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CONSULTING

PROGRAMS

STRUREL

A STRUCTURAL RELIABILITY ANALYSIS PROGRAM-SYSTEM

Demo - Version

Componental Reliability Analysis

This manual is part of the program system STRUREL for structural reliability analysis by

RCP GmbH.

retrieval system, or translated into any language, in any form or by any means without prior

written permission of RCP GmbH.

The software described in this document is delivered solely under condition of the end-users

agreement to the license conditions that are accompanying the shipment in an extra leaflet.

Any installation of this software on any computer is only permitted when the purchaser is

fully aware of the license conditions and has agreed to them by sending off the corresponding

declaration. Should you be in lack of either the license conditions or the statement of

agreement, please contact RCP.

RCP GmbH reserves the right to continuously revise and update the software including the

documentation with no obligation of RCP GmbH to notify any person or any organization of

such revision. RCP GmbH assumes no responsibility for any errors that may appear in the

software or in the documentation. RCP GmbH wishes to point out that the use of complex

computer programs based on most recent theoretical developments may lead to

misinterpretations by both programmers and users. RCP GmbH cannot accept responsibility

for such misinterpretations. (For full extent of warranty and liability issues see the general

license conditions.)

R C P Consult GmbH

Ismaninger Str. 75

81675 MNCHEN

Federal Republic of Germany

Windows NTTM, Windows 98TM, Windows MeTM; Windows 2000TM; Windows XPTM; Windows VistaTM are

trademarks of Microsoft Corporation.

TABLE OF CONTENTS

TABLE OF CONTENTS

1.1 GETTING STARTED; INSTALLATION ....................................................................................................................4

1.1.1 Demo-Version Issues .................................................................................................................................4

1.1.2 Working with SYSREL..............................................................................................................................4

1.2 SOFTWARE AND HARDWARE REQUIREMENTS .....................................................................................................5

1.3 SYSREL FILES .....................................................................................................................................................5

1.4 TECHNICAL SUPPORT ..........................................................................................................................................6

1.5 CONVENTIONS FOR FILENAMES IN SYSREL .........................................................................................................6

1.6 DIFFERENCES BETWEEN SYSREL (9.6) AND EARLIER VERSIONS OF SYSREL ........................................................7

2. INTERACTIVE USE OF SYSREL..................................................................................................................8

2.1 INTRODUCTION ...................................................................................................................................................8

2.2 MAIN MENU ITEMS .............................................................................................................................................9

2.3 FILE MANIPULATIONS .......................................................................................................................................10

2.4 DEFINITION OF THE FAILURE CRITERIA: FUNCTION ..........................................................................................11

2.5 DEFINITION OF THE STOCHASTIC MODEL..........................................................................................................12

2.5.1 Overview on Menu Items in Model .........................................................................................................12

2.5.2 The Stochastic Model in Detail................................................................................................................16

2.6 THE LOGICAL MODEL FOR SYSREL ................................................................................................................20

2.6.1 Definition of Cut-Sets and of the Conditional Event ...............................................................................20

2.6.2 Variables in Criteria .................................................................................................................................23

2.7 PERFORMING THE RELIABILITY ANALYSIS: PROCESS .......................................................................................23

2.7.1 Control of Computation Options in Detail ...............................................................................................24

2.7.2 The Starting Solution Window.................................................................................................................26

2.7.3 Solution Strategies for SYSREL ..............................................................................................................27

2.7.4 Reliability Computation: Run ..................................................................................................................27

2.8 GRAPHICAL POST-PROCESSING.........................................................................................................................28

2.8.1 Menu Items in Display .............................................................................................................................28

2.8.2 Controlling Screen Layout: Window .......................................................................................................31

2.8.3 Formatting of Plots: Options ....................................................................................................................31

3. INTRODUCTORY EXAMPLES FOR SYSREL ..........................................................................................33

3.1 A SIMPLE EXAMPLE (LIFE.ISY FOR LIFELINE SYSTEM) .................................................................................33

3.1.1 State Functions .........................................................................................................................................35

3.1.2 Stochastic and Logical Model ..................................................................................................................36

3.1.3 Run and Text Output (SYSREL)...............................................................................................................37

3.1.4 Graphical Post-Processing (SYSREL).......................................................................................................42

3.2 A SIMPLIFIED CASE OF RELIABILITY UPDATING BY AN OBSERVATION OF CRACK LENGTH (CRACKSCAL.ISY)43

4. ADDITIONAL ILLUSTRATION EXAMPLES FOR SYSREL .................................................................48

4.1 DIFFERENT FAILURE MODES - A SERIES SYSTEM (PFRAME) ............................................................................48

4.2 SEVERAL EVENTS MUST HAPPEN TO CAUSE FAILURE - A PARALLEL SYSTEM (CRASH) ...................................50

5. STOCHASTIC MODELLING .......................................................................................................................53

6. INDEX ..............................................................................................................................................................58

GENERAL INFORMATION

1. GENERAL INFORMATION

This manual is for the Demo version of SYSREL only. It basically consists of a few excerpts

from the full version manual for Comrel and SYSREL Symbolic, giving you the guidelines

how to install and handle the programs. As to the shortening method applied in compiling the

Demo manual, void or unclear references might happen to arise in spite of our efforts to avoid

them.

After having downloaded the Demo package you should read and agree to the terms of the

user license accompanying the software (file License_D.txt). Then carefully read the

installation instructions and latest information in the file Demo_9xx.txt (where xx stands

for the actual version, at the time of producing this manual V.9.60 yielding Demo_960.txt).

After having run Setup.exe your chosen directory will contain the Demo program along with

several examples both for Time-Invariant (TI) and Time-Variant (TV) componental reliability

analysis.

See Section 3) in Demo_9xx.txt for the functional restrictions of the Demo version.

1. typing the State Functions in standard mathematical notation (in SYSREL each State

Function defines a Component of the system),

2. preparation of the Stochastic Model for the variables (input file), selecting computation

options,

3. definition of the Logical Model (arrangement of the Components in a series or parallel

system or in a cut-set),

4. saving the model (input) file to disk,

5. performing the reliability analysis with the embedded Symbolic Processor,

6. checking the results file and graphical post-processing.

All these tasks are controlled and executed from the interactive pre- and post-processors

under Windows. Steps 1 and 2 can be interchanged.

The Theoretical Concepts underlying the functionality of the software can be studied in the

Program Help function, Theory section

GENERAL INFORMATION

This manual contains a table of the most important distribution functions (see Stochastic

Modelling)

Windows Me, Windows 2000 and Windows XP. They should also still run under

Windows 9x but no thorough testing was performed on these outdated platforms. The

hardware necessary is dictated by the Windows version you use. The files for SYSREL

occupy ca. 6 MB on your hard disk.

This manual describes the version of SYSREL with a built-in Symbolic Processor, which

parses and interprets the state functions. Thus, no Fortran compiler is needed.

Files necessary to run SYSREL:

Sysrel.exe Interactive pre- and post-processor for Windows including the

Symbolic Processor

Sysrel.err Error messages file

Sysrel.hlp Help file

Sysrel.FTS Index file for the help

Sysrel.cnt Contents of help file

Systheor.cnt Contents of theoretical part of help.

The subdirectory \Examples\ copied to your hard disk contains model (input) files with

stochastic model and state functions of Examples for Sysrel described in the equally named

section of this manual. It also contains the result and plot-data files for all the examples for

easy reference.

GENERAL INFORMATION

Our license includes free technical support via telephone or Fax for the installation of the

software. For technical support please contact:

R C P Consult GmbH

Ismaningerstr. 75

81675 Mnchen

Germany

Tel.: +49-(0)89-28 52 52

Fax : +49-(0)89-28 51 70

E-mail, general issues: admin@strurel.de

E-mail, technical questions: gollwitzer@strurel.de

E-mail, theoretical questions: rackwitz@strurel.de

Homepage of RCP: http://www.strurel.de

As for all other programs in the STRUREL system also for SYSREL there are file name

conventions which should help to group the files for each application and which assure to

have unique names. The basic concept is to define a jobname for each application, which is

used as the name for all files connected to this Job. Both programs support long file names

but the extension is fixed. The extension is used to distinguish between the various files

created in one Job. The last two characters of the extension are connected to the program,

".?sy" for SYSREL. The first character describes the nature of the file: i for input file, r for

results file, m for monitoring file and p for plot file.

The following table presents the file extensions used by the Demo version of Sysrel:

bsy Input file containing control data, the stochastic model, the logical model

and the state functions for the Symbolic Processor in binary form

rsy Results file, ready to print

msy Monitoring file containing the history of the iteration to find the -point

and further debugging information, to be consulted in case of problems

psy Data for graphical post-processing

For backup purposes it is enough to keep the input files. Additionally you may keep the

results files or a hard copies of them.

GENERAL INFORMATION

In Sysrel (9.6) you can now perform parameter studies also for the distribution parameters

in the Nataf- and Hermite model.

In Sysrel (9.6) it is also possible to run parameter studies over correlation coefficients.

A new, more general definition of -values (so called representative -values), valid

also for dependent variables, allows a consistent computation of Partial Safety Factors in

Sysrel (9.6).

The Symbolic Processor in Sysrel (9.6) offers new features to create debug prints from the

failure functions, from User Defined Functions and from Reference Functions.

The implemented help facilities, available from the main menu of Sysrel were updated and

improved in Sysrel (9.6).

INTERACTIVE USE OF SYSREL

2.1 Introduction

Pre-Processing:

Usually the first step is the definition of the state functions (failure criteria, events,

components, etc.) by means of a function written very easily in symbolic notation.

Subsequently, those criteria will be denoted by Function for simplicity. In case of SYSREL

you usually will have several components, which are treated simultaneously. Nevertheless.

Next you set up the Stochastic Model in terms of a proper description of the basic random

Variables (X-variables). The failure criteria are formulated as functions of these X-variables

(plus additional deterministic Constants). The X-variables and also the constants have names

(Character Identifiers), which are common to the stochastic model and to Function. These

names are automatically exported from Function to the stochastic model and vice versa. In

addition to the stochastic model you will have to define the logical connection of the failure

criteria (Logical Model). In pre-processing you also specify whether you want to perform a

parameter study and the like. Further you can define certain computational options.

Variables from the Stochastic Model can be imported into the state functions using the

right mouse button in the Function window.

Processing:

In this step you Run the Reliability Analysis in order to produce all result- and interface-files

for the post-processing part. Access to all parameters controlling the various algorithmic

options of the programs is via some dialog boxes.

The Reliability Analysis takes all input from disk (from the model file). You must save all

input and you are requested to do so if you click on the Run button (or invoke Run from

the menu).

Post-Processing:

The fact that SYSREL is a Windows based application provides many graphical tools to

analyse the results. You may display bar charts and pie charts of sensitivities and plots of

various quantities from a parameter study. All information for graphical post-processing is

stored in so called plot-files (ASCII data files). The MDI technique employed gives the

possibility to view results of several runs from different plot-files on the same screen for

comparison. All graphical output can be exported to the Clipboard or to WMF-files. In

INTERACTIVE USE OF SYSREL

post-processing you also have access to ASCII files with results and monitoring information.

You can select any text editor on your system to display and edit these files.

A click on the right mouse button gives you quick access to all formatting options in plots.

The task main menu of SYSREL is organised in a way that one performs the essential steps in

a reliability analysis as outlined in the introduction by going through the menu items from left

to right. Since SYSREL has the same type of interface as earlier COMREL-versions, some of

the menus carry slightly different names than in COMREL (8.x): Process corresponds to Job

in COMREL, Display to View.

File Management of the model (input) file (Open, Save, etc.), Printer control

Function Pre-processing part: Type in the state function(s) for the symbolic processor

Process Processing part: Set algorithmic options, run the reliability analysis

Window Post-processing part: Arrange results windows (MDI), copy to other applications

Help Gives access to SYSREL-help contents. Displays the SYSREL logo, and switches the

hint bar on or off.

INTERACTIVE USE OF SYSREL

Operations with any item in the menu list as well as with any sub-item are explained in the

status line at the top of the screen. Many operations and options can also be addressed

simply by buttons for further acceleration of your analysis. If you hold the cursor on them

for a moment a short description of their function will be given as in other modern

Windows applications.

More context sensitive help is available by a click on the ?-button on the toolbar and

subsequently clicking on any highlighted item in the window.

Under File you can open an existing input file containing the state function(s) and all

previously defined data or open a new file, which later has to be stored.

Open With Open you can open an existing input file *.isy.

New The item New provides a new and empty model (input) file to enter your state

function(s) and data. When a new problem together with its data is started the (default)

jobname is Untitled. It is advisable to save it under a specific name as soon as possible - in

any case before running the new problem.

Save The Save operation will save the file under the current jobname. The current jobname

can be seen in the window caption SYSREL-[...] together with its path.

Save As The Save As operation will save the modified file under a new jobname.

Print / Printer Setup You can also directly Print the state function and change the

properties of the printer via Printer Setup.

INTERACTIVE USE OF SYSREL

A COMREL (V.7.x) input file can be read in SYSREL, you just have to provide a Logical

Model (1 Cut-Set, 1 Component) and select all variables in the one failure criterion

(Variables in Criteria). Note: COMREL V.8 input files are not supported in

SYSREL V.9.x.

The pop up menu in the main menu deals with specification of the state function containing

the failure criterion or several failure criteria distinguished by a number and possibly a

comment.

With the next item to the right Function you can edit the state function by the usual operations

The state function(s) are typed in usual mathematical notation. With a click on the right

mouse button in the edit box you have quick access to the full set of features of the symbolic

processor. These features are explained in detail in the Help, section Technical Reference.

Exit The Exit item closes the current job and returns to the main menu where you can

start another SYSREL-task (session) with a different Jobname.

Each failure criterion has the mandatory name FLIM followed by its number in parenthesis

and possibly a comment in parenthesis or in braces. Here is a typical example:

FLIM(2){crack propagation failure} =

ln (Acr / A0) / (PI * Cp*1E-10 * deltas^m * nue0) - t

Variables and constants in the state function are always defined by Character Identifiers,

which must be restricted to 8 characters. There are some more syntax rules and conventions,

which must be fulfilled (see Technical Reference). You can insert line breaks, blanks, etc.

You can define so-called Reference Functions which you can use later when specifying

parameters of basic variables in the stochastic model. There is also the possibility to use the

so-called User Defined Functions to emulate the Fortran subroutine calls of the professional

versions. If you want to use some of the built-in functions you may select them from the list

under Expressions and copy them to the cursor position. Also, the list of variables and

parameters already defined is present there and you may copy a name to the cursor position. If

you finished editing the state function you should proceed to definition of stochastic model

before saving everything to disk into the input (model) files.

INTERACTIVE USE OF SYSREL

By a click on the right mouse button you get quick access to expressions and to the Basic

Variables and Constants (parameters) defined in the stochastic model.

INTERACTIVE USE OF SYSREL

U X Transformation

The first group is entered by the item U X Transformation. In addition to the (default)

Rosenblatt transformation for transforming Basic Variables from U- to X-space there are the

options Nataf transformation and Hermite-Transformation, respectively. The Nataf model

allows to define correlations between arbitrary non-normal variables. In consequence, in the

box for the definition of the correlation matrix also the distribution types of selected basic

variables are displayed. In the Hermite model all marginal distributions are required to be of

Hermite type. A correlation coefficient matrix can also be inputted. Note that for the

Rosenblatt transformation only Normal/Lognormal variables can be correlated whereas in

Nataf transformation almost all types of variables can have correlations (except for

distribution types without moments as e.g. the Cauchy distribution). For the Hermite model

there are certain restrictions to the third and forth parameter (standard skewness and curtosis).

Note further that both Nataf and Hermite models require after transformation positive definite

correlation matrices. Therefore, not all correlation coefficient matrices are admissible. See

also the Theoretical Concepts for further details.

Stochastic Model

The second group Stochastic Model of menu items is concerned with the description of all

marginal basic random variables (X-Variables) and deterministic Constants. It is the central

part of the modeler used to define the names (Character Identifiers) and the stochastic model

(distribution types and parameters) for all basic random variables.

INTERACTIVE USE OF SYSREL

The window above is described in detail below, see: The Stochastic Model in Detail.

Deterministic Constants are also denoted parameters because you can perform a

systematic variation of such a value in a Parameter Study.

Essentially, in Model you modify and produce all data concerning the stochastic model. This

is the major part of the data on in the input files. Reference is made to the Help, section

Technical Reference where the many possibilities of stochastic modelling are explained in

detail.

Correlations

In Correlations you can enter the correlation coefficients for multivariate Gaussian models as

well as for the Nataf and the Hermite model. Note the difference between Rosenblatt

transformation and Nataf/Hermite transformation. You will find the valid combinations

accessible in the graphical representation of the correlation matrix. You select any accessible

combination by a double click on the corresponding matrix element (regardless whether in

upper or lower triangle) and enter a value {-1 < coefficient < +1} and then store it with the

Apply button.

With OK you leave this window keeping all input and with Cancel you discard all input

(previous state is restored).

You can enable/disable all correlations without having to edit the matrix by

checking/unchecking the Enable checkmark. If you have defined several correlations and

if you want to perform a test run without correlations you can uncheck Enable so that all

correlations are ignored. You can always restore the entire correlation matrix from memory

as long as you do not leave SYSREL.

INTERACTIVE USE OF SYSREL

Parameter Study

Parameter Study is used to enter the name, lower and upper limit and the increment

(decrement) of a constant to be varied systematically like shown below for parameter xsi.

It is also possible to run a parameter study for a correlation coefficient. Check the Correlation

Coefficient button and then open the correlation matrix using Select. There you select any

accessible pair of variables (you might even edit the entries in the matrix on the fly) and

return (OK) to the parameter study window to define bounds and increment.

The box Create STATREL Data can be used to generate data to be further analysed by

STATREL. If this option is switched on a sample is generated from the parameter study on a

file <Jobname>.ist, which can be analysed in STATREL.

With OK you leave this window keeping all input and with Cancel you discard all input

(previous state is restored).

You can enable/disable the parameter study without having to edit anything by

checking/unchecking the Enable checkmark.

A separate section The Logical Model for SYSREL is dedicated to this crucial part of

SYSREL.

INTERACTIVE USE OF SYSREL

Characteristic Values

As a facility useful in some practical application an option for defining Characteristic Values

is also included. By default, the mean values are set as characteristic values during the

reliability analysis (in this box you will just see their initialisation to zero in that case)

because the mean values may not be known yet (input of distribution parameters).

With OK you leave this window keeping all input and with Cancel you discard all input

(previous state is restored).

The Partial Safety Factors are computed from the characteristic values.

You can set the characteristic values to their default (mean values) by unchecking the

Characteristic Values checkmark.

In SYSREL you are only using non-ergodic variables (R-variables), in the same way as in

COMREL-TI. The stochastic model describes the statistical properties of the basic random

Variables) in terms of the Types of the distribution functions and their Moments or

Parameters. All kinds of dependencies including Correlations are defined here. Constant

(deterministic) parameters are treated as a special case of variables. Reference to both

Variables and Constants is made by their names, the so-called Character Identifiers (case

sensitive, 8 characters). See also the Help, section Theory for further details of stochastic

modelling and transformation.

The upper part of the stochastic modeler window contains the List of Variables which is

empty for a new job. If you have already defined your state function(s) you will see a

complete list of variables and parameters specified in the state function(s). For each basic

INTERACTIVE USE OF SYSREL

random variable and for each deterministic constant this list provides the items below. Access

to any item in this list (checking or editing) is by a double click to load its description into the

edit boxes in the lower part of the stochastic model window.

Character Identifiers

deterministically in time. This is the only type used in COMREL-TI and SYSREL.

You can Add a new Variable or Constant after having provided its unique name (Character

Identifier), its type of distribution and its mean value, standard deviation or its distribution

parameters (Mom/Par switch).

The Comment is optional (default is Undefined). It is printed to the results file for the large

print option (to be set in: Process Control).

You find (deterministic) Constant on top of the scroll box with the various distribution types.

Fixed freezes a basic random variable to its mean value (or first parameter, if no mean

exists). A fixed variable remains an entry in the vector of basic variables in the state function

whereas a constant is stored and handled like a deterministic parameter. Below Fixed you will

find a long list of types of distribution functions the more important of which are located at

the top of this list.

If you want to edit a variable or deterministic constant you double click on the string in the

List of Variables. After the necessary alterations do not forget to Apply your alterations to it.

Note that you cannot change (edit) the identifier of an already defined variable or constant.

You must Delete the variable, then change its name and then Add the variable to the

stochastic model. You cannot delete a variable, which is defined already in an existing failure

criterion unless you delete it there before. All properties remain in the various windows, so if

you Delete/Add in direct sequence you minimise the amount of data to be typed in again.

Variables, which are not used in an existing failure criterion, are shown in a different colour.

They can be deleted directly.

INTERACTIVE USE OF SYSREL

The button New resets all boxes in the stochastic modeler to default values ready to define a

new variable from scratch.

The Sensitivity switch is set to Yes by default. For all basic random variables with this setting

sensitivities and elasticities of the reliability index with respect to distribution parameters

and mean value and standard deviation will be computed. For deterministic Constants the

sensitivities/elasticities refer to the value of the constant. Sensitivities/elasticities cannot be

computed for basic random variables, which have their distribution parameters assigned to

other variables or constants or even to functions. These are not technical but rather theoretical

restrictions. Note that you get a full print of all sensitivities/elasticities for the Large print

option (to be set in: Process Control).

A maximum of four distribution parameters is provided. The four columns for the type of

distribution parameters can have entries Value, Parameter or R-Variable. The four columns

in the list in the upper part of the Stochastic Model window reflect the four columns of edit

boxes and scroll boxes to describe the numerical values of the parameters for any basic

random variable in terms of Moments and/or Parameters of the distribution function. If you

load the description of an existing variable by double-clicking in the list or if you create a

new variable and selected its distribution you will note that the captions on top of the four

columns change according to the type of distribution. The captions also change according to

setting of the Mom/Par switch. The meaning of the captions is explained in the Help, section

Theory.

Input by Moments is to provide mean and standard deviation and, if necessary, additional

distribution parameters as e.g. a shift parameter. For some distribution types input as

moments is not possible. The stochastic modeler will automatically handle these exceptions

and also ask for all additional parameters, see the tables in section Stochastic Modelling.

Internally, COMREL/SYSREL work with parameters only.

You may use the facilities in STATREL (Task Distribution Functions) to compute moments

from parameters or parameters from moments. Also, the form of the selected distribution and

density function may be viewed there.

For both types of input all unused columns have the caption None and are inaccessible, for

example columns 3 and 4 for all two-parameter distributions.

The default type of moment or parameter is Value, i.e. the quantity is simply defined by its

numerical value, which you type in the edit box with the same caption.

For parameter type input only you may define general dependent models by assigning

distribution parameters to other Variables and Parameters and only if you have switched to

INTERACTIVE USE OF SYSREL

the Rosenblatt model previously. You can even make assignments to Reference Functions

RFxx, i.e. an equivalent use of the functions YFUNxx from the professional versions of

SYSREL, see the Help, section Technical Reference.

In the scroll box Variable you get a list of the already defined random variables but also of

the deterministic constants. As concerns the stochastic modeler no difference is made between

an assignment to a variable or to a constant. Yet, if you assign a distribution parameter of

variable X to a random variable Y and if you have switched on the option Rosenblatt, in the

general case you generate a so called sequence of conditional distributions (SCD). The

distribution function of X is conditional on the realisation of Y; F(x|y). The Rosenblatt-

Transformation employed in all STRUREL programs must transform first y = T(u) in order to

be able to compute x = T (u|y). This calls for a certain sequence of the transformation. See

also the Help, section Technical Reference, Stochastic model, Probability Transformation.

If you have added or deleted variables, it is recommended to exit the Stochastic Model and

reopen it to see the resorted model.

No problems arise if you build up a new stochastic model from scratch as you can only make

assignments to existing quantities. But care must be taken if you introduce such assignments

in an existing model. Suppose you want to have variable Mass of the Crash-example with

uncertain parameter m assigned to a variable mMass and uncertain dispersion parameter s

assigned to sMass. You create the new variables mMass and sMass and then change the

settings in the description of Mass. When you leave the stochastic modeler the random vector

(X) is resorted such that mMass and sMass have ROrder-numbers smaller than Mass, in

other words the variable Mass is sorted below the variables it depends on now.

You always leave the stochastic modeler using the Exit button. Having made changes in an

existing model it is important to note that you can still discard all your alterations by re-

opening the old model file. A warning is issued in such a case (Continue ? Yes means to

continue the open-action and to discard previous alterations; No cancels open). If you leave

SYSREL completely, your input in the stochastic modeler and in the state functions is lost if

you do not save it to disk previously (File Save).

INTERACTIVE USE OF SYSREL

The logical connection of the components in a system, which are represented by their failure

criteria, forms the Logical Model. It has to be provided in the Logical Model window, which

is accessible from the main control window of SYSREL under Model. If you activate item

Logical Model the dialog box shown below is opened. Here you enter the logical

representation of the system in terms of Cut-Sets (intersections of failure events).

Each row in the dialog box corresponds to one Cut-Set. A double click toggles between

inclusion or omission of a failure event (Component or Constraint) which you control by the

colour change in the group Constraint Type. By clicking once on any cell in the logical model

you load the current Cut-Set number and constraint (component) number into the boxes in the

lower part of the window. Note that you have as many columns as the number of all

constraints, which you defined for the Symbolic Processor in the State Functions window.

Each row corresponds to one Cut-Set.

Using the Add or Insert buttons in the group Cut-Set you create new rows in the dialog box in

order to define new Cut-Sets. Delete will remove the row (Cut-Set) indicated by the small

pointer from the Logical Model.

INTERACTIVE USE OF SYSREL

The last group, named Event Type, allows to specify whether you want to include a failure

event of type Inequality or Equality. By default a failure event is of type InEquality. The

special case of equality type failure events typically applies to observations. Note that

including an equality constraint automatically triggers a Conditional computation in

SYSREL. You can remove an equality constraint only if you first removed it from the

Conditional Event row.

The Conditional Event row of the Logical Model box is only filled with events if you want to

compute a conditional failure probability. Set theory demands that any event, which is

included in the conditional row, must occur in all Cut-Sets. Also you will note that equality

events will be sorted into the first columns of the logical model (this is just a technical

restriction of SYSREL). Computation of a conditional probability is according to:

I(A C)

P(A C ) = .

I(C)

with (A) the Cut-Sets in the upper part of the dialog box and (C) the conditional event in the

extra row. The operator I is used in the above equation to point out that in the general case

(equalities included) both numerator and denominator are surface integrals.

The following screenshot is taken from the lifeline example including a conditional event

(Lifecndf.isy) in the additional examples.

INTERACTIVE USE OF SYSREL

Note that SYSREL allows some variants when computing a conditional probability. In the

Computation Options dialog box you have access to control flag KCOND. Its default value is

Yes which runs a complete conditional probability computation. The options Numerator and

Denominator of this flag will force SYSREL to compute just the numerator or denominator

according to the above equation. Finally, the I=E option will perform a complete conditional

probability computation with the peculiarity that equality type events will be converted

(temporarily) to inequality type. This last option is simply a short cut as compared to redefine

the equalities in the logical model.

If you want to remove a component from the conditioning event and thus from the

complete system you must remove it from all Cut-Sets. Else it will be included by

SYSREL on runtime for consistency of theory.

To leave this dialog box click on the OK button. Do not forget to Save all input later on

before you Run the reliability processor.

The Cancel button restores the logical model as it was defined when you entered this dialog

box.

INTERACTIVE USE OF SYSREL

If you activate item Variables in Criteria a dialog box similar to the Logical Model box will

be displayed. It tells SYSREL which basic random variables are used in each of the failure

criteria (components). It saves quite a bit of computation time. In SYSREL-Symbolic it is

purely informative (automatically set up). It is kept here also for compatibility with SYSREL-

Pro.

The cells in this matrix are organised in a way that the columns refer to the Failure Criteria

(components) and the rows correspond to all basic variables defined in the Stochastic Model.

To leave this box click on the OK button.

This menu comprises all items to Control and Run the reliability computation of your system

of state functions. Here you set algorithmic control parameters, change the amount of output

and define an optional starting solution, etc.

The Control option gives access to Computation Options, definition of Starting Solution and

to the Solution Strategies.

If you altered the stochastic model and/or state function(s) and/or control settings, when

clicking the Run button, you will be asked to save the input file (model file *.isy) and run

the reliability computation to produce the output files:

INTERACTIVE USE OF SYSREL

Under Control the first submenu is Computation Options which allows to set all algorithmic

control parameters and all flags controlling the output. Usually, you will work with the

defaults. This section describes all Computation Options which are available in SYSREL.

Monitoring Device: (MONF) A minimum of messages from the executable is always directed

to screen. Most of the algorithmic messages are written to the monitoring File by default.

Directing these messages to Screen should be necessary only for special situations (messages

to MONF generated by your example).

Amount of Results to File *.rsy: (NPRI) The extension of name of the result file always

starts with a r (*.rsy in SYSREL). The Small option generates a short output in tabulated

form for reports. The Large option prints the complete stochastic model, all properties of the

-point and all sensitivity information computed. Switching it to debug or even Debug

creates additional output to the monitoring devices (*.msy) and should be necessary only in

case of problems.

Note that in SYSREL this flag controls both the amount of prints to the results file (*.rsy) and

to the monitoring file.

probability integration The options FORM (First-Order Method) and SORM (Second-Order

INTERACTIVE USE OF SYSREL

Method) are the most important options and are present in all programs. Default is FORM.

The following lists the available methods in SYSREL:

intersection) and a correction factor (derived from the curvatures).

Crude FORM computes the failure probability using a small intersection with

individually linearized constraints. It provides the same results as FORM in case

of large intersection.

Inactive Constraints: (LACT) For the default setting Skip the inactive constraints are not

included in the evaluation of the probability content of the Cut-Sets in the system. Only in

rare cases it may be necessary to Include these constraints.

Ditlevsen Bounds on Final Union: (IDITL) If, for some reason, only the probability content

of the Cut-Sets in the system are of interest you may switch off evaluation of the bounds on

the final union of the Cut-Sets.

Method to Compute Sensitivities: (ISENS) The default (Asymptotic) for this flag controlling

evaluation of sensitivities minimises the computational effort for this task. As the name of the

default indicates switching it to Weighted should be necessary only for the non-asymptotic

case (large probabilities).

criterion: (SMU)

Defaults are 0.001 for the convergence criterion and 0.1 for SMU. Changing these defaults

should be necessary only in rare cases. See the Help, section Algorithmic Settings in the

Technical Reference. Illegal input (EPSCON = 0 for example) will be discarded in favour of

the last valid value entered.

Relative Error of Upper Bound in Union: (CONDIT) The algorithm computing the

Ditlevsen bounds on the final union is run until the probability content of the neglected Cut-

Sets (which is added to the upper bound) is less then 10% of the probability of the lower

bound. This holds for the default setting 0.1. Setting CONDIT = 0 forces the algorithm to run

through all Cut-Sets.

of all sensitivity information without having to switch all variables and constants to

(Sensitivity: No) in the stochastic modeler. For ConstPar sensitivity information of only the

INTERACTIVE USE OF SYSREL

constants will be computed (if there are any), for DistPar only for distribution parameters

(and means, standard deviations). Usually this switch should be set to Both for full sensitivity

information.

changing the logical model. If the conditioning event is defined some variants of conditional

probability evaluation can be performed using this switch.

Maximum Number of Iterations in Algorithm #1: (MAX1) gives the maximum allowed

number of iterations in RFLS algorithm-1 (inexact line search) to find the -point u*. For the

NLPQL-algorithm MAX1 defines the maximum number of gradient steps. For the alternative

algorithm JOINT3 MAX1 determines the maximum number of iterations. The algorithm has

to be selected under Solution Strategies (see below).

Maximum Number of Iterations in Algorithm #2: (MAX2) gives the maximum allowed

number of iterations in the RFLS-algorithm-2 (exact line search), or MAX2 determines the

maximum number of iterations in the line searches of the NLPQL algorithm. Defaults are 10

iterations for both algorithms. Changing these defaults should be necessary only in rare cases.

See the Help, section Algorithmic Settings in the Technical Reference.

Starting Solution allows to define an optional starting point for the -point search in standard

space (U-space). In this window you can also provide fixed bounds on the U-variables which

can be useful to prevent the -point search algorithm entering a numerically or physically

inadmissible region. The starting point has to be defined in U-space as in COMREL.

INTERACTIVE USE OF SYSREL

space. The default U-space bounds are -30.0 Ui +30.0 which represents the full interval of

numerical feasibility of the transformation U X.

User allows you to define other starting points than the default.

Random selects a random starting point inside the U-space bounds.

You can enable/disable the Starting Solution without having to edit anything by

checking/unchecking the Starting Solution checkbox (checkmark is set if starting solution

is enabled). .

If you narrow down these bounds be aware that you will get no convergence if the -point

is actually located outside the bounds.

As in COMREL you also have NLPQL (as default here) and as an alternative JOINT3 which

is the (multi-constraint) equivalent to RFLS from COMREL. All other SYSREL specific

options in this window are explained in detail in the Help, section Algorithmic Settings in the

Technical Reference. It is necessary to change the default options only if you encounter

convergence problems in SYSREL.

Run starts the reliability computation. During runtime a few messages are always directed to

screen to control performance. Termination of the run is indicated by a message (Program

Terminated ...). You may scroll through the messages, but note that you should not re-run

the computation (with altered input) unless you closed this window.

Inconsistencies in the input (stochastic model) or algorithmic errors are indicated by a non-

zero error flag IER. Detailed messages can be found in the results and monitoring files.

INTERACTIVE USE OF SYSREL

If fatal numerical errors occurred in the symbolic processor a message box is displayed

indicating the problem (overflow, division by zero, etc.). The same messages can also be

found in the results and monitoring files. In rare cases it may happen that a fatal numerical

error occurs outside the symbolic processor. This will lead to a (Fortran) STOP which

inevitably terminates the whole application. Restart, reopen the input (model) file, set

monitoring and print options to debug state and rerun. Then (restart and reopen again), check

the monitoring and the results files to find an error traceback.

This pop up menu is the entry to all post-processing facilities of SYSREL. You may view the

results in text and graphical form.

The first option, Viewer - Notepad.exe, allows to register any text editor (e.g. NOTEPAD,

WRITE (default)) for viewing monitoring and results files (text files). This setting is stored

permanently and will remain also if you leave COMREL or SYSREL.

INTERACTIVE USE OF SYSREL

If you switched to another text editor you may have redefined the current path to the

directory of the editor. Open any (input, monitoring, results) file to reset the path to your

working directory or restart the program.

Monitoring will open the monitoring file (*.msy) in the selected editor.

Results will open the results file (*.rsy) in the selected editor.

Before you enter graphical post-processing you have to register an interface file generated by

a previous run. These so called Plot Files has the extension *.psy. Plot File will open a box

for file selection. A double click on the selected file will register it and several graphical post-

processing options (described below) will become active, depending on the type of

information contained in the interface file.

The Multiple Document Interface technique used throughout COMREL and SYSREL is

especially valuable in graphical post-processing. You may first register the interface file from

your current Job, create some plots (and iconize them if necessary). Then, you register

another file from a previous run (other Job with different stochastic model on basically the

same problem, say), create further plots and finally compare both sets of plots on one screen:

Reactivate the iconized plots, Window Tile.

Rename: Assume that you ran the Lifeline-example with SORM option and a parameter study

and you want to run the same example with FORM for comparison. The first run will produce

Life.pti. Using this option you can rename this file to Life_s.pti for example, then rerun with

FORM creating Life.pti, rename it to Life_f.pti and finally compare the results. Note, that you

have done all these operations under one Jobname: Life.

variables (so called representative alphas). The vector of alphas is normalised to one, but the

pie chart is filled according to the squares of the -values. In difference to earlier versions of

COMREL and SYSREL the representative alphas provide a direct relation between the U-

space variables and the basic random variables (X-space) also for correlated and also in case

of general dependency structures in the stochastic model.

Componental Sensitivities shows the influence of the components (failure criteria) of the

system on the system reliability index. It is displayed as a piechart similar to the sensitivities

of the U-space variables. Consult also the Help for interpretation.

Elasticities of Constant Parameters creates a barchart of the influence on the reliability index

of a variation in any of the constant parameters. Sensitivity information is computed only for

those constants which were selected in the stochastic modeler (Sensitivity Yes). If

denotes a constant, its sensitivity is / and the elasticity is the dimensionless quantity

INTERACTIVE USE OF SYSREL

. Note that the elasticities are undefined for = 0 (and become meaningless for close

to zero). In the results file both sensitivities and elasticities are printed.

Elasticities of Mean Values and Elasticities of Standard Deviations create barcharts of the

influence on the reliability index of a variation in the mean value and standard deviation of

any basic variable (X-variable). The same remarks as above apply. These quantities are

computed from the sensitivities/elasticities of the distribution parameters which are printed in

the results file.

Partial Safety Factors creates a barchart of the ratios x*/xc where x* is the design value (in

original space) and xc is the characteristic value. The characteristic values of each variable are

the at their means unless other values have been inputted previously.

Parameter Study allows to plot the results of runs with a systematic variation of a Constant if

you required this when setting up the input in the stochastic modeler (see Model

Parameter Study). Several plots can be generated:

Reliability Index displays the reliability index as a function of the systematic variation

of a Constant (parameter) in the parameter study.

Cost Function opens a box for entering the Initial Cost C0 , the Marginal Cost Cm (p)

and the Failure Cost H, p stands for the parameter. Three lines are displayed with

ordinates (y):

blue: y = Co + Cm(p) p

green: y = H Pf, Pf is the failure probability ()

red: y = Co + Cm(p) p + H Pf

The minimal point of the cost function is marked by a black rectangle. Note that usually

a non-trivial optimum only shows up if Pf increases with the parameter (i.e. if the line

over p decreases in the reliability index plot).

Representative Alphas allows to see how the sensitivities of the U-space variables

change throughout the parameter study, see also remarks to the piechart of

representative alphas above.

Partial Safety Factors allows to see how the partial safety factors change throughout

the parameter study, see also remarks to the barchart of partial safety factors above.

For the following plots of results from time variant analysis see Theoretical

Concepts, section Other Exceedance Measures.

INTERACTIVE USE OF SYSREL

The first three items comprise the usual facilities of Windows to arrange the various windows

(and also icons) on your screen:

Tile

Cascade

Arrange Icons

Close Plots

At the bottom of the list of options in the pop up menu Window you find a list of the currently

created windows in the post-processor including the iconized ones.

This menu is only accessible in the post-processor if you have loaded one or more interface

files (*.psy). Its contents depend whether the interface file contains information from a

standard run, i.e. reliability index, failure probability and sensitivities or from a run to

generate data for viewing the state function (run for state function plot).

The first three items are tools for formatting the graph.

Horizontal Axis allows to define the interval and the number of labels on the abscissa.

Vertical Axis allows to define the interval and the number of labels on the ordinate.

A Grid should be plotted after you have formatted abscissa and ordinate.

The formatting windows can also be activated by a right mouse click on the active

window.

INTERACTIVE USE OF SYSREL

The other two items allow to export the generated graphs into your reports:

Export Metafile is the most useful option for inserting graphs into your reports. It creates a

Windows Metafile (*.wmf) with a name prompted from you (default name is Jobname.wmf).

Copy Viewport copies the graph into the Clipboard in a format comparable to WMF (Metafile

picture format, and not the whole window as a bitmap using PrtScreen).

INTRODUCTORY EXAMPLES FOR SYSREL

In this section a complete session with the SYSREL software will be explained. The first

section is about the user defined state functions (also denoted as failure criteria or - in a

system context - as components). It is very similar to COMREL because both programs share

the same interface to the state functions. The definition of the logical model (this is SYSREL-

specific) and the stochastic model (equal to COMREL) and further program control data will

be explained next. Finally the runtime information and the output of the Lifeline example are

commented.

Like in COMREL the names of all files read and generated by SYSREL (*.isy, *.rsy etc.)

depend on the jobname, which is restricted to 8 characters by default. For the example at hand

the jobname is LIFE. After installation of SYSREL you will find the input (model) file with

name LIFE.ISY. We will take this example to explain the structure of SYSREL and its input

and output.

Consider a system as shown in Figure 3-1. Two sources S1 and S2 supply two areas A1 and

A2 by a network of lifelines. The arrows indicate the possible direction of flow. The system is

exposed to some extreme event, e.g. an earthquake. The system is said to fail if either of the

areas are no longer supplied. The system failure event can be written down directly or by

construction of a fault tree.

3

S1 S2

3 2 1 1 2 4

1 4

2 4 3 1 2 5

5

A1 A2 1 3

2 3 1

3 5

5

3 4 5

5 4 5

Fault Minimal

Tree Cut Set

INTRODUCTORY EXAMPLES FOR SYSREL

absorption rules of set theory.

F ={(F1 F3) (F3 F5) (F4 F5) (F1 F2 F4) (F1 F2 F5)}

The Cut-Set form of the logical structure of the system which needs not to be a minimal Cut-

Set (i.e. a Cut-Set representation with all subsets removed) has to be provided as the Logical

Model. For the example the logical model in matrix form reads (index i: line- or Cut-Set

number; index j: column or component number)

j

i 1 2 3 4 5

1 I O I O O

2 O O I O I

3 O O O I I

4 I I O I O

5 I I O O I

where the Xi's are independent normally distributed "Resistances" with mean mxi = mx and

standard deviation x,i = x whereas Y represents an independent normally distributed "Load"

with mean my and standard deviation y.

It follows that = i = (mx - my ) / (x2 + y2)1/2 and = Corr[Zi,Zj] = y2 / (x2 + y2). Let

the parameters be chosen such that = 3, i.e. P(Fi) = 1.35 10-3 and = 0.5. The system has 5

components (KALL=5). The number of basic variables in the whole system is NX = 6. The

minimal Cut-Set representation from above has 5 Cut-Sets (MALL=5). The parameters are

chosen as mx = 10, x = 2, my = 1.515 and y = 2. The identifiers for the load and the 5

resistances can be seen in the Model.

In this case the exact failure probability can be evaluated by one dimensional numerical

integration. Because the resistance variables are assumed independent the conditional failure

probability (conditional on a given load) can be calculated by an exact expansion of the set.

After considerable algebra one arrives at the expression given below. The conditional

intersection probabilities in that expansion are obtained as products of the component

probabilities (after sub-set checking). The condition finally is removed by integration leading

to:

INTRODUCTORY EXAMPLES FOR SYSREL

+

+ + t

Pf , sys = [3P ]

(t ) 4 P 4 (t ) + 2 P 5 (t ) (t ) dt with P(t) =

2

1

(.) is the standard normal integral. (.) is the standard normal density. For = 3.0 and

= 0.5 one obtains

FLIM(1){Component #1} = Scale_R1*Res1-Scale_Ld*Load

FLIM(2){Component #2} = Scale_R2*Res2-Scale_Ld*Load

FLIM(3){Component #3} = Scale_R3*Res3-Scale_Ld*Load

FLIM(4){Component #4} = Scale_R4*Res4-Scale_Ld*Load

FLIM(5){Component #5} = Scale_R5*Res5-Scale_Ld*Load

The definition of the state functions in SYSREL obeys exactly the same rules as in

COMREL. Therefore reference is made to the section describing this module in the COMREL

part. The only difference to COMREL is that for SYSREL several state functions (failure

criteria, components) must be defined, using different function numbers (unless you have a

"system" with one component only). Editing the state function and all other tasks related to

definition of the Failure Criteria and to generation of a Reliability Processor are accessible

via the main menu item Function.

The fact that SYSREL deals with several state functions at a time makes it mandatory that

you specify different numbers for the various state functions. The failure domains of the state

functions are referred to as the "components" in the logical model.

Before one sets up the Logical Model of the system (technically, the incidence matrix of the

Cut-Set system KMAT) one has to select the failure criteria, which will be used in the system.

One can select all or just a subset of the available failure criteria. Only the selected ones are

accessible in the definition of the Logical Model lateron.

Variables in Failure Criteria is the next item where you can define (or better control) all

variables in the various state functions.

For this example you may use the default control options and Run the reliability analysis

under main menu item Process. This run produces the results file Jobname.rsy, the monitoring

file Jobname.msy and finally the post-processing file Jobname.psy. In case at hand the

following files are produced:

INTRODUCTORY EXAMPLES FOR SYSREL

Note that all these files for one job must be in the same directory, but this directory (the "job

directory") can be different from the directory where the vital files are stored (SYSRELs

"root directory"). It is recommended not to use the root directory for jobs in order to avoid

accidental deletion of vital files.

The definition of the stochastic model of the system in SYSREL, i.e. the joint distribution

function of the basic variables together with their parameters and dependencies is identical to

the concepts of COMREL. In addition to the Stochastic Model a system reliability analysis

requires the Logical Model of the system in term of a so-called (minimal) Cut-Set

representation, i.e. as a union of Cut-Sets. The module reading the input file in SYSREL will

check for minimality and reduce any given Cut-Set representation to its minimal form. The

Cut-Sets can include equality and inequality constraints (components). The Logical Model is

defined in form of an incidence matrix (internal name KMAT) with MALL rows and KALL

columns where MALL denotes the total number of Cut-Sets and KALL the total number of

components (failure criteria, events).

Also a conditioning event can be defined for a Conditional computation with the conditioning

event being formally the Cut-Set no. "MALL + 1". Note that the presence of equality

constraints makes mandatory a conditional computation and that any conditioning event will

be included in all Cut-Sets.

Finally, there is the item Variables in Criteria which is similar to the one for the Logical

Model. It is used by SYSREL in the numerical evaluation of gradients by a finite difference

scheme and can help to save unnecessary state function calls. Usually you simply Fill Up this

incidence matrix unless you have very complicated and time consuming state functions

(which certainly does not apply to the Demo version).

In SYSREL there is no menu item Task as it deals with time invariant analysis only.

SYSREL can deal with many components (state functions, failure criteria) arranged in a

Cut-Set system simultaneously.

INTRODUCTORY EXAMPLES FOR SYSREL

For all Cut-Sets SYSREL starts from the origin in U-space or from a user defined starting

solution when searching the joint -points. You may direct SYSREL to generate individual

-points for all components (state functions, failure criteria) which are taken to produce

starting solutions for the search of the joint -points of all Cut-Sets if you specify special

solution strategies.

A call of all state functions at zero will in any case be performed as it is necessary to scale

the functions internally and to determine the system structure.

Note that there are some restrictions in SYSREL which limit the size of the problem. There

are maximal 100 components and maximal 100 basic variables plus constant parameters.

For even larger problems you need the Pro-version of SYSREL requiring a Fortran

compiler.

The contents of the text output file of SYSREL (*.rsy) are described here using the output

from the Lifeline example (Life.rsy). The contents of Life.rsy are reproduced here for the

small output option with parts of it reformatted to match the page size of this manual as

SYSREL prints 132 column wide output. Also some comments are added in [ ] which you also

note by the different font. Note that this file (\Examples\ subdirectory) is delivered with the

contents of the large print option. The graphical post-processing is addressed in the next

section.

INTRODUCTORY EXAMPLES FOR SYSREL

-------------------------------------------------------------------

Job name ............ : life

Comment : Lifeline Example

Date(dd.mm.yy) ...... :

Time(hh:mm) ........ :

Transformation type : Rosenblatt

Optimization algorithm : NLPQL

SYSREL, (Version 9.6), (C) Copyright: RCP-GmbH 1989-2000

-------------------------------------------------------------------

----------------- I N P U T - E C H O ------------------

MALL= 5 KALL= 5 NU= 6 NPVEC= 6

------- Internal control keys of SYSREL derived from input --------

NPRI, IMET, IJOIN, LACT, IDITL, IALFA, ISENS, KCOND, IRHO, EPSCON,

1 0 1 0 3 1 0 0 1.0E-03

MAXIT, MAXFUN, IOPT, IDLIM, MAXDUM, ISYSST, HESDIA

10 10 0 0 10 0 0.00

[An echo of the stochastic model will be printed here when computing and checking the distribution parameters

if NPRI was set 2.]

[It follows a block of information describing user defined (JLIM) and internal numbering of the Failure Criteria

(components, constraints) an the Logical Model]

Input: Assignment of sequential Constraint numbers in SYSREL to JLIM-

numbers in LIMIT:

Constraint no.= 1; JLIM no.in LIMIT = 1 : Component #1

Constraint no.= 2; JLIM no.in LIMIT = 2 : Component #2

Constraint no.= 3; JLIM no.in LIMIT = 3 : Component #3

Constraint no.= 4; JLIM no.in LIMIT = 4 : Component #4

Constraint no.= 5; JLIM no.in LIMIT = 5 : Component #5

[Note that the JLIM numbers can be arbitrary, e.g. JLIM=111, 222, ..., say]

Input: K M A T (Cols.=Constraints; Lines=Cut-Sets):

1 2 3 4 5

1: I O I O O

2: O O I O I

3: O O O I I

4: I I O I O

5: I I O O I

(LIMIT).

Names of all ( 6) Basic Variables, followed by JLIM-numbers denoting

Constraints where they are used.

Load : 1, 2, 3, 4, 5,

Res1 : 1,

Res2 : 2,

Res3 : 3,

Res4 : 4,

Res5 : 5,

[This is the echo of the input in the box Variables in Criteria]

-------------------------------------------------------------------

[This ends the "Input-Echo" section of SYSRELs result file]

[Now some (minimal) information is given from the process of finding the joint -point and producing the linear

form of each Cut-Set in the system sequential ordering as found on input (on KMAT)]

===================================================================

INTRODUCTORY EXAMPLES FOR SYSREL

Constraints. The following Constraints were on input (JLIM- and

Constraint numbers) :

JLIM No. : 1 3

Constr.No.: 1 3

The Constraints marked with "0" in the next line are no more

considered the linearized Cut-Set :

Indicator: 1 1

[All constraints in this Cut-Set were active at the joint -point.]

After linearization of Cut-Set 1

No.of LIMIT-calls= 17 No.of gradient evaluations= 4

===================================================================

Info. about linearized Cut-Set with 6 Basic Variables and 3

constraints. The following constraints were on input (JLIM- and

constraint numbers):

JLIM No. : 1 2 5

Constr.No.: 1 2 5

The constraints marked with "0" in the next line are no more

considered the linearized Cut-Set :

Indicator: 1 1 1

After linearization of Cut-Set 5

No.of LIMIT-calls= 140 No.of gradient evaluations= 24

[LIMIT-calls and gradient evaluations are summed up throughout a SYSREL run]

===================================================================

[All Cut-Sets are linearized. It follows the evaluation of the bounds for the final union]

===================================================================

bounds for the final union are computed from up to 5 linearized Cut-

Sets

[As 5 Cut-Sets were linearized the bounds computation (its relative precision controlled by the parameter

CONDIT, set = 0.1 here) can run until inclusion of these 5 Cut-Sets. Note that the logical model of the system as

given on KMAT did not contain redundant Cut-Sets (it was a minimal Cut-Set system) and no Cut-Set was

sorted out already during linearization and therefore the MALL = 5 Cut-Sets were linearized.]

===================================================================

Survey of treatment of Cut-Sets as given on input:

Cut-Sets entered on KMAT(Input) : 5

Cut-Sets without subsets which were linearized: 5

Cut-Sets entered in Ditlevsen bounds iteration: 5

Cut-Sets treated in Ditlevsen bounds iteration: 4

[After inclusion of 4 Cut-Sets the convergence criterion as given by CONDIT was fulfilled and the iteration for

the bounds computation stopped. The "estimated error" is the sum of the probabilities of the Cut-Sets neglected

in the "Ditlevsen bounds iteration". The "relative precision" (compared to CONDIT) is: Estimated error / Lower

bound on P(F-system). Note that the error estimated above just reflects the relative error in the algorithm to

compute the Ditlevsen bounds. Error = 0 does not mean that lower and upper bounds coincide !]

as compared to Input(CONDIT)= 0.1000

Estimated error (added to upper bound) = 0.1534E-04

Lower bound on P(F-system)= 0.2182E-03

with corresponding reliability index= 3.517

Upper bound on P(F-system)= 0.2446E-03

INTRODUCTORY EXAMPLES FOR SYSREL

-------------------------------------------------------------------

[The following part of output is devoted to all types of sensitivity measures computed depending on the setting

of the control parameter IALFA. The second control parameter connected with this task is ISENS: =1

(asymptotic) or ISENS=2 ("exact").]

-------------------------------------------------------------------

With asymptotic metzhod the following sensitivities were computed:

(global weighting factor= 0.2655 included)

[The "global weighting factor" is the term ()/() with which the sensitivities of sys (lower bound on

Pf,sys) are multiplied after computing them from the sum of the weighted sensitivities of the individual Cut-Sets.

For further details refer to the Theoretical Concepts]

(Entry on PVEC:sensitivity)

( Scale_Ld ) ( Scale_R1 ) ( Scale_R2 )

( 1: -0.9112 ) ( 2: 0.1725 ) ( 3: 0.4125E-01)

( Scale_R3 ) ( Scale_R4 ) ( Scale_R5 )

( 4: 0.2625 ) ( 5: 0.1519 ) ( 6: 0.2831 )

[The Elasticities ep,i are the sensitivities times parameter value (P(i)) divided by sys; i.e. in the case at hand the

sensitivities divided by 3.521 as all PVEC(i) = 1. Note that the norm of the vector eP is not equal one. The

elasticities are better to interpret than the sensitivities as they are not dependent on the "format" of the

parameters. For example you obtain the same elasticity for a parameter given in (m) or given in (mm) provided

the state functions of the system are properly formulated in the respective units. The sensitivities would differ by

the factor 1000 in this case.]

( Load ) ( Res1 ) ( Res2 )

( 1: -0.1901 ) ( 2: 0.2354 ) ( 3: 0.5236E-01)

( Res3 ) ( Res4 ) ( Res5 )

( 4: 0.3660 ) ( 5: 0.2092 ) ( 6: 0.3922 )

Elasticities of Standard Deviations for selected basic variables

( 1: -0.7211 ) ( 2: -0.6287E-01) ( 3: -0.1111E-01)

( 4: -0.1035 ) ( 5: -0.5731E-01) ( 6: -0.1091 )

( Load ) ( Res1 ) ( Res2 )

( 1: -0.8954 ) ( 2: 0.1679 ) ( 3: 0.3735E-01)

( Res3 ) ( Res4 ) ( Res5 )

( 4: 0.2611 ) ( 5: 0.1492 ) ( 6: 0.2798 )

[Like in COMREL-TI the representative -values are measures of the importance of the basic (X-space)

variables even if there are dependencies (correlations) between the X-variables.]

[For a single component in a single Cut-Set the normalised U-space gradient of the state function of the

component at the -point matches the results form COMREL-TI. For independent variables the normalised

representative -values are equal to the the normalised U-space gradient. For a general Cut-Set system the

vector of equivalent normalised U-space sensitivities u,eq. can be interpreted as the normal of an equivalent

hyperplane of the system in U-space with distance to origin equal to sys. These quantities are not shown here.

They are printed for the large print option only.]

===================================================================

( Load ) ( Res1 ) ( Res2 )

( 1: 5.121 ) ( 2: 0.8829 ) ( 3: 0.9740 )

( Res3 ) ( Res4 ) ( Res5 )

( 4: 0.8179 ) ( 5: 0.8959 ) ( 6: 0.8049 )

INTRODUCTORY EXAMPLES FOR SYSREL

[The partial safety factors refer to the mean values as characteristic values (the default) in this example because

no extra charactersitic values X(i)_c have been specified. The equivalent vector X-* _equiv.is computed from

u,eq. and sys using the U X transformation.]

===================================================================

with norm = .9566 (JLIM-no.: sensitivity)

( 1: 0.3944 ) ( 2: 0.1089 ) ( 3: 0.5709 )

( 4: 0.3399 ) ( 5: 0.6254 )

[These importance measures refer to the components in the system. Each component is defined by one state

function (1...KALL) and occupies one column in the logical representation of the system on KMAT.]

-------------------------------------------------------------------

STATISTICS in SYSREL:

No.of state-function calls= 161 gradient calls= 24

(Estimated REAL-storage= 1395) Needed REAL-storage= 1362

Needed INTEGER-storage= 1063

[as compared to provided INTEGER*4=20 000 and REAL*8=50 000 storage units]

CPU-time overall : 1.320 seconds

CPU-time in *LIMIT* : 0.240 seconds

The error indicator (IER) at the end of SYSREL was = 0

-------------------------------------------------------------------

[Next, a table of results of the Parameter Study is printed (all other prints suppressed)]

---------- Parameter study for Parameter: Scale_Ld ----------

Par.Value,Lower Bd-Pf,L.Bd-beta,Upper Bd-Pf,U.Bd-beta,Sensit.,Elast.

0.7500 0.5738E-05 4.387 0.5944E-05 4.380 -3.947 -0.674

-------------------------------------------------------------------

1.000 0.2182E-03 3.517 0.2446E-03 3.487 -3.205 -0.911

[... and so on ]

-------------------------------------------------------------------

2.000 0.4636E-01 1.681 0.6162E-01 1.541 -1.212 -1.44

-------------------------------------------------------------------

[and the statistics is repeated with accumulated values]

STATISTICS in SYSREL:

No.of state-function calls= 851 gradient calls= 192

(Estimated REAL-storage= 1261) Needed REAL-storage= 1325

Needed INTEGER-storage= 1063

CPU-time overall : 6.700 seconds

CPU-time in *LIMIT* : 1.420 seconds

[The real working space is (conservatively) estimated at the start of SYSREL. The amount actually used is also

printed. In case real or integer storage is insufficient an error message with the size of the working array

required is printed. See also the print on the monitoring device.

The CPU-time allocation reflects the very "cheap" state functions in this example so that the main effort is

within SYSREL, especially in the evaluation of the multinormal integral.]

-------------------------------------------------------------------

-------------------------------------------------------------------

INTRODUCTORY EXAMPLES FOR SYSREL

The Windows based interactive pre- and post-processor SYSREL(.exe) contains a graphical

post-processor which is very similar to COMREL.

pie-chart. Because SYSREL deals just with time invariant analysis the R-Q-S types of

basic variables is irrelevant and all variables are R-type.

components (failure criteria, constraints) in the system in form of a pie-chart. See also the

notes above for "Sensitivities measures of Constraints".

Elasticities of Constant Parameters - the elasticities of the system reliability index sys

(see also remarks above) with respect to the constant parameters in all components (failure

criteria, constraints).

Elasticities of Mean Values - the elasticities of sys w.r.t. mean values of the uncertain

basic variables.

Elasticities of Standard Deviations - the elasticities of sys w.r.t. standard deviations of the

uncertain basic variables.

Parameter Study - leads to a sub menu with several plots of such a study

Reliability Index - graph of sys (lower and upper bound) over the systematically

varied constant parameter. Note that lower bound on sys corresponds to upper bound

on system failure probability and vice versa.

Cost Function - displays a cost function over the systematically varied constant

parameter based on the lower bound on sys (upper bound on Pf,sys) in the same

manner as the cost function in COMREL.

Elasticities - displays the elasticity of the constant parameter which is varied

systematically.

Alphas - plots the change of the representative -values during the variation of the

constant parameter.

INTRODUCTORY EXAMPLES FOR SYSREL

Length (Crackscal.isy)

SYSREL. In the following introductory example some simplifications are introduced for the

purpose of easy illustration. Let a structural component be subject to fatigue. Initially the

component is crack free. It takes the initiation time to grow a crack to a size a0 where the laws

of continuum fracture mechanics become valid. Then, it is possible to observe a crack. If it is

smaller than expected or not even existent at the observation time one concludes that the

component is more reliable than predicted. The later in time this favourable event is observed

the more reliable the component will become. If the crack length is larger than expected the

reliability is, of course, will be smaller than predicted.

General Relations

da

dn

(

= C Y ( a ) S a

m

)= CY ( a )m S m a

m

(1)

with material constants m and C. S is the applied random stress range. Y(a) is a geometry

factor usually depending on crack length a and containing 1/2, see e.g. [1]. For this example,

Y(a) is the constant 1/2 and consequently Ym = m/2. Eq. (1) can be integrated:

with

2m

k= (2c)

2

[1] Broek, David, Elementary Engineering Fracture Mechanics, Fourth revised edition,

Martinus Nijhoff Publishers, Dordecht/Boston/Lancaster, 1987

For the time invariant case at hand (stationary loading) we compute N(t) from o t (o is

uncrossing rate of the mean of the load process denoted as parameter Rate, time is

parameter t). k is negative for any m > 2. Therefore, the expression (2b) can become

singular for some t and makes no sense for times larger than this explosion time. If the

stress variation is a narrow band Gaussian process, the stress range is Rayleigh distributed

and its expected value can be computed from:

(

E S m = 2 2 )m 2 +mm (3)

INTRODUCTORY EXAMPLES FOR SYSREL

Failure is defined if the crack depth a(t) exceeds a critical limit acrit:

Abbreviating C Ym E[Sm] N(t) as RHS (Right Hand Side) and using eqs. (2) the failure

domain is

ak ak

crit 0 RHS 0 |m 2 (4b)

k

a a exp( RHS ) 0 | m = 2.

crit 0

Starting from the failure events (eq. 4), C must be seen as a load variable. The common

practice of assigning a normal distribution to ln(C) means that C is lognormally distributed. If

the standard deviation is defined for ln(C) one has a coefficient of variation (CoV) for

C. For larger CoV (> 30%, say) this is problematic. The upper tail of the density gets very fat

for larger CoV allowing for extremely large values of C. Note that the lognormal density

f(x) 1/x exp[ (ln(x))2 ]. In essence, the lognormal model is not appropriate for a load-type

variable if CoV > 20%, say. Appropriate models are Normal or Weibull for C (not ln(C)) with

CoV =20% to 30%. Note the scaling of C in the failure function in order to avoid round off

errors in the stochastic model definition for this variable.

For the very same reasons (load type ...) the lognormal distribution for a0 is not appropriate.

Also the exponential model is not supported by any theoretical arguing. An appropriate model

is the Rayleigh distribution with a shift parameter > 0 which assures a0 > 0. = 0 leads to a

fixed CoV 52%. It then has only one parameter and Mean = ( / 2)1/2.

Stress Process S

The stress process S(t) is modelled by a stationary and ergodic normal narrow band process.

Integration over time as required in eq. (1) yields an explicit expression eq. (3). The mean

value of the uncrossing rate o is a constant with name nue0. For the time invariant case the

Time t is also a constant. The total number of up crossings N(T) = o t.

Paris m

Here it is assumed that the initiation time can be computed from the usual S-N-curves and

crack propagation is determined by the Paris-Ergodan law. In order to simplify the analysis

we take m = 2 which makes the crack propagation law easy to integrate. Crack propagation

INTRODUCTORY EXAMPLES FOR SYSREL

failure is when the crack length exceeds a given critical crack length which is taken here as

50 mm. Note that we have introduced scaling constants to account for the extremely

small/large proportionality factors in the Paris/Whler relationships.

(

E S m = 2 2 )m 2 +mm = 8 2

1 and Y m = m/2 =

FLIM(1){crack observation} =

Aobs * epsobs - A0 * exp (Cp*1E-10 *PI *8 *deltas^2 *nue0 *tobs)

ln(Acr/A0) / (Cp*1E-10 *PI *8 *deltas^2 *nue0) - t

FUNC(41)*Cw*1E13 / ((2*SQRT(2)*deltas)^n * nue0) +

ln(Acr/A0) / (PI*nue0) - t*FUNC(41)

The first event represents the observation Aobs at observation time tobs. It is an equality

constraint in the logical model. The second event is the failure event due to crack

propagation. The third event is the event of having completed the initiation time. The forth

event is the event of crack propagation failure after completed crack initiation. Clearly the

forth event includes the third event. The reference time is t = 2106.

Whereas function FLIM(1), which is in the domain of crack length [about 50 mm], is well

scaled this is not the case for functions FLIM(2 to 4) which are expressed in the time domain

[106 seconds]. On the file Crackscal.isy we improved scaling of FLIM(4). Run this example

(which is essentially the same example but with a better scaling) and compare the state-

function values at U=0 in the monitoring file and compare the number of state-function calls

with the ones from above. This example converges well both with NLPQL and JOINT3

optimisers but it still needs Individual Linearisation in Solution Strategies.

INTRODUCTORY EXAMPLES FOR SYSREL

Crack length A0 Rayleigh 1 0.4

after initiation [mm]

Paris constant Cp Normal 0.5 10-10 0.1 10-10

Whler Constant Cw Lognormal 0.05 1013 0.015 1013

Observation error [mm] Lognormal 1 0.075

Standard deviation of Normal 30 3

load process s [Mpa]

Paris exponent m Constant 2 -

Observation time tobs Constant 1106 -

Crack length Constant 10 -

observation Aobs [mm]

Whler exponent n Constant 3 -

Cycle rate 0 Constant 1 -

reference time t Constant 2106 -

Critical crack Constant 50 -

length Acr [mm]

This example is numerically demanding. It will converge better if one chooses the JOINT3

optimiser and Individual Linearisation in Solution Strategies. The probabilities (SORM

method) of the second, third and forth event are given next for the data in the stochastic

model listed below. We also provide the number of gradient evaluations and the iteration

cycles needed to find the individual -point for each event.

FLIM(3): P(Ti - t 0) = 0.983 ( = 2.111) 6 gradients, 5 iterations in Joint3

FLIM(4): P(Ti +Tp - t 0) = 1.43E-03 ( = 2.982) 6 gradients, 5 iterations in Joint3

In order to compute these probabilities you just have to activate the respective event in the

logical model and eliminate all other events. It is seen that the initiation time is completed

with high probability at the reference time and that the sum of initiation time and propagation

time still has rather high probability.

INTRODUCTORY EXAMPLES FOR SYSREL

If now a crack length of Aobs = 10 mm is observed at tobs it can be shown that the conditional

failure probability computed from

P( I 4 E1 )

P( I 4 E1 ) = (where I denotes an inequality and E an equality constraint)

P( E1 )

can be significantly different depending on the observation time. For the data at hand

observing a crack of 10 mm already at time 1106 clearly is an unfavourable observation

yielding a conditional Pf = 1.953E-02 (corresponding = 2.063).

Reliability Index [CRACKSCAL.PSY]

Beta

7.00

6.00

5.00

4.00

3.00

2.00

1.00

0.00

-1.00

-2.00

600000 700000 800000 900000 1000000 1100000 1200000 1300000 1400000

tobs

More realistic models involve partly complicated geometry functions and m > 2 so that the

integration of the Paris equation must be performed numerically. Also, the event that the

crack is detected at all should be added. In general such problems need great care in

modelling and also in scaling of the state functions to assure convergence. Note the large

setting of MAXIT and MAXFUN. Also note the scaling of CP and CW to avoid problems in

the transformation of these Normal/Lognormal variables.

ADDITIONAL EXAMPLES FOR SYSREL

Consider one plane frame structure. Plastic hinge mechanisms leading to collapse of the

structure are considered and are analysed by utilising elastic-plastic stress-strain relations.

Hinges are thought to form at the end of elements or at points of load application only. The

height of the structure is a constant value h = 5 m; the width equals to 2*h = 10 m.

Z1 .... Z5 (kMm) 134.9 13.49

H (kN) 50 15

V (kN) 40 12

Frame Sway

V V

H H

Z3 Z4 Z2 Z4

Z1 Z5 Z1 Z5

Beam

V

H

Z2 Z3 Z4

The principle of virtual work give the three safety margins Mi, which are linear in this case.

The system is said to be in a failure state if one of the safety margin is negative. One calculate

then the system failure probability as:

ADDITIONAL EXAMPLES FOR SYSREL

FLIM (1) { Sway mode } = M1 + M2 + M4 + M5 - h*H

FLIM (2) { Vertical mode } = M2 + 2*M3 + M4 - h*V

FLIM (3) { Combined mode } = M1 + 2*M3 + 2*M4 + M5 - h*H - h*V

SORM 2.724 3.448 2.768 2.55

Failure probability 3.22 10-3 2.83 10-4 2.82 10-3 5.34 10-3

ADDITIONAL EXAMPLES FOR SYSREL

(Crash)

The failure probability of a structural element under truck impact can be determined by

making use of the following simplified model. The impact force, based on energy balance, is:

2ad 2a d

Fc = k m 02 for v02 >

sin ( ) sin ( )

where:

v0 : initial velocity

k: equivalent stiffness

m: total mass

a: deceleration

: pay load factor (0 1)

: angle between collision course and track direction

02 sin ( )

d: distance from the structural element to the road; d

2a

y

d

r

b

ADDITIONAL EXAMPLES FOR SYSREL

Basic variable Distribution Mean value Standard C.o.V. Name of

deviation (%) Variable or

Constant

v0 (m/s) lognormal 22 2.2 10 Speed 0

k (kN/m) lognormal 300 60 20.0 Stiffness

m (t) normal 10.0 5.5 50 Mass

(no beta 0.7 0.1 0.14 Kappa

dimension)

a (m/ s2) lognormal 4 1.3 32.5 Decelera

() Rayleigh 10 5.21 52.1 Phi

Fc(kN) lognormal Median = = 0.10 0.10 Fc

2.0E6

d (m) constant 4.5(1.5) - - Dist

The mechanical and probabilistic models are taken from an analysis about vehicle impact by

T.Vrouwenfelder. There are three events to consider:

1. The event of failure of the structural element given that the truck reaches the

structural element.

2. The event that the truck does not come to a stop before hitting the target

3. The event that a truck leaves the road.

The various probabilities are as follows:

2.a.d

Unconditional probability: P Fc k . m.( v02 ) 0

sin( )

2.a.d

Hit probability given occurrence: P v02 0

sin( )

n t b

Occurrence probability: P U 1 0

sin( )

2.a.d n t b

Hit probability: P v02 0 U 1 0

sin( ) sin( )

Total probability:

2.a.d 2.a.d n t b

P Fc k . m.( v02 ) 0 v02 0 U 1 0

sin( ) sin( ) sin( )

ADDITIONAL EXAMPLES FOR SYSREL

n = number of vehicles per day =2500

t = reference time in days = 36500 days

= rate for leaving the track = 10-10

b = width of truck (or obstacle) = 2.5 m

The third event is introduced to model the discrete occurrence event. It depends on the

random hit angle. The formulation of the failure functions is as follows.

FLIM(1){crash}=1 - kappa*Mass*Stiffnes*

(Speed0^2-2.*Decelera*Dist/SIN(Phi*PI/180.)) / (Fc*Fc)

FLIM(2){cond.}=2.*Decelera*Dist/SIN(Phi*PI/180.)-Speed0^2

Uaux-ICPHI(t*n*lamda*b/SIN(Phi*PI/180.))

Note the special formulation for the first failure function which numerically is much more

convenient than the direct formulation. It avoids not only negative roots but is also well

scaled in that the second term is a number around unity. The details of the stochastic model

can be seen in the Stochastic Model window. This example is numerically a somewhat tricky

one. It requires a relatively large number of function calls and a careful setting of algorithmic

constants. The second event, of course, never should become active.

-----------------------------------------------------------------

**********************************************

------------ SYSREL (Version 9.6) ------------

----- (C) Copyright: RCP GmbH 1992-2000 ------

**********************************************

-----------------------------------------------------------------

Job name ............ : CRASH

Comment : Example for a Parallel System

Transformation type : Rosenblatt

Optimization algorithm: NLPQL

-----------------------------------------------------------------

*SYSREL*: Linearizing C U T - S E T No. 1

M.N.I. with dimension 2

0.8221E-04 3.768 0.8221E-04 3.768 0

Statistics in SYSREL:

No.of state-function calls= 195, gradient calls= 21

CPU-time overall 0.05, in St.Func. 0.00 seconds

The error indicator (IER) at the end of SYSREL was = 0

It is recommended to study the stochastic model and then modify it moderately as well as play

around with the Computational Options, in particular with the parameters EPSCON and

MAX1 and MAX2. You may well experience non-convergence but appropriate modification

of the appropriate algorithmic constants will help.

STOCHASTIC MODELLING

5. STOCHASTIC MODELLING

The next page provides an overview about all distribution functions available in the

STRUREL programs. It follows a page with some notes and two more pages with a detailed

description of the most important distribution functions.

STOCHASTIC MODELLING

Type J Name of Parameters on Type of parameter-

distribution VP: 1 2 3 4 input I (default)

0 Fixed v 1 (1)

1 Rectangular. (uniform) a, b 0 or 1 (0)

2 Normal (Gau) m, 0 or 1 (0)

3 Lognormal , 0 or 1 (0)

4 Exponential , 0 or 1 (0)

5 Gamma k, 0 or 1 (0)

6 Beta r, t, a, b, 0 or 1 (0)

7 Gumbel (max) u, 0 or 1 (0)

8 Frechet (max) v, k, 1 (1)

9 Weibull (min) w, k, 0 or 1 (0)

10 Shifted Lognormal , , 0 or 1 (0)

11 Rayleigh , 0 or 1 (0)

12 Student (standard) 1 (1)

13 Trapezoid a, b, c, d 1 (1)

14 Birnbaum/Saunders , 0 or 1 (0)

15 Cauchy , 1 (1)

16 Shifted Gamma k, , 0 or 1 (0)

17 Inverse Gau , 0 or 1 (0)

18 Gumbel (min) u, 0 or 1 (0)

19 Frechet (min) v, k, 1 (1)

20 Weibull (max) w, k, 0 or 1 (0)

21 Pareto a, k 0 or 1 (0)

22 Laplace , 0 or 1 (0)

23 Logistic , 0 or 1 (0)

24 Halfnormal m, 0 or 1 (0)

25 Chi-square 1 (1)

26 Fishers F 1, 2 1 (1)

27 Student m, , 1 (1)

28 Neville r, k, 1 (1)

29 Hermite m, , , 0 or 1 (0)

30 Pred.Gumbel (max) t, , n 1 (1)

31 Pred.Weibull (min) t, k, n 1 (1)

32 Pred.Frechet (max) t, k, n 1 (1)

33 Pred.Exponential , h 1 (1)

34 Pred.Normal (m unknown) , , n 1 (1)

35 Pred.Normal ( unknown) m, s, 1 (1)

36 Pred.Normal (m ) x , n, s, 1 (1)

37 Post.Gumbel (max) t, , n 1 (1)

38 Post.Weibull (min) t, k, n 1 (1)

39 Post.Exponential , h 1 (1)

40 Post.Normal (m) , 1 (1)

41 Post.Normal () s, 1 (1)

42 Post.Normal (m ) x , , n 1 (1)

43 Post.Frechet (max) t, k, n 1 (1)

44 4-Par. Lognormal , , , 1 (1)

STOCHASTIC MODELLING

Greek characters and other symbols used in this table are converted to plain text in the stochastic model

window (for example =lamda, =nue and x =xq).

The distribution types in the table above are ordered according to the internal Type no.(J). When selecting a

distribution type in the Stochastic Model you will find the distribution types in a different sequence

reflecting our guess of their importance in applications. Identification, however, is by names of distributions,

type numbers are just for internal use.

If you change the distribution type of any variable to type Fixed the first entry on VP (this caption in the

above table denotes the VP-matrix in the input file) for this variable is taken as the value "v".

For input of type 0 (= input of moments) the mean and standard deviation are the first and second entry for

each variable. If there are more than two parameters then parameter no.3 and optionally parameter no.4 have

to be supplied. So also for input of moments - in case of a distribution with more than 2 distribution

parameters - the distribution parameters 3 and 4 have to be provided in addition to the mean and standard

deviation.

COMREL and SYSREL internally work with the distributions in their parametric form as described in the

table above.

The distribution parameters of the univariate model of variable Xj are defined as deterministic (a fixed real

value on the matrix VP). The parameters of the conditional univariate model for variable Xj can be

stochastic, i.e. one of the previously defined stochastic variables. They can also be assigned to a

deterministic Constant in order to perform a Parameter Study on a distribution parameter.

+

I. Complete Gamma function: ( a ) = t

a 1 t

e dt

0

x

II. Incomplete Gamma function: ( x , a ) = t

a 1 t

e dt;

0

(a ) (b)

III. Complete Beta function: B ( a , b ) = t (1 t )

a 1 b 1

dt =

0

(a + b)

x

IV. Incomplete Beta function: B ( x , a , b ) = t (1 t )

a 1 b 1

dt

0

x

VI. Gaussian distribution function: ( x ) =

(u ) du

STOCHASTIC MODELLING

No Restriction

2 Normal V,VI) 1 1 x m 2 1 x m

f X ( x) = exp =

2 2 < x < + >0 m

xm

FX ( x ) =

3 Lognormal V,VI) 1 ln ( x / ) 2

1

f X ( x) = exp >0 2 2

x 2

2

2 0< x < + >0 e 2

e 2

e 1

= Median

1 ln ( x / )

=

x Std.dev. =

Mean 2 = ln ( Cov 2 + 1)

ln ( x / ) Cov =

Mean Cov 2 + 1

FX ( x ) =

10 Shifted ln ( ( x ) / )

2

f X ( x) = exp 2 2

( x ) 2 2

2

> + e2 e2 e 1

ln ( ( x ) / )

FX ( x ) =

( x )

4 Exponential f X ( x ) = exp 1 1

x<+ >0 +

FX ( x ) = 1 exp [ ( x ) ]

5 Gamma I,II) 1

( x ) exp ( x )

k 1

f X ( x) =

(k ) k >0 k k

0 x+ >0

( x, k )

FX ( x ) =

( k )

STOCHASTIC MODELLING

Typ. Name Density/Distribution Function Range Param. Restr. Mean Standard deviation

No.

6 Beta III,IV) xa

r 1

xa

t 1

1 a<b r rt

f X ( x) = ba ba

axb a + (b a ) (b a )

r>0 r+t ( r + t ) ( r + t + 1)

B ( r, t )( b a )

2

B ( y , r, t ) xa t>0

FX ( y ) = ;y=

B( r, t ) ba

f X ( x ) = exp ( x u ) exp 1

( x u ) < x < +

7 Gumbel C VIII)

>0 u+

(max. 6

Type I)

FX ( x ) = exp [ exp( ( x u ))]

8 Frechet k v

k 1

v k

f X ( x) = exp < x< + k >0

(max.

Type II) I) ( v ) x x v >

1

(v ) 1 + (v ) 2 1

1 2 1

k k k

v k ( k > 1)

FX ( x ) = exp (k > 2)

x

9 Weibull I) k x

k 1

x k

(min. f X ( x) = exp

Type III) ( w ) w w x<+

k >0 ( w ) 1 +

1

+ (w ) 2 1

1 + 2 1 +

w > k k k

x k

FX ( x ) = 1 exp

w

11 Rayleigh ( x )2

x

f X ( x ) = 2 exp

2 2

x< + >0 + 2

2 2

1 (x ) 2

FX ( x ) = 1 exp

2

2

INDEX

6. INDEX

Insert ..............................................................20

A

D

Add a new Variable or Constant.........................17

Alphas .................................................................42 Debug prints..........................................................7

Amount of Monitoring Information....................24 Default Characteristic Values .............................16

Amount of Results to File ...................................24 DEFFUNC ..........................................................11

Apply changes in variables (Sysrel)....................17 Demo restrictions..................................................4

Armijo Line-search .............................................25 Demo-Version Issues............................................4

Arrange Icons (Sysrel) ........................................31 Denominator .......................................................22

Display (Sysrel) ....................................................9

B

DistPar ................................................................26

Basic random variables .......................................16 Distribution (Sysrel) ...........................................17

Basic steps.............................................................4 Distribution functions (Table) ............................53

Distribution types (Sysrel) ..................................13

C

Distribution types (Table) ...................................53

Cancel - Logical Model ......................................22 Ditlevsen Bounds on Final Union: (IDITL)........25

Cascade (Sysrel)..................................................31

E

Cauchy ................................................................13

Character Identifiers............................................17 Elasticities...........................................................42

Characteristic Values ....................................16, 30 Elasticities of Constant Parameters.....................42

Set to Default..................................................16 Elasticities of Constants

Clipboard (Sysrel)...........................................8, 32 Barchart..........................................................29

Close Plots (Sysrel).............................................31 Elasticities of Mean Values ..........................30, 42

Comment.............................................................17 Elasticities of Standard Deviations ...............30, 42

Componental failure events ................................34 E-mail ...................................................................6

Componental sensitivities (Sysrel)................29, 42 EPSCON .............................................................25

Computation of Sensitivities: (IALFA) ..............25 Equality...............................................................21

Computation Options ..........................................22 Equality constraint ..............................................45

Computation Options (Sysrel) ............................23 Event Type..........................................................21

CONDIT .............................................................25 Examples for Sysrel ..............................................5

Conditional Event ...............................................21 Exit (Sysrel) ..................................................10, 11

Conditional Probability.......................................21 Exit(Stochastic Model) .......................................19

Conditional Probability: (KCOND) ....................26 Export Metafile (Sysrel) .....................................32

Constants.........................................................8, 13 Expressions .........................................................11

ConstPar..............................................................25

F

Constraint............................................................20

Constraint Type...................................................20 Failure Cost.........................................................30

Control (Sysrel)...................................................23 Failure criterion (Sysrel) .....................................11

Conventions for File names ..................................6 File (Sysrel) ..........................................................9

Convergence Criterion for -point Search: File *.msy............................................................28

(EPSCON) (Sysrel) ........................................25 File *.psy.............................................................29

Copy (Sysrel) ......................................................11 File *.rsy .............................................................29

Copy All (Sysrel) ................................................11 File *.wmf...........................................................32

Copy Viewport (Sysrel) ......................................32 Fixed ...................................................................17

Correlation matrix ...............................................13 FLIM...................................................................11

Correlations.........................................................14 FORM (Sysrel) ...................................................25

Disable ...........................................................14 Fortran compiler ...................................................5

Enable.............................................................14 Four distribution parameters ...............................18

Cost Function ................................................30, 42 Fracture Mechanics example (Sysrel).................43

Crack length observation example (Sysrel) ........43 Function ................................................................8

Create STATREL Data .......................................15 Function (Sysrel) ..................................................9

Crude FORM (Sysrel).........................................25

G

Cut (Sysrel) .........................................................11

Cut-Set ................................................................20 Grid (Sysrel) .......................................................31

Add.................................................................20

Delete .............................................................20

INDEX

H NLPQL ...............................................................26

NPRI ...................................................................24

Hardware requirements .........................................5

Numerator ...........................................................22

Help (Sysrel) .........................................................9

Hermite ...............................................................13 O

Hermite model ....................................................13

Occurrence probability (example) ......................51

Homepage .............................................................6

On/Off

Horizontal Axis (Sysrel) .....................................31

Starting solution (Sysrel) ...............................27

I Open (Sysrel) ......................................................10

Options (Sysrel) ....................................................9

IALFA.................................................................25

Identifier..............................................................17 P

Identifiers ........................................................8, 11

Parallel system (example) ...................................50

IDITL ..................................................................25

Parameter ............................................................18

IER ......................................................................27

Parameter Study................................14, 15, 30, 42

IMET...................................................................24

Disable ...........................................................15

IMON..................................................................24

Enable ............................................................15

Inactive Constraints: (LACT) .............................25

Parameter Study on correlation coefficient.........15

Inequality ............................................................21

Parameters.....................................................16, 18

Initial Cost...........................................................30

Partial Safety Factors ..........................................16

ISENS .................................................................25

Barchart..........................................................30

J Study (Sysrel).................................................30

Paste (Sysrel) ......................................................11

Jobname ..............................................................11

Plot File...............................................................29

JOINT3 .........................................................26, 27

Print (Sysrel) .......................................................10

K Print Option

Large ..............................................................18

KCOND ........................................................22, 26

Printer Setup (Sysrel)..........................................10

L Process (Sysrel) ....................................................9

LACT ..................................................................25 R

Large print option ...............................................18

Reference Functions .....................................11, 18

Lifeline System example (Sysrel) .......................33

Relative Error of Upper Bound in Union:

List of Variables............................................16, 17

(CONDIT)......................................................25

Logical Model...........................................8, 20, 36

Reliability Index ...........................................30, 42

M Reliability updating (Sysrel) ...............................43

Rename ...............................................................29

Marginal Cost......................................................30

Representative -values........................................7

MAX1 .................................................................26

Piechart ....................................................29, 42

MAX2 .................................................................26

Study (Sysrel).................................................30

Maximum Number of Iterations in Algorithm #1:

Restrictions in size of problem (Sysrel)..............37

(MAX1)..........................................................26

Restrictions of Demo version................................4

Maximum Number of Iterations in Algorithm #2:

Results (Sysrel) ...................................................29

(MAX2)..........................................................26

RFLS algorithm-1 ...............................................26

Method of Probability Integration.......................24

RFxx ...................................................................11

Method to Compute Sensitivities: (ISENS) ........25

Rosenblatt .....................................................13, 18

Minimal Cut-Set representation ..........................34

Run........................................................................8

Model (Sysrel) ................................................9, 14

Run and Text Output for Lifeline example.........37

Mom/Par .......................................................17, 18

Run the reliability computation ..........................27

Moments .......................................................16, 18

R-variable ...........................................................18

MONF.................................................................24

Monitoring (Sysrel).............................................28 S

Monitoring Device: (MONF)..............................24

Save (Sysrel) .......................................................10

Multiple Document Interface ..............................29

Save As (Sysrel) .................................................10

Multivariate Gaussian models.............................14

Scale state functions (Sysrel) ..............................45

N Sensitivities.........................................................17

Sensitivities/Elasticities ......................................18

Nataf....................................................................13

Sensitivity ...........................................................18

Nataf model.........................................................13

Series system (example) .....................................48

New (Stochastic Model in Sysrel)) .....................18

SMU....................................................................25

New (Sysrel) .......................................................10

INDEX

Solution Strategies ..............................................27

U X transformation ........................................13

Solution Strategies (Sysrel)...........................23, 37

Undo (Sysrel)......................................................11

SORM .................................................................24

User defined functions ........................................11

SORM (Sysrel)....................................................25

Starting solution V

(Sysrel) .....................................................23, 26

Off (Sysrel) ....................................................27 Value...................................................................18

On (Sysrel) .....................................................27 Variable

State function (Sysrel).........................................11 Add.................................................................17

STATREL ...........................................................15 Apply changes (Sysrel) ..................................17

Distribution Functions....................................18 Delete .............................................................17

STATREL Data Variables .........................................................8, 13

Create .............................................................15 List of .............................................................17

Stochastic Model.................................................13 Variables in Criteria......................................23, 36

syntax rules .........................................................11 Vertical Axis (Sysrel) .........................................31

Viewer (Sysrel) ...................................................28

T

W

Technical support..................................................6

Theoretical concepts .............................................4 Window (Sysrel)...................................................9

Tile (Sysrel) ........................................................31 Windows Metafile...............................................32

Truck impact example.........................................50 WMF-files (Sysrel) ...............................................8

Types of the distribution functions .....................16 Working with SYSREL ........................................4

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