• 제목/요약/키워드: Probabilistic risk analysis

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Improvement of the Reliability Graph with General Gates to Analyze the Reliability of Dynamic Systems That Have Various Operation Modes

  • Shin, Seung Ki;No, Young Gyu;Seong, Poong Hyun
    • Nuclear Engineering and Technology
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    • 제48권2호
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    • pp.386-403
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    • 2016
  • The safety of nuclear power plants is analyzed by a probabilistic risk assessment, and the fault tree analysis is the most widely used method for a risk assessment with the event tree analysis. One of the well-known disadvantages of the fault tree is that drawing a fault tree for a complex system is a very cumbersome task. Thus, several graphical modeling methods have been proposed for the convenient and intuitive modeling of complex systems. In this paper, the reliability graph with general gates (RGGG) method, one of the intuitive graphical modeling methods based on Bayesian networks, is improved for the reliability analyses of dynamic systems that have various operation modes with time. A reliability matrix is proposed and it is explained how to utilize the reliability matrix in the RGGG for various cases of operation mode changes. The proposed RGGG with a reliability matrix provides a convenient and intuitive modeling of various operation modes of complex systems, and can also be utilized with dynamic nodes that analyze the failure sequences of subcomponents. The combinatorial use of a reliability matrix with dynamic nodes is illustrated through an application to a shutdown cooling system in a nuclear power plant.

GIS 및 지진취약도 분석기법을 이용한 교통 네트워크의 방재 시스템 (Disaster-Prevention System of Transportation Network used by GIS and Seismic Fragility Analysis)

  • 이형진;박병희;장일영
    • 한국방재학회 논문집
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    • 제6권2호
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    • pp.25-35
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    • 2006
  • 본 연구에서는 GIS 및 지진취약도 분석기법이 결합된 방법에 의한 교통망 시스템의 방재 시스템 구축방안의 국내 적용성을 검토하였다. 연구대상으로는 경상남도 창원시의 교통망을 선택하였고, 지진취약도 분석을 위해 먼저 창원시에 위치한 교량 8개를 선택하고 기본 외관 조사를 수행하였으며, 이를 바탕으로 교량의 FE 모델을 만들었고, 국내 표준 설계 시방서에 의한 응답스펙트럼에 기준하여 인공지진을 생성하고 비선형 해석을 수행하였다. 또한, 각 결과를 500년, 1000년 및 2400년 재현주기를 가지는 지진위험도 곡선 (Seismic Hazard Curve)과 중첩하여 각 교량의 확률적 위험도 및 교통망의 확률적 위험도를 분석하였다. 본 논문에서는 지진 취약도 분석 기법을 활용하여 교량 구조물의 지진 안전도를 분석하였고 그 결과와 GIS를 이용한 네트워크의 지진에 의한 피해를 예측하였다.

BTO 민간투자사업의 화폐적 투자가치 평가 (A Study on the Evaluation of Value for Money in Private Provided Infrastructure with a Focus on BTO Projects)

  • 백성준
    • 대한교통학회지
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    • 제25권1호
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    • pp.49-59
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    • 2007
  • 본 연구는 한국 민간투자사업의 위험배분문제와 화폐적 투자가치를 측정하는 모형을 구축하고 이를 통해 정부의 최소운영수입 보장률 및 보장기간의 변화에 따른 화폐적 투자가치의 변화를 관찰하였다. 모형은 H.Yamaguchi의 위험배분모형(2002)을 기반으로 한국의 민간투자사업 현실에 맞게 2기간 모형으로 변환하고 최소운영수입보장 제도를 포함하도록 수정하였다. 분석결과 정부의 최소운영수입 보장률 및 보장기간이 축소됨에 따라 동일한 수익률을 가정하는 경우 국고보조금이 증가하게 됨으로써 민간투자사업의 화폐적 투자가치는 하락함을 보여주었다.

Multi-unit Level 3 probabilistic safety assessment: Approaches and their application to a six-unit nuclear power plant site

  • Kim, Sung-yeop;Jung, Yong Hun;Han, Sang Hoon;Han, Seok-Jung;Lim, Ho-Gon
    • Nuclear Engineering and Technology
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    • 제50권8호
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    • pp.1246-1254
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    • 2018
  • The importance of performing Level 3 probabilistic safety assessments (PSA) along with a general interest in assessing multi-unit risk has been sharply increasing after the Fukushima Daiichi nuclear power plant (NPP) accident. However, relatively few studies on multi-unit Level 3 PSA have been performed to date, reflecting limited scenarios of multi-unit accidents with higher priority. The major difficulty to carry out a multi-unit Level 3 PSA lies in the exponentially increasing number of multi-unit accident combinations, as different source terms can be released from each NPP unit; indeed, building consequence models for the astronomical number of accident scenarios is simply impractical. In this study, a new approach has been developed that employs the look-up table method to cover every multi-unit accident scenario. Consequence results for each scenario can be found on the table, established with a practical amount of effort, and can be matched to the frequency of the scenario. Preliminary application to a six-unit NPP site was carried out, where it was found that the difference between full-coverage and cut-off cases could be considerably high and therefore influence the total risk. Additional studies should be performed to fine tune the details and overcome the limitations of the approach.

Sensitivity analysis of failure correlation between structures, systems, and components on system risk

  • Seunghyun Eem ;Shinyoung Kwag ;In-Kil Choi ;Daegi Hahm
    • Nuclear Engineering and Technology
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    • 제55권3호
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    • pp.981-988
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    • 2023
  • A seismic event caused an accident at the Fukushima Nuclear Power Plant, which further resulted in simultaneous accidents at several units. Consequently, this incident has aroused great interest in the safety of nuclear power plants worldwide. A reasonable safety evaluation of such an external event should appropriately consider the correlation between SSCs (structures, systems, and components) and the probability of failure. However, a probabilistic safety assessment in current nuclear industries is performed conservatively, assuming that the failure correlation between SSCs is independent or completely dependent. This is an extreme assumption; a reasonable risk can be calculated, or risk-based decision-making can be conducted only when the appropriate failure correlation between SSCs is considered. Thus, this study analyzed the effect of the failure correlation of SSCs on the safety of the system to realize rational safety assessment and decision-making. Consequently, the impact on the system differs according to the size of the failure probability of the SSCs and the AND and OR conditions.

Inter-Factor Determinants of Return Reversal Effect with Dynamic Bayesian Network Analysis: Empirical Evidence from Pakistan

  • HAQUE, Abdul;RAO, Marriam;QAMAR, Muhammad Ali Jibran
    • The Journal of Asian Finance, Economics and Business
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    • 제9권3호
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    • pp.203-215
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    • 2022
  • Bayesian Networks are multivariate probabilistic factor graphs that are used to assess underlying factor relationships. From January 2005 to December 2018, the study examines how Dynamic Bayesian Networks can be utilized to estimate portfolio risk and return as well as determine inter-factor relationships among reversal profit-generating components in Pakistan's emerging market (PSX). The goal of this article is to uncover the factors that cause reversal profits in the Pakistani stock market. In visual form, Bayesian networks can generate causal and inferential probabilistic relationships. Investors might update their stock return values in the network simultaneously with fresh market information, resulting in a dynamic shift in portfolio risk distribution across the networks. The findings show that investments in low net profit margin, low investment, and high volatility-based designed portfolios yield the biggest dynamical reversal profits. The main triggering aspects related to generation reversal profits in the Pakistan market, in the long run, are net profit margin, market risk premium, investment, size, and volatility factor. Investors should invest in and build portfolios with small companies that have a low price-to-earnings ratio, small earnings per share, and minimal volatility, according to the most likely explanation.

위험도 기반 접근법에 의한 선박 복원성의 확률 예측 (Probability Prediction of Stability of Ship by Risk Based Approach)

  • 용전군;정재훈;문병영
    • 한국유체기계학회 논문집
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    • 제16권2호
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    • pp.42-47
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    • 2013
  • Ship stability prediction is very complex in reality. In this paper, risk based approach is applied to predict the probability of a certified ship, which is effected by the forces of sea especially the wave loading. Safety assessment and risk analysis process are also applied for the probabilistic prediction of ship stability. The survival probability of ships encountering with different waves at sea is calculated by the existed statistics data and risk based models. Finally, ship capsizing probability is calculated according to single degree of freedom(SDF) rolling differential equation and basin erosion theory of nonlinear dynamics. Calculation results show that the survival probabilities of ship excited by the forces of the seas, especially in the beam seas status, can be predicted by the risk based method.

몬테카를로 모사에 의한 용접 계면에서의 크리프 균열성장 파손 확률 평가 (Evaluation of Creep Crack Growth Failure Probability at Weld Interface Using Monte Carlo Simulation)

  • 이진상;윤기봉
    • Journal of Welding and Joining
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    • 제23권6호
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    • pp.61-66
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    • 2005
  • A probabilistic approach for evaluating failure risk is suggested in this paper. Probabilistic fracture analyses were performed for a pressurized pipe of a Cr-Mo steel reflecting variation of material properties at high temperature. A crack was assumed to be located along the weld fusion line. Probability density functions of major variables were determined by statistical analyses of material creep and creep crack growth data measured by the previous experimental studies by authors. Distributions of these variables were implemented in Monte Carlo simulation of this study. As a fracture parameter for characterizing growth of a fusion line crack between two materials with different creep properties, $C_t$ normalized with $C^*$ was employed. And the elapsed time was also normalized with tT, Resultingly, failure probability as a function of operating time was evaluated fur various cases. Conventional deterministic life assessment result was turned out to be conservative compared with that of probabilistic result. Sensitivity analysis for each input variable was conducted to understand the most influencing variable to the analysis results. Internal pressure, creep crack growth coefficient and creep coefficient were more sensitive to failure probability than other variables.

Probabilistic analysis of RC beams according to IS456:2000 in limit state of collapse

  • Kulkarni, Anadee M.;Dattaa, Debarati
    • Structural Engineering and Mechanics
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    • 제71권2호
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    • pp.165-173
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    • 2019
  • This paper investigates the probability of failure of reinforced concrete beams for limit state of collapse for flexure and shear. The influence of randomness of the variables on the failure probability is also examined. The Indian standard code for plain and reinforced concrete IS456:2000 is used for the design of beams. Probabilistic models are developed for flexure and shear according to IS456:2000. The loads considered acting on the beam are live load and dead load only. Random variables associated with the limit state equation such as grade of concrete, grade of steel, live load and dead load are identified. Probability of failure is evaluated based on the limit state equation using First Order Reliability Method (FORM). Importance of the random variables on the limit state equations are observed and the variables are accordingly reduced. The effect of the reduced parameters is checked on the probability of failure. The results show the role of each parameter on the design of beam. Thus, the Indian standard guidelines for plain and reinforced concrete IS456:2000 is investigated with the probabilistic and risk-based analysis and design for a simple beam. The results obtained are also compared with the literature and accordingly some suggestions are made.

Reclaiming Multifaceted Financial Risk Information from Correlated Cash Flows under Uncertainty

  • Byung-Cheol Kim;Euysup Shim;Seong Jin Kim
    • 국제학술발표논문집
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    • The 5th International Conference on Construction Engineering and Project Management
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    • pp.602-607
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    • 2013
  • Financial risks associated with capital investments are often measured with different feasibility indicators such as the net present value (NPV), the internal rate of return (IRR), the payback period (PBP), and the benefit-cost ratio (BCR). This paper aims at demonstrating practical applications of probabilistic feasibility analysis techniques for an integrated feasibility evaluation of the IRR and PBP. The IRR and PBP are concurrently analyzed in order to measure the profitability and liquidity, respectively, of a cash flow. The cash flow data of a real wind turbine project is used in the study. The presented approach consists of two phases. First, two newly reported analysis techniques are used to carry out a series of what-if analyses for the IRR and PBP. Second, the relationship between the IRR and PBP is identified using Monte Carlo simulation. The results demonstrate that the integrated feasibility evaluation of stochastic cash flows becomes a more viable option with the aide of newly developed probabilistic analysis techniques. It is also shown that the relationship between the IRR and PBP for the wind turbine project can be used as a predictive model for the actual IRR at the end of the service life based on the actual PBP of the project early in the service life.

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