Journal of the Korea Institute for Structural Maintenance and Inspection

Vol. 19, No. 6, November 2015, pp.072-079 pISSN

pISSN2234-6937
2234-6937
http://dx.doi.org/10.11112/jksmi.2015.19.6.072 eISSN
eISSN2287-6979
2287-6979

LHS
, , *,

Probabilistic Risk Assessment of Coastal Structures using LHS-based Reliability

Analysis Method
Jung-Won Huh, Hong-Woo Jung, Jin-Hee Ahn*, Sung-Wook An

Abstract: An efficient and practical reliability evaluation method is proposed for the coastal structures in this paper. It is capable of evaluating reliability
of real complicated coastal structures considering uncertainties in various sources of design parameters, such as wave and current loads, resistance-related
design variables including Young's modulus and compressive strength of the reinforced concrete, soil parameters, and boundary conditions. It is
developed by intelligently integrating the Latin Hypercube sampling (LHS), Monte Carlo simulation (MCS) and the finite element method (FEM).
The LHS-based MCS is used to significantly reduce the computational effort by limiting the number of simulation cycles required for the reliability
evaluation. The applicability and efficiency of the proposed method were verified using a caisson-type breakwater structure in the numerical example.
Keywords: Coastal structures, Reliability analysis, Latin Hypercube sampling, Uncertainty, Random variables

1. based design) (limit state design)

, (Lee, 2008; Kim and Yoon, 2009; Huh et al., 2010a & 2010b).
. ,

(probability of failure)
. , , , ,
, ,
, .

. , ,
/ ,
(reliability-based design)
(Nagao, 2001;
Oumeraci et al., 2001). .

(performance- .
(MIDAS) LHS(Latin Hypercube Sampling)
1
MCS(Monte Carlo simulation)
,
2
, () ,
3
, ,
4
,
*Corresponding author: jhahn@gntech.ac.kr
.
2015 * ** 2015 *
.

Copyright 2015 by The Korea Institute for Structural Maintenance and Inspection. This is an Open Access article distributed under the terms of the Creative Commons Attribution
Non-Commercial License (http://creativecommons.org/licenses/by-nc/3.0)which permits unrestricted non-commercial use, distribution, and reproduction in any medium,
provided the original work is properly cited.

72
2. LHS 2.2 LHS (Latin Hypercube Sampling)-based MCS
(Jung et al., 2012)
2.1
(Olson and Sandberg,
(limit 2002; Yang et al., 2006) LHS Fig. 1
state)
.
,
(ultimate strength) .
(serviceability) .
(random variable, RV)
.
. [0, 1]
. [0, 1]
Level II [(MVFOSM),
(FORM), (SORM) ] (Cumulative Distribution Function, CDF)
Level III (, MCS ,
) . Fig. 2


Level II
(Haldar and Mahadevan, 2000).
MCS(Direct or Crude MCS) MCS
(Advanced MCS) . MCS


,

.
,
Importance Sampling Method, Directional Simulation, LHS Fig 1. Sampling concept using LHS
Method MCS . Importance
Sampling Method

,
. Directional Simulation
n-1

. MCS
,
LHS-based MCS

.
Fig 2. Sampling procedure for 2 RV's using LHS (Jung et al., 2012)

J. Korea Inst. Struct. Maint. Insp. 73

 (random permutation) , ,
. 7
(1) LHS
. .
( ) (2)

(1)
(Haldar and Mahadevan, 2000).

[0, 1]

(2)

.

LHS-based MCS
(random variable, RV) 5 , :
Fig. 2 . X Y :
40 10 :
6 3 . X~LN(40, :
6) Y~LN(10, 3) . :
:
2.3 LHS :
LHS :
,
.
Table 1 ,
Step 1) (N) (LN)
, .
, (2) ,
Step 2) ,
n MCS LHS
Step 3) n MCS Fig. 3
. Fig. 3
Step 4) (1) LHS MCS
(random number) MCS
,
Step 5) Step 4) .
Step 6) n ( )

Table 1 Statistical properties of random variables
, ( )
( ) Random Variable Mean COV Distribution

Step 7) ( ) 1.56 0.036 N

( , 47.7 0.150 N

) 3.5 0.210 N
8.0 0.045 N
2.4 13.2 0.086 N
0.59 0.050 LN
LHS
645.05 0.170 LN

74 19 6(2015. 11)
 4.5% .
30
-4% (194.0 / 201.9 = 0.961), +3% (189.0 /
184.2 = 1.026) +5%
. LHS


.


(a) Estimation of Mean for .

3. LHS

LHS

.
.

(b) Estimation of standard deviation for 3.1

Fig. 3 Comparison between LHS-based MCS(LHS) and Direct 3.1.1

MCS(MCS)
.
Table 2 Analysis results of the verification example

Method
Mean Std. Dev.

of of
2 [Fig. 4(a)]
201.9 184.2 0.133725
MCS Fig. 4(b) 3
Number of Simulation = 10,000,000
.
No. of Mean Std. Dev.
error (%)
Samples of of
3.1.2
10 189.2 154.0 1.229 0.10959 18.0

30 194.0 189.0 1.078 0.14054 5.1
LHS- 50
194.5 182.3 1.067 0.14299 6.9
based (Table 3) . ,
method 100 201.3 188.5 1.068 0.14279 6.8
_I(Case A-1), _IIa(Case A-2), _IIb(Case A-3)
200 203.4 189.9 1.071 0.14207 6.2
_I(Case B-1), _II(Case B-2), _III
300 201.1 186.0 1.082 0.13973 4.5
(Case B-3) 6
,
LHS

300

10,000,000 MCS
. III(Case B-3)
Table 2 . Table 2
Fig. 5 .
MCS 300

J. Korea Inst. Struct. Maint. Insp. 75

 , 3 ,
(elastic-
link) .

.

3.2
,


.
(a) Breakwater section

3.2.1
(strength failure)
(
, , )
.
( max )
( )
.
(3) .

max
(b) FEM model used in the analysis
Fig. 4 Perforated slit-caisson breakwater


max

(3)

Table 3 Characteristics of design wave

Significant wave Wave length , Table 4
Period Return period
height (L, depth h) . max
4.10 10.83 132.70 50years (MIDAS)
. ,
Wave action shape Wave force distribution
,
.

3.2.2

Fig. 5 Typical design wave force (Case B-3) . ,

3.1.3 .
,
, , (4) .

(MIDAS) . (4)
Fig. 4(b) 3

76 19 6(2015. 11)
Table 4 Statistical descriptions of random variables in the strength limit state of the breakwater

Limit State Strength Serviceability

Item
Random variables (SI unit) Mean ID COV Dist. ID COV Dist.

Unit weight, 23.52 0.02 N 0.02 N
Caisson / RC Conc.
Young's modulus, 29755 0.06 LN 0.06 LN
Super
structure Conc. Compressive strength, 41.65 0.06 LN Constant Variable
Steel rebar Tensile yield strength, 440 0.07 WEI Constant Variable

Sand fill Saturated unit weight, 20.4 0.04 N 0.04 N

Rubble mound foundation Vertical stiffness coefficient, 11813 0.15 LN 0.15 LN
Horizontal wave pressure coefficient, 1 0.22 N 0.22 N
Wave-induced pressure
Uplift pressure coefficient, 1 0.26 N 0.26 N
Buoyancy Buoyancy coefficient, 1 0.15 N 0.15 N
where N=Normal, LN=Log-Normal, WEI=Weibull, EVD=Type I Extreme Value Distribution, Const.=constant

5

, (Kim and Park, 2003) . 2.4 ,
, 50 3
30 cm (high computational costs)
. 30 .
30 cm 1/3 10 cm
. 1
. Table 5
3.3
.
(Melchers, 2001; Huh and Haldar, 2001; Oumeraci et
al., 2001; Nagao, 2001; PIANC, 2003) , ( ), ( ) ( )
9( ) ,
7( ) Table 4
. , (COV, () (reliability
coefficient of variation), index contour) Fig. 6(a)~(d) .
. Table 4 Table 5 Fig. 6 ,
( , , , , , )
Melchers(2001), Huh and Haldar(2001) PIANC(2003) 4.78~6.80 5.23
, ( , , ) 10-12 8.7710-7 ,
3.0(AISC,
Oumeraci et al.(2001), Nagao(2001) PIANC
2010)
(2003) .
3.5 3.0(AASHTO, 2007)

3.4
.


(E), (E),
6.486 4.4110-11 ,
(E), (E) Toe(E)

J. Korea Inst. Struct. Maint. Insp. 77

Table 5 Reliability indices of the breakwater

Structural Reliability index ( ), failure probability ( ),

Item
element ID design conditions

E
Case B-1 (Wave load condition),
=1986mm2, =500cm, =1000cm

(a) Strength of structural element [ E ]

E
Case B-2 (Wave load condition),
=1986mm2, =500cm, =1000cm

Flexural
strength of
E
structural Case B-2 (Wave load condition),
elements =1986mm2, =400cm, =1000cm

E (b) Strength of structural element [ E ]
Case A-3 (Wave load condition),
=1986mm2, =500cm, =1000cm

E
Case B-2 (Wave load condition),
=1433mm2, =1380cm, =1000cm

Vertical deformation of
breakwater Case B-2 (Wave load condition),
=1986mm2, =500cm, =1000cm (c) Strength of structural element [ E ]

.
(Nagao,
2001)
2.02.35 2.02.45 2.5 .

4. (d) Serviceability of structural system

Fig. 6 Reliability index contour
LHS MCS
LHS ,
.
, .
LHS
,
.

78 19 6(2015. 11)
 . Analysis of a Quay Wall Constructed on the Deep-Cement-Mixed
Ground(Part II: Internal Stability of the Improved Soil System),
Journal of Korean Society of Coastal and Ocean Engineers, 22(2),
pp. 88-94.
. 6. Huh, J. and Haldar, A. (2001), Stochastic Finite-Element-Based
Seismic Risk of Nonlinear Structures, Journal of Structural
Engineering, ASCE, 127(3), pp. 323-329.
, ,
7. Jung, H.-W., Huh J., An, S.-W., and Lee, J.-H. (2012), Probabilistic
Structural Safety Assessment of Quay Walls using LHS-based
. Reliability Analysis Method, Proceeding of 2012 KAOSTS
Annual Conference, 1, pp. 1541-1545.
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Sampling to Reliability Analysis of Caisson Quay Wall, Journal of
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, 9. Kim, S. R. and Park, C. M. (2003), Settlement prediction in the
New Pusan Port Project Site (Design stage), Proc. Korea-Japan
.
Joint Workshop, Characterization of Thick Clay Deposits,
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Safety Factors for Wave Run-up, Journal of Korean Society of
Coastal and Ocean Engineers, 20(4), pp. 355-362.
11. Melchers, R. (2001), Structural Reliability Analysis and Prediction,
2011 John Wiley & Sons, New York, NY.
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quay wall, Research report of National Institute for land and
infrastructure management.
13. Olsson, A. and Sandberg, G. (2002), Latin Hypercube Sampling
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Mechanics, 128(1), pp. 121-125.
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pp. 79-87. Revised : 08/19/2015
5. Huh, J., Park, O-J., Kim, Y. S., and Hur, D. S. (2010b), Reliability Accepted : 09/02/2015

: . ,
,
. (LHS), (MCS)
LHS MCS .
.
.
, , .

: , , , ,

J. Korea Inst. Struct. Maint. Insp. 79