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In the Name of God

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Structural Reliability and Probabilistic Modeling (20-130)
Welcome to this course. This document constitutes a contract between the Instructor and the
student. Therefore, it is crucial for the student to read and understand this document.
Course
Number of credits: 3
48 hours of coursework, 16 hours of tutorial
Schedule: Saturdays and Mondays, 10:30am-12noon
Tutorial: Saturdays and Mondays, 12-12:30pm
Office hour: Mondays, 3-4pm
Website: cw.sharif.edu
Midterm exam: Thursday, Farvardin 28
Final exam: Saturday, Khordad 24
Instructor
Mojtaba Mahsuli
Office: Room 413 in the Department of Civil Engineering
Email: mahsuli@sharif.edu
Objectives
The primary objective of this course is to learn how to deal with uncertainties in engineering. The
course focuses on three main topics: 1) Probabilistic modeling with the objective of learning to
establish engineering models with due account of uncertainties; 2) Reliability analysis with the
objective of learning to compute event probabilities; 3) Decision analysis with the objective of
learning how to make rational, risk-based decisions, especially in design. Students completing this
course will be able to understand the vast and growing body of the literature on probabilistic
modeling, structural reliability, and risk analysis. They will also be able to carry out probabilistic
analyses with computer programs while understanding the theory behind. Although the examples in
this course emphasize structural and earthquake engineering applications, the methods are broadly
applicable to probabilistic analyses in many disciplines.
Structural Reliability and Probabilistic Modeling Mojtaba Mahsuli
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Content
Introduction and Background
o Motivation
o Uncertainties
o Set Theory
o Probability Theory
Decision Analysis
o Decision Trees
o Expected Cost Theory
o Expected Utility Theory
o An Introduction to Reliability-based Design Optimization
o Terminal Analysis
o Pre-posterior Analysis
Probabilistic Modeling
o Discrete Random Variables
o Continuous Random Variables
o Multivariate Distribution Models
o Extreme-value Models
o Linear Regression Models
o Fragility Models
o Bayesian Network Models
o Occurrence Models
o An Introduction to Stochastic Processes and Random Fields
o Discounting Models
Reliability Analysis
o Analysis of Functions
o Probability Transformations
o Basic Reliability Problem
o Mean-value First-order Second-moment Method
o The Invariance Problem and Its Solution
o First-order Reliability Method
o Measures of Importance and Sensitivity
o Second-order Reliability Method
o Sampling Methods
o An Introduction to Response Surfaces and Neural Networks
o Finite Element Reliability Analysis
o Multi-model Reliability Analysis
o System Reliability Analysis
o Load Combination
o Code Calibration
Structural Reliability and Probabilistic Modeling Mojtaba Mahsuli
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Software
The Rt software will be used in this course. It is developed by the Instructor
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during PhD studies at
the University of British Columbia. Rt carries out reliability, sensitivity, and optimization analysis with
multiple interacting probabilistic models. The program is user-friendly with a graphical user
interface. Rt is freely downloadable at www.inrisk.ubc.ca. Tutorials and support will be provided
throughout the course.
Evaluation
Your final grade in this course is computed by applying the following weights:
Active and orderly participation and assignments 25%
Midterm 20%
Final 40%
Term project 15% + Extra mark (if beyond expectation)
Assignments
Late homework submissions are not accepted. Remember to write your name and student ID on
your assignment. Please also note that marks will be withdrawn for messy submissions that are
difficult to understand. To avoid reduced marks, draw large and tidy figures, write tidily, clearly
outline your calculation procedure, and clearly identify the final answer. Staple the pages together;
do NOT use a paper clip or cover.
Term Project
Each student is required to submit a term project, either individually or in a team consisting of
maximum two students. The topic should be selected based on personal interest. In communication
withand written email approval bythe Instructor, you need to select a term project topic by the
deadline to be announced. You are strongly encouraged to consult your thesis supervisor and/or
select a term project that is relevant to your research. Consider also the following term project
ideas:
Investigate the topic of your thesis/dissertation from a probabilistic standpoint
Obtain data and create or improve a probabilistic model
Extend Rt
Solve a challenging probabilistic problem
Each student needs to submit a project report of maximum 10 pages by the submission deadline. For
the sake of mutual learning, all term projects will be presented at the end of the semester. It is
advised to start early on the project, because the submission deadline will be short after the final
exams period.


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Mahsuli, M., Haukaas, T. (2013) Computer program for multimodel reliability and optimization analysis,
ASCE Journal of Computing in Civil Engineering, 27(1), pp. 87-98.
Structural Reliability and Probabilistic Modeling Mojtaba Mahsuli
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Textbooks and Other Literature
No single book contains the entire content of this course. Nonetheless, you are strongly advised to
go through the following two books as the course progresses:
Haldar and Mahadevan (1999), Probability, Reliability, and Statistical Methods in Engineering
Design, Wiley
Der Kiureghian (2005), First- and Second-order Reliability Methods. Chapter 14 in Engineering
Design Reliability Handbook, Edited by Nikolaidis, Ghiocel, and Singhal, CRC Press
The following references are also relevant and some of them are particularly recommended:
Highly recommended
Melchers (1999), Structural Reliability: Analysis and Prediction, Prentice Hall
Ditlevsen and Madesn (2007), Structural Reliability Methods, John Wiley & Sons, Chichester, UK
Ang and Tang (2007), Probability Concepts in Engineering: Emphasis on Applications in Civil and
Environmental Engineering, Wiley
Madsen, Krenk, and Lind (1986), Methods of Structural Safety, Prentice-Hall
Recommended classics
Benjamin & Cornell (1970), Probability, Statistics and Decision for Civil Engineers, McGraw-Hill
Ang and Tang (1984), Probability Concepts in Engineering Planning and Design, Volume II,
Decision, Risk and Reliability, Wiley
Other books on reliability analysis
Pinto, Giannini & Franchin (2004), Seismic Reliability Analysis of Structures, IUSS Press
Nowak and Collins (2000), Reliability of Structures, McGraw-Hill
Other recommended books on probabilistic methods
Box and Tiao (1992), Bayesian Inference in Statistical Analysis, Wiley
Wen (1990), Structural Load Modeling and Combination for Performance and Safety Evaluation,
Elsevier
Jordaan (2005), Decisions under Uncertainty: Probabilistic Analysis for Engineering Decisions,
Cambridge University Press
Conference Proceedings
ICASP conferences
ICOSSAR conferences
ASCE PMC conferences
Journals
Structural Safety
Reliability Engineering & System Safety
Probabilistic Engineering Mechanics
Risk Analysis
ASCE Journal of Engineering Mechanics
ASCE Journal of Structural Engineering