The stochastic finite element method in structural reliability

Armen Der Kiureghian and Jyh-Bin Ke

Department of Engineering, University of California, Berkeley, CA 94720, USA

First-order reliability and finite element methods are used to develop a methodology for reliability analysis of structures with stochastically varying properties and subjected to random loads. Two methods for discretization of random fields are examined and the influence of the correlation length of random property or load fields on the reliability of example structures are investigated. It is found that the correlation length of load fields has significant influence on the reliability against displacement or stress limit states. The correlation length of property fields is significant for displacement limit states, but may not be significant for stress limit states. Examples studied include a fixed ended beam with stochastic rigidity and a plate with stochastic elasticity.

INTRODUCTION The term stochastic or probabilistic finite element (SFE or PFE) is used to refer to a finite element method which accounts for uncertainties in the geometry or material properties of a structure, as well as the applied loads. Such uncertainties are usually spatially distributed over the region of the structure and should be modelled as random or stochastic fields. The interest in this area has grown from the perception that in some structures the response is strongly sensitive to the material properties or geometry of the structure, and that even small uncertainties in these characteristics can adversely affect the structure reliability. Applications of SFE or similar discrete methods of analysis appear to have been initiated in the early 1970's. Early applications used the Monte Carlo simulation method to investigate the effect of uncertain variability in structural properties z. Later, first-order Taylor series expansion or perturbation methods were used to compute second-moment statistics of response quantities in structural or geotechnical applications a-5,12. This method was extended to second-order by Hisada and Nakagiri, who investigated a variety of structural problems13 16,23. A similar approach has been used recently by Liu, Belytschko and Mani with applications to elasto-plastic and nonlinear dynamics problems zl. Vanmarcke and Grigoriu used essentially the same approach and demonstrated the use of spatial averaging of random fields in SFE with an application to a beam with randomly fluctuating rigidity 27. Recently, Lawrence 19 has used basis random variables to describe random fields and a Galerkin approach to develop a second-moment SFE procedure. Also, Shinozuka and N o m o t o 25 and Shinozuka and Dasgupta 24 have used Neumann expansion in conjunction with Monte Carlo simulation techniques and have demonstrated Taken from the Proceedings,US-Austria Joint Seminar on Stochastic Structural Mecahnics, Florida Atlantic University, Boca Raton, Florida, May 1987

advantages of that formulation in the context of the simulation approach. The preceding works are all concerned with secondmoment analysis of the response, i.e., computing means, variances, and covariances. Such a characterization of the structural response provides useful insight into the manner structural uncertainties propagate, but it does not provide adequate information for reliability analysis. Since most civil engineering structures are designed with high levels of reliability, one is interested in the tails of the probability distributions, which are poorly defined by the first and second moments. SFE methods that aim at computing the reliability (or the failure probability) have been proposed by Veneziano et al. 2s and by Der Kiureghian et al. 6"7"11. The former uses first-order reliability methods in conjunction with response surface fitting, experimental design, and simulation techniques to estimate the probability distribution of a response quantity. The SFE method for reliability analysis developed by the authors is based on well established, first-order reliability methods ~,21 and is, at least conceptually, applicable to any problem where the failure criterion is specified in terms of a vector of random variables. In this paper, the first-order SFE reliability approach for linear structures under static loads is presented together with two example applications. The examples demonstrate the effects of spatial variability in material properties or loads on the reliability of structures. Applications dealing with stochastic dynamics problems are presented elsewhere ~s. Extension of the methodology to nonlinear structural problems is currently in progress.

THE FIRST-ORDER RELIABILITY METHOD

Structural reliability problems of interest here are based on two fundamental assumptions: (1) the state of the structure is defined in the outcome space of a vector of random variables; (2) the structure can be in one of two states, the safe state or the failure state. The boundary

1988 Computational Mechanics Publications

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Stochastic finite element method: A. Der Kiureghian and J-B. Ke

between the two states in the outcome space is known as the limit-state surface. Failure criteria in mechanics are normally defined in terms of load effects, such as stresses and deformations. Let S denote a vector of such effects and g(s) = 0 denote the limit-state surface in the outcome space of S. Without loss of generality, the function g(. ) is formulated such that 9(s) > 0 defines the safe state and g(s) ~<0 defines the failure state. The probability of failure of the structure, then, is exists for continuous variables and is specified in terms of the distribution of X (Refs 17 and 10). The mapping of the limit-state surface onto the standard normal space is symbolically described by g(s) = g(s(x(y))) = G(y)= 0 The probability of failure, then, is (6)

p=

(p(y)dy

(7)

pf=

(
g(s) ~ 0

fs(s)ds

(1) where ~b(y) denotes the standard normal density of Y. The reasons for the probability transformation are two useful properties of the standard normal space. One is that the probability density in that space is rotationally symmetric about the origin (the mean point) and decays exponentially with the square of the distance from the origin. As a result, most of the contribution to p f in the integral in equation (7) comes from the neighbourhood of the point(s) on the limit-state surface which is(are) nearest to the origin. This is particularly true for civil engineering structures for which the limit-state surface is far from the origin. This property suggests that good approximations to the integral in equation (7) can be constructed by replacing the integration boundary (i.e., the limit-state surface) with an approximating boundary which has a close fit at the point(s) nearest to the origin. The second useful property of the standard normal space is that the probability contents for some simple subsets in arbitrary dimension are available. These two properties are the bases for the first and second-order reliability methods. In the first-order reliability method, the limit-state surface in the standard normal space is replaced with the tangent plane at the point with minimum distance from the origin. The first-order estimate of the probability of failure, then, is

where fs(s)ds denotes the joint probability density function (PDF) of S. As a simple example of such a formulation, consider the failure of a structure defined as yielding at a critical point in accordance with the Von Mises criterion. The limit-state function, for a plane stress condition, then is g(S) = S~ - (S~x + S~y- SxxSyy + 3S~y) (2) where Sx,,, Syy,and Sxy are the components of stress at the point and S o is the yield stress, which may all be random variables due to randomness in loads and/or in material properties. This formulation of the reliability is not limited to static problems. For example, for the firstpassage failure of an uncertain structure under (stochastic) dynamic loads, the limit-state function may be described by

9(s)=So-S~

(3)

where So is the threshold (possibly a random variable) and Sin, a random variable, is the maximum of the stochastic response process over the duration of the excitation. Applications with this formulation are reported in Ref. 18. A fundamental difficulty in reliability analysis is that the statistics of load effects (i.e., the PDF fs(s)) are not directly available. This is because measurements and observations are usually made on basic quantities, such as loads and material property constants, rather than on load effects which are derived quantities. This, in fact, is the chief reason for the need for finite element methods in reliability. Let the vector X denote the set of all basic random variables pertaining to a structure and assume the joint PDF fx(x) is known. Included in this vector are variables defining loads, material properties, member sizes, etc. For spatially varying quantities, discretization in space is employed, as described later in this paper. In deference to S, we denote the outcome space of X as the load space. These two vectors are related through the mechanical

pjl = o ( - f l )

(8)

transformation
S=S(X) (4) For all but trivial structures, this transformation is available only in an algorithmic sense, e.g., a finiteelement code. For reliability analysis, it is convenient to transform the variables X into the standard normal space: Y=Y(X) (5) where the elements of Y are statistically independent and have the standard normal density. Such a transformation, denoted herein as the probability transformation, always

where fl, denoted reliability index, is the minimum distance from the origin and (I)(.) denotes the standard normal cumulative probability. In the second-order method, the limit-state surface in the standard normal space is fitted with a second-order surface, usually a paraboloid 9, and in situations where the limit-state surface has several local minimum-distance points, multiple fittings with plane or paraboloid surfaces may be used to improve the reliability approximation. In the present paper, only first-order approximations with single or multiple fittings are employed. Extension to second-order approximation is relatively straightforward, but may require considerable additional computation (see Ref. 9). The main effort in the first or second-order reliability method is in finding the minimum-distance point(s), denoted y* (x* in X space, s* in S space). This is formulated as a constrained optimization problem: minimize subject to ly[ G(y)=0 (9)

Standard solution algorithms for this problem are available 1. Starting from an initial point Y0, these algorithms typically generate a sequence of points Yl, Y2, . . . . which converge at a minimum-distance point, provided the algorithm is stable. Experience shows that

84

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Stochastic finite element method: A. Der Kiureghian and J-B. Ke

for structural engineering applications convergence is achieved often in less than ten and seldom in more than fifty steps. Most efficient algorithms utilize the gradient vector of the limit-state function, [-t3G(y) t3G(y)] (8) are given by Vap/, = - ~b(fl)Vpfl (15)

VyG=LT, '
to compute the sequence. differentiation, this vector is
Vy a :

3
By the chain rule of

where q~(. ) is the standard normal PDF. These sensitivity measures are easy to compute since they do not involve the mechanical transformation. It is obvious that these measures can be extremely useful in design and analysis of structures. FINITE E L E M E N T I M P L E M E N T A T I O N

VsgJs.xJ .,y

(10)

where Vsg is the gradient of the limit-state function with respect to the load effect variables, J,,, is the Jacobian of the mechanical transformation, and Jx,y = Jy~x 1, where Jy,x is the Jacobian of the probability transformation. The first vector is easily computed (either analytically or numerically) for any limit-state function which is expressed in terms of the load effects. The Jacobian of the probability transformation and its inverse are also easy to computer, as the transformations only depends on the probability distribution of X and usually can be expressed in a triangular form 1'17. A major difficulty, however, lies in computing the Jacobian of the mechanical transformation, Js,,. The elements of this matrix are the partial derivatives of load effects with respect to loadspace variables. Such quantities are not computed in ordinary finite element codes and their formulation and implementation in an efficient manner is the key to the SFE reliability method described here. MEASURES OF SENSITIVITY An important feature of the first-order reliability method is the facility to compute reliability sensitivity measures with respect to any set of desired parameters. The simplest such measure 1S the unit vector ~t=-VyG/]VyG I computed at the linearization point y*, which represents the sensitivity of fl with respect to variations in the linearization point L22, i.e., Vy.fl=~ (11)

Implementation of the first-order reliability method in a finite element code requires two main algorithmic features. The first is an ability to compute the load effects for the sequence of points selected in the standard normal space for solution of the optimization problem, equation (9). Each point requires a single conventional run of the finite element code with the load space variables determined from the inverse of the probability transformation, equation (5). (As stated earlier, this transformation is usually in a triangular form, which facilitates its inversion.) The second is a capability to effciently compute the Jacobian of the mechanical transformation, Js,x. Since the size of X is usually large, a straightforward finite-difference approach is obviously impractical, as it would require repeated runs of the code for each element of the Jacobian. For linear elastic structures under static loads, the conventional finite-element solutions for the nodal displacements, u, strains, e, and stresses, a, are expressed by u=K-1P e=Bu a=De (16) where K is the stiffness matrix, P is the nodal load vector, B is the displacement-to-strain transformation matrix, and D is the elasticity matrix. It is easily verified that the Jacobians of u, ~, and o with respect to the load-space variables are 11

Ju,x = K- 1(Je,x- JK,xU)

(17)

L,x=BS.,x
J,,x = DIKlu,x + Ja,xBu

(18)
(19)

The sensitivity vector with respect to the linearization point in the load space is given by 7 Vx.fl = ctJy,x (12)

where the Jacobian is computed at the linearization point. Furthermore, let 0 and ~/ denote sets of parameters defining the probability distribution of X and the limitstate function, respectively, i.e., fx(X,0) and g(S,t/). (0 might include such parameters as means, standard deviations, correlation coefficients, etc., and ~/ might include such parameters as allowable stresses or deformations, deterministic parameters defining geometry, etc.) It can be s h o w n 22 that sensitivities of fl with respect to these parameters are given by:

Vofl=~Jy,o
V.fl = ~

(13)

IVUI

Vng(s*, F/)

(14)

where, again, the derivatives are computed at the linearization point. Finally, for any set of parameters p, the sensitivities of the first-order probability in equation

where Jp,x and JK.~ are the Jacobians of the load vector and the stiffness matrix with respect to x, respectively, and it is assumed that the finite element mesh and shape functions, and therefore the matrix B, remain fixed. Due to the linearity of the structure, these Jacobians can be computed by assembling partial derivative load vectors and stiffness matrices of all elements. It is important to note that this procedure requires no additional inversions Of the stiffness matrix for computing the Jacobians. Efficient algorithms for solution of these Jacobians are given, for example, in Ref. 29. The above procedure is coded in a FORTRAN program with truss, beam, three-node constant strain, and four-node quadrilateral elements. The program includes routines for computing the partial derivative stiffness matrix and load vector for each element, which are then assembled using the conventional direct stiffness approach to compute the global partial derivative matrices. The variables X considered are magnitudes of nodal or distributed loads, material property variables such as elastic moduli and Poisson's ratio, and geometric characteristics such as thickness or moment of inertia. In storage allocation and multiplication of matrices,

Probabilistic Engineering Mechanics, 1988, Vol. 3, No. 2 85

Stochastic finite element method: A. Der Kiureghian and J-B. Ke

advantage is taken of the fact that the partial derivative matrices are highly sparsed.
RANDOM FIELD DISCRETIZATION

Structural properties or loads varying randomly in space are modelled here as multi-dimensional random processes, or random fields. For finite element implementation, it is necessary to discretize such fields into random vector representations. Two methods of discretization are investigated here. In one method, the field value over an element is represented by its value at the midpoint of the element. In the second method, the value for an element is represented by the spatial average of the process over the element, as originally suggested by Vanmarcke et al. 27. For a two-dimensional process X(x,y), the above representations for an element i are

Then, for each random field, a separate mesh is considered which is equal to or coarser than the finite element mesh, such that each random field element is a block of one or more finite elements. This is done so as to reduce the number of random variables, and to avoid near perfect correlation between variables which causes numerical instability in the probability transformation. The effect of the random field mesh size is examined in the following example.
EXAMPLE RIGIDITY 1 - BEAM W I T H STOCHASTIC

X i= X (xi, yi)
and

(20)

The example is a 32-feet long, fixed ended beam with stochastic flexural rididity, El(x), which is subject to a distributed load with stochastic intensity W(x), as shown in Fig. 1. Both processes are assumed to be homogeneous and Gaussian with the means and coefficients of variation listed in Table 1. The autocorrelation coefficient functions are assumed to be of the form

Xi=~
i

X(x,y)dAi

(21)

; IAxl

(22) (231

respectively, where xi, yi are the coordinates of the point in the element that transforms onto the centroid of the square element in the normalized coordinate system, and Ai is the area. The moments (i.e., mean vector and covariance matrix) of X~ are obtained in terms of the mean and covariance functions of the process from well known results in random field theory z6. In particular, the variance of X~ defined by the midpoint discretization method (equation (20)) is the same as the point variance of the process, whereas the variance of Xi defined by the spatial averaging method (equation (21)) is the point variance multiplied by the 'variance reduction' factor which depends on the area A~. In general, the midpoint discretization method tends to over-represent the variability within the element, whereas the spatial averaging method tends to under-represent the same variability. Therefore, the two methods tend to bracket the exact result for any given mesh, which provides a useful means for checking the convergence of the solution with the mesh size. If the random field is Gaussian, the joint distribution of Xi for various elements remains Gaussian for both the midpoint and spatial averaging methods. However, for non-Gaussian fields the distribution of X~ defined by equation (21) is difficult or impossible to obtain. An approximate description of the distribution for that case has been suggested elsewhere 8. Here, attention is restricted to Gaussian random fields so that a fair comparison between the two methods of discretization can be made. An important issue in SFE is the selection of the mesh size. Two separate factors should be considered for this selection. One is the expected gradient of the stress field, and the other is the expected rate of fluctuation of each random field, as measured, for example, by the corresponding correlation length. The two requirements do not necessarily coincide in each region of the structure and, hence, it is usually necessary to consider two or more separate meshes. In the present application, the finite element mesh is selected such that both sets of requirements in each region of the structure are satisfied.

,ww(Ax)=exp(_l
\

awL/

xl)

where Ax is the distance between two points, L = 32 ft is the beam span, and ae~ and aw are dimensionless measures of the correlation lengths. Note that aE~ = ~ or aw = ~ reduces the corresponding process to a random variable. The beam is modelled with 32 finite elements, but the number of random field elements for each process is varied depending on its correlation length. Two limitstate criteria are considered: the exceedance of the midspan deflection above the threshold of 0.6 in, denoted displacement lmit state, and the exceedance of the left-end bending moment above the threshold of l l00k-ft, denoted moment limit state. Fig. 2 shows the convergence of fl as the number of random field elements is increased for the two limit-state functions and for both the midpoint (dashed curves) and the spatial average (solid curves) discretization methods. The two methods coincide when the random field mesh is sufficiently fine in relation to the correlation length. For a coarse random field mesh, the spatial averaging method

Fig. 1.
Table 1.
Variable W, k/ft

Example 1 - beam with stochastic rigidity

Statistics ]br example 1
Mean 8.0 1.125 l 0 s Coefficient of v a r i a t i o n 0.30 0.20

EI, k-ft 2

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Probabilistic Engineering Mechanics, 1988, Vol. 3, No. 2

Stochastic finite element method: A. Der Kiureghian and J-B. Ke

4.2

aEt = 0.25, a w = oo / / / I ..-- aEt = 1.00,a w =

/

3.B

3.0

aw=0.25, aE/=oo

air = 1.00,act
E.4

= oo

Displacement L i m i t

State

i.B

4.2-

Moment L i m i t S t a t e

3.B
r

a w = 0.25, aEI = oo
l

3.0

I l l I

#
E.4

i/~~g.

1.00, aEi

oO

/ aEl = 1.00, aw = oo . . . . . J
t.B

aEi =

0.25,

a W, = o o

'*

i '2

t '8

2'0

2'4

2'0

a'2

NUMBER OF RANDOM FIELD ELEMENTS

Fig. 2. Convergence of elements

[3 with

number of random field

provides a better accuracy than the midpoint method. As the mesh becomes finer, the two methods tend to bracket the exact result. As indicated before, this is because the spatial averaging method generally under-represents the variability within an element, whereas the midpoint method tends to over-represent the same variability. Thus, the two methods provide a useful means for checking the convergence of fl with the random field mesh size. From the results in Fig. 2, it is apparent that convergence in fl is effectively achieved when the random field element size is one-quarter to one-half of the correlation length parameter, aE~ or aw. Similar results have been obtained by Hisada et al. 15 for a onedimensional beam, where they numerically investigated the dimensional invariance of fl for the analysis of continuum. As noted earlier, when the correlation length of a random field is large, a fine random field mesh causes numerical instability, as the correlation matrix of the discretized field tends to be near singular and the inverse of the probability transformations in equation (5) becomes unstable. For example, in Fig. 2, the cases with aE~= 1 or aw = 1 could not be analysed with 16 or more random field elements. Of course, in these situations a fine random field mesh is not necessary, and this merely reiterates the need for a separate mesh for each random field. Such separate meshes are also helpful in reducing the number of random variables representing each random field. Fig. 3 demonstrates the influence of the correlation lengths aE~ and aw on the reliability with respect to the two limit states. The number of random field elements used in each case depends on the correlation length, but is sufficiently large such that the midpoint and spatial

averaging methods give identical results. For the displacement limit state, the correlation length of each random field has significant influence on the reliability the reliability decreases with increasing correlation length (i.e., as the random field approaches a random variable). This implies that random fluctuations in the rigidity of the beam or the distributed load tend to decrease the midspan deflection. The same result is observed for the bending moment limit state, except that there appears to be a lack of sensitivity to fluctuations in the rigidity. Reliability sensitivities with respect to the local mean and standard deviation of each random field element for the case with aE1= aw = 0.25 are shown in Fig. 4. These measures are scaled by the corresponding standard deviations (i.e., ael or aw of the process) to make them dimensionless. This scaling also has the effect of making the parameter variations equally likely in a statistical sense. For the displacement limit state, the reliability is most sensitive to the means and standard deviations of random rigidity elements in the central region as well as the two ends of the beam. Sensitivity to the means and standard deviations of random load elements is relatively insignificant and is only visible in the central region of the beam. For the bending moment limit state (for the left end of the beam), the reliability is most sensitive to the means and standard deviations of random rigidity elements at the two ends of the beam and to the means and standard deviations of random load elements in the left-central region of the beam. If sensitivities with respect to the global mean or standard deviation of a random field (rather than individual element) are desired, they are simply obtained by algebraicly summing the sensitivity values for the individual elements. The above results are all in concurrence with our intuitive expectations and merely quantify what we already know or can guess. However, for more complex 5.0
4.0
"=CC

,
=all.=(/

allDisplacement Limit State

3.0

#
2.0

l.O

5.0 4.0
3.0

Moment L i m i t S t a t e

~
aEi a
=

1 =all' =a

2.0

~ ~aEi
=a, all, = c

1.0.0

t7o

t:5

CORRELATION LENGTH. a
Fig. 3. Influence of correlation length on reliability

Probabilistic Engineering Mechanics, 1988, Vol. 3, No. 2

87

Stochastic finite element method." A. Der Kiureghian and J-B. Ke

0.8
Displocement Limit State

0.4
at~

0.0 -0.4 -O.B

J
t

iL
r

'El

(o)
-1.2
I I I

-.
I I I

0.2
0.1

Moment Limit Stote

~N

0.0

-.

...

_. . . . .

.-" . . . . .

(b) -0.2
0 5

I0 15 20 25 HORIZONTAL COORDINATE, ft

30

Fig. 4. Reliability sensitivity measures with respect to element means and standard deviations, for aE1= a w ---- 0.25 structures, the reliability index and the associated sensitivity measures provide valuable insight into the behaviour of the structure and the significance of various uncertainties, thus providing a resourceful means for rational decision making in the design or analysis stage.
EXAMPLE 2 -

Because of the stochastic properties of the plate, symmetry cannot exist in a strict sense. Nevertheless, for simplicity, stochastic symmetry is assumed and only one quarter of the plate is analysed. The quarter plate is modelled with 30 elements in the region of material 1 and 9 elements in the region of material 2. The random field and finite element meshes are assumed to be identical. The limit-state criterion for the plate is selected to be the exceedance of the principal tensile stress at element 32 above the threshold of 30 ksi. As expected, the reliability of the plate with respect to the stress criterion is strongly influenced by the difference between the properties of the two materials. Fig. 6a shows the variation of fl with the ratios of the means of the bulk and shear moduli, r=#r,/~K2=#c,/l~o~, when the correlation length a is infinite (i.e., when K I and Gt are random variables) and the cross correlations p K , K = po,G = 0 . The reliability is seen to decrease with increasing difference between the mean properties of the two materials. Scaled sensitivities of fl with respect to the means and standard deviations of the random variables are shown in Figs 6b and 6c, respectively. The reliability is most sensitive to the mean and standard deviation of the load intensity, W. Among the property variables, sensitivities to the mean values of K~, G~, and K2 and standard deviations of Ka and K2 appear to be significant for certain values of r. At around r = 1, a sharp change in the sensitivities of fl to the material property variables is observed in Figs 6b and 6c. The reason for this can be inferred from the data in Table 3, where the mean values and linearization points for the cases r = 1 and r = 1.25 are listed. In the present

PLATE WITH STOCHASTIC

W

ELASTICITY The example structure is one quarter of a 1 in thick, 32 32 in / square plate with distributed edge loads, as shown in Fig. 5. The plate is made of two materials: a 4-inch diameter core material, and an outside material. The bulk and shear moduli K1 and G1, respectively, of the outside material are modelled as homogeneous Gaussian random fields. The moduli K2 and G2 of the core material and the load intensity W are considered to be Gaussian random variables. The assumed means and coefficients of variation are listed in Table 2. The shear and bulk moduli for each material are assumed to be statistically independent, but correlation between the same moduli for the two materials, i.e., PK,K~ and PG,o:, is considered. The autocorrelation coefficient functions for the moduli K1 and G1 are assumed to be identical and of the form

Material 1:

KI I G I

/ X

Elemen 32 Material 2: K 2, --~ Fig. 5. 16"

= exp[ ( ,,x ?_(

(24)

Example 2 - plate with stochastic elasticity

Table 2. Statistics for example 2 where Ax and Ay are the differences between the x and y coordinates of any two points, L = 1 6 i n is the side dimension of the quarter plate, and ax and ay are dimensionless measures of the correlation length in the two directions. For the present analysis a x = a y = a is assumed, which implies an isotropic correlation structure. Variable K1, ksi Gl, ksi Kz, ksi G2, ksi W, k/in Mean 5000 3750 variable variable 16.0 Coefficient of variation 0.15 0.15 0.15 0.15 0.20

88

Probabilistic Engineering Mechanics, 1988, Vol. 3, No. 2

Stochastic finite element method: A. Der Kiureghian and J-B. K e

5.0 4.0 3.0 2.0 1.0 0.0 1.0 KI

0.5

~' a~-uB0,0

-0.5

oi/ (b)
i i 1111111

~//~

"X__..~.~
i i fill,, I I , I;Illl i I J lll,H i

-1.0 1.0

0.0

a#

_ 1.0

-2.0

-3,0
10 -'

111111

i iiiill

iiiilj

i iiiiij

10 -'

I RATIO OF M E A N S .

10

10 '

where the second fl is much larger than the first) the firstorder reliability estimate in equation (8) is sufficiently accurate. However, when the two fl's are nearly equal, multiple fittings of the limit-state surface are necessary to improve the accuracy. Using hyperplane fittings at the two local minimal-distance points and employing well known results for the probability content of polyhedral sets 22, the generalized fl for various values of r are computed and are shown in Fig. 6a as a dashed curve. (The generalized reliability index is defined as fl= - 1 ( 1 - p ) , where 1 - p is the probability content of the polyhedral safe set.) It is observed that the contribution of the second failure mode is only significant near r = 1. Fig. 7a shows the variation of/3 with respect to the cross-correlation coefficient P = PK,K~ = P~,c~, for identical mean values, i.e., r = 1, and a = ~ . The reliability is seen to decrease as the properties of the two materials become independent. In Fig. 7b, scaled sensitivity measures of fl with respect to the standard deviations are shown. It is observed that the reliability is most sensitive to the uncertainty in the load and that the sensitivity to the uncertainty in the material properties diminishes with increasing correlation between the property variables. This is expected, as with increasing correlation the plate becomes statically determinate and the stress distribution becomes independent of the moduli. Fig. 8 shows the variation of fl with the correlation length parameter a for a deterministic load W= 22, with r = 1 and p = 0, and for both the midpoint and spatial averaging discretizations of the random property fields. For the selected value of r, the limit-state surface has two local minimal distance points, which, for certain values of a, have nearly equal fl values. Thus, the dashed curves in the figure show the fl value for the single dominant mode, whereas the solid curves show the generalized reliability
5.0

Fig. 6. Influence o f ratio o f mean properties on (a) reliability index, (b) sensitivities to means, and (c) sensitivities to standard deviations, for a = ~ and p = 0
Table 3. Failure modes f o r example 2 (a= ~ , p =0)

4.5

r=l.00 Variable K1 Gl
Kz

r = 1.25 x* Mean 5000 3750 4000 3000 16.00 x*

~ 4.0

Mean 5000 3750 5000 3750 16.00

3.5 3801 3685 5708 3887 26.76 5448 3990 3369 2375 25.71

(o)
.3.0
i I ] ] i I J I r I

G2 W

1,0

--

//G1, G2 0.0 K2 /

case with Gaussian variables, the latter coordinates represent the most likely realizations of the random variables given failure has occurred. It is observed in Table 3 that the most likely failure mechanism is fundamentally different for the two cases. That is, for r = 1 the most likely mode of failure is with K1 and Ga below their respective means and K 2 and G2 above their respective means (i.e., weak plate, strong core), whereas with r = 1.25 the situation is reversed. In fact, it turns out that for each value of r there are two local minimal distance points on the limit-state surface in the standard space, which are associated with these two modes of failure. In situations where one mode dominates (i.e.,

-I.0 "a'--g a# - 2 . 0 -3.0 -4.0

K1/

(b)
--5.0 ' I ; I , I , I , I

0.0

0.2 0.4 0.6 0.8 CORRFLATION COEFFICENT, p

1.0

Fig. 7. Influence o f correlation coefficient pK,K2= po,o=p on (a) reliability index, (b) sensitivities to standard deviations, for r = 1 and a =

Probabilistic Engineering Mechanics, 1988, Vol. 3, No. 2

89

Stochastic finite element method: A. Der Kiureghian and J-B. Ke

Table 4. Results for example 2 (a =0.25, p =0)
W=22 fl Pyl Variable K1 Gl K2 G2 W x* 6245 4458 3383 3384 22.0 3.656 0.000128 ~ a x* 5882 4072 4208 3590 25.4 W=N(16,3.2) 3.4957 0.000236 a a -9a -0.639 -0.118 -0.226 - 0.020 - 2.45

9~

9a

0.027 -0.246 0.590 0.178

1.71 0.550 1.27 0.116

- 0.083 - 0.113 0.276 0.076 - 0.838

5.0
Spat]c~l A v e r o g e ldethod

K1 and G1 than the standard deviations of the variables K 2 and G2, respectively.
" ' [

4.54.0 ~

- " . . .~ ........ -

SUMMARY AND CONCLUSION A first-order stochastic finite element method for reliability analysis of complex structures is described. The method is based on the first-order reliability approach and is applicable to any limit-state criterion that is prescribed in terms of random variables. Measures of reliability sensitivity with respect to any set of parameters are easily computed. The main effort for finite element implementation is in computing the gradient of response variables in terms of basic load, material property or geometry variables. Such an implementation for linear elastic structures under static loads is described. Two alternate methods of random field discretization are investigated and their respective advantages are discussed. Two example applications are described in detail, which address such issues as the convergence of the reliability index for the two methods of random field discretization, the effect of correlation length on the convergence, the influence of correlation length on reliability, reliability sensitivity with respect to distribution parameters, and multiplicity of failure modes. These examples clearly demonstrate the applicability and usefulness of the first-order reliability approach in conjunction with the finite element method for reliability analysis of complex structures. ACKNOWLEDGEMENT The research work presented herein was supported by the National Science Foundation Grant No. CEE-8205049, which support is gratefully acknowledged.

3.5
/ 3.O ......
2..5 , I ,

System # Dominont Mode fl

I , ,

0.0

1.0 2.0 CORRELATION LENGTH, a

3.0

Fig. 8. Influence of correlation length on reliability for W = 2 2 , r = l , and p=O

index considering both failure modes of the system. It is seen that the second mode of failure is significant only for 0.5~<a~<2. As stated earlier, the true value of fl usually lies in between the results based on the midpoint and the spatial averaging methods, but usually closer to the latter. Thus, it appears in Fig. 8 that the selected finite element and random field mesh is adequate for values of the correlation length parameter a/> 0.25. It is also observed that the reliability tends to increase with increasing correlation length of the random property fields. This result, however, is overshadowed if the uncertainty in the load is also included, which typically dominates the reliability with respect to stress limit states. The significance of uncertainty in the load can be observed in Table 4, which lists the values of the reliability index, failure probability, linearization point, and scaled sensitivity measures with respect to the means and standard deviations. The results are for both deterministic and random values of the load and for r = 1, p = 0 , and a=0.25. For the processes K1 and G~, the linearization point listed is for element 32 and the sensitivities are with respect to the process means and standard deviations rather than those of the individual element. It is interesting to note that for the selected values of the parameters the reliability is more sensitive to the mean o f K 2 than the mean ofK~. This is attributed to the random fluctuations in K~ and the cancellation of the sensitivities arising from the various elements of the plate. Such cancellations do not occur for the sensitivities with respect to the standard deviation of the process, as they are negative for all elements. Hence, the reliability index is more sensitive to the standard deviations of the processes

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