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Risk modeling

Risk modeling. Principles. What is probabilistic risk analysis (PRA)? Structured approach to identifying failure modes and analyzing their effects Accounting scheme for combining uncertainties Approach to reasoning about uncertainties using the math of probability. What it is not …

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Risk modeling

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  1. Risk modeling

  2. Principles What is probabilistic risk analysis (PRA)? Structured approach to identifying failure modes and analyzing their effects Accounting scheme for combining uncertainties Approach to reasoning about uncertainties using the math of probability. What it is not … Inherently different from traditional practice

  3. Risk models Some of the hazards (perils) modeled: Earthquakes Floods Hurricanes Fire, wildfire, conflagration Tornados Tsunamis Landslides Extreme weather Vulnerability Loss Hazard Inventory

  4. Annual exceedance probability (AEP) AEP = Annual probability of an event or consequence greater than a given level. Exceedance Probability p L Loss

  5. History The reason we use PRA is because we don’t have enough data.

  6. History The reason we use PRA is because we don’t have enough data. The reason we use PRA is because people have (very) poor intuition about probability.

  7. Approaches to hazard modeling Where most of the work is done for CAT models Seismic Hurricane Flood Fire Approach Spatial statistical model of occurrence Historical frequency model of severity Spatial model of effect at a particular site (Note: there may by a difference between frequency of event and frequency of effect) Vulnerability Loss Hazard Inventory

  8. Earthquake risk Source: Jones, K. 2003 Willis Limited

  9. Wind risk the USAID Office of Foreign Disaster Assistance and the Caribbean Regional Program

  10. Wildfire outbreak risk Virginia Department of Forestry

  11. Approaches to inventory modeling Geospatial databases (GIS) Biggest advance in recent years; changing quickly Mostly publicly available records (e.g., HAZUS) Impacted by DHS concerns Many web-based (free or cheap) tools Vulnerability Loss Hazard Inventory

  12. Approaches to vulnerability (reliability) modeling Failure modes and effects analysis (FMEA) Event tree analysis Fault tree analysis Stochastic simulation (Monte Carlo) Vulnerability Loss Hazard Inventory

  13. Principles Levels of probabilistic reasoning

  14. FMEA Failure Modes and Effects Analysis

  15. FMEA

  16. FMEA

  17. FMEA

  18. Event trees Simple representation of earth dam system

  19. Dam Safety Reasons for Dam Failures OVERTOPPING ~ 35% of all failures Inadequate Spillway Design Debris Blockage of Spillway Settlement of Dam Crest FOUNDATION DEFECTS ~ 30% of all failures Differential Settlement Sliding and Slope Instability High Uplift Pressures Uncontrolled Foundation Seepage

  20. Dam Safety • Reason for Dam Failures • PIPING AND SEEPAGE ~ 20% of all failures • Internal Erosion Through Dam Caused by Seepage-"Piping" • Seepage and Erosion Along Hydraulic Structures Such as Outlet • Conduits or Spillways, or Leakage Through Animal Burrows • Cracks in Dam • CONDUITS AND VALVES ~ 10% of all failures • Piping of Embankment Material Into Conduit Through Joints or Cracks • OTHER ~ 5% of all failures

  21. Event trees Generic event tree (US NRC 1975).

  22. Event trees Simple event tree for an embankment dam

  23. Event Trees Dependence of Probabilities on earlier events

  24. Event trees Annualized initiating event generates input

  25. Event Trees Event trees = sample space

  26. Event Trees

  27. Event Trees

  28. Event Trees Hydrologic, piping, and strength failure parts of the levee failure event trees

  29. Influence diagrams

  30. Event Trees Influence diagram for levee failure

  31. Event Trees Influence diagram for levee failure, including active decision node

  32. Event Trees Partial event tree for hydrologic failure at Alouette Dam (Salmon 1995)

  33. Dam Safety Different approaches of the various owners and regulators Bureau of Reclamation US Army Corps of Engineers New South Wales (Austl) Canadian Electricity Association Dam Safety Interest Group BCHydro, OPG, HydroQuebec, Vattenfall, Scottish & Southern Energy Ontario Ministry of Natural Resources & OPG Department of Environment and Rural Affairs (DEFRA-UK)

  34. Glenmaggie Dam

  35. Fault tree analysis

  36. Fault tree analysis

  37. Fault trees Fault tree of dam failure (Fry 2001)

  38. Approaches to consequence modeling Economics (NED) Loss of life/property Environmental Historical Vulnerability Loss Hazard Inventory

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