Pensum/læringskrav

Litteratur

Natvig, Bent: Pålitelighetsanalyse med teknologiske anvendelser, 1998. 3. utgave.

  • Kapittel 1, 2, 3.1-3.6, 5, Appendix 2.

Huseby, A. B., Naustdal, M. og Vårli, I. D.: System Reliability Evaluation using Conditional Monte Carlo Methods, 2003. Matematisk Institutt. Kap. 1-4 . (last ned i PDF-format).

  • Notatet deles ut på forelesningen

Huseby, A. B. og Haavardsson, N.: Multisegment Production Profile Models, A Hybrid System Approach, 2006. Matematisk Institutt. (last ned i PDF-format).

  • Notatet deles ut på forelesningen

Annet

Eksempler på praktisk risiko- og pålitelighetsanalyse, (Gjennomgås på forelesningene i andre del av kurset).

Oppgavesamling for STK2400, (Tidligere eksamensoppgaver).

Description of the course

Contents

Coherent systems, representations of coherent systems by paths and cuts, reliability calculations for systems of independent components, reliability importance measures, associated random variables, bounds on system reliability, Monte Carlo simulation methods, case studies from applied risk and reliability analysis.

What do you learn?

The course covers the probability theoretical foundation needed to compute the reliability of a system, i.e., the probability that a system is functioning, given its logical structure and the reliabilities of the components in the system. Examples of such systems are nuclear power plants and oil platforms. The course serves as an introduction to more advanced studies in risk and reliability theory, but is also useful and relevant for students specializing in fields like engineering, insurance mathematics or mathematical finance.

Publisert 24. apr. 2006 23:40 - Sist endret 15. nov. 2006 06:03