IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v91y2006i3p320-348.html
   My bibliography  Save this article

Probability of loss of assured safety in temperature dependent systems with multiple weak and strong links

Author

Listed:
  • Helton, J.C.
  • Johnson, J.D.
  • Oberkampf, W.L.

Abstract

Relationships to determine the probability that a weak link (WL)/strong link (SL) safety system will fail to function as intended in a fire environment are investigated. In the systems under study, failure of the WL system before failure of the SL system is intended to render the overall system inoperational and thus prevent the possible occurrence of accidents with potentially serious consequences. Formal developments of the probability that the WL system fails to deactivate the overall system before failure of the SL system (i.e. the probability of loss of assured safety, PLOAS) are presented for several WL/SL configurations: (i) one WL, one SL; (ii) multiple WLs, multiple SLs with failure of any SL before any WL constituting failure of the safety system; (iii) multiple WLs, multiple SLs with failure of all SLs before any WL constituting failure of the safety system; and (iv) multiple WLs, multiple SLs and multiple sublinks in each SL with failure of any sublink constituting failure of the associated SL and failure of all SLs before failure of any WL constituting failure of the safety system. The indicated probabilities derive from time-dependent temperatures in the WL/SL system and variability (i.e. aleatory uncertainty) in the temperatures at which the individual components of this system fail and are formally defined as multidimensional integrals. Numerical procedures based on quadrature (i.e. trapezoidal rule, Simpson's rule) and also on Monte Carlo techniques (i.e. simple random sampling, importance sampling) are described and illustrated for the evaluation of these integrals.

Suggested Citation

  • Helton, J.C. & Johnson, J.D. & Oberkampf, W.L., 2006. "Probability of loss of assured safety in temperature dependent systems with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 91(3), pages 320-348.
  • Handle: RePEc:eee:reensy:v:91:y:2006:i:3:p:320-348
    DOI: 10.1016/j.ress.2005.01.011
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832005000499
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ress.2005.01.011?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Perwez Shahabuddin, 1994. "Importance Sampling for the Simulation of Highly Reliable Markovian Systems," Management Science, INFORMS, vol. 40(3), pages 333-352, March.
    2. Evans, Michael & Swartz, Timothy, 2000. "Approximating Integrals via Monte Carlo and Deterministic Methods," OUP Catalogue, Oxford University Press, number 9780198502784.
    3. Peter W. Glynn & Donald L. Iglehart, 1989. "Importance Sampling for Stochastic Simulations," Management Science, INFORMS, vol. 35(11), pages 1367-1392, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Helton, J.C. & Johnson, J.D. & Oberkampf, W.L., 2009. "Effect of delayed link failure on probability of loss of assured safety in temperature-dependent systems with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 94(2), pages 294-310.
    2. Helton, J.C. & Johnson, J.D. & Oberkampf, W.L., 2007. "Verification test problems for the calculation of probability of loss of assured safety in temperature-dependent systems with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 92(10), pages 1374-1387.
    3. Helton, Jon C. & Pilch, Martin & Sallaberry, Cédric J., 2014. "Probability of loss of assured safety in systems with multiple time-dependent failure modes: Representations with aleatory and epistemic uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 124(C), pages 171-200.
    4. Helton, Jon C. & Brooks, Dusty M. & Sallaberry, Cédric J., 2020. "Property values associated with the failure of individual links in a system with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    5. Helton, Jon C. & Brooks, Dusty M. & Sallaberry, Cédric J., 2022. "Probability of Loss of Assured Safety in Systems with Multiple Time-Dependent Failure Modes: Incorporation of Delayed Link Failure in the Presence of Aleatory Uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 223(C).
    6. Pi, Shiqiang & Liu, Ying & Chen, Haiyan & Deng, Yan & Xiao, Longyuan, 2021. "Probability of loss of assured safety in systems with weak and strong links subject to dependent failures and random shocks," Reliability Engineering and System Safety, Elsevier, vol. 209(C).
    7. Helton, J.C. & Johnson, J.D. & Oberkampf, W.L., 2007. "Verification of the calculation of probability of loss of assured safety in temperature-dependent systems with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 92(10), pages 1363-1373.
    8. Pi, Shiqiang & Xiao, Longyuan, 2020. "Investigation of temperature-dependent high consequence system with weak and strong links based on probability of loss of assured safety," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    9. Pilch, Martin & Trucano, Timothy G. & Helton, Jon C., 2011. "Ideas underlying the Quantification of Margins and Uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 96(9), pages 965-975.
    10. Helton, J.C. & Johnson, J.D. & Oberkampf, W.L. & Sallaberry, C.J., 2006. "Sensitivity analysis in conjunction with evidence theory representations of epistemic uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1414-1434.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Helton, J.C. & Johnson, J.D. & Oberkampf, W.L., 2007. "Verification test problems for the calculation of probability of loss of assured safety in temperature-dependent systems with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 92(10), pages 1374-1387.
    2. Helton, Jon C. & Sallaberry, Cedric J., 2009. "Computational implementation of sampling-based approaches to the calculation of expected dose in performance assessments for the proposed high-level radioactive waste repository at Yucca Mountain, Nev," Reliability Engineering and System Safety, Elsevier, vol. 94(3), pages 699-721.
    3. Helton, J.C. & Johnson, J.D. & Sallaberry, C.J. & Storlie, C.B., 2006. "Survey of sampling-based methods for uncertainty and sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1175-1209.
    4. Helton, J.C. & Hansen, C.W. & Sallaberry, C.J., 2014. "Conceptual structure and computational organization of the 2008 performance assessment for the proposed high-level radioactive waste repository at Yucca Mountain, Nevada," Reliability Engineering and System Safety, Elsevier, vol. 122(C), pages 223-248.
    5. Pierre L’Ecuyer & Bruno Tuffin, 2011. "Approximating zero-variance importance sampling in a reliability setting," Annals of Operations Research, Springer, vol. 189(1), pages 277-297, September.
    6. Sandeep Juneja & Perwez Shahabuddin, 2001. "Fast Simulation of Markov Chains with Small Transition Probabilities," Management Science, INFORMS, vol. 47(4), pages 547-562, April.
    7. Kaynar, Bahar & Ridder, Ad, 2010. "The cross-entropy method with patching for rare-event simulation of large Markov chains," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1380-1397, December.
    8. Barry L. Nelson, 2004. "50th Anniversary Article: Stochastic Simulation Research in Management Science," Management Science, INFORMS, vol. 50(7), pages 855-868, July.
    9. Kuruganti, I. & Strickland, S., 1997. "Optimal importance sampling for Markovian systems with applications to tandem queues," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(1), pages 61-79.
    10. Hernan P. Awad & Peter W. Glynn & Reuven Y. Rubinstein, 2013. "Zero-Variance Importance Sampling Estimators for Markov Process Expectations," Mathematics of Operations Research, INFORMS, vol. 38(2), pages 358-388, May.
    11. Nam Kyoo Boots & Perwez Shahabuddin, 2001. "Simulating Tail Probabilities in GI/GI.1 Queues and Insurance Risk Processes with Subexponentail Distributions," Tinbergen Institute Discussion Papers 01-012/4, Tinbergen Institute.
    12. Philippe Jehiel & Jakub Steiner, 2020. "Selective Sampling with Information-Storage Constraints [On interim rationality, belief formation and learning in decision problems with bounded memory]," The Economic Journal, Royal Economic Society, vol. 130(630), pages 1753-1781.
    13. Prusty, B Rajanarayan & Jena, Debashisha, 2017. "A critical review on probabilistic load flow studies in uncertainty constrained power systems with photovoltaic generation and a new approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 1286-1302.
    14. repec:jss:jstsof:33:i11 is not listed on IDEAS
    15. Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao, 2015. "A risk model with renewal shot-noise Cox process," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 55-65.
    16. N. Hilber & N. Reich & C. Schwab & C. Winter, 2009. "Numerical methods for Lévy processes," Finance and Stochastics, Springer, vol. 13(4), pages 471-500, September.
    17. Samet, Haidar & Khorshidsavar, Morteza, 2018. "Analytic time series load flow," Renewable and Sustainable Energy Reviews, Elsevier, vol. 82(P3), pages 3886-3899.
    18. Paul Glasserman & Philip Heidelberger & Perwez Shahabuddin, 2000. "Variance Reduction Techniques for Estimating Value-at-Risk," Management Science, INFORMS, vol. 46(10), pages 1349-1364, October.
    19. Bo Wang & Jian Qing Shi, 2014. "Generalized Gaussian Process Regression Model for Non-Gaussian Functional Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1123-1133, September.
    20. Episcopos, Athanasios, 2004. "The implied reserves of the Bank Insurance Fund," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1617-1635, July.
    21. Ad Ridder & Bruno Tuffin, 2012. "Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques," Tinbergen Institute Discussion Papers 12-103/III, Tinbergen Institute.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:91:y:2006:i:3:p:320-348. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.