure probability P. The method is applied on two case studies (a mine pillar and a steep slope stability analysis, Rohmer and Verdel, 2014) to investigate the necessity for extra data acquisition on parameters whose imprecision can hardly be modelled by probabilities due to the scarcity of the available information (respectively the extraction ratio and the cliff geometry). References Baudrit, C., Couso, I., & Dubois, D. (2007). Joint propagation of probability and possibility in risk analysis: Towards a formal framework. International Journal of Approximate Reasoning, 45(1), 82-105. Rohmer, J., & Verdel, T. (2014). Joint exploration of regional importance of possibilistic and probabilistic uncertainty in stability analysis. Computers and Geotechnics, 61, 308-315.

Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

PubMed Central

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

Predicting inpatient clinical order patterns with probabilistic topic models vs conventional order sets.

PubMed

Chen, Jonathan H; Goldstein, Mary K; Asch, Steven M; Mackey, Lester; Altman, Russ B

2017-05-01

Build probabilistic topic model representations of hospital admissions processes and compare the ability of such models to predict clinical order patterns as compared to preconstructed order sets. The authors evaluated the first 24 hours of structured electronic health record data for > 10 K inpatients. Drawing an analogy between structured items (e.g., clinical orders) to words in a text document, the authors performed latent Dirichlet allocation probabilistic topic modeling. These topic models use initial clinical information to predict clinical orders for a separate validation set of > 4 K patients. The authors evaluated these topic model-based predictions vs existing human-authored order sets by area under the receiver operating characteristic curve, precision, and recall for subsequent clinical orders. Existing order sets predict clinical orders used within 24 hours with area under the receiver operating characteristic curve 0.81, precision 16%, and recall 35%. This can be improved to 0.90, 24%, and 47% ( P  < 10 -20 ) by using probabilistic topic models to summarize clinical data into up to 32 topics. Many of these latent topics yield natural clinical interpretations (e.g., "critical care," "pneumonia," "neurologic evaluation"). Existing order sets tend to provide nonspecific, process-oriented aid, with usability limitations impairing more precise, patient-focused support. Algorithmic summarization has the potential to breach this usability barrier by automatically inferring patient context, but with potential tradeoffs in interpretability. Probabilistic topic modeling provides an automated approach to detect thematic trends in patient care and generate decision support content. A potential use case finds related clinical orders for decision support. © The Author 2016. Published by Oxford University Press on behalf of the American Medical Informatics Association.

Predicting inpatient clinical order patterns with probabilistic topic models vs conventional order sets

PubMed Central

Goldstein, Mary K; Asch, Steven M; Mackey, Lester; Altman, Russ B

2017-01-01

Objective: Build probabilistic topic model representations of hospital admissions processes and compare the ability of such models to predict clinical order patterns as compared to preconstructed order sets. Materials and Methods: The authors evaluated the first 24 hours of structured electronic health record data for > 10 K inpatients. Drawing an analogy between structured items (e.g., clinical orders) to words in a text document, the authors performed latent Dirichlet allocation probabilistic topic modeling. These topic models use initial clinical information to predict clinical orders for a separate validation set of > 4 K patients. The authors evaluated these topic model-based predictions vs existing human-authored order sets by area under the receiver operating characteristic curve, precision, and recall for subsequent clinical orders. Results: Existing order sets predict clinical orders used within 24 hours with area under the receiver operating characteristic curve 0.81, precision 16%, and recall 35%. This can be improved to 0.90, 24%, and 47% (P < 10−20) by using probabilistic topic models to summarize clinical data into up to 32 topics. Many of these latent topics yield natural clinical interpretations (e.g., “critical care,” “pneumonia,” “neurologic evaluation”). Discussion: Existing order sets tend to provide nonspecific, process-oriented aid, with usability limitations impairing more precise, patient-focused support. Algorithmic summarization has the potential to breach this usability barrier by automatically inferring patient context, but with potential tradeoffs in interpretability. Conclusion: Probabilistic topic modeling provides an automated approach to detect thematic trends in patient care and generate decision support content. A potential use case finds related clinical orders for decision support. PMID:27655861

A Guide to the Literature on Learning Graphical Models

NASA Technical Reports Server (NTRS)

Buntine, Wray L.; Friedland, Peter (Technical Monitor)

1994-01-01

This literature review discusses different methods under the general rubric of learning Bayesian networks from data, and more generally, learning probabilistic graphical models. Because many problems in artificial intelligence, statistics and neural networks can be represented as a probabilistic graphical model, this area provides a unifying perspective on learning. This paper organizes the research in this area along methodological lines of increasing complexity.

Dynamic Modeling of Ascent Abort Scenarios for Crewed Launches

NASA Technical Reports Server (NTRS)

Bigler, Mark; Boyer, Roger L.

2015-01-01

For the last 30 years, the United States' human space program has been focused on low Earth orbit exploration and operations with the Space Shuttle and International Space Station programs. After over 40 years, the U.S. is again working to return humans beyond Earth orbit. To do so, NASA is developing a new launch vehicle and spacecraft to provide this capability. The launch vehicle is referred to as the Space Launch System (SLS) and the spacecraft is called Orion. The new launch system is being developed with an abort system that will enable the crew to escape launch failures that would otherwise be catastrophic as well as probabilistic design requirements set for probability of loss of crew (LOC) and loss of mission (LOM). In order to optimize the risk associated with designing this new launch system, as well as verifying the associated requirements, NASA has developed a comprehensive Probabilistic Risk Assessment (PRA) of the integrated ascent phase of the mission that includes the launch vehicle, spacecraft and ground launch facilities. Given the dynamic nature of rocket launches and the potential for things to go wrong, developing a PRA to assess the risk can be a very challenging effort. Prior to launch and after the crew has boarded the spacecraft, the risk exposure time can be on the order of three hours. During this time, events may initiate from either the spacecraft, the launch vehicle, or the ground systems, thus requiring an emergency egress from the spacecraft to a safe ground location or a pad abort via the spacecraft's launch abort system. Following launch, again either the spacecraft or the launch vehicle can initiate the need for the crew to abort the mission and return home. Obviously, there are thousands of scenarios whose outcome depends on when the abort is initiated during ascent and how the abort is performed. This includes modeling the risk associated with explosions and benign system failures that require aborting a spacecraft under very dynamic conditions, particularly in the lower atmosphere, and returning the crew home safely. This paper will provide an overview of the PRA model that has been developed of this new launch system, including some of the challenges that are associated with this effort.

Dynamic Modeling of Ascent Abort Scenarios for Crewed Launches

NASA Technical Reports Server (NTRS)

Bigler, Mark; Boyer, Roger L.

2015-01-01

For the last 30 years, the United States's human space program has been focused on low Earth orbit exploration and operations with the Space Shuttle and International Space Station programs. After nearly 50 years, the U.S. is again working to return humans beyond Earth orbit. To do so, NASA is developing a new launch vehicle and spacecraft to provide this capability. The launch vehicle is referred to as the Space Launch System (SLS) and the spacecraft is called Orion. The new launch system is being developed with an abort system that will enable the crew to escape launch failures that would otherwise be catastrophic as well as probabilistic design requirements set for probability of loss of crew (LOC) and loss of mission (LOM). In order to optimize the risk associated with designing this new launch system, as well as verifying the associated requirements, NASA has developed a comprehensive Probabilistic Risk Assessment (PRA) of the integrated ascent phase of the mission that includes the launch vehicle, spacecraft and ground launch facilities. Given the dynamic nature of rocket launches and the potential for things to go wrong, developing a PRA to assess the risk can be a very challenging effort. Prior to launch and after the crew has boarded the spacecraft, the risk exposure time can be on the order of three hours. During this time, events may initiate from either of the spacecraft, the launch vehicle, or the ground systems, thus requiring an emergency egress from the spacecraft to a safe ground location or a pad abort via the spacecraft's launch abort system. Following launch, again either the spacecraft or the launch vehicle can initiate the need for the crew to abort the mission and return to the home. Obviously, there are thousands of scenarios whose outcome depends on when the abort is initiated during ascent as to how the abort is performed. This includes modeling the risk associated with explosions and benign system failures that require aborting a spacecraft under very dynamic conditions, particularly in the lower atmosphere, and returning the crew home safely. This paper will provide an overview of the PRA model that has been developed of this new launch system, including some of the challenges that are associated with this effort. Key Words: PRA, space launches, human space program, ascent abort, spacecraft, launch vehicles

Probabilistic inversion of expert assessments to inform projections about Antarctic ice sheet responses

PubMed Central

Wong, Tony E.; Keller, Klaus

2017-01-01

The response of the Antarctic ice sheet (AIS) to changing global temperatures is a key component of sea-level projections. Current projections of the AIS contribution to sea-level changes are deeply uncertain. This deep uncertainty stems, in part, from (i) the inability of current models to fully resolve key processes and scales, (ii) the relatively sparse available data, and (iii) divergent expert assessments. One promising approach to characterizing the deep uncertainty stemming from divergent expert assessments is to combine expert assessments, observations, and simple models by coupling probabilistic inversion and Bayesian inversion. Here, we present a proof-of-concept study that uses probabilistic inversion to fuse a simple AIS model and diverse expert assessments. We demonstrate the ability of probabilistic inversion to infer joint prior probability distributions of model parameters that are consistent with expert assessments. We then confront these inferred expert priors with instrumental and paleoclimatic observational data in a Bayesian inversion. These additional constraints yield tighter hindcasts and projections. We use this approach to quantify how the deep uncertainty surrounding expert assessments affects the joint probability distributions of model parameters and future projections. PMID:29287095

Differential subsidence and its effect on subsurface infrastructure: predicting probability of pipeline failure (STOOP project)

NASA Astrophysics Data System (ADS)

de Bruijn, Renée; Dabekaussen, Willem; Hijma, Marc; Wiersma, Ane; Abspoel-Bukman, Linda; Boeije, Remco; Courage, Wim; van der Geest, Johan; Hamburg, Marc; Harmsma, Edwin; Helmholt, Kristian; van den Heuvel, Frank; Kruse, Henk; Langius, Erik; Lazovik, Elena

2017-04-01

Due to heterogeneity of the subsurface in the delta environment of the Netherlands, differential subsidence over short distances results in tension and subsequent wear of subsurface infrastructure, such as water and gas pipelines. Due to uncertainties in the build-up of the subsurface, however, it is unknown where this problem is the most prominent. This is a problem for asset managers deciding when a pipeline needs replacement: damaged pipelines endanger security of supply and pose a significant threat to safety, yet premature replacement raises needless expenses. In both cases, costs - financial or other - are high. Therefore, an interdisciplinary research team of geotechnicians, geologists and Big Data engineers from research institutes TNO, Deltares and SkyGeo developed a stochastic model to predict differential subsidence and the probability of consequent pipeline failure on a (sub-)street level. In this project pipeline data from company databases is combined with a stochastic geological model and information on (historical) groundwater levels and overburden material. Probability of pipeline failure is modelled by a coupling with a subsidence model and two separate models on pipeline behaviour under stress, using a probabilistic approach. The total length of pipelines (approx. 200.000 km operational in the Netherlands) and the complexity of the model chain that is needed to calculate a chance of failure, results in large computational challenges, as it requires massive evaluation of possible scenarios to reach the required level of confidence. To cope with this, a scalable computational infrastructure has been developed, composing a model workflow in which components have a heterogeneous technological basis. Three pilot areas covering an urban, a rural and a mixed environment, characterised by different groundwater-management strategies and different overburden histories, are used to evaluate the differences in subsidence and uncertainties that come with different types of land use. Furthermore, the model provides results with a measure of reliability, and determines what is the limiting input factor causing most uncertainty. The model results can be validated and further improved using inSAR data for these pilot areas, by iteratively revising model parameters. The design of the model is such, that it can be applied to the whole of the Netherlands. By assessing differential subsidence and its effect on pipelines over time, the model helps to establish when and where maintenance is due, by indicating what areas are particularly vulnerable, thereby increasing safety and lowering maintenance costs.

Application of the probabilistic approximate analysis method to a turbopump blade analysis. [for Space Shuttle Main Engine

NASA Technical Reports Server (NTRS)

Thacker, B. H.; Mcclung, R. C.; Millwater, H. R.

1990-01-01

An eigenvalue analysis of a typical space propulsion system turbopump blade is presented using an approximate probabilistic analysis methodology. The methodology was developed originally to investigate the feasibility of computing probabilistic structural response using closed-form approximate models. This paper extends the methodology to structures for which simple closed-form solutions do not exist. The finite element method will be used for this demonstration, but the concepts apply to any numerical method. The results agree with detailed analysis results and indicate the usefulness of using a probabilistic approximate analysis in determining efficient solution strategies.

Probabilistic Models for Solar Particle Events

NASA Technical Reports Server (NTRS)

Adams, James H., Jr.; Dietrich, W. F.; Xapsos, M. A.; Welton, A. M.

2009-01-01

Probabilistic Models of Solar Particle Events (SPEs) are used in space mission design studies to provide a description of the worst-case radiation environment that the mission must be designed to tolerate.The models determine the worst-case environment using a description of the mission and a user-specified confidence level that the provided environment will not be exceeded. This poster will focus on completing the existing suite of models by developing models for peak flux and event-integrated fluence elemental spectra for the Z>2 elements. It will also discuss methods to take into account uncertainties in the data base and the uncertainties resulting from the limited number of solar particle events in the database. These new probabilistic models are based on an extensive survey of SPE measurements of peak and event-integrated elemental differential energy spectra. Attempts are made to fit the measured spectra with eight different published models. The model giving the best fit to each spectrum is chosen and used to represent that spectrum for any energy in the energy range covered by the measurements. The set of all such spectral representations for each element is then used to determine the worst case spectrum as a function of confidence level. The spectral representation that best fits these worst case spectra is found and its dependence on confidence level is parameterized. This procedure creates probabilistic models for the peak and event-integrated spectra.

Probabilistic evaluation of integrating resource recovery into wastewater treatment to improve environmental sustainability

PubMed Central

Wang, Xu; McCarty, Perry L.; Liu, Junxin; Ren, Nan-Qi; Lee, Duu-Jong; Yu, Han-Qing; Qian, Yi; Qu, Jiuhui

2015-01-01

Global expectations for wastewater service infrastructure have evolved over time, and the standard treatment methods used by wastewater treatment plants (WWTPs) are facing issues related to problem shifting due to the current emphasis on sustainability. A transition in WWTPs toward reuse of wastewater-derived resources is recognized as a promising solution for overcoming these obstacles. However, it remains uncertain whether this approach can reduce the environmental footprint of WWTPs. To test this hypothesis, we conducted a net environmental benefit calculation for several scenarios for more than 50 individual countries over a 20-y time frame. For developed countries, the resource recovery approach resulted in ∼154% net increase in the environmental performance of WWTPs compared with the traditional substance elimination approach, whereas this value decreased to ∼60% for developing countries. Subsequently, we conducted a probabilistic analysis integrating these estimates with national values and determined that, if this transition was attempted for WWTPs in developed countries, it would have a ∼65% probability of attaining net environmental benefits. However, this estimate decreased greatly to ∼10% for developing countries, implying a substantial risk of failure. These results suggest that implementation of this transition for WWTPs should be studied carefully in different temporal and spatial contexts. Developing countries should customize their approach to realizing more sustainable WWTPs, rather than attempting to simply replicate the successful models of developed countries. Results derived from the model forecasting highlight the role of bioenergy generation and reduced use of chemicals in improving the sustainability of WWTPs in developing countries. PMID:25605884

Probabilistic evaluation of integrating resource recovery into wastewater treatment to improve environmental sustainability.

PubMed

Wang, Xu; McCarty, Perry L; Liu, Junxin; Ren, Nan-Qi; Lee, Duu-Jong; Yu, Han-Qing; Qian, Yi; Qu, Jiuhui

2015-02-03

Global expectations for wastewater service infrastructure have evolved over time, and the standard treatment methods used by wastewater treatment plants (WWTPs) are facing issues related to problem shifting due to the current emphasis on sustainability. A transition in WWTPs toward reuse of wastewater-derived resources is recognized as a promising solution for overcoming these obstacles. However, it remains uncertain whether this approach can reduce the environmental footprint of WWTPs. To test this hypothesis, we conducted a net environmental benefit calculation for several scenarios for more than 50 individual countries over a 20-y time frame. For developed countries, the resource recovery approach resulted in ∼154% net increase in the environmental performance of WWTPs compared with the traditional substance elimination approach, whereas this value decreased to ∼60% for developing countries. Subsequently, we conducted a probabilistic analysis integrating these estimates with national values and determined that, if this transition was attempted for WWTPs in developed countries, it would have a ∼65% probability of attaining net environmental benefits. However, this estimate decreased greatly to ∼10% for developing countries, implying a substantial risk of failure. These results suggest that implementation of this transition for WWTPs should be studied carefully in different temporal and spatial contexts. Developing countries should customize their approach to realizing more sustainable WWTPs, rather than attempting to simply replicate the successful models of developed countries. Results derived from the model forecasting highlight the role of bioenergy generation and reduced use of chemicals in improving the sustainability of WWTPs in developing countries.

Shortcuts in complex engineering systems: a principal-agent approach to risk management.

PubMed

Garber, Russ; Paté-Cornell, Elisabeth

2012-05-01

In this article, we examine the effects of shortcuts in the development of engineered systems through a principal-agent model. We find that occurrences of illicit shortcuts are closely related to the incentive structure and to the level of effort that the agent is willing to expend from the beginning of the project to remain on schedule. Using a probabilistic risk analysis to determine the risks of system failure from these shortcuts, we show how a principal can choose optimal settings (payments, penalties, and inspections) that can deter an agent from cutting corners and maximize the principal's value through increased agent effort. We analyze the problem for an agent with limited liability. We consider first the case where he is risk neutral; we then include the case where he is risk averse. © 2011 Society for Risk Analysis.

Deterministic and reliability based optimization of integrated thermal protection system composite panel using adaptive sampling techniques

NASA Astrophysics Data System (ADS)

Ravishankar, Bharani

Conventional space vehicles have thermal protection systems (TPS) that provide protection to an underlying structure that carries the flight loads. In an attempt to save weight, there is interest in an integrated TPS (ITPS) that combines the structural function and the TPS function. This has weight saving potential, but complicates the design of the ITPS that now has both thermal and structural failure modes. The main objectives of this dissertation was to optimally design the ITPS subjected to thermal and mechanical loads through deterministic and reliability based optimization. The optimization of the ITPS structure requires computationally expensive finite element analyses of 3D ITPS (solid) model. To reduce the computational expenses involved in the structural analysis, finite element based homogenization method was employed, homogenizing the 3D ITPS model to a 2D orthotropic plate. However it was found that homogenization was applicable only for panels that are much larger than the characteristic dimensions of the repeating unit cell in the ITPS panel. Hence a single unit cell was used for the optimization process to reduce the computational cost. Deterministic and probabilistic optimization of the ITPS panel required evaluation of failure constraints at various design points. This further demands computationally expensive finite element analyses which was replaced by efficient, low fidelity surrogate models. In an optimization process, it is important to represent the constraints accurately to find the optimum design. Instead of building global surrogate models using large number of designs, the computational resources were directed towards target regions near constraint boundaries for accurate representation of constraints using adaptive sampling strategies. Efficient Global Reliability Analyses (EGRA) facilitates sequentially sampling of design points around the region of interest in the design space. EGRA was applied to the response surface construction of the failure constraints in the deterministic and reliability based optimization of the ITPS panel. It was shown that using adaptive sampling, the number of designs required to find the optimum were reduced drastically, while improving the accuracy. System reliability of ITPS was estimated using Monte Carlo Simulation (MCS) based method. Separable Monte Carlo method was employed that allowed separable sampling of the random variables to predict the probability of failure accurately. The reliability analysis considered uncertainties in the geometry, material properties, loading conditions of the panel and error in finite element modeling. These uncertainties further increased the computational cost of MCS techniques which was also reduced by employing surrogate models. In order to estimate the error in the probability of failure estimate, bootstrapping method was applied. This research work thus demonstrates optimization of the ITPS composite panel with multiple failure modes and large number of uncertainties using adaptive sampling techniques.

Probabilistic evaluation of uncertainties and risks in aerospace components

NASA Technical Reports Server (NTRS)

Shah, A. R.; Shiao, M. C.; Nagpal, V. K.; Chamis, C. C.

1992-01-01

A methodology is presented for the computational simulation of primitive variable uncertainties, and attention is given to the simulation of specific aerospace components. Specific examples treated encompass a probabilistic material behavior model, as well as static, dynamic, and fatigue/damage analyses of a turbine blade in a mistuned bladed rotor in the SSME turbopumps. An account is given of the use of the NESSES probabilistic FEM analysis CFD code.

Probabilistic Design and Analysis Framework

NASA Technical Reports Server (NTRS)

Strack, William C.; Nagpal, Vinod K.

2010-01-01

PRODAF is a software package designed to aid analysts and designers in conducting probabilistic analysis of components and systems. PRODAF can integrate multiple analysis programs to ease the tedious process of conducting a complex analysis process that requires the use of multiple software packages. The work uses a commercial finite element analysis (FEA) program with modules from NESSUS to conduct a probabilistic analysis of a hypothetical turbine blade, disk, and shaft model. PRODAF applies the response surface method, at the component level, and extrapolates the component-level responses to the system level. Hypothetical components of a gas turbine engine are first deterministically modeled using FEA. Variations in selected geometrical dimensions and loading conditions are analyzed to determine the effects of the stress state within each component. Geometric variations include the cord length and height for the blade, inner radius, outer radius, and thickness, which are varied for the disk. Probabilistic analysis is carried out using developing software packages like System Uncertainty Analysis (SUA) and PRODAF. PRODAF was used with a commercial deterministic FEA program in conjunction with modules from the probabilistic analysis program, NESTEM, to perturb loads and geometries to provide a reliability and sensitivity analysis. PRODAF simplified the handling of data among the various programs involved, and will work with many commercial and opensource deterministic programs, probabilistic programs, or modules.

A methodology for probabilistic remaining creep life assessment of gas turbine components

NASA Astrophysics Data System (ADS)

Liu, Zhimin

Certain gas turbine components operate in harsh environments and various mechanisms may lead to component failure. It is common practice to use remaining life assessments to help operators schedule maintenance and component replacements. Creep is a major failure mechanisms that affect the remaining life assessment, and the resulting life consumption of a component is highly sensitive to variations in the material stresses and temperatures, which fluctuate significantly due to the changes in real operating conditions. In addition, variations in material properties and geometry will result in changes in creep life consumption rate. The traditional method used for remaining life assessment assumes a set of fixed operating conditions at all times, and it fails to capture the variations in operating conditions. This translates into a significant loss of accuracy and unnecessary high maintenance and replacement cost. A new method that captures these variations described above and improves the prediction accuracy of remaining life is developed. First, a metamodel is built to approximate the relationship between variables (operating conditions, material properties, geometry, etc.) and a creep response. The metamodel is developed using Response Surface Method/Design of Experiments methodology. Design of Experiments is an efficient sampling method, and for each sampling point a set of finite element analyses are used to compute the corresponding response value. Next, a low order polynomial Response Surface Equation (RSE) is used to fit these values. Four techniques are suggested to dramatically reduce computational effort, and to increase the accuracy of the RSE: smart meshing technique, automatic geometry parameterization, screening test and regional RSE refinement. The RSEs, along with a probabilistic method and a life fraction model are used to compute current damage accumulation and remaining life. By capturing the variations mentioned above, the new method results in much better accuracy than that available using the traditional method. After further development and proper verification the method should bring significant savings by reducing the number of inspections and deferring part replacement.

A probabilistic method to diagnose faults of air handling units

NASA Astrophysics Data System (ADS)

Dey, Debashis

Air handling unit (AHU) is one of the most extensively used equipment in large commercial buildings. This device is typically customized and lacks quality system integration which can result in hardwire failures and controller errors. Air handling unit Performance Assessment Rules (APAR) is a fault detection tool that uses a set of expert rules derived from mass and energy balances to detect faults in air handling units. APAR is computationally simple enough that it can be embedded in commercial building automation and control systems and relies only upon sensor data and control signals that are commonly available in these systems. Although APAR has many advantages over other methods, for example no training data required and easy to implement commercially, most of the time it is unable to provide the diagnosis of the faults. For instance, a fault on temperature sensor could be fixed bias, drifting bias, inappropriate location, complete failure. Also a fault in mixing box can be return and outdoor damper leak or stuck. In addition, when multiple rules are satisfied the list of faults increases. There is no proper way to have the correct diagnosis for rule based fault detection system. To overcome this limitation we proposed Bayesian Belief Network (BBN) as a diagnostic tool. BBN can be used to simulate diagnostic thinking of FDD experts through a probabilistic way. In this study we developed a new way to detect and diagnose faults in AHU through combining APAR rules and Bayesian Belief network. Bayesian Belief Network is used as a decision support tool for rule based expert system. BBN is highly capable to prioritize faults when multiple rules are satisfied simultaneously. Also it can get information from previous AHU operating conditions and maintenance records to provide proper diagnosis. The proposed model is validated with real time measured data of a campus building at University of Texas at San Antonio (UTSA).The results show that BBN is correctly able to prioritize faults which can be verified by manual investigation.

Reliability evaluation methodology for NASA applications

NASA Technical Reports Server (NTRS)

Taneja, Vidya S.

1992-01-01

Liquid rocket engine technology has been characterized by the development of complex systems containing large number of subsystems, components, and parts. The trend to even larger and more complex system is continuing. The liquid rocket engineers have been focusing mainly on performance driven designs to increase payload delivery of a launch vehicle for a given mission. In otherwords, although the failure of a single inexpensive part or component may cause the failure of the system, reliability in general has not been considered as one of the system parameters like cost or performance. Up till now, quantification of reliability has not been a consideration during system design and development in the liquid rocket industry. Engineers and managers have long been aware of the fact that the reliability of the system increases during development, but no serious attempts have been made to quantify reliability. As a result, a method to quantify reliability during design and development is needed. This includes application of probabilistic models which utilize both engineering analysis and test data. Classical methods require the use of operating data for reliability demonstration. In contrast, the method described in this paper is based on similarity, analysis, and testing combined with Bayesian statistical analysis.

On the probability of exceeding allowable leak rates through degraded steam generator tubes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cizelj, L.; Sorsek, I.; Riesch-Oppermann, H.

1997-02-01

This paper discusses some possible ways of predicting the behavior of the total leak rate through the damaged steam generator tubes. This failure mode is of special concern in cases where most through-wall defects may remain In operation. A particular example is the application of alternate (bobbin coil voltage) plugging criterion to Outside Diameter Stress Corrosion Cracking at the tube support plate intersections. It is the authors aim to discuss some possible modeling options that could be applied to solve the problem formulated as: Estimate the probability that the sum of all individual leak rates through degraded tubes exceeds themore » predefined acceptable value. The probabilistic approach is of course aiming at reliable and computationaly bearable estimate of the failure probability. A closed form solution is given for a special case of exponentially distributed individual leak rates. Also, some possibilities for the use of computationaly efficient First and Second Order Reliability Methods (FORM and SORM) are discussed. The first numerical example compares the results of approximate methods with closed form results. SORM in particular shows acceptable agreement. The second numerical example considers a realistic case of NPP in Krsko, Slovenia.« less

Comparison of the levonorgestrel-releasing intrauterine system, hysterectomy, and endometrial ablation for heavy menstrual bleeding in a decision analysis model.

PubMed

Louie, Michelle; Spencer, Jennifer; Wheeler, Stephanie; Ellis, Victoria; Toubia, Tarek; Schiff, Lauren D; Siedhoff, Matthew T; Moulder, Janelle K

2017-11-01

A better understanding of the relative risks and benefits of common treatment options for abnormal uterine bleeding (AUB) can help providers and patients to make balanced, evidence-based decisions. To provide comparative estimates of clinical outcomes after placement of levonorgestrel-releasing intrauterine system (LNG-IUS), ablation, or hysterectomy for AUB. A PubMED search was done using combinations of search terms related to abnormal uterine bleeding, LNG-IUS, hysterectomy, endometrial ablation, cost-benefit analysis, cost-effectiveness, and quality-adjusted life years. Full articles published in 2006-2016 available in English comparing at least two treatment modalities of interest among women of reproductive age with AUB were included. A decision tree was generated to compare clinical outcomes in a hypothetical cohort of 100 000 premenopausal women with nonmalignant AUB. We evaluated complications, mortality, and treatment outcomes over a 5-year period, calculated cumulative quality-adjusted life years (QALYs), and conducted probabilistic sensitivity analysis. Levonorgestrel-releasing intrauterine system had the highest number of QALYs (406 920), followed by hysterectomy (403 466), non-resectoscopic ablation (399 244), and resectoscopic ablation (395 827). Ablation had more treatment failures and complications than LNG-IUS and hysterectomy. Findings were robust in probabilistic sensitivity analysis. Levonorgestrel-releasing intrauterine system and hysterectomy outperformed endometrial ablation for treatment of AUB. © 2017 International Federation of Gynecology and Obstetrics.

Effect of Cyclic Thermo-Mechanical Loads on Fatigue Reliability in Polymer Matrix Composites

NASA Technical Reports Server (NTRS)

Shah, A. R.; Murthy, P. L. N.; Chamis, C. C.

1996-01-01

A methodology to compute probabilistic fatigue life of polymer matrix laminated composites has been developed and demonstrated. Matrix degradation effects caused by long term environmental exposure and mechanical/thermal cyclic loads are accounted for in the simulation process. A unified time-temperature-stress dependent multi-factor interaction relationship developed at NASA Lewis Research Center has been used to model the degradation/aging of material properties due to cyclic loads. The fast probability integration method is used to compute probabilistic distribution of response. Sensitivities of fatigue life reliability to uncertainties in the primitive random variables (e.g., constituent properties, fiber volume ratio, void volume ratio, ply thickness, etc.) computed and their significance in the reliability- based design for maximum life is discussed. The effect of variation in the thermal cyclic loads on the fatigue reliability for a (0/+/- 45/90)(sub s) graphite/epoxy laminate with a ply thickness of 0.127 mm, with respect to impending failure modes has been studied. The results show that, at low mechanical cyclic loads and low thermal cyclic amplitudes, fatigue life for 0.999 reliability is most sensitive to matrix compressive strength, matrix modulus, thermal expansion coefficient, and ply thickness. Whereas at high mechanical cyclic loads and high thermal cyclic amplitudes, fatigue life at 0.999 reliability is more sensitive to the shear strength of matrix, longitudinal fiber modulus, matrix modulus, and ply thickness.

Probabilistic finite elements for fatigue and fracture analysis

NASA Astrophysics Data System (ADS)

Belytschko, Ted; Liu, Wing Kam

1993-04-01

An overview of the probabilistic finite element method (PFEM) developed by the authors and their colleagues in recent years is presented. The primary focus is placed on the development of PFEM for both structural mechanics problems and fracture mechanics problems. The perturbation techniques are used as major tools for the analytical derivation. The following topics are covered: (1) representation and discretization of random fields; (2) development of PFEM for the general linear transient problem and nonlinear elasticity using Hu-Washizu variational principle; (3) computational aspects; (4) discussions of the application of PFEM to the reliability analysis of both brittle fracture and fatigue; and (5) a stochastic computational tool based on stochastic boundary element (SBEM). Results are obtained for the reliability index and corresponding probability of failure for: (1) fatigue crack growth; (2) defect geometry; (3) fatigue parameters; and (4) applied loads. These results show that initial defect is a critical parameter.

Probabilistic finite elements for fatigue and fracture analysis

NASA Technical Reports Server (NTRS)

Belytschko, Ted; Liu, Wing Kam

1993-01-01

An overview of the probabilistic finite element method (PFEM) developed by the authors and their colleagues in recent years is presented. The primary focus is placed on the development of PFEM for both structural mechanics problems and fracture mechanics problems. The perturbation techniques are used as major tools for the analytical derivation. The following topics are covered: (1) representation and discretization of random fields; (2) development of PFEM for the general linear transient problem and nonlinear elasticity using Hu-Washizu variational principle; (3) computational aspects; (4) discussions of the application of PFEM to the reliability analysis of both brittle fracture and fatigue; and (5) a stochastic computational tool based on stochastic boundary element (SBEM). Results are obtained for the reliability index and corresponding probability of failure for: (1) fatigue crack growth; (2) defect geometry; (3) fatigue parameters; and (4) applied loads. These results show that initial defect is a critical parameter.

Reliability-based design optimization using a generalized subset simulation method and posterior approximation

NASA Astrophysics Data System (ADS)

Ma, Yuan-Zhuo; Li, Hong-Shuang; Yao, Wei-Xing

2018-05-01

The evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol' sequences and Bucher's design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.

Psychological Plausibility of the Theory of Probabilistic Mental Models and the Fast and Frugal Heuristics

ERIC Educational Resources Information Center

Dougherty, Michael R.; Franco-Watkins, Ana M.; Thomas, Rick

2008-01-01

The theory of probabilistic mental models (PMM; G. Gigerenzer, U. Hoffrage, & H. Kleinbolting, 1991) has had a major influence on the field of judgment and decision making, with the most recent important modifications to PMM theory being the identification of several fast and frugal heuristics (G. Gigerenzer & D. G. Goldstein, 1996). These…

Developing probabilistic models to predict amphibian site occupancy in a patchy landscape

Treesearch

R. A. Knapp; K.R. Matthews; H. K. Preisler; R. Jellison

2003-01-01

Abstract. Human-caused fragmentation of habitats is threatening an increasing number of animal and plant species, making an understanding of the factors influencing patch occupancy ever more important. The overall goal of the current study was to develop probabilistic models of patch occupancy for the mountain yellow-legged frog (Rana muscosa). This once-common species...

Probabilistic migration modelling focused on functional barrier efficiency and low migration concepts in support of risk assessment.

PubMed

Brandsch, Rainer

2017-10-01

Migration modelling provides reliable migration estimates from food-contact materials (FCM) to food or food simulants based on mass-transfer parameters like diffusion and partition coefficients related to individual materials. In most cases, mass-transfer parameters are not readily available from the literature and for this reason are estimated with a given uncertainty. Historically, uncertainty was accounted for by introducing upper limit concepts first, turning out to be of limited applicability due to highly overestimated migration results. Probabilistic migration modelling gives the possibility to consider uncertainty of the mass-transfer parameters as well as other model inputs. With respect to a functional barrier, the most important parameters among others are the diffusion properties of the functional barrier and its thickness. A software tool that accepts distribution as inputs and is capable of applying Monte Carlo methods, i.e., random sampling from the input distributions of the relevant parameters (i.e., diffusion coefficient and layer thickness), predicts migration results with related uncertainty and confidence intervals. The capabilities of probabilistic migration modelling are presented in the view of three case studies (1) sensitivity analysis, (2) functional barrier efficiency and (3) validation by experimental testing. Based on the predicted migration by probabilistic migration modelling and related exposure estimates, safety evaluation of new materials in the context of existing or new packaging concepts is possible. Identifying associated migration risk and potential safety concerns in the early stage of packaging development is possible. Furthermore, dedicated material selection exhibiting required functional barrier efficiency under application conditions becomes feasible. Validation of the migration risk assessment by probabilistic migration modelling through a minimum of dedicated experimental testing is strongly recommended.

Single, Complete, Probability Spaces Consistent With EPR-Bohm-Bell Experimental Data

NASA Astrophysics Data System (ADS)

Avis, David; Fischer, Paul; Hilbert, Astrid; Khrennikov, Andrei

2009-03-01

We show that paradoxical consequences of violations of Bell's inequality are induced by the use of an unsuitable probabilistic description for the EPR-Bohm-Bell experiment. The conventional description (due to Bell) is based on a combination of statistical data collected for different settings of polarization beam splitters (PBSs). In fact, such data consists of some conditional probabilities which only partially define a probability space. Ignoring this conditioning leads to apparent contradictions in the classical probabilistic model (due to Kolmogorov). We show how to make a completely consistent probabilistic model by taking into account the probabilities of selecting the settings of the PBSs. Our model matches both the experimental data and is consistent with classical probability theory.

The exponential rise of induced seismicity with increasing stress levels in the Groningen gas field and its implications for controlling seismic risk

NASA Astrophysics Data System (ADS)

Bourne, S. J.; Oates, S. J.; van Elk, J.

2018-06-01

Induced seismicity typically arises from the progressive activation of recently inactive geological faults by anthropogenic activity. Faults are mechanically and geometrically heterogeneous, so their extremes of stress and strength govern the initial evolution of induced seismicity. We derive a statistical model of Coulomb stress failures and associated aftershocks within the tail of the distribution of fault stress and strength variations to show initial induced seismicity rates will increase as an exponential function of induced stress. Our model provides operational forecasts consistent with the observed space-time-magnitude distribution of earthquakes induced by gas production from the Groningen field in the Netherlands. These probabilistic forecasts also match the observed changes in seismicity following a significant and sustained decrease in gas production rates designed to reduce seismic hazard and risk. This forecast capability allows reliable assessment of alternative control options to better inform future induced seismic risk management decisions.

A comparison of two types of neural network for weld quality prediction in small scale resistance spot welding

NASA Astrophysics Data System (ADS)

Wan, Xiaodong; Wang, Yuanxun; Zhao, Dawei; Huang, YongAn

2017-09-01

Our study aims at developing an effective quality monitoring system in small scale resistance spot welding of titanium alloy. The measured electrical signals were interpreted in combination with the nugget development. Features were extracted from the dynamic resistance and electrode voltage curve. A higher welding current generally indicated a lower overall dynamic resistance level. A larger electrode voltage peak and higher change rate of electrode voltage could be detected under a smaller electrode force or higher welding current condition. Variation of the extracted features and weld quality was found more sensitive to the change of welding current than electrode force. Different neural network model were proposed for weld quality prediction. The back propagation neural network was more proper in failure load estimation. The probabilistic neural network model was more appropriate to be applied in quality level classification. A real-time and on-line weld quality monitoring system may be developed by taking advantages of both methods.

Achieving Accreditation Council for Graduate Medical Education duty hours compliance within advanced surgical training: a simulation-based feasibility assessment.

PubMed

Obi, Andrea; Chung, Jennifer; Chen, Ryan; Lin, Wandi; Sun, Siyuan; Pozehl, William; Cohn, Amy M; Daskin, Mark S; Seagull, F Jacob; Reddy, Rishindra M

2015-11-01

Certain operative cases occur unpredictably and/or have long operative times, creating a conflict between Accreditation Council for Graduate Medical Education (ACGME) rules and adequate training experience. A ProModel-based simulation was developed based on historical data. Probabilistic distributions of operative time calculated and combined with an ACGME compliant call schedule. For the advanced surgical cases modeled (cardiothoracic transplants), 80-hour violations were 6.07% and the minimum number of days off was violated 22.50%. There was a 36% chance of failure to fulfill any (either heart or lung) minimum case requirement despite adequate volume. The variable nature of emergency cases inevitably leads to work hour violations under ACGME regulations. Unpredictable cases mandate higher operative volume to ensure achievement of adequate caseloads. Publically available simulation technology provides a valuable avenue to identify adequacy of case volumes for trainees in both the elective and emergency setting. Copyright © 2015 Elsevier Inc. All rights reserved.

Probabilistic learning of nonlinear dynamical systems using sequential Monte Carlo

NASA Astrophysics Data System (ADS)

Schön, Thomas B.; Svensson, Andreas; Murray, Lawrence; Lindsten, Fredrik

2018-05-01

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data. Specifically, we consider learning of probabilistic nonlinear state-space models. There is no closed-form solution available for this problem, implying that we are forced to use approximations. In this tutorial we will provide a self-contained introduction to one of the state-of-the-art methods-the particle Metropolis-Hastings algorithm-which has proven to offer a practical approximation. This is a Monte Carlo based method, where the particle filter is used to guide a Markov chain Monte Carlo method through the parameter space. One of the key merits of the particle Metropolis-Hastings algorithm is that it is guaranteed to converge to the "true solution" under mild assumptions, despite being based on a particle filter with only a finite number of particles. We will also provide a motivating numerical example illustrating the method using a modeling language tailored for sequential Monte Carlo methods. The intention of modeling languages of this kind is to open up the power of sophisticated Monte Carlo methods-including particle Metropolis-Hastings-to a large group of users without requiring them to know all the underlying mathematical details.

Risk Importance Measures in the Designand Operation of Nuclear Power Plants

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vrbanic I.; Samanta P.; Basic, I

This monograph presents and discusses risk importance measures as quantified by the probabilistic risk assessment (PRA) models of nuclear power plants (NPPs) developed according to the current standards and practices. Usually, PRA tools calculate risk importance measures related to a single ?basic event? representing particular failure mode. This is, then, reflected in many current PRA applications. The monograph focuses on the concept of ?component-level? importance measures that take into account different failure modes of the component including common-cause failures (CCFs). In opening sections the roleof risk assessment in safety analysis of an NPP is introduced and discussion given of ?traditional?,more » mainly deterministic, design principles which have been established to assign a level of importance to a particular system, structure or component. This is followed by an overview of main risk importance measures for risk increase and risk decrease from current PRAs. Basic relations which exist among the measures are shown. Some of the current practical applications of risk importancemeasures from the field of NPP design, operation and regulation are discussed. The core of the monograph provides a discussion on theoreticalbackground and practical aspects of main risk importance measures at the level of ?component? as modeled in a PRA, starting from the simplest case, single basic event, and going toward more complexcases with multiple basic events and involvements in CCF groups. The intent is to express the component-level importance measures via theimportance measures and probabilities of the underlying single basic events, which are the inputs readily available from a PRA model andits results. Formulas are derived and discussed for some typical cases. The formulas and their results are demonstrated through some practicalexamples, done by means of a simplified PRA model developed in and run by RiskSpectrum? tool, which are presented in the appendices. The monograph concludes with discussion of limitations of the use of risk importance measures and a summary of component-level importance cases evaluated.« less

A probabilistic-based approach to monitoring tool wear state and assessing its effect on workpiece quality in nickel-based alloys

NASA Astrophysics Data System (ADS)

Akhavan Niaki, Farbod

The objective of this research is first to investigate the applicability and advantage of statistical state estimation methods for predicting tool wear in machining nickel-based superalloys over deterministic methods, and second to study the effects of cutting tool wear on the quality of the part. Nickel-based superalloys are among those classes of materials that are known as hard-to-machine alloys. These materials exhibit a unique combination of maintaining their strength at high temperature and have high resistance to corrosion and creep. These unique characteristics make them an ideal candidate for harsh environments like combustion chambers of gas turbines. However, the same characteristics that make nickel-based alloys suitable for aggressive conditions introduce difficulties when machining them. High strength and low thermal conductivity accelerate the cutting tool wear and increase the possibility of the in-process tool breakage. A blunt tool nominally deteriorates the surface integrity and damages quality of the machined part by inducing high tensile residual stresses, generating micro-cracks, altering the microstructure or leaving a poor roughness profile behind. As a consequence in this case, the expensive superalloy would have to be scrapped. The current dominant solution for industry is to sacrifice the productivity rate by replacing the tool in the early stages of its life or to choose conservative cutting conditions in order to lower the wear rate and preserve workpiece quality. Thus, monitoring the state of the cutting tool and estimating its effects on part quality is a critical task for increasing productivity and profitability in machining superalloys. This work aims to first introduce a probabilistic-based framework for estimating tool wear in milling and turning of superalloys and second to study the detrimental effects of functional state of the cutting tool in terms of wear and wear rate on part quality. In the milling operation, the mechanisms of tool failure were first identified and, based on the rapid catastrophic failure of the tool, a Bayesian inference method (i.e., Markov Chain Monte Carlo, MCMC) was used for parameter calibration of tool wear using a power mechanistic model. The calibrated model was then used in the state space probabilistic framework of a Kalman filter to estimate the tool flank wear. Furthermore, an on-machine laser measuring system was utilized and fused into the Kalman filter to improve the estimation accuracy. In the turning operation the behavior of progressive wear was investigated as well. Due to the nonlinear nature of wear in turning, an extended Kalman filter was designed for tracking progressive wear, and the results of the probabilistic-based method were compared with a deterministic technique, where significant improvement (more than 60% increase in estimation accuracy) was achieved. To fulfill the second objective of this research in understanding the underlying effects of wear on part quality in cutting nickel-based superalloys, a comprehensive study on surface roughness, dimensional integrity and residual stress was conducted. The estimated results derived from a probabilistic filter were used for finding the proper correlations between wear, surface roughness and dimensional integrity, along with a finite element simulation for predicting the residual stress profile for sharp and worn cutting tool conditions. The output of this research provides the essential information on condition monitoring of the tool and its effects on product quality. The low-cost Hall effect sensor used in this work to capture spindle power in the context of the stochastic filter can effectively estimate tool wear in both milling and turning operations, while the estimated wear can be used to generate knowledge of the state of workpiece surface integrity. Therefore the true functionality and efficiency of the tool in superalloy machining can be evaluated without additional high-cost sensing.

Statistical learning and probabilistic prediction in music cognition: mechanisms of stylistic enculturation.

PubMed

Pearce, Marcus T

2018-05-11

Music perception depends on internal psychological models derived through exposure to a musical culture. It is hypothesized that this musical enculturation depends on two cognitive processes: (1) statistical learning, in which listeners acquire internal cognitive models of statistical regularities present in the music to which they are exposed; and (2) probabilistic prediction based on these learned models that enables listeners to organize and process their mental representations of music. To corroborate these hypotheses, I review research that uses a computational model of probabilistic prediction based on statistical learning (the information dynamics of music (IDyOM) model) to simulate data from empirical studies of human listeners. The results show that a broad range of psychological processes involved in music perception-expectation, emotion, memory, similarity, segmentation, and meter-can be understood in terms of a single, underlying process of probabilistic prediction using learned statistical models. Furthermore, IDyOM simulations of listeners from different musical cultures demonstrate that statistical learning can plausibly predict causal effects of differential cultural exposure to musical styles, providing a quantitative model of cultural distance. Understanding the neural basis of musical enculturation will benefit from close coordination between empirical neuroimaging and computational modeling of underlying mechanisms, as outlined here. © 2018 The Authors. Annals of the New York Academy of Sciences published by Wiley Periodicals, Inc. on behalf of New York Academy of Sciences.

A note on probabilistic models over strings: the linear algebra approach.

PubMed

Bouchard-Côté, Alexandre

2013-12-01

Probabilistic models over strings have played a key role in developing methods that take into consideration indels as phylogenetically informative events. There is an extensive literature on using automata and transducers on phylogenies to do inference on these probabilistic models, in which an important theoretical question is the complexity of computing the normalization of a class of string-valued graphical models. This question has been investigated using tools from combinatorics, dynamic programming, and graph theory, and has practical applications in Bayesian phylogenetics. In this work, we revisit this theoretical question from a different point of view, based on linear algebra. The main contribution is a set of results based on this linear algebra view that facilitate the analysis and design of inference algorithms on string-valued graphical models. As an illustration, we use this method to give a new elementary proof of a known result on the complexity of inference on the "TKF91" model, a well-known probabilistic model over strings. Compared to previous work, our proving method is easier to extend to other models, since it relies on a novel weak condition, triangular transducers, which is easy to establish in practice. The linear algebra view provides a concise way of describing transducer algorithms and their compositions, opens the possibility of transferring fast linear algebra libraries (for example, based on GPUs), as well as low rank matrix approximation methods, to string-valued inference problems.

A Statistical Testing Approach for Quantifying Software Reliability; Application to an Example System

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chu, Tsong-Lun; Varuttamaseni, Athi; Baek, Joo-Seok

The U.S. Nuclear Regulatory Commission (NRC) encourages the use of probabilistic risk assessment (PRA) technology in all regulatory matters, to the extent supported by the state-of-the-art in PRA methods and data. Although much has been accomplished in the area of risk-informed regulation, risk assessment for digital systems has not been fully developed. The NRC established a plan for research on digital systems to identify and develop methods, analytical tools, and regulatory guidance for (1) including models of digital systems in the PRAs of nuclear power plants (NPPs), and (2) incorporating digital systems in the NRC's risk-informed licensing and oversight activities.more » Under NRC's sponsorship, Brookhaven National Laboratory (BNL) explored approaches for addressing the failures of digital instrumentation and control (I and C) systems in the current NPP PRA framework. Specific areas investigated included PRA modeling digital hardware, development of a philosophical basis for defining software failure, and identification of desirable attributes of quantitative software reliability methods. Based on the earlier research, statistical testing is considered a promising method for quantifying software reliability. This paper describes a statistical software testing approach for quantifying software reliability and applies it to the loop-operating control system (LOCS) of an experimental loop of the Advanced Test Reactor (ATR) at Idaho National Laboratory (INL).« less

Cost-Effectiveness of Multidisciplinary Management Program and Exercise Training Program in Heart Failure.

PubMed

Dang, Weixiong; Yi, Anji; Jhamnani, Sunny; Wang, Shi-Yi

2017-10-15

Heart failure causes significant health and financial burdens for patients and society. Multidisciplinary management program (MMP) and exercise training program (ETP) have been reported as cost-effective in improving health outcomes, yet no study has compared the 2 programs. We constructed a Markov model to simulate life year (LY) gained and total costs in usual care (UC), MMP, and ETP. The probability of transitions between states and healthcare costs were extracted from previous literature. We calculated the incremental cost-effectiveness ratio (ICER) over a 10-year horizon. Model robustness was assessed through 1-way and probabilistic sensitivity analyses. The expected LY for patients treated with UC, MMP, and ETP was 7.6, 8.2, and 8.4 years, respectively. From a societal perspective, the expected cost of MMP was $20,695, slightly higher than the cost of UC ($20,092). The cost of ETP was much higher ($48,378) because of its high implementation expense and the wage loss it incurred. The ICER of MMP versus UC was $976 per LY gained, and the ICER of ETP versus MMP was $165,702 per LY gained. The results indicated that, under current cost-effectiveness threshold, MMP is cost-effective compared with UC, and ETP is not cost-effective compared with MMP. However, ETP is cost-effective compared with MMP from a healthcare payer's perspective. Copyright © 2017 Elsevier Inc. All rights reserved.

Scheduling structural health monitoring activities for optimizing life-cycle costs and reliability of wind turbines

NASA Astrophysics Data System (ADS)

Hanish Nithin, Anu; Omenzetter, Piotr

2017-04-01

Optimization of the life-cycle costs and reliability of offshore wind turbines (OWTs) is an area of immense interest due to the widespread increase in wind power generation across the world. Most of the existing studies have used structural reliability and the Bayesian pre-posterior analysis for optimization. This paper proposes an extension to the previous approaches in a framework for probabilistic optimization of the total life-cycle costs and reliability of OWTs by combining the elements of structural reliability/risk analysis (SRA), the Bayesian pre-posterior analysis with optimization through a genetic algorithm (GA). The SRA techniques are adopted to compute the probabilities of damage occurrence and failure associated with the deterioration model. The probabilities are used in the decision tree and are updated using the Bayesian analysis. The output of this framework would determine the optimal structural health monitoring and maintenance schedules to be implemented during the life span of OWTs while maintaining a trade-off between the life-cycle costs and risk of the structural failure. Numerical illustrations with a generic deterioration model for one monitoring exercise in the life cycle of a system are demonstrated. Two case scenarios, namely to build initially an expensive and robust or a cheaper but more quickly deteriorating structures and to adopt expensive monitoring system, are presented to aid in the decision-making process.

A review for identification of initiating events in event tree development process on nuclear power plants

DOE Office of Scientific and Technical Information (OSTI.GOV)

Riyadi, Eko H., E-mail: e.riyadi@bapeten.go.id

2014-09-30

Initiating event is defined as any event either internal or external to the nuclear power plants (NPPs) that perturbs the steady state operation of the plant, if operating, thereby initiating an abnormal event such as transient or loss of coolant accident (LOCA) within the NPPs. These initiating events trigger sequences of events that challenge plant control and safety systems whose failure could potentially lead to core damage or large early release. Selection for initiating events consists of two steps i.e. first step, definition of possible events, such as by evaluating a comprehensive engineering, and by constructing a top level logicmore » model. Then the second step, grouping of identified initiating event's by the safety function to be performed or combinations of systems responses. Therefore, the purpose of this paper is to discuss initiating events identification in event tree development process and to reviews other probabilistic safety assessments (PSA). The identification of initiating events also involves the past operating experience, review of other PSA, failure mode and effect analysis (FMEA), feedback from system modeling, and master logic diagram (special type of fault tree). By using the method of study for the condition of the traditional US PSA categorization in detail, could be obtained the important initiating events that are categorized into LOCA, transients and external events.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Grabaskas, David; Brunett, Acacia J.; Passerini, Stefano

GE Hitachi Nuclear Energy (GEH) and Argonne National Laboratory (Argonne) participated in a two year collaboration to modernize and update the probabilistic risk assessment (PRA) for the PRISM sodium fast reactor. At a high level, the primary outcome of the project was the development of a next-generation PRA that is intended to enable risk-informed prioritization of safety- and reliability-focused research and development. A central Argonne task during this project was a reliability assessment of passive safety systems, which included the Reactor Vessel Auxiliary Cooling System (RVACS) and the inherent reactivity feedbacks of the metal fuel core. Both systems were examinedmore » utilizing a methodology derived from the Reliability Method for Passive Safety Functions (RMPS), with an emphasis on developing success criteria based on mechanistic system modeling while also maintaining consistency with the Fuel Damage Categories (FDCs) of the mechanistic source term assessment. This paper provides an overview of the reliability analyses of both systems, including highlights of the FMEAs, the construction of best-estimate models, uncertain parameter screening and propagation, and the quantification of system failure probability. In particular, special focus is given to the methodologies to perform the analysis of uncertainty propagation and the determination of the likelihood of violating FDC limits. Additionally, important lessons learned are also reviewed, such as optimal sampling methodologies for the discovery of low likelihood failure events and strategies for the combined treatment of aleatory and epistemic uncertainties.« less

An analytical probabilistic model of the quality efficiency of a sewer tank

NASA Astrophysics Data System (ADS)

Balistrocchi, Matteo; Grossi, Giovanna; Bacchi, Baldassare

2009-12-01

The assessment of the efficiency of a storm water storage facility devoted to the sewer overflow control in urban areas strictly depends on the ability to model the main features of the rainfall-runoff routing process and the related wet weather pollution delivery. In this paper the possibility of applying the analytical probabilistic approach for developing a tank design method, whose potentials are similar to the continuous simulations, is proved. In the model derivation the quality issues of such devices were implemented. The formulation is based on a Weibull probabilistic model of the main characteristics of the rainfall process and on a power law describing the relationship between the dimensionless storm water cumulative runoff volume and the dimensionless cumulative pollutograph. Following this approach, efficiency indexes were established. The proposed model was verified by comparing its results to those obtained by continuous simulations; satisfactory agreement is shown for the proposed efficiency indexes.

PROBABILISTIC MODELING FOR ADVANCED HUMAN EXPOSURE ASSESSMENT

EPA Science Inventory

Human exposures to environmental pollutants widely vary depending on the emission patterns that result in microenvironmental pollutant concentrations, as well as behavioral factors that determine the extent of an individual's contact with these pollutants. Probabilistic human exp...

Probabilistic boundary element method

NASA Technical Reports Server (NTRS)

Cruse, T. A.; Raveendra, S. T.

1989-01-01

The purpose of the Probabilistic Structural Analysis Method (PSAM) project is to develop structural analysis capabilities for the design analysis of advanced space propulsion system hardware. The boundary element method (BEM) is used as the basis of the Probabilistic Advanced Analysis Methods (PADAM) which is discussed. The probabilistic BEM code (PBEM) is used to obtain the structural response and sensitivity results to a set of random variables. As such, PBEM performs analogous to other structural analysis codes such as finite elements in the PSAM system. For linear problems, unlike the finite element method (FEM), the BEM governing equations are written at the boundary of the body only, thus, the method eliminates the need to model the volume of the body. However, for general body force problems, a direct condensation of the governing equations to the boundary of the body is not possible and therefore volume modeling is generally required.

A probabilistic approach to radiative energy loss calculations for optically thick atmospheres - Hydrogen lines and continua

NASA Technical Reports Server (NTRS)

Canfield, R. C.; Ricchiazzi, P. J.

1980-01-01

An approximate probabilistic radiative transfer equation and the statistical equilibrium equations are simultaneously solved for a model hydrogen atom consisting of three bound levels and ionization continuum. The transfer equation for L-alpha, L-beta, H-alpha, and the Lyman continuum is explicitly solved assuming complete redistribution. The accuracy of this approach is tested by comparing source functions and radiative loss rates to values obtained with a method that solves the exact transfer equation. Two recent model solar-flare chromospheres are used for this test. It is shown that for the test atmospheres the probabilistic method gives values of the radiative loss rate that are characteristically good to a factor of 2. The advantage of this probabilistic approach is that it retains a description of the dominant physical processes of radiative transfer in the complete redistribution case, yet it achieves a major reduction in computational requirements.

Quantification and Segmentation of Brain Tissues from MR Images: A Probabilistic Neural Network Approach

PubMed Central

Wang, Yue; Adalý, Tülay; Kung, Sun-Yuan; Szabo, Zsolt

2007-01-01

This paper presents a probabilistic neural network based technique for unsupervised quantification and segmentation of brain tissues from magnetic resonance images. It is shown that this problem can be solved by distribution learning and relaxation labeling, resulting in an efficient method that may be particularly useful in quantifying and segmenting abnormal brain tissues where the number of tissue types is unknown and the distributions of tissue types heavily overlap. The new technique uses suitable statistical models for both the pixel and context images and formulates the problem in terms of model-histogram fitting and global consistency labeling. The quantification is achieved by probabilistic self-organizing mixtures and the segmentation by a probabilistic constraint relaxation network. The experimental results show the efficient and robust performance of the new algorithm and that it outperforms the conventional classification based approaches. PMID:18172510

Time Alignment as a Necessary Step in the Analysis of Sleep Probabilistic Curves

NASA Astrophysics Data System (ADS)

Rošt'áková, Zuzana; Rosipal, Roman

2018-02-01

Sleep can be characterised as a dynamic process that has a finite set of sleep stages during the night. The standard Rechtschaffen and Kales sleep model produces discrete representation of sleep and does not take into account its dynamic structure. In contrast, the continuous sleep representation provided by the probabilistic sleep model accounts for the dynamics of the sleep process. However, analysis of the sleep probabilistic curves is problematic when time misalignment is present. In this study, we highlight the necessity of curve synchronisation before further analysis. Original and in time aligned sleep probabilistic curves were transformed into a finite dimensional vector space, and their ability to predict subjects' age or daily measures is evaluated. We conclude that curve alignment significantly improves the prediction of the daily measures, especially in the case of the S2-related sleep states or slow wave sleep.

Leveraging Past and Current Measurements to Probabilistically Nowcast Low Visibility Procedures at an Airport

NASA Astrophysics Data System (ADS)

Mayr, G. J.; Kneringer, P.; Dietz, S. J.; Zeileis, A.

2016-12-01

Low visibility or low cloud ceiling reduce the capacity of airports by requiring special low visibility procedures (LVP) for incoming/departing aircraft. Probabilistic forecasts when such procedures will become necessary help to mitigate delays and economic losses.We compare the performance of probabilistic nowcasts with two statistical methods: ordered logistic regression, and trees and random forests. These models harness historic and current meteorological measurements in the vicinity of the airport and LVP states, and incorporate diurnal and seasonal climatological information via generalized additive models (GAM). The methods are applied at Vienna International Airport (Austria). The performance is benchmarked against climatology, persistence and human forecasters.

Probability elicitation to inform early health economic evaluations of new medical technologies: a case study in heart failure disease management.

PubMed

Cao, Qi; Postmus, Douwe; Hillege, Hans L; Buskens, Erik

2013-06-01

Early estimates of the commercial headroom available to a new medical device can assist producers of health technology in making appropriate product investment decisions. The purpose of this study was to illustrate how this quantity can be captured probabilistically by combining probability elicitation with early health economic modeling. The technology considered was a novel point-of-care testing device in heart failure disease management. First, we developed a continuous-time Markov model to represent the patients' disease progression under the current care setting. Next, we identified the model parameters that are likely to change after the introduction of the new device and interviewed three cardiologists to capture the probability distributions of these parameters. Finally, we obtained the probability distribution of the commercial headroom available per measurement by propagating the uncertainty in the model inputs to uncertainty in modeled outcomes. For a willingness-to-pay value of €10,000 per life-year, the median headroom available per measurement was €1.64 (interquartile range €0.05-€3.16) when the measurement frequency was assumed to be daily. In the subsequently conducted sensitivity analysis, this median value increased to a maximum of €57.70 for different combinations of the willingness-to-pay threshold and the measurement frequency. Probability elicitation can successfully be combined with early health economic modeling to obtain the probability distribution of the headroom available to a new medical technology. Subsequently feeding this distribution into a product investment evaluation method enables stakeholders to make more informed decisions regarding to which markets a currently available product prototype should be targeted. Copyright © 2013. Published by Elsevier Inc.

Composite Load Spectra for Select Space Propulsion Structural Components

NASA Technical Reports Server (NTRS)

Ho, Hing W.; Newell, James F.

1994-01-01

Generic load models are described with multiple levels of progressive sophistication to simulate the composite (combined) load spectra (CLS) that are induced in space propulsion system components, representative of Space Shuttle Main Engines (SSME), such as transfer ducts, turbine blades and liquid oxygen (LOX) posts. These generic (coupled) models combine the deterministic models for composite load dynamic, acoustic, high-pressure and high rotational speed, etc., load simulation using statistically varying coefficients. These coefficients are then determined using advanced probabilistic simulation methods with and without strategically selected experimental data. The entire simulation process is included in a CLS computer code. Applications of the computer code to various components in conjunction with the PSAM (Probabilistic Structural Analysis Method) to perform probabilistic load evaluation and life prediction evaluations are also described to illustrate the effectiveness of the coupled model approach.

Probabilistic risk assessment for CO2 storage in geological formations: robust design and support for decision making under uncertainty

NASA Astrophysics Data System (ADS)

Oladyshkin, Sergey; Class, Holger; Helmig, Rainer; Nowak, Wolfgang

2010-05-01

CO2 storage in geological formations is currently being discussed intensively as a technology for mitigating CO2 emissions. However, any large-scale application requires a thorough analysis of the potential risks. Current numerical simulation models are too expensive for probabilistic risk analysis and for stochastic approaches based on brute-force repeated simulation. Even single deterministic simulations may require parallel high-performance computing. The multiphase flow processes involved are too non-linear for quasi-linear error propagation and other simplified stochastic tools. As an alternative approach, we propose a massive stochastic model reduction based on the probabilistic collocation method. The model response is projected onto a orthogonal basis of higher-order polynomials to approximate dependence on uncertain parameters (porosity, permeability etc.) and design parameters (injection rate, depth etc.). This allows for a non-linear propagation of model uncertainty affecting the predicted risk, ensures fast computation and provides a powerful tool for combining design variables and uncertain variables into one approach based on an integrative response surface. Thus, the design task of finding optimal injection regimes explicitly includes uncertainty, which leads to robust designs of the non-linear system that minimize failure probability and provide valuable support for risk-informed management decisions. We validate our proposed stochastic approach by Monte Carlo simulation using a common 3D benchmark problem (Class et al. Computational Geosciences 13, 2009). A reasonable compromise between computational efforts and precision was reached already with second-order polynomials. In our case study, the proposed approach yields a significant computational speedup by a factor of 100 compared to Monte Carlo simulation. We demonstrate that, due to the non-linearity of the flow and transport processes during CO2 injection, including uncertainty in the analysis leads to a systematic and significant shift of predicted leakage rates towards higher values compared with deterministic simulations, affecting both risk estimates and the design of injection scenarios. This implies that, neglecting uncertainty can be a strong simplification for modeling CO2 injection, and the consequences can be stronger than when neglecting several physical phenomena (e.g. phase transition, convective mixing, capillary forces etc.). The authors would like to thank the German Research Foundation (DFG) for financial support of the project within the Cluster of Excellence in Simulation Technology (EXC 310/1) at the University of Stuttgart. Keywords: polynomial chaos; CO2 storage; multiphase flow; porous media; risk assessment; uncertainty; integrative response surfaces

Development of FAST.Farm: A New Multiphysics Engineering Tool for Wind Farm Design and Analysis: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jonkman, Jason; Annoni, Jennifer; Hayman, Greg

2017-01-01

This paper presents the development of FAST.Farm, a new multiphysics tool applicable to engineering problems in research and industry involving wind farm performance and cost optimization that is needed to address the current underperformance, failures, and expenses plaguing the wind industry. Achieving wind cost-of-energy targets - which requires improvements in wind farm performance and reliability, together with reduced uncertainty and expenditures - has been eluded by the complicated nature of the wind farm design problem, especially the sophisticated interaction between atmospheric phenomena and wake dynamics and array effects. FAST.Farm aims to balance the need for accurate modeling of the relevantmore » physics for predicting power performance and loads while maintaining low computational cost to support a highly iterative and probabilistic design process and system-wide optimization. FAST.Farm makes use of FAST to model the aero-hydro-servo-elastics of distinct turbines in the wind farm, and it is based on some of the principles of the Dynamic Wake Meandering (DWM) model, but avoids many of the limitations of existing DWM implementations.« less

Reliability of objects in aerospace technologies and beyond: Holistic risk management approach

NASA Astrophysics Data System (ADS)

Shai, Yair; Ingman, D.; Suhir, E.

A “ high level” , deductive-reasoning-based (“ holistic” ), approach is aimed at the direct analysis of the behavior of a system as a whole, rather than with an attempt to understand the system's behavior by conducting first a “ low level” , inductive-reasoning-based, analysis of the behavior and the contributions of the system's elements. The holistic view on treatment is widely accepted in medical practice, and “ holistic health” concept upholds that all the aspects of people's needs (psychological, physical or social), should be seen as a whole, and that a disease is caused by the combined effect of physical, emotional, spiritual, social and environmental imbalances. Holistic reasoning is applied in our analysis to model the behavior of engineering products (“ species” ) subjected to various economic, marketing, and reliability “ health” factors. Vehicular products (cars, aircraft, boats, etc.), e.g., might be still robust enough, but could be out-of-date, or functionally obsolete, or their further use might be viewed as unjustifiably expensive. High-level-performance functions (HLPF) are the essential feature of the approach. HLPFs are, in effect, “ signatures” of the “ species” of interest. The HLPFs describe, in a “ holistic” , and certainly in a probabilistic, way, numerous complex multi-dependable relations among the representatives of the “ species” under consideration. ; umerous inter-related “ stresses” , both actual (“ physical” ) and nonphysical, which affect the probabilistic predictions are inherently being taken into account by the HLPFs. There is no need, and might even be counter-productive, to conduct tedious, time- and labor-consuming experimentations and to invest significant amount of time and resources to accumulate “ representative statistics” to predict - he governing probabilistic characteristics of the system behavior, such as, e.g., life expectancy of a particular type of products. “ Species” of military aircraft, commercial aircraft and private cars have been chosen in our analysis as illustrations of the fruitfulness of the “ holistic” approach. The obtained data show that both commercial “ species” exhibit similar “ survival dynamics” in compare with those of the military species of aircraft: lifetime distributions were found to be Weibull distributions for all “ species” however for commercial vehicles, the shape parameters were a little higher than 2, and scale parameters were 19.8 years (aircraft) and 21.7 (cars) whereas for military aircraft, the shape parameters were much higher and the mean time to failure much longer. The difference between the lifetime characteristics of the “ species” can be attributed to the differences in the social, operational, economic and safety-and-reliability requirements and constraints. The obtained information can be used to make tentative predictions for the most likely trends in the given field of vehicular technology. The following major conclusions can be drawn from our analysis: 1) The suggested concept based on the use of HLPFs reflects the current state and the general perceptions in the given field of engineering, including aerospace technologies, and allows for all the inherent and induced factors to be taken into account: any type of failures, usage profiles, economic factors, environmental conditions, etc. The concept requires only very general input data for the entire population. There is no need for the less available information about individual articles. 2) Failure modes are not restricted to the physical type of failures and include economic, cultural or social effects. All possible causes, which might lead to making a decision to terminate the use of a particular type

Probabilistic modeling of the evolution of gene synteny within reconciled phylogenies

PubMed Central

2015-01-01

Background Most models of genome evolution concern either genetic sequences, gene content or gene order. They sometimes integrate two of the three levels, but rarely the three of them. Probabilistic models of gene order evolution usually have to assume constant gene content or adopt a presence/absence coding of gene neighborhoods which is blind to complex events modifying gene content. Results We propose a probabilistic evolutionary model for gene neighborhoods, allowing genes to be inserted, duplicated or lost. It uses reconciled phylogenies, which integrate sequence and gene content evolution. We are then able to optimize parameters such as phylogeny branch lengths, or probabilistic laws depicting the diversity of susceptibility of syntenic regions to rearrangements. We reconstruct a structure for ancestral genomes by optimizing a likelihood, keeping track of all evolutionary events at the level of gene content and gene synteny. Ancestral syntenies are associated with a probability of presence. We implemented the model with the restriction that at most one gene duplication separates two gene speciations in reconciled gene trees. We reconstruct ancestral syntenies on a set of 12 drosophila genomes, and compare the evolutionary rates along the branches and along the sites. We compare with a parsimony method and find a significant number of results not supported by the posterior probability. The model is implemented in the Bio++ library. It thus benefits from and enriches the classical models and methods for molecular evolution. PMID:26452018

A PROBABILISTIC EXPOSURE ASSESSMENT FOR CHILDREN WHO CONTACT CCA-TREATED PLAYSETS AND DECKS USING THE STOCHASTIC HUMAN EXPOSURE AND DOSE SIMULATION (SHEDS) MODEL FOR THE WOOD PRESERVATIVE EXPOSURE SCENARIO

EPA Science Inventory

The U.S. Environmental Protection Agency has conducted a probabilistic exposure and dose assessment on the arsenic (As) and chromium (Cr) components of Chromated Copper Arsenate (CCA) using the Stochastic Human Exposure and Dose Simulation model for wood preservatives (SHEDS-Wood...

A Probabilistic Model for Students' Errors and Misconceptions on the Structure of Matter in Relation to Three Cognitive Variables

ERIC Educational Resources Information Center

Tsitsipis, Georgios; Stamovlasis, Dimitrios; Papageorgiou, George

2012-01-01

In this study, the effect of 3 cognitive variables such as logical thinking, field dependence/field independence, and convergent/divergent thinking on some specific students' answers related to the particulate nature of matter was investigated by means of probabilistic models. Besides recording and tabulating the students' responses, a combination…

Probabilistic commodity-flow-based focusing of monitoring activities to facilitate early detection of Phytophthora ramorum outbreaks

Treesearch

Steven C. McKelvey; William D. Smith; Frank Koch

2012-01-01

This project summary describes a probabilistic model developed with funding support from the Forest Health Monitoring Program of the Forest Service, U.S. Department of Agriculture (BaseEM Project SO-R-08-01). The model has been implemented in SODBuster, a standalone software package developed using the Java software development kit from Sun Microsystems.

Economic Dispatch for Microgrid Containing Electric Vehicles via Probabilistic Modeling: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yao, Yin; Gao, Wenzhong; Momoh, James

In this paper, an economic dispatch model with probabilistic modeling is developed for a microgrid. The electric power supply in a microgrid consists of conventional power plants and renewable energy power plants, such as wind and solar power plants. Because of the fluctuation in the output of solar and wind power plants, an empirical probabilistic model is developed to predict their hourly output. According to different characteristics of wind and solar power plants, the parameters for probabilistic distribution are further adjusted individually for both. On the other hand, with the growing trend in plug-in electric vehicles (PHEVs), an integrated microgridmore » system must also consider the impact of PHEVs. The charging loads from PHEVs as well as the discharging output via the vehicle-to-grid (V2G) method can greatly affect the economic dispatch for all of the micro energy sources in a microgrid. This paper presents an optimization method for economic dispatch in a microgrid considering conventional power plants, renewable power plants, and PHEVs. The simulation results reveal that PHEVs with V2G capability can be an indispensable supplement in a modern microgrid.« less

Probabilistic population projections with migration uncertainty

PubMed Central

Azose, Jonathan J.; Ševčíková, Hana; Raftery, Adrian E.

2016-01-01

We produce probabilistic projections of population for all countries based on probabilistic projections of fertility, mortality, and migration. We compare our projections to those from the United Nations’ Probabilistic Population Projections, which uses similar methods for fertility and mortality but deterministic migration projections. We find that uncertainty in migration projection is a substantial contributor to uncertainty in population projections for many countries. Prediction intervals for the populations of Northern America and Europe are over 70% wider, whereas prediction intervals for the populations of Africa, Asia, and the world as a whole are nearly unchanged. Out-of-sample validation shows that the model is reasonably well calibrated. PMID:27217571

Probabilistic brains: knowns and unknowns

PubMed Central

Pouget, Alexandre; Beck, Jeffrey M; Ma, Wei Ji; Latham, Peter E

2015-01-01

There is strong behavioral and physiological evidence that the brain both represents probability distributions and performs probabilistic inference. Computational neuroscientists have started to shed light on how these probabilistic representations and computations might be implemented in neural circuits. One particularly appealing aspect of these theories is their generality: they can be used to model a wide range of tasks, from sensory processing to high-level cognition. To date, however, these theories have only been applied to very simple tasks. Here we discuss the challenges that will emerge as researchers start focusing their efforts on real-life computations, with a focus on probabilistic learning, structural learning and approximate inference. PMID:23955561

A probabilistic maintenance model for diesel engines

NASA Astrophysics Data System (ADS)

Pathirana, Shan; Abeygunawardane, Saranga Kumudu

2018-02-01

In this paper, a probabilistic maintenance model is developed for inspection based preventive maintenance of diesel engines based on the practical model concepts discussed in the literature. Developed model is solved using real data obtained from inspection and maintenance histories of diesel engines and experts' views. Reliability indices and costs were calculated for the present maintenance policy of diesel engines. A sensitivity analysis is conducted to observe the effect of inspection based preventive maintenance on the life cycle cost of diesel engines.

Climate Change Impacts on Transportation; Groundwater Elevation, Road Performance, and Robust Adaptation

NASA Astrophysics Data System (ADS)

Kirshen, P. H.; Knott, J. F.; Ray, P.; Elshaer, M.; Daniel, J.; Jacobs, J. M.

2016-12-01

Transportation climate change vulnerability and adaptation studies have primarily focused on surface-water flooding from sea-level rise (SLR); little attention has been given to the effects of climate change and SLR on groundwater and subsequent impacts on the unbound foundation layers of coastal-road infrastructure. The magnitude of service-life reduction depends on the height of the groundwater in the unbound pavement materials, the pavement structure itself, and the loading. Using a steady-state groundwater model, and a multi-layer elastic pavement evaluation model, the strain changes in the layers can be determined as a function of parameter values and the strain changes translated into failure as measured by number of loading cycles to failure. For a section of a major coastal road in New Hampshire, future changes in sea-level, precipitation, temperature, land use, and groundwater pumping are characterized by deep uncertainty. Parameters that describe the groundwater system such as hydraulic conductivity can be probabilistically described while road characteristics are assumed to be deterministic. To understand the vulnerability of this road section, a bottom-up planning approach was employed over time where the combinations of parameter values that cause failure were determined and their plausibility of their occurring was analyzed. To design a robust adaptation strategy that will function reasonably well in the present and the future given the large number of uncertain parameter values, performance of adaptation options were investigated. Adaptation strategies that were considered include raising the road, load restrictions, increasing pavement layer thicknesses, replacing moisture-sensitive materials with materials that are not moisture sensitive, improving drainage systems, and treatment of the underlying materials.

Probabilistic estimates of drought impacts on agricultural production

NASA Astrophysics Data System (ADS)

Madadgar, Shahrbanou; AghaKouchak, Amir; Farahmand, Alireza; Davis, Steven J.

2017-08-01

Increases in the severity and frequency of drought in a warming climate may negatively impact agricultural production and food security. Unlike previous studies that have estimated agricultural impacts of climate condition using single-crop yield distributions, we develop a multivariate probabilistic model that uses projected climatic conditions (e.g., precipitation amount or soil moisture) throughout a growing season to estimate the probability distribution of crop yields. We demonstrate the model by an analysis of the historical period 1980-2012, including the Millennium Drought in Australia (2001-2009). We find that precipitation and soil moisture deficit in dry growing seasons reduced the average annual yield of the five largest crops in Australia (wheat, broad beans, canola, lupine, and barley) by 25-45% relative to the wet growing seasons. Our model can thus produce region- and crop-specific agricultural sensitivities to climate conditions and variability. Probabilistic estimates of yield may help decision-makers in government and business to quantitatively assess the vulnerability of agriculture to climate variations. We develop a multivariate probabilistic model that uses precipitation to estimate the probability distribution of crop yields. The proposed model shows how the probability distribution of crop yield changes in response to droughts. During Australia's Millennium Drought precipitation and soil moisture deficit reduced the average annual yield of the five largest crops.

A generative probabilistic model and discriminative extensions for brain lesion segmentation – with application to tumor and stroke

PubMed Central

Menze, Bjoern H.; Van Leemput, Koen; Lashkari, Danial; Riklin-Raviv, Tammy; Geremia, Ezequiel; Alberts, Esther; Gruber, Philipp; Wegener, Susanne; Weber, Marc-André; Székely, Gabor; Ayache, Nicholas; Golland, Polina

2016-01-01

We introduce a generative probabilistic model for segmentation of brain lesions in multi-dimensional images that generalizes the EM segmenter, a common approach for modelling brain images using Gaussian mixtures and a probabilistic tissue atlas that employs expectation-maximization (EM) to estimate the label map for a new image. Our model augments the probabilistic atlas of the healthy tissues with a latent atlas of the lesion. We derive an estimation algorithm with closed-form EM update equations. The method extracts a latent atlas prior distribution and the lesion posterior distributions jointly from the image data. It delineates lesion areas individually in each channel, allowing for differences in lesion appearance across modalities, an important feature of many brain tumor imaging sequences. We also propose discriminative model extensions to map the output of the generative model to arbitrary labels with semantic and biological meaning, such as “tumor core” or “fluid-filled structure”, but without a one-to-one correspondence to the hypo-or hyper-intense lesion areas identified by the generative model. We test the approach in two image sets: the publicly available BRATS set of glioma patient scans, and multimodal brain images of patients with acute and subacute ischemic stroke. We find the generative model that has been designed for tumor lesions to generalize well to stroke images, and the generative-discriminative model to be one of the top ranking methods in the BRATS evaluation. PMID:26599702

A Generative Probabilistic Model and Discriminative Extensions for Brain Lesion Segmentation--With Application to Tumor and Stroke.

PubMed

Menze, Bjoern H; Van Leemput, Koen; Lashkari, Danial; Riklin-Raviv, Tammy; Geremia, Ezequiel; Alberts, Esther; Gruber, Philipp; Wegener, Susanne; Weber, Marc-Andre; Szekely, Gabor; Ayache, Nicholas; Golland, Polina

2016-04-01

We introduce a generative probabilistic model for segmentation of brain lesions in multi-dimensional images that generalizes the EM segmenter, a common approach for modelling brain images using Gaussian mixtures and a probabilistic tissue atlas that employs expectation-maximization (EM), to estimate the label map for a new image. Our model augments the probabilistic atlas of the healthy tissues with a latent atlas of the lesion. We derive an estimation algorithm with closed-form EM update equations. The method extracts a latent atlas prior distribution and the lesion posterior distributions jointly from the image data. It delineates lesion areas individually in each channel, allowing for differences in lesion appearance across modalities, an important feature of many brain tumor imaging sequences. We also propose discriminative model extensions to map the output of the generative model to arbitrary labels with semantic and biological meaning, such as "tumor core" or "fluid-filled structure", but without a one-to-one correspondence to the hypo- or hyper-intense lesion areas identified by the generative model. We test the approach in two image sets: the publicly available BRATS set of glioma patient scans, and multimodal brain images of patients with acute and subacute ischemic stroke. We find the generative model that has been designed for tumor lesions to generalize well to stroke images, and the extended discriminative -discriminative model to be one of the top ranking methods in the BRATS evaluation.

Fracture mechanics methodology: Evaluation of structural components integrity

NASA Astrophysics Data System (ADS)

Sih, G. C.; de Oliveira Faria, L.

1984-09-01

The application of fracture mechanics to structural-design problems is discussed in lectures presented in the AGARD Fracture Mechanics Methodology course held in Lisbon, Portugal, in June 1981. The emphasis is on aeronautical design, and chapters are included on fatigue-life prediction for metals and composites, the fracture mechanics of engineering structural components, failure mechanics and damage evaluation of structural components, flaw-acceptance methods, and reliability in probabilistic design. Graphs, diagrams, drawings, and photographs are provided.

Probabilistic, meso-scale flood loss modelling

NASA Astrophysics Data System (ADS)

Kreibich, Heidi; Botto, Anna; Schröter, Kai; Merz, Bruno

2016-04-01

Flood risk analyses are an important basis for decisions on flood risk management and adaptation. However, such analyses are associated with significant uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention during the last years, they are still not standard practice for flood risk assessments and even more for flood loss modelling. State of the art in flood loss modelling is still the use of simple, deterministic approaches like stage-damage functions. Novel probabilistic, multi-variate flood loss models have been developed and validated on the micro-scale using a data-mining approach, namely bagging decision trees (Merz et al. 2013). In this presentation we demonstrate and evaluate the upscaling of the approach to the meso-scale, namely on the basis of land-use units. The model is applied in 19 municipalities which were affected during the 2002 flood by the River Mulde in Saxony, Germany (Botto et al. submitted). The application of bagging decision tree based loss models provide a probability distribution of estimated loss per municipality. Validation is undertaken on the one hand via a comparison with eight deterministic loss models including stage-damage functions as well as multi-variate models. On the other hand the results are compared with official loss data provided by the Saxon Relief Bank (SAB). The results show, that uncertainties of loss estimation remain high. Thus, the significant advantage of this probabilistic flood loss estimation approach is that it inherently provides quantitative information about the uncertainty of the prediction. References: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64. Botto A, Kreibich H, Merz B, Schröter K (submitted) Probabilistic, multi-variable flood loss modelling on the meso-scale with BT-FLEMO. Risk Analysis.

Probabilistic image modeling with an extended chain graph for human activity recognition and image segmentation.

PubMed

Zhang, Lei; Zeng, Zhi; Ji, Qiang

2011-09-01

Chain graph (CG) is a hybrid probabilistic graphical model (PGM) capable of modeling heterogeneous relationships among random variables. So far, however, its application in image and video analysis is very limited due to lack of principled learning and inference methods for a CG of general topology. To overcome this limitation, we introduce methods to extend the conventional chain-like CG model to CG model with more general topology and the associated methods for learning and inference in such a general CG model. Specifically, we propose techniques to systematically construct a generally structured CG, to parameterize this model, to derive its joint probability distribution, to perform joint parameter learning, and to perform probabilistic inference in this model. To demonstrate the utility of such an extended CG, we apply it to two challenging image and video analysis problems: human activity recognition and image segmentation. The experimental results show improved performance of the extended CG model over the conventional directed or undirected PGMs. This study demonstrates the promise of the extended CG for effective modeling and inference of complex real-world problems.

A quantitative model of optimal data selection in Wason's selection task.

PubMed

Hattori, Masasi

2002-10-01

The optimal data selection model proposed by Oaksford and Chater (1994) successfully formalized Wason's selection task (Wason, 1966). The model, however, involved some questionable assumptions and was also not sufficient as a model of the task because it could not provide quantitative predictions of the card selection frequencies. In this paper, the model was revised to provide quantitative fits to the data. The model can predict the selection frequencies of cards based on a selection tendency function (STF), or conversely, it enables the estimation of subjective probabilities from data. Past experimental data were first re-analysed based on the model. In Experiment 1, the superiority of the revised model was shown. However, when the relationship between antecedent and consequent was forced to deviate from the biconditional form, the model was not supported. In Experiment 2, it was shown that sufficient emphasis on probabilistic information can affect participants' performance. A detailed experimental method to sort participants by probabilistic strategies was introduced. Here, the model was supported by a subgroup of participants who used the probabilistic strategy. Finally, the results were discussed from the viewpoint of adaptive rationality.

Probabilistic Risk Assessment (PRA): A Practical and Cost Effective Approach

NASA Technical Reports Server (NTRS)

Lee, Lydia L.; Ingegneri, Antonino J.; Djam, Melody

2006-01-01

The Lunar Reconnaissance Orbiter (LRO) is the first mission of the Robotic Lunar Exploration Program (RLEP), a space exploration venture to the Moon, Mars and beyond. The LRO mission includes spacecraft developed by NASA Goddard Space Flight Center (GSFC) and seven instruments built by GSFC, Russia, and contractors across the nation. LRO is defined as a measurement mission, not a science mission. It emphasizes the overall objectives of obtaining data to facilitate returning mankind safely to the Moon in preparation for an eventual manned mission to Mars. As the first mission in response to the President's commitment of the journey of exploring the solar system and beyond: returning to the Moon in the next decade, then venturing further into the solar system, ultimately sending humans to Mars and beyond, LRO has high-visibility to the public but limited resources and a tight schedule. This paper demonstrates how NASA's Lunar Reconnaissance Orbiter Mission project office incorporated reliability analyses in assessing risks and performing design tradeoffs to ensure mission success. Risk assessment is performed using NASA Procedural Requirements (NPR) 8705.5 - Probabilistic Risk Assessment (PRA) Procedures for NASA Programs and Projects to formulate probabilistic risk assessment (PRA). As required, a limited scope PRA is being performed for the LRO project. The PRA is used to optimize the mission design within mandated budget, manpower, and schedule constraints. The technique that LRO project office uses to perform PRA relies on the application of a component failure database to quantify the potential mission success risks. To ensure mission success in an efficient manner, low cost and tight schedule, the traditional reliability analyses, such as reliability predictions, Failure Modes and Effects Analysis (FMEA), and Fault Tree Analysis (FTA), are used to perform PRA for the large system of LRO with more than 14,000 piece parts and over 120 purchased or contractor built components.

Probabilistic Modeling of Settlement Risk at Land Disposal Facilities - 12304

DOE Office of Scientific and Technical Information (OSTI.GOV)

Foye, Kevin C.; Soong, Te-Yang

2012-07-01

The long-term reliability of land disposal facility final cover systems - and therefore the overall waste containment - depends on the distortions imposed on these systems by differential settlement/subsidence. The evaluation of differential settlement is challenging because of the heterogeneity of the waste mass (caused by inconsistent compaction, void space distribution, debris-soil mix ratio, waste material stiffness, time-dependent primary compression of the fine-grained soil matrix, long-term creep settlement of the soil matrix and the debris, etc.) at most land disposal facilities. Deterministic approaches to long-term final cover settlement prediction are not able to capture the spatial variability in the wastemore » mass and sub-grade properties which control differential settlement. An alternative, probabilistic solution is to use random fields to model the waste and sub-grade properties. The modeling effort informs the design, construction, operation, and maintenance of land disposal facilities. A probabilistic method to establish design criteria for waste placement and compaction is introduced using the model. Random fields are ideally suited to problems of differential settlement modeling of highly heterogeneous foundations, such as waste. Random fields model the seemingly random spatial distribution of a design parameter, such as compressibility. When used for design, the use of these models prompts the need for probabilistic design criteria. It also allows for a statistical approach to waste placement acceptance criteria. An example design evaluation was performed, illustrating the use of the probabilistic differential settlement simulation methodology to assemble a design guidance chart. The purpose of this design evaluation is to enable the designer to select optimal initial combinations of design slopes and quality control acceptance criteria that yield an acceptable proportion of post-settlement slopes meeting some design minimum. For this specific example, relative density, which can be determined through field measurements, was selected as the field quality control parameter for waste placement. This technique can be extended to include a rigorous performance-based methodology using other parameters (void space criteria, debris-soil mix ratio, pre-loading, etc.). As shown in this example, each parameter range, or sets of parameter ranges can be selected such that they can result in an acceptable, long-term differential settlement according to the probabilistic model. The methodology can also be used to re-evaluate the long-term differential settlement behavior at closed land disposal facilities to identify, if any, problematic facilities so that remedial action (e.g., reinforcement of upper and intermediate waste layers) can be implemented. Considering the inherent spatial variability in waste and earth materials and the need for engineers to apply sound quantitative practices to engineering analysis, it is important to apply the available probabilistic techniques to problems of differential settlement. One such method to implement probability-based differential settlement analyses for the design of landfill final covers has been presented. The design evaluation technique presented is one tool to bridge the gap from deterministic practice to probabilistic practice. (authors)« less

Intermediate Temperature Stress Rupture of Woven SiC Fiber, BN Interphase, SiC Matrix Composites in Air

NASA Technical Reports Server (NTRS)

Morscher, Gregory N.; Levine, Stanley (Technical Monitor)

2000-01-01

Tensile stress-rupture experiments were performed on woven Hi-Nicalon reinforced SiC matrix composites with BN interphases in air. Modal acoustic emission (AE) was used to monitor the damage accumulation in the composites during the tests and microstructural analysis was performed to determine the amount of matrix cracking that occurred for each sample. Fiber fractograph), was also performed for individual fiber failures at the specimen fracture surface to determine the strengths at which fibers failed. The rupture strengths were significantly worse than what would have been expected front the inherent degradation of the fibers themselves when subjected to similar rupture conditions. At higher applied stresses the rate of rupture "?as larger than at lower applied stresses. It was observed that the change in rupture rate corresponded to the onset of through-thickness cracking in the composites themselves. The primary cause of the sen,ere degradation was the ease with which fibers would bond to one another at their closest separation distances, less than 100 nanometers, when exposed to the environment. The near fiber-to-fiber contact in the woven tows enabled premature fiber failure over large areas of matrix cracks due to the stress-concentrations created b), fibers bonded to one another after one or a few fibers fail. i.e. the loss of global load sharing. An@, improvement in fiber-to-fiber separation of this composite system should result in improved stress- rupture properties. A model was den,eloped in order to predict the rupture life-time for these composites based on the probabilistic nature of indin,idual fiber failure at temperature. the matrix cracking state during the rupture test, and the rate of oxidation into a matrix crack. Also incorporated into the model were estimates of the stress-concentration that would occur between the outer rim of fibers in a load-bearing bundle and the unbridged region of a matrix crack after Xia et al. For the lower stresses, this source of stress-concentration was the likely cause for initial fiber failure that would trigger catastrophic failure of the composite.

NASA Applications and Lessons Learned in Reliability Engineering

NASA Technical Reports Server (NTRS)

Safie, Fayssal M.; Fuller, Raymond P.

2011-01-01

Since the Shuttle Challenger accident in 1986, communities across NASA have been developing and extensively using quantitative reliability and risk assessment methods in their decision making process. This paper discusses several reliability engineering applications that NASA has used over the year to support the design, development, and operation of critical space flight hardware. Specifically, the paper discusses several reliability engineering applications used by NASA in areas such as risk management, inspection policies, components upgrades, reliability growth, integrated failure analysis, and physics based probabilistic engineering analysis. In each of these areas, the paper provides a brief discussion of a case study to demonstrate the value added and the criticality of reliability engineering in supporting NASA project and program decisions to fly safely. Examples of these case studies discussed are reliability based life limit extension of Shuttle Space Main Engine (SSME) hardware, Reliability based inspection policies for Auxiliary Power Unit (APU) turbine disc, probabilistic structural engineering analysis for reliability prediction of the SSME alternate turbo-pump development, impact of ET foam reliability on the Space Shuttle System risk, and reliability based Space Shuttle upgrade for safety. Special attention is given in this paper to the physics based probabilistic engineering analysis applications and their critical role in evaluating the reliability of NASA development hardware including their potential use in a research and technology development environment.

What is the Value Added to Adaptation Planning by Probabilistic Projections of Climate Change?

NASA Astrophysics Data System (ADS)

Wilby, R. L.

2008-12-01

Probabilistic projections of climate change offer new sources of risk information to support regional impacts assessment and adaptation options appraisal. However, questions continue to surround how best to apply these scenarios in a practical context, and whether the added complexity and computational burden leads to more robust decision-making. This paper provides an overview of recent efforts in the UK to 'bench-test' frameworks for employing probabilistic projections ahead of the release of the next generation, UKCIP08 projections (in November 2008). This is involving close collaboration between government agencies, research and stakeholder communities. Three examples will be cited to illustrate how probabilistic projections are already informing decisions about future flood risk management in London, water resource planning in trial river basins, and assessments of risks from rising water temperatures to Atlantic salmon stocks in southern England. When compared with conventional deterministic scenarios, ensemble projections allow exploration of a wider range of management options and highlight timescales for implementing adaptation measures. Users of probabilistic scenarios must keep in mind that other uncertainties (e.g., due to impacts model structure and parameterisation) should be handled in an equally rigorous way to those arising from climate models and emission scenarios. Finally, it is noted that a commitment to long-term monitoring is also critical for tracking environmental change, testing model projections, and for evaluating the success (or not) of any scenario-led interventions.

Environmental probabilistic quantitative assessment methodologies

USGS Publications Warehouse

Crovelli, R.A.

1995-01-01

In this paper, four petroleum resource assessment methodologies are presented as possible pollution assessment methodologies, even though petroleum as a resource is desirable, whereas pollution is undesirable. A methodology is defined in this paper to consist of a probability model and a probabilistic method, where the method is used to solve the model. The following four basic types of probability models are considered: 1) direct assessment, 2) accumulation size, 3) volumetric yield, and 4) reservoir engineering. Three of the four petroleum resource assessment methodologies were written as microcomputer systems, viz. TRIAGG for direct assessment, APRAS for accumulation size, and FASPU for reservoir engineering. A fourth microcomputer system termed PROBDIST supports the three assessment systems. The three assessment systems have different probability models but the same type of probabilistic method. The type of advantages of the analytic method are in computational speed and flexibility, making it ideal for a microcomputer. -from Author

Classification of Company Performance using Weighted Probabilistic Neural Network

NASA Astrophysics Data System (ADS)

Yasin, Hasbi; Waridi Basyiruddin Arifin, Adi; Warsito, Budi

2018-05-01

Classification of company performance can be judged by looking at its financial status, whether good or bad state. Classification of company performance can be achieved by some approach, either parametric or non-parametric. Neural Network is one of non-parametric methods. One of Artificial Neural Network (ANN) models is Probabilistic Neural Network (PNN). PNN consists of four layers, i.e. input layer, pattern layer, addition layer, and output layer. The distance function used is the euclidean distance and each class share the same values as their weights. In this study used PNN that has been modified on the weighting process between the pattern layer and the addition layer by involving the calculation of the mahalanobis distance. This model is called the Weighted Probabilistic Neural Network (WPNN). The results show that the company's performance modeling with the WPNN model has a very high accuracy that reaches 100%.

Don't Fear Optimality: Sampling for Probabilistic-Logic Sequence Models

NASA Astrophysics Data System (ADS)

Thon, Ingo

One of the current challenges in artificial intelligence is modeling dynamic environments that change due to the actions or activities undertaken by people or agents. The task of inferring hidden states, e.g. the activities or intentions of people, based on observations is called filtering. Standard probabilistic models such as Dynamic Bayesian Networks are able to solve this task efficiently using approximative methods such as particle filters. However, these models do not support logical or relational representations. The key contribution of this paper is the upgrade of a particle filter algorithm for use with a probabilistic logical representation through the definition of a proposal distribution. The performance of the algorithm depends largely on how well this distribution fits the target distribution. We adopt the idea of logical compilation into Binary Decision Diagrams for sampling. This allows us to use the optimal proposal distribution which is normally prohibitively slow.

Is there a basis for preferring characteristic earthquakes over a Gutenberg–Richter distribution in probabilistic earthquake forecasting?

USGS Publications Warehouse

Parsons, Thomas E.; Geist, Eric L.

2009-01-01

The idea that faults rupture in repeated, characteristic earthquakes is central to most probabilistic earthquake forecasts. The concept is elegant in its simplicity, and if the same event has repeated itself multiple times in the past, we might anticipate the next. In practice however, assembling a fault-segmented characteristic earthquake rupture model can grow into a complex task laden with unquantified uncertainty. We weigh the evidence that supports characteristic earthquakes against a potentially simpler model made from extrapolation of a Gutenberg–Richter magnitude-frequency law to individual fault zones. We find that the Gutenberg–Richter model satisfies key data constraints used for earthquake forecasting equally well as a characteristic model. Therefore, judicious use of instrumental and historical earthquake catalogs enables large-earthquake-rate calculations with quantifiable uncertainty that should get at least equal weighting in probabilistic forecasting.

ASSESSMENT OF DYNAMIC PRA TECHNIQUES WITH INDUSTRY AVERAGE COMPONENT PERFORMANCE DATA

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yadav, Vaibhav; Agarwal, Vivek; Gribok, Andrei V.

In the nuclear industry, risk monitors are intended to provide a point-in-time estimate of the system risk given the current plant configuration. Current risk monitors are limited in that they do not properly take into account the deteriorating states of plant equipment, which are unit-specific. Current approaches to computing risk monitors use probabilistic risk assessment (PRA) techniques, but the assessment is typically a snapshot in time. Living PRA models attempt to address limitations of traditional PRA models in a limited sense by including temporary changes in plant and system configurations. However, information on plant component health are not considered. Thismore » often leaves risk monitors using living PRA models incapable of conducting evaluations with dynamic degradation scenarios evolving over time. There is a need to develop enabling approaches to solidify risk monitors to provide time and condition-dependent risk by integrating traditional PRA models with condition monitoring and prognostic techniques. This paper presents estimation of system risk evolution over time by integrating plant risk monitoring data with dynamic PRA methods incorporating aging and degradation. Several online, non-destructive approaches have been developed for diagnosing plant component conditions in nuclear industry, i.e., condition indication index, using vibration analysis, current signatures, and operational history [1]. In this work the component performance measures at U.S. commercial nuclear power plants (NPP) [2] are incorporated within the various dynamic PRA methodologies [3] to provide better estimates of probability of failures. Aging and degradation is modeled within the Level-1 PRA framework and is applied to several failure modes of pumps and can be extended to a range of components, viz. valves, generators, batteries, and pipes.« less

Non-linear Equation using Plasma Brain Natriuretic Peptide Levels to Predict Cardiovascular Outcomes in Patients with Heart Failure

NASA Astrophysics Data System (ADS)

Fukuda, Hiroki; Suwa, Hideaki; Nakano, Atsushi; Sakamoto, Mari; Imazu, Miki; Hasegawa, Takuya; Takahama, Hiroyuki; Amaki, Makoto; Kanzaki, Hideaki; Anzai, Toshihisa; Mochizuki, Naoki; Ishii, Akira; Asanuma, Hiroshi; Asakura, Masanori; Washio, Takashi; Kitakaze, Masafumi

2016-11-01

Brain natriuretic peptide (BNP) is the most effective predictor of outcomes in chronic heart failure (CHF). This study sought to determine the qualitative relationship between the BNP levels at discharge and on the day of cardiovascular events in CHF patients. We devised a mathematical probabilistic model between the BNP levels at discharge (y) and on the day (t) of cardiovascular events after discharge for 113 CHF patients (Protocol I). We then prospectively evaluated this model on another set of 60 CHF patients who were readmitted (Protocol II). P(t|y) was the probability of cardiovascular events occurring after >t, the probability on t was given as p(t|y) = -dP(t|y)/dt, and p(t|y) = pP(t|y) = αyβP(t|y), along with p = αyβ (α and β were constant); the solution was p(t|y) = αyβ exp(-αyβt). We fitted this equation to the data set of Protocol I using the maximum likelihood principle, and we obtained the model p(t|y) = 0.000485y0.24788 exp(-0.000485y0.24788t). The cardiovascular event-free rate was computed as P(t) = 1/60Σi=1,…,60 exp(-0.000485yi0.24788t), based on this model and the BNP levels yi in a data set of Protocol II. We confirmed no difference between this model-based result and the actual event-free rate. In conclusion, the BNP levels showed a non-linear relationship with the day of occurrence of cardiovascular events in CHF patients.

A Review of Diagnostic Techniques for ISHM Applications

NASA Technical Reports Server (NTRS)

Patterson-Hine, Ann; Biswas, Gautam; Aaseng, Gordon; Narasimhan, Sriam; Pattipati, Krishna

2005-01-01

System diagnosis is an integral part of any Integrated System Health Management application. Diagnostic applications make use of system information from the design phase, such as safety and mission assurance analysis, failure modes and effects analysis, hazards analysis, functional models, fault propagation models, and testability analysis. In modern process control and equipment monitoring systems, topological and analytic , models of the nominal system, derived from design documents, are also employed for fault isolation and identification. Depending on the complexity of the monitored signals from the physical system, diagnostic applications may involve straightforward trending and feature extraction techniques to retrieve the parameters of importance from the sensor streams. They also may involve very complex analysis routines, such as signal processing, learning or classification methods to derive the parameters of importance to diagnosis. The process that is used to diagnose anomalous conditions from monitored system signals varies widely across the different approaches to system diagnosis. Rule-based expert systems, case-based reasoning systems, model-based reasoning systems, learning systems, and probabilistic reasoning systems are examples of the many diverse approaches ta diagnostic reasoning. Many engineering disciplines have specific approaches to modeling, monitoring and diagnosing anomalous conditions. Therefore, there is no "one-size-fits-all" approach to building diagnostic and health monitoring capabilities for a system. For instance, the conventional approaches to diagnosing failures in rotorcraft applications are very different from those used in communications systems. Further, online and offline automated diagnostic applications are integrated into an operations framework with flight crews, flight controllers and maintenance teams. While the emphasis of this paper is automation of health management functions, striking the correct balance between automated and human-performed tasks is a vital concern.

Fatigue crack growth model RANDOM2 user manual. Appendix 1: Development of advanced methodologies for probabilistic constitutive relationships of material strength models

NASA Technical Reports Server (NTRS)

Boyce, Lola; Lovelace, Thomas B.

1989-01-01

FORTRAN program RANDOM2 is presented in the form of a user's manual. RANDOM2 is based on fracture mechanics using a probabilistic fatigue crack growth model. It predicts the random lifetime of an engine component to reach a given crack size. Details of the theoretical background, input data instructions, and a sample problem illustrating the use of the program are included.

Fatigue strength reduction model: RANDOM3 and RANDOM4 user manual. Appendix 2: Development of advanced methodologies for probabilistic constitutive relationships of material strength models

NASA Technical Reports Server (NTRS)

Boyce, Lola; Lovelace, Thomas B.

1989-01-01

FORTRAN programs RANDOM3 and RANDOM4 are documented in the form of a user's manual. Both programs are based on fatigue strength reduction, using a probabilistic constitutive model. The programs predict the random lifetime of an engine component to reach a given fatigue strength. The theoretical backgrounds, input data instructions, and sample problems illustrating the use of the programs are included.

Bayesian Probabilistic Projection of International Migration.

PubMed

Azose, Jonathan J; Raftery, Adrian E

2015-10-01

We propose a method for obtaining joint probabilistic projections of migration for all countries, broken down by age and sex. Joint trajectories for all countries are constrained to satisfy the requirement of zero global net migration. We evaluate our model using out-of-sample validation and compare point projections to the projected migration rates from a persistence model similar to the method used in the United Nations' World Population Prospects, and also to a state-of-the-art gravity model.

Probabilistic Estimates of Global Mean Sea Level and its Underlying Processes

NASA Astrophysics Data System (ADS)

Hay, C.; Morrow, E.; Kopp, R. E.; Mitrovica, J. X.

2015-12-01

Local sea level can vary significantly from the global mean value due to a suite of processes that includes ongoing sea-level changes due to the last ice age, land water storage, ocean circulation changes, and non-uniform sea-level changes that arise when modern-day land ice rapidly melts. Understanding these sources of spatial and temporal variability is critical to estimating past and present sea-level change and projecting future sea-level rise. Using two probabilistic techniques, a multi-model Kalman smoother and Gaussian process regression, we have reanalyzed 20th century tide gauge observations to produce a new estimate of global mean sea level (GMSL). Our methods allow us to extract global information from the sparse tide gauge field by taking advantage of the physics-based and model-derived geometry of the contributing processes. Both methods provide constraints on the sea-level contribution of glacial isostatic adjustment (GIA). The Kalman smoother tests multiple discrete models of glacial isostatic adjustment (GIA), probabilistically computing the most likely GIA model given the observations, while the Gaussian process regression characterizes the prior covariance structure of a suite of GIA models and then uses this structure to estimate the posterior distribution of local rates of GIA-induced sea-level change. We present the two methodologies, the model-derived geometries of the underlying processes, and our new probabilistic estimates of GMSL and GIA.

Boosting probabilistic graphical model inference by incorporating prior knowledge from multiple sources.

PubMed

Praveen, Paurush; Fröhlich, Holger

2013-01-01

Inferring regulatory networks from experimental data via probabilistic graphical models is a popular framework to gain insights into biological systems. However, the inherent noise in experimental data coupled with a limited sample size reduces the performance of network reverse engineering. Prior knowledge from existing sources of biological information can address this low signal to noise problem by biasing the network inference towards biologically plausible network structures. Although integrating various sources of information is desirable, their heterogeneous nature makes this task challenging. We propose two computational methods to incorporate various information sources into a probabilistic consensus structure prior to be used in graphical model inference. Our first model, called Latent Factor Model (LFM), assumes a high degree of correlation among external information sources and reconstructs a hidden variable as a common source in a Bayesian manner. The second model, a Noisy-OR, picks up the strongest support for an interaction among information sources in a probabilistic fashion. Our extensive computational studies on KEGG signaling pathways as well as on gene expression data from breast cancer and yeast heat shock response reveal that both approaches can significantly enhance the reconstruction accuracy of Bayesian Networks compared to other competing methods as well as to the situation without any prior. Our framework allows for using diverse information sources, like pathway databases, GO terms and protein domain data, etc. and is flexible enough to integrate new sources, if available.

Modelling default and likelihood reasoning as probabilistic

NASA Technical Reports Server (NTRS)

Buntine, Wray

1990-01-01

A probabilistic analysis of plausible reasoning about defaults and about likelihood is presented. 'Likely' and 'by default' are in fact treated as duals in the same sense as 'possibility' and 'necessity'. To model these four forms probabilistically, a logic QDP and its quantitative counterpart DP are derived that allow qualitative and corresponding quantitative reasoning. Consistency and consequence results for subsets of the logics are given that require at most a quadratic number of satisfiability tests in the underlying propositional logic. The quantitative logic shows how to track the propagation error inherent in these reasoning forms. The methodology and sound framework of the system highlights their approximate nature, the dualities, and the need for complementary reasoning about relevance.

Probabilistic Material Strength Degradation Model for Inconel 718 Components Subjected to High Temperature, Mechanical Fatigue, Creep and Thermal Fatigue Effects

NASA Technical Reports Server (NTRS)

Bast, Callie Corinne Scheidt

1994-01-01

This thesis presents the on-going development of methodology for a probabilistic material strength degradation model. The probabilistic model, in the form of a postulated randomized multifactor equation, provides for quantification of uncertainty in the lifetime material strength of aerospace propulsion system components subjected to a number of diverse random effects. This model is embodied in the computer program entitled PROMISS, which can include up to eighteen different effects. Presently, the model includes four effects that typically reduce lifetime strength: high temperature, mechanical fatigue, creep, and thermal fatigue. Statistical analysis was conducted on experimental Inconel 718 data obtained from the open literature. This analysis provided regression parameters for use as the model's empirical material constants, thus calibrating the model specifically for Inconel 718. Model calibration was carried out for four variables, namely, high temperature, mechanical fatigue, creep, and thermal fatigue. Methodology to estimate standard deviations of these material constants for input into the probabilistic material strength model was developed. Using the current version of PROMISS, entitled PROMISS93, a sensitivity study for the combined effects of mechanical fatigue, creep, and thermal fatigue was performed. Results, in the form of cumulative distribution functions, illustrated the sensitivity of lifetime strength to any current value of an effect. In addition, verification studies comparing a combination of mechanical fatigue and high temperature effects by model to the combination by experiment were conducted. Thus, for Inconel 718, the basic model assumption of independence between effects was evaluated. Results from this limited verification study strongly supported this assumption.

Protocol and Demonstrations of Probabilistic Reliability Assessment for Structural Health Monitoring Systems (Preprint)

DTIC Science & Technology

2011-11-01

assessment to quality of localization/characterization estimates. This protocol includes four critical components: (1) a procedure to identify the...critical factors impacting SHM system performance; (2) a multistage or hierarchical approach to SHM system validation; (3) a model -assisted evaluation...Lindgren, E. A ., Buynak, C. F., Steffes, G., Derriso, M., “ Model -assisted Probabilistic Reliability Assessment for Structural Health Monitoring