Framework Of Reliability Theory Research Articles

Closed-form evaluation of integrals involving the gamma function

ABSTRACTIn this article, we obtain simplified as well as original closed-form expressions for integrals involving the gamma function. These explicit results are found neither in the literature nor using symbolic computation software. Subsequent results follow, giving rise to explicit expressions for integrals involving the error function, with application in order statistics. In particular, these results can be used within the framework of reliability theory.

An extension of the Freund's bivariate distribution to model cascading failures

ABSTRACTThe notion of cascading failures is a common phenomenon we observe around us. Here the initial failure alters the structure function of the system, which leads to subsequent failures within a short period of time referred to as threshold time. The concept of cascading failures within the framework of reliability theory and the Freund bivariate exponential distribution to model cascading failures has been studied by few authors. The Freund bivariate exponential distribution allows modelling a parallel redundant system with two components. In this system, the lifetimes of the two components behave as if they are independent, until one of the components fail, after which the remaining component suffers an increased/decreased stress. In this article, we further generalize this model to accommodate cascading failures. Various properties of the model are investigated and statistical inference procedures are developed using L-moments and method of moments. A practical application of this model is illustrated using data from www.espncricinfo.com. Also well analysed Diabetic Retinopathy Study (DRS) data is further analysed using this model and our findings are presented.

광양지역에 적합한 항타강관말뚝의 목표신뢰성지수 및 저항계수 산정

최근 구조물 기초 분야에 대한 한계상태설계법이 국제적인 기술표준으로 요구됨에 따라 연구기반이 미약한 연약지반 개량공법에 대한 하중저항계수설계법 개발의 필요성이 대두되었다. 본 연구는 신뢰성 분석을 통해 항타강관말뚝의 목표신뢰성지수 및 저항계수를 산정하여 기초 구조물에 대한 LRFD code를 개발하고자 하였다. 프로그램의 검증을 위해 광양지역 16개의 항타말뚝 재하시험 결과와 2008년 한국건설기술연구원에서 이용된 57개의 항타말뚝 재하시험 결과를 취합하였다. 구조물기초설계기준에서 제안하고 있는 두가지 정역학적 설계공식에 대해서 대표 측정지지력과 설계지지력을 비교함으로써 저항편향계수를 평가하였고, 저항편향계수의 통계특성을 이용하여 일차신뢰도법 및 몬테카를로 실뮬레이션에 의한 신뢰성 분석을 실시하였다. 그 결과, 항타강관말뚝의 목표 신뢰성지수 2.0, 2.33, 2.5에 대해서 선단부 N치 50이하인 경우 두 지지력 공식의 저항계수는 각각 0.611~0.684, 0.821~0.537, 선단부 N치 50이상인 경우 각각 0.608~0.545, 0.749~0.643으로 제안되었다. 본 연구결과는 향후 다양한 기초구조물 및 지반구조물의 하중저항계수설계법 개발을 위한 자료로서 그 활용성이 있을 것이다. Recently, the necessity of developing the load and resistance factor design(LRFD) for soft ground improvement method has been raised, since the limit state design is requested as international technical standard for the foundation of structures. In this study, to develop LRFD codes for foundation structures in Korea, target reliability index and resistance factor for static bearing capacity of driven steel pipe piles were calibrated in the framework of reliability theory. The 16 data(in Gwangyang) and the 57 data(Korea Institute of Construction Technology, 2008) sets of static load test and soil property tests conducted in the whole domestic area were collected along with available subsurface investigation results. The resistance bias factors were evaluated for the tow static design methods by comparing the representative measured bearing capacities with the expected design values. Reliability analysis was performed by two types of advanced methods : the First Order Reliability Method (FORM), and the Monte Carlo Simulation (MCS) method using resistance bias factor statistics. As a result, when target reliability indices of the driven pipe pile were selected as 2.0, 2.33, 2.5, resistance factor of two design methods for SPT N at pile tip less than 50 were evaluated as 0.611~0.684, 0.537~0.821 respectively, and STP N at pile tip more than 50 were evaluated as 0.545~0.608, 0.643~0.749 respectively. The result from this research will be useful for developing various foundations and soil structures under LRFD.

The Theory of Assortative Matching Based on Costly Signals

We study two-sided markets with a finite number of agents on each side, and with two-sided incomplete information. Agents are matched assortatively on the basis of costly signals. Asymmetries in signalling activity between the two sides of the market can be explained by asymmetries either in size or in heterogeneity. Our main results identify general conditions under which the potential increase in expected output due to assortative matching (relative to random matching) is offset by the costs of signalling. Finally, we examine the limit model with a continuum of agents and point out differences and similarities to the finite version. Technically, the paper is based on the elegant theory about stochastic order relations among differences of order statistics, pioneered by Barlow and Proschan in 1966 in the framework of reliability theory.

Stochastic Models of Cascading Failures

What is a ‘cascading failure’? Whilst most people have an intuitive idea of what is meant by cascading, no definition exists within the framework of reliability theory. The aim of this paper is to explore the field of component dependence within a network structure, and to construct a definition of cascading failure.

Stochastic Models of Cascading Failures

What is a ‘cascading failure’? Whilst most people have an intuitive idea of what is meant by cascading, no definition exists within the framework of reliability theory. The aim of this paper is to explore the field of component dependence within a network structure, and to construct a definition of cascading failure.