IPE 317
Physical Reliability Models:
Static Models
R. M. SHAHBAB
Assistant Professor, Department of IPE, BUET
Email: sshahbab@[Link]
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Reference
1. Chapter 7: An Introduction to Reliability and Maintainability
Engineering – Charles E. Ebeling
2. Chapter 4 & 7: Probability, Reliability, and Statistical Methods
in Engineering Design - Achintya Haldar & Sankaran
Mahadevan
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What is Reliability?
Thread Standards and Definitions
➢ A stress is any load applied on a system (machine element/ product/
equipment) that may produce failure.
➢ Failure occurs if the stress exceeds the strength of the system. The strength
refers to the highest stress value that the system can endure without failing.
➢ Reliability can be defined as the probability that stress does not exceed the
strength.
➢ To quantify stress and strength,
➢ Let 𝑋 be the random variable representing the stress such that 𝑓X (𝑥) is
the PDF of stress
➢ Let 𝑌 be the random variable representing the strength such that 𝑓Y (𝑦) is
the PDF of strength.
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Static Models Thread Standards and Definitions
➢ Three static models can be discussed –
➢ Random Stress and Constant Strength
➢ Constant Stress and Random Strength
➢ Random Stress and Random Strength
These models are called Static because these loads are of the type Static
Loading.
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Static Models Random
Thread Stress and
Standards andConstant Strength
Definitions
➢ Let,
➢ 𝑘 be the constant strength value
➢ 𝑋 be the random variable representing the stress such that 𝑓X (𝑥) is the
PDF of stress
➢ Reliability can be defined as the probability that stress does not exceed the
strength. That is,
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Static Models Random
Thread Stress and
Standards andConstant Strength
Definitions
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Static Models Constant
Thread Stress and
Standards and Random Strength
Definitions
➢ Let,
➢ 𝑠 be the constant load/stress value
➢ Y be the random variable representing the strength such that 𝑓Y (𝑦) is the
PDF of stress
➢ Reliability can be defined as the probability that strength exceeds the fixed
load/stress. That is,
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Static Models Constant
Thread Stress and
Standards and Random Strength
Definitions
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Static Models Constant
Thread Stress and
Standards and Random Strength
Definitions
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Static Models Constant
Thread Stress and
Standards and Random Strength
Definitions
Example: The compressive strength of a batch of concrete is found to have a
lognormal distribution with a mean value of 5,000 psi and a standard deviation
of 500 psi. If a fixed stress of 4550 psi is applied, calculate the reliability of
the concrete.
Solution:
𝜎𝑌 500
𝛿𝑌 = = = 0.1 = 𝜁𝑌
𝜇𝑌 5000
1 2
𝜆𝑌 = ln 𝜇𝑌 − 𝜁𝑌 = 8.512
2
ln 4550 − 8.512
𝑅 = Pr Y > 4550 = 1 − Φ = 0.8136
0.1
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
➢ Let,
➢ Let 𝑋 be the random variable representing the stress such that 𝑓X (𝑥) is
the PDF of stress
➢ Y be the random variable representing the strength such that 𝑓Y (𝑦) is the
PDF of stress
➢ Reliability can be defined as the probability that stress does not exceed the
strength.
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
➢ To calculate reliability, a double integral needs to be solved. That is,
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
➢ Random Stress and Random Strength situation can be analyzed when –
➢ PDFs of stress and strength are known with specific bounds
➢ Stress and strength follows some known probability distributions
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
PDFs of stress and strength are known
Calculate reliability for this system.
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
PDFs of stress and strength are known
calculate reliability for this system.
Solution:
Alternative Solution:
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
Stress and strength follows some known probability distributions
Exponential Case:
Both stress and strength follow exponential distribution
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
Stress and strength follows some known probability distributions
Normal Case:
Both stress and strength follow normal distribution
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
Stress and strength follows some known probability distributions
Lognormal Case:
Both stress and strength follow lognormal distribution
𝑦𝑚
𝜆𝑦 − 𝜆𝑥 ln
𝑥𝑚
𝑅=Φ 𝑜𝑟 𝑅 = Φ
𝜁𝑥2 + 𝜁𝑦2 𝜁𝑥2 + 𝜁𝑦2
Where, 𝑥𝑚 = median of 𝑥
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
Stress and strength follows some known probability distributions
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
Stress and strength follows some known probability distributions
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Static Models Random
Thread Stress and
Standards andRandom Strength
Definitions
Stress and strength follows some known probability distributions
Example: The compressive strength of a batch of concrete is found to have a
lognormal distribution with a mean value of 5,000 psi and a standard deviation
of 500 psi. The stress also follows a lognormal distribution having a mean of
3000 psi and a coefficient of variance (COV) of 0.15. Calculate the reliability
of the concrete.
Solution:
𝛿𝑥 = 0.15 = 𝜁𝑥
𝜎𝑌 500
𝛿𝑌 = = = 0.1 = 𝜁𝑌 1 2
𝜇𝑌 5000 𝜆𝑥 = ln 𝜇𝑥 − 𝜁𝑥 = 7.9951
2
1 2 𝜆𝑦 − 𝜆𝑥
𝜆𝑌 = ln 𝜇𝑌 − 𝜁𝑌 = 8.512 𝑅=Φ = 0.9979
2
𝜁𝑥2 + 𝜁𝑦2
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Appendix Thread Standards and Definitions
Normal or Gaussian Distribution
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Appendix Thread Standards and Definitions
Normal or Gaussian Distribution
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Appendix Thread Standards and Definitions
Normal or Gaussian Distribution
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Appendix Thread Standards and Definitions
Normal or Gaussian Distribution
➢ Sum and differences of independent Normal variables –
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Appendix Thread Standards and Definitions
Lognormal Distribution
➢ In many engineering problems, a random variable cannot have negative
values due to the physical aspects of the problem.
➢ In this situation, modeling the variable as lognormal is more appropriate,
automatically eliminating the possibility of negative values.
➢ If a random variable, 𝑿 has a lognormal distribution, then its natural
logarithm (𝐥𝐧 𝑿) has a normal distribution.
➢ This is the meaning of the term lognormal.
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Appendix Thread Standards and Definitions
Lognormal Distribution
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Appendix Thread Standards and Definitions
Lognormal Distribution
➢ The two parameters of the lognormal distribution can be calculated from
the information on the two parameters of the normal distribution, the mean
(μ) and standard deviation (σ) of the sample population.
𝜎𝑥
➢ If the COV (i.e., 𝛿𝑥 = ) is not very large, for example less than 0.30,
𝜇𝑥
then 𝜁𝑥 ≈ 𝛿𝑥 , the COV of the random variable X. 28
Appendix Thread Standards and Definitions
Lognormal Distribution
➢ Some important features of lognormal distribution-
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