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THE MODELLING AND
REPRESENTATION OF
UNCERTAINTY
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THE CONCEPT OF UNCERTAINTY
In a general sense, uncertainty can be interpreted as lack of
precise knowledge by the engineer at a time when he/she
needs to make a decision. This can include:
Lack of knowledge about something that is fixed but
unknown
(e.g. mechanical properties of a particular piece of steel)
Uncertainty in the magnitude of a future event
(e.g. maximum height of a wave impacting a particular
offshore structure in 2012)
In general, uncertainty can be reduced by increased
information.
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TYPES OF UNCERTAINTY
At least three basic types:
Physical uncertainty (e.g. natural variability)
Statistical uncertainty (e.g. in parameters of probability
distributions)
Model uncertainty (e.g.in the mathematical models for
engineering calculations)
All these uncertainties must be included in reliability analyses.
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PHYSICAL UNCERTAINTY SOME EXAMPLES
Random time to failure of a sub-sea valve
Extreme pressures/loads on structures (e.g. wave)
Peak combinations of time-varying loads (e.g.wind,
wave, current)
Material properties (e.g. yield strength, fracture
toughness)
Physical dimensions (esp. in imperfection sensitive
structures)
Corrosion rates
Fatigue crack growth rates
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PHYSICAL UNCERTAINTY SOME EXAMPLES
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Piper Bravo, 1990
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Initial surface breaking crack
Crack starting from weld toe
Crack growth with time t
t
a
no initial crack
Initial crack depth
Fatigue crack growth with time showing
dependence on initial defect size
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Monitoring fatigue crack growth in the laboratory
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0
10
20
30
40
50
0 50,000 100,000 150,000 200,000 250,000 300,000 350,000Number of cycles
Cracklength(mm)
Variation in crack length with number of cycles of applied stress for
68 nominally identical specimens
[plotted from Virkler et al(1978) data set]
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1 E-02
1 E-03
1 E-04
1 E-05
1 E-06
200 500 1000 2000 3000K (Nmm-3/2)
da
/dN
(mm/cycle)
Variable fatigue crack growth rate data from a single piece of
Grade 50 D steel
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Failure by Fatigue and Fracture
Pf
Time (years)
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Damage following hurricane Rita in the Gulf of Mexico - 2005
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Variation of concrete slab thickness - for a 150 mm nominal slab
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Data from steel samples taken during the re-construction of steel bridges
between Kings Cross and Edinburgh in the 1970s
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TIME-VARYING QUANTITIES
(e.g. wind speed, significant wave height)
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Mean daily wind speed from M.V. Famita in early days of
North Sea oil and gas development
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Distributions of parent and annual extreme wind speeds for Lerwick
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Synthesis of Availability and Reliability for multiple variables
RESPONSE
MODEL
Y = h(X)
x1
x2
x3
x4
yy*
INPUTS
DETERMINISTIC
CALCULATION
MODEL
OUTPUT
Illustration
of
random
input