Open University, From Sept to Dec -2013

11

Overview

How to measure risks?

Reliability Index and Probability of Failure

14

Reliability Analysis Procedures

Conclusions

Buildings

Offices

p
Pipelines

Residential structures

Hydraulic
y
structures

Hospitals

Bridges
g

.....

y Natural causes

(wind,
hurricanes,
floods,
tornados, major storms, snow,
earthquakes, wave)

C
Causes
off Uncertainties
U
t i ti
in the building process

y Man-made causes

+ Design phase: approximation errors,

calculations errors,
errors lack of knowledge
+ Construction phase: use of inadequate
materials, methods of construction, bad
connections changes without analysis.
connections,
analysis
+ Operation/use phase: overloading,
inadequate maintenance, misuse, vehicle
collisions vessel collisions,
collisions,
collisions terrorist
attacks)

Uncertainties in Load and

Resistance
(Load
i
(
d Carrying
C
i Capacity)
C
i )

Load & Resistance parameters

must be treated as random variables
y Occurrence probability (return period)
y Magnitude
ag tude (mean
( ea values,
va ues, coefficient
coe c e t of
o variation)
va at o )
=> Structures must be designed to serve their function with
a probability of failure

Load and Resistance are Random Variables

y Dead load, live load, dynamic load
y Natural loads temperature, water pressure, earth pressure, wind, snow,

earthquake,
th k ice
i
y Man-made causes collisions (vehicle, vessel), fire, poor maintenance, human

errors, gas explosion, terrorist acts

y Load effects analytical models, approximations
y Load combinations
y Material properties concrete, steel, wood, plastics, composites
y Dimensions

Consequences of Uncertainties
y Deterministic analysis and design is insufficient
y Probability of failure is never zero
y Design codes must include a rational safety reserve (too safe too costly,

otherwise too many failures)

y Reliability is an efficient measure of the structural performance

Reliability and Risk

(Probability
( b bili off Failure)
il )

y Reliability = probability that the structure will perform its

function during the predetermined lifetime

y Risk (or probability of failure) = probability that the
structure will fail to perform its function during the
predetermined lifetime
=> How to measure risk?

y Course: Reliability of Structures

y 50 hours = 4 hours/1 week * 12 weeks
y Evening of Monday, from 6 PM to 9 PM
y From 16/9/2013 to 6/12/2013
y Exercises:

30% of the final result

y Examination: 70% of the final result
y Book: Andrzej S.
S Nowak,
Nowak Kevin Collins,
Collins Reliability
Reliability of Structures
Structures, 2000

y Book: Andrzej S. Nowak, Kevin Collins, Reliability of Structures, 2000

y Chapter 1: Introduction
y Chapter 2: Random variables
y Chapter 3: Functions of Random variables
y Chapter 4: Simulation Techniques
y Chapter 5: Structural Safety Analysis
y Chapter 6: Structural Load models
y Chapter 7: Models of Resistance
y Chapter
p 8: Design
g Codes
y Chapter 9: System Reliability

y Identify the load and resistance parameters (X1, , Xn)

y Formulate the limit state function, g (X1, , Xn), such that g < 0 for failure, and

g 0 for safe performance

g = R Q
y Calculate the risk (probability of failure, PF,

PF = Prob (g < 0)

Fundamental Case
Safety Margin, g = R Q
what is the probability g < 0?
Probability Density Function (PDF)

Figure: PDF of load, resistance and safety margin

Fundamental case
The limit state function, g = R - Q, the probability of failure, PF, can be derived
considering the PDFs of R and Q

Figure: PDFs of load (Q), and resistance (R)

Fundamental case
The
then
Th structure fails
f il when
h the
h load
l d exceeds
d the
h resistance,
i
h the
h probability
b bili off
failure is equal to the probability of Q>R, the following equations result

Pf =

P (R = r

Q > ri ) =

(1 F (r )) f (r )dr = 1 F (r ) f (r )dr
= P (Q = q R < q ) = P (R < Q |Q = q )P (Q = q )

Pf =
Pf

P (Q > R |R = r )P (R = r )

Pf =

F (q ) f
R

(qi )dqi

Too difficult to use, therefore, other procedures are used

Fundamental case
y Space of State Variables

Figure: Safe domain and failure domain in a two-dimensional state space

Fundamental case
y Space of State Variables

Figure: Three-dimensional sketch of a possible joint density function fRQ

Reliability Index,

Mean (R(R-Q)
Figure: PDFs of load, resistance and safety margin

Reliability Index,
For a linear limit state function, g = R Q = 0, and R and Q are both normal
random variables

(
=

Q )

R2 + Q2

mR = mean resistance
mQ = mean load
sR = standard deviation of resistance
sQ = standard deviation of load

Reliability Index,

beta = - F-1(PF)
Probability of failure, PF

PF = F ((--beta)

PF

beta

10-1

1.28

10-2

2.33

10-3

3.09

10-4

3.71

10-5

4.26

10-6

4.75

10-7

5.19

10-8

5.62

10-9

5.99

Typical values of
y Structural components (beams, slabs, columns), beta = 3-4
y Connections:
y Welded, beta = 3-4
y Bolted, beta = 5-7

y Structural systems (building frames, girder bridges), beta = 6-8

y Closed-form equations accurate results only for special cases

y First Order Reliability Methods (FORM), reliability index is calculated by

iterations

y Second Order Reliability Methods (SORM), and other advanced procedures

y Monte
M t C
Carlo
l method
th d - values
l
off random
d
variables
i bl are simulated
i l t d (generated
(
t d

by computer), accuracy depends on the number of computer simulations

Reliability Index - Closed-Form Solution

y Lets consider a linear limit state function

g (X1, X2, , Xn) = a0 + a1 X1 + a2 X2 + + an Xn

y Xi = uncorrelated random variables, with unknown types of distribution, but

with
i h known
k
mean values
l
andd standard
d d deviations
d i i
n

a 0 + ai X
i =1

2
(
a

)
i X
i =1

Reliability Index for a Non-linear Limit State Function

y Lets consider a non-linear limit state function

g (X1, , Xn)
y Xi = uncorrelated random variables, with unknown types of distribution, but with

known mean values and standard deviations

y Use a Taylor series expansion

g (X1, X 2 ,..., Xn ) g x ,..., x

*
1

*
n

) + (X
i =1

where the derivatives are calculated at (X1*, , Xn*)

*
i

g
X i

Reliability Index for a Non-linear Limit State Function

n

a 0 + ai X
i =1

(a
i =1

where

g
ai =
X i

Xi

)2

calculated at (X1*, , Xn*).

But how to determine (X1*, , Xn*)?

It is called the design point.

Monte Carlo simulations

y Given limit state function, g (X1, , Xn) and cumulative distribution function

for each random variable X1, , Xn

y Generate values for variables (X1, , Xn) using computer random number

generator
y For each set of generated values of (X1, , Xn) calculate value of g (X1, ,

Xn), and save it

Monte Carlo simulations

y Repeat this N number of times (N is usually very large, e.g. 1 million)
y Calculate probability of failure and/or reliability index
y Count the number of negative values of g, NEG, then

PF = NEG/N
y Plot the cumulative distribution function (CDF) of g on the normal

probability paper and either read the resulting value pf PF and b directly
from the graph, or extrapolate the lower tail of CDF, and read from the
graph.

 Load and resistance parameters are random variables, therefore, reliability can
serve as an efficient measure of structural performance
Reliability index is usually used in practice
Reliability methods are available for the analysis of components and complex
systems: FORM, SORM, Monte Carlo