Table Of Content

Risk and Reliability Risk and Reliability Coastal and Hydraulic Engineering Dominic Reeve Firstpublished2010 bySponPress 2ParkSquare,MiltonPark,Abingdon,OxonOX144RN Simultaneously published in the USA and Canada bySponPress 270 Madison Avenue, New York, NY 10016, USA This edition published in the Taylor & Francis e-Library, 2009. To purchase your own copy of this or any of Taylor & Francis or Routledge’s collection of thousands of eBooks please go to www.eBookstore.tandf.co.uk. SponPressisanimprintoftheTaylor&FrancisGroup,an informa business (cid:2)c 2010 Dominic Reeve Allrightsreserved.Nopartofthisbookmaybereprintedor reproduced or utilised in any form or by any electronic, mechanical, or other means, now known or hereafter invented, including photocopyingandrecording,orinanyinformationstorageor retrievalsystem,withoutpermissioninwritingfromthepublishers. Thispublicationpresentsmaterialofabroadscopeandapplicability. Despitestringenteffortsbyallconcernedinthepublishingprocess, sometypographicaloreditorialerrorsmayoccur,andreadersare encouragedtobringthesetoourattentionwheretheyrepresent errorsofsubstance.Thepublisherandauthordisclaimanyliability, inwholeorinpart,arisingfrominformationcontainedinthis publication.Thereaderisurgedtoconsultwithanappropriate licensedprofessionalpriortotakinganyactionormakingany interpretation that is within the realm of a licensed professional practice. British Library Cataloguing in Publication Data Acataloguerecordforthisbookisavailable from the British Library LibraryofCongressCataloginginPublicationData Reeve,Dominic. Riskandreliability:coastalandhydraulicengineering/ DominicReeve. p.cm. Includesbibliographicalreferencesandindex. 1. Coastalengineering. 2. Hydraulicengineering. I. Title. TC205.R4452009 627—dc22 2009007962 ISBN 0-203-89552-5 Master e-book ISBN ISBN13:978-0-415-46755-1(hardback) ISBN13:978-0-203-89552-8(ebook) ISBN10:0-415-46755-1(hardback) ISBN10:0-203-89552-5(ebook) Dedicated to Audrey, Sophie and Sasha Contents Foreword xi Preface xii Principalnotation xv 1 Introduction 1 1.1 Historicalcontext 1 1.2 Uncertainty 5 1.3 Riskandreliability 7 1.3.1 Introduction 7 1.3.2 Whatisrisk? 7 1.3.3 Whatisreliability? 8 1.4 Scope 10 Furtherreading 11 2 Introductiontoprobability 12 2.1 Probability 12 2.1.1 Setsandrelations 12 2.1.2 Factorials 15 2.1.3 Permutationsandcombinations 15 2.1.4 Samplespace 16 2.1.5 Randomvariablesandprobability 17 2.1.6 Axiomsofprobability 18 2.2 Elementaryresultsfromprobabilitytheory 18 2.2.1 Conditionalprobability 18 2.2.2 Conditionalindependence 20 2.2.3 PartitionsandBayes’rule 21 2.3 Randomvariables 24 2.3.1 Discreterandomvariables 24 2.3.2 Continuousrandomvariables 28 2.3.3 Momentsofadistribution 34 viii Contents 2.3.4 Percentiles,quartilesandquantiles 36 2.3.5 Transformationofcontinuousdistributions 37 2.3.6 Numericalgenerationofrandomvariables 37 2.4 Reliabilityandhazardfunctions 41 Furtherreading 44 3 Elementsofprobabilityandstochasticprocesses 45 3.1 Manipulatingdistributions 45 3.1.1 Functionsofonevariable 45 3.2 Jointprobability 50 3.3 Functionsofmorethanonevariable 54 3.4 Centrallimittheorem 60 3.5 Characteristicandmomentgeneratingfunctions 61 3.6 Transformationofmoments 64 3.7 Estimatingparameters 67 3.7.1 Methodofmoments 68 3.7.2 Methodsofprobability-weightedand L-moments 69 3.7.3 Leastsquares 70 3.7.4 Maximumlikelihoodestimation 72 3.7.5 Bayesianmethods 75 3.7.6 Resamplingtechniques–confidence limits 76 3.8 Stochasticprocesses 78 Furtherreading 86 4 Extremes 87 4.1 Introductiontoextremes 87 4.2 Limitingdistributionsandbehaviour 93 4.3 Fittingextremedistributionstodata 100 4.3.1 Least-squaresfitting 100 4.3.2 Methodofmoments 103 4.3.3 Maximumlikelihoodestimation 107 4.3.4 Gettingmorefromyourdata 109 4.3.5 Modelselection 109 4.4 Jointextremes 114 Furtherreading 117 5 Uncertaintyandreliabilityanalysis 118 5.1 Background 118 5.2 Definitionoffailure 119 5.3 Uncertainty 120 5.4 Riskandreliability 125 Contents ix 5.4.1 Introduction 125 5.4.2 Definingrisk 126 5.4.3 Definingreliability 126 5.4.4 Reliabilitytheories 129 5.5 Level1Methods 129 5.6 Level2Methods 130 5.6.1 Historicalbackground 130 5.6.2 First-ordermeanvalueapproach 134 5.6.3 First-orderdesignpointapproach 136 5.6.4 Approximatefulldistribution approach(AFDA) 142 5.6.5 Correlatednon-normalvariables 143 5.6.6 Correlatedextremevariables 147 5.6.7 Pointestimationmethods 148 5.7 Level3Methods 151 5.8 Furthernotesonreliabilitymethods 154 5.8.1 Second-orderreliabilitymethods 154 5.8.2 Time-varyingreliabilitymethods 155 Furtherreading 160 6 Applications 161 6.1 Introduction 161 6.2 Fluvialflooddefences 161 6.2.1 Introduction 161 6.2.2 Examples 163 6.3 Coastalflooddefences 174 6.3.1 Introduction 174 6.3.2 Examples 187 6.4 Flowinpipesanddrains 199 6.4.1 Introduction 199 6.4.2 Examples 203 6.5 Maritimeandoffshorestructures 212 6.5.1 Introduction 212 6.5.2 Examples 218 6.6 Coastalprotection 225 6.6.1 Introduction 225 6.6.2 Examples 228 6.7 Coastalmorphology 237 6.7.1 Introduction 237 6.7.2 Examples 240 Furtherreading 255