International Probabilistic Workshop 2019

Ruben Van Coile

Thomas Gernay
Danny Hopkin
Negar Elhami Khorasani

Resilience targets for structural fire design

An exploratory study

The adequacy of structural fire engineering designs is determined

by the ALARP requirement, under the condition of design tolerabil-
ity. The ALARP requirement applies both to traditional fire safety
goals such as life safety, but also to questions of resilience. When
confronted with uncertainty, however, an ALARP evaluation entails
a detailed full probabilistic analysis, greatly increasing computa-
tional complexity. The application of a limit state approach and tar-
get safety levels as in structural engineering for normal design con-
ditions would allow for a practical approximation of the ALARP
assessment. In the presented exploratory study, the background of
the target safety levels for normal design conditions are revisited,
as well as their applicability for fire design. Based on these con-
cepts, a similar approach is presented for the derivation of resilience
targets (reliability indices). When the failure probabilities for the col-
lapse and resilience (downtime) limit states are small, their target
safety levels can be considered independent.

Fig 1 Generalized frequency-consequence (FC) diagram [1].

1 Introduction
Structural fire design defines the performance of the struc-
tural system in case of fire. This performance has many di-
mensions, and relates e.g. to lives lost, extend of non-availa-
bility (downtime) in the wake of the fire event, direct material
losses to the building, loss of cultural value, loss of network
functionality, and pollutants released into the environment.
For a given performance dimension of interest, the adequacy
of the design is conceptually determined by its position on
the corresponding Frequency-Consequence diagram, Fig 1
[1]. If the design meets the tolerability prerequisite, its ade-
quacy is determined by the ALARP criterion, requiring that
efficient safety measures are implemented.
Full evaluation of the ALARP acceptability requires a (costly
and complicated) project-specific assessments of the societal
costs and benefits of investing in structural safety. Therefore,
the ALARP assessment is often substituted by the specifica-
tion of a target reliability index, e.g. the target reliability in-
dices listed in EN 1990:2002 [2] for normal design condi-
tions. Appropriate target safety levels for fire exposure are
however not clearly defined [3]. The absence of targets for
structural fire design is even more pronounced when looking
to aspects of resilience (e.g. downtime and loss of function-
ality). In the following, the specification of reliability targets
as a proxy for the ALARP evaluation is revisited for struc-
tural fire design, and the concept of a resilience target ex-
plored.
2 Target reliabilities for limit state design
2.1 ALARP and cost-optimization
The societal ALARP requirement applies once tolerability
has been demonstrated for all relevant performance
measures. While this is commonly done for each perfor-
mance measure in isolation, the tolerability of the design is
more reasonably determined by the interaction, i.e. joint oc-
currence, of different measures.
The ALARP assessment itself should be considered as a cost-
benefit assessment (CBA), where the initial safety invest-
ment and maintenance costs are balanced against the present
net value (PNV) of risk reduction [1], in principle consider-
ing all performance measures simultaneously. As discussed
in [4][5][6], the societal CBA entails the maximization of the
lifetime utility Y, specified by Eq. (1), with B the benefit de-
rived from the structure’s existence, C the construction and
safety investment cost (including discounted maintenance),
A the obsolescence cost, and D damage costs associated with
the performance objectives. Commonly, structural optimiza-
tion is performed considering a renewal process, assuming
continued need for the structure’s functions [5]. When con-
sidering the benefit B as independent of the safety investment
scheme (i.e. when the time between failures is large relative
to the eventual reconstruction time), the maximization of Y
corresponds with the minimization of the lifetime costs K.

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Y = B −C − A− D = B − K (1) of an infinite number of scenarios. In design for normal con-

ditions, this difficulty is avoided through a semi-probabilistic
The lifetime cost constituent terms are commonly evaluated limit state approach where target reliability levels are associ-
by Equations (2) to (4), e.g. [3],[5], with parameters as listed ated with predefined limit states (e.g. ultimate limit state).
in Table 1. These equations consider an infinite time horizon The target reliability levels are incorporated in partial safety
for the renewal process. As future costs are discounted, this factors for loads and material properties, greatly simplifying
is equivalent to a long time horizon (where ‘long’ is inversely everyday design practice.
proportional to the discount rate γ).
The target reliability levels in EN 1990 [2] can be linked to
C = C0 + C1 (2) ISO 2394:1998 [8], which has been informed by cost-optimi-
zation and calibration against practice at the time [3]. The
ω ω
A = C = ( C0 + C1 ) (3) link between the target reliability levels and cost-optimiza-
γ γ tion is made clearer in the revision of this ISO standard, ISO
λ 2394:2015 [9], with direct reference to the JCSS Probabilistic
D = HD (4) Model Code [10] and the cost-optimization calculations by
γ Rackwitz [6]. The resulting design requirements function as
a lower bound to possible private considerations. Reference
Table 1 Description of the different types of furnishing is made to [3] for further discussion on the background of the
target reliability indices and their interpretation.
Symbol and interpretation Default value
(if applicable)
In deriving optimum (target) reliability levels, Rackwitz as-
C0, base construction cost sociates the damage cost HD with the limit state Z = R - E
taking negative values, i.e. (5) with P[.] the probability oper-
C1, safety-scheme investment cost ator, Pf the probability of a negative limit state, and HDZ the
cost linked to exceedance of the limit state. The expected
ω, obsolescence rate 0.02 / year value is then given by (6), where the expected damage cost
µ D is specified as a multiple of C0. As Rackwitz considered
γ, continuous discount rate 0.02 / year normal design situations, his formulation omits λ (gravity
loads are always present) and directly considers Pf as the
λ, occurrence rate of the adverse event (e.g. fire) [1/year]
(equals unity for normal design evaluation)
(yearly) failure probability. Formulation (6) is in full agree-
ment for λ equal to unity. Rackwitz further assumed that both
HD, damage cost given occurrence of the adverse event R and E could be described by a lognormal distribution, with
coefficients of variation VR and VE, and set the central safety
factor p = µ R / µ E as the decision variable. The safety invest-
In most situations, considerable uncertainty exists, notably ment cost C1 was then formulated as εC0p, with ε the relative
with respect to the valuation of HD. Under the condition of marginal safety investment cost. For given parameters, the
tolerability, standard utility theory dictates that this term is to optimum design is then specified by the optimum value of p,
be evaluated according to its expected value. If statistical data which minimizes the expected cost (7)-(8), defining the opti-
is available, this can be readily achieved. Often, however, the mum failure probability and thus optimum reliability index.
expected losses associated with the adverse event are Obtained optimum reliability indices are listed in Table 2, for
strongly dependent on an assessment of the intensity of the different ξ and ε, for VR = VE = 0.2. The second value in each
adverse event. In such situations, traditional fragility anal- cell is the target value listed in ISO 2394:2015 [9].
yses can be applied. By stochastically representing the inten-
λ λ λ Pf
H D = P [ Z < 0] H DZ =
sity of the adverse event and describing the losses for a given
intensity, the expected loss is readily evaluated. More general D= H DZ (5)
versions of this approach apply a step-wise procedure, con-
γ γ γ
λ Pf λ Pf λ Pf
E [ D] = E [ H DZ ] =
sidering intermediate structural response or ‘Engineering De-
mand Parameters’ to link intensity measures with levels of µD = ξ C0 (6)
sustained damage, e.g. [7]. The societal optimum (ALARP)
γ γ γ
investment scheme is then obtained by minimizing the total   ω ξλ 
cost as specified by the sum of Eqs. (2) to (4), see [4]. min  K = C0 (1 + ε p )  1 +  + C0 P  (7)
p
  γ  γ f
2.2 Target reliabilities for normal design conditions  ω
ε 1 + 
dE [ K ] γ  dPf
The minimization of the lifetime cost discussed above en- =0⇒  =− (8)
tails, in principle, a full probabilistic analysis of the conse- dp ξλ dp
quences of the adverse event, whereby all possible behav- γ
iours of the structure are taken into account, i.e. consideration

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Table 2 Optimum reliability index β. Value obtained from Eq. (8) with VR = VE = 0.2 /
 ω γ 1 1
value listed in ISO 2394:2015 [9] / value resulting from Eq. (12) with b = 0.2 Pf , opt = b  1 +  = = (12)
Consequences of failure  γ  ξλ DII λ DII 0

Relative costs of minor moderate large

safety measures (ξ = 2) (ξ = 4) (ξ =8)

High (ε = 0.1) 3.4 / 3.1 / 3.4 3.5 / 3.3 / 3.5 3.7 / 3.7 / 3.7

Moderate (ε = 0.01) 3.9 / 3.7 / 3.9 4.1 / 4.2 / 4.1 4.3 / 4.4 / 4.3

Low (ε = 0.001) 4.5 / 4.2 / 4.5 4.6 / 4.4 / 4.6 4.7 / 4.7 / 4.8

2.3 Fire design appraisal and alternative formulation

The cost-optimization principles adopted in ISO 2394:2015

are generally applicable, and can be applied to define target
reliabilities for the adverse event of fire exposure. Direct ap-
plication of the normal design assumptions to inform struc-
Fig 2 Normalized safety investment cost in function of Pf, in accordance with [6]
tural fire design should however be done with caution, as [3]:

- The costs of failure and of improving safety may differ. Eq. (12) specifies the optimum failure probability irrespec-
- The assumption of lognormality may not be appropriate. tive of distributional assumptions. The crucial assumption for
- The uncertainty (i.e. VR) may be larger in case of fire. the validity of this formulation is the safety cost specification
- The effect of fire-induced restraining forces is not clear. of Eq. (10), which Fig 2 shows to be compatible with Rack-
witz [6]. Optimum failure probabilities and corresponding re-
liability indices are visualized in Fig 3, for DII ≥ 5 (lower DII
Van Coile et al. [3] further observe that the optimum (target)
result in Pf > 0.2). Specific values are listed in Table 2 (third
failure probability defined by Eq. (8) is in principle not in-
entry in each cel; b ≈ 0.2 for VR = VE = 0.2)
versely proportional to λ. This is contrary to the normal de-
sign target reliability index scaling applied in the Natural Fire
Safety Concept (NFSC) [11], i.e. (9), with Pf,t,fi the target fail-
ure probability given the occurrence of a significant fire, pfi
the significant fire occurrence rate, and Pf,t,EN the target fail-
ure probability for normal design according to EN 1990 [2].

Pf ,t ,EN Φ ( − β t ,EN )
Pf ,t , fi = = (9)
p fi p fi

Evaluating this last observation, and simplifying the target

safety level specification of Eq. (8), an alternative formula-
tion is sought where the decision variable is directly Pf, thus
providing more clarity and reducing the number of assump-
tions. Starting from Rackwitz’s limit state and assumptions
of lognormality for R and E, the relationship between the nor- Fig 3 Optimum failure probability and corresponding reliability index, according (12)
malized safety investment cost C1 and the failure probability
Pf is visualized in Fig 2, for different assumptions on VR and The DII is directly proportional with the adverse event occur-
VE. From this graph, it is clear that Rackwitz’s assumption rence rate λ. Introducing, the occurrence rate-independent
for C1 can be approximated by Eq. (10), for Pf < 0.2. Thus, DII0 in Eq. (12), Eq. (13) holds (with Pf,opt substituted by Pf,t
the minimization of K / C0 can be written as (11), and the for agreement with (9)). Taking into account λEN equal to
optimum failure probability is given by (12), with DII the unity, this clearly indicates that – contrary to the statement in
´Damage to Investment Indicator´. [3] – the NFSC concept of Eq. (9) can be considered to hold,

(
C1 = ε C 0 c − d ln ( Pf ) ) = C ( a − b ln ( P )
under the (not likely) condition however that DII0 is the same
0 f (10) for the fire design situation as for normal design situations.

) ) 1 + ωγ  + ξλγ P 
 
(
min  1 + a − b ln ( Pf
 
f (11) λ fi Pf ,t , fi =
1 ?
=
1
DII 0, fi DII 0, EN
= λEN Pf ,t , EN (13)
Pf
 

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3 Resilience target specification

The review above of optimization procedures underlying tar-

get reliability indices for ambient structural design raises in-
terest in applying a similar limit state approach for other per-
formance objectives, such as resilience (limiting downtime).
If found feasible, such a ‘target resilience index’ approach
would allow for the development of design formats (for ex-
ample using partial safety factors), allowing engineers to de-
sign for resilience without having to refer to advanced prob-
abilistic procedures. In the following a conceptual case is
elaborated, considering damage resulting both from (fire-in-
duced) collapse, as well as downtime when the structure has
withstood the fire. Fig 4 Conceptual representation of the downtime CDF and associated incurred costs.

3.1 Damage model and limit state definition

The normalized costs resulting directly from collapse are de-

noted as ξC, and the additional normalized costs resulting
from downtime by ξD. In case of collapse, both losses are in-
curred. In case the building maintains stability in the face of
the adverse event, the incurred downtime loss is represented
as a percentage τ of the downtime in case of collapse. If the
structure is thus damaged that it must be demolished and re-
paired, the downtime loss is equivalent to the downtime loss
in case of collapse (τ = 1). If the downtime is very limited,
the incurred costs are considered negligible (τ ≈ 0).

Fig 4 gives a conceptual representation of a possible down- Fig 5 Event tree of direct and downtime losses incurred in case of an adverse event
time loss percentage τ in function of tD. The upper part of the
graph represents the CDF of downtime (i.e. a fragility curve
3.2 Lifetime cost optimization
given an adverse event), while the lower part visualizes τ. Fig
4 suggests that 3 ranges of downtime loss can be discerned:
Representing the cost model of Fig 5 in the lifetime cost Eqs.
an area of minimal loss associated with practical inconven-
(2)-(4), results in (15) for the total expected cost. Further con-
ience (area I), an area with considerable losses associated
sidering the safety investment cost C1 as a function of both
with a temporary relocation (area II), and an area of large
Pf,c and Pf,r (the decision variables), the optimum design is
downtime losses corresponding with a permanent relocation
specified by the set of equations (16)-(17).
to another building in the vicinity (area III). This subdivision
is included here for illustrative purposes only. Limiting com- E[K ]  C  ω 
plexity, a single limit state is defined by Z = tDlim – tD, repre- = 1 + 1  1 + 
senting a transition between situations where the downtime C0  C0   γ  (15)
λ
(
+ Pf ,c (ξC + ξ D ) + (1 − Pf ,c ) Pf ,r (τ LS ξ D ) )
losses are considered negligible, to situations where down-
time losses are considerable. The losses incurred when ex- γ
ceeding tDlim can be represented as τLS·ξD, where τLS is calcu-
∂  1 
lated as the expected loss quantile when exceeding the limit C
state, i.e. Eq. (14). Together with the model of losses incurred  C0  1 + ω 
in case of structural collapse, the limit state loss model can
∂Pf ,c  γ  ξC + ξ D (16)
be represented by the flowchart in Fig 5, where Pf,r is the + = Pf ,r ,opt
λ τ LS ξ D
(τ ξ )
probability of exceeding the downtime limit state, condi-
tional on no structural collapse.
γ LS D
t Dmax
∂  1 
C
∫ τ (t ) f D tD dt D
 C0  1 + ω 
τ LS = ∂Pf ,r  γ 
t Dlim
t Dmax (14) (17)
+ 1 = Pf ,c ,opt
∫ f tD dt D λ
τ ξ
t Dlim
γ LS D

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The function describing the safety investment cost C1 in func-  ω

tion of Pf,c and Pf,r will depend on the specifics of the design −b  1 + 
problem. However, as in the general cost-optimization calcu- 1  γ  + ξC + ξ D = P (21)
Pf ,c ,opt λ τ ξ τ LS ξ D
lations underlying the ISO 2394:2015 target reliability indi- f , r , opt

ces described above, order of magnitude assessments can be ( LS D )

made through basic assumptions. Firstly, C1/C0 is considered γ
proportional to -b·ln(Pf,c), as in 2.3. This has been shown to  ω
correspond with the assumption underlying Rackwitz’s deri- b 1 + 
vation of the target safety level for the design of structures.  γ  = 1 (22)
λ
Secondly, it is assumed that a similar assumption can be
(ξC + ξ D ) DII c
made with respect to Pf,r. Consequently, C1 is defined by Eq. γ
(18), where a, b and c are cost constants. This formulation
implies that investments in Pf,c are independent from invest- 1
Pf ,c,opt =
ments in Pf,r. Depending on the type of safety measures con-  τ LS ξ D  (23)
sidered, this assumption may be reasonable. For example 1 − Pf ,r ,opt  DII
when Pf,c is reduced by investing in fire suppression  ξC + ξ D  c
measures, while Pf,r is reduced by setting up post-fire assess-
ment plans and pre-contracting businesses for assessment Eqs. (20) and (23) indicate that collapse and resilience target
and repair. In other situations however this independence is safety levels are mathematically not independent, even when
highly questionable. This is likely the case when reducing Pf,r independence is assumed for the investment costs. Neverthe-
through investment in structural fire protection, since a high less, both optimum failure probabilities can be considered in-
level of structural fire protection will generally result in a dependent when they are small. Eqs. (20) and (23) are in gen-
high post-fire structural reliability. This will be further inves- eral terms represented in Fig 6 which visualizes Eq. (24) for
tigated in follow up research. different ‘px’. This figure clearly demonstrates that the opti-
mum collapse and downtime limit state failure probabilities
= a − b ln ( Pf ,c ) − c ln ( Pf ,r )
C1
(18) can for practical purposes be considered independent. Only
C0 for very large failure probabilities px (> 0.1) a distinction can
be discerned.
Considering (18), (17) reduces to (19), which is rewritten as
1
(20) by introducing DIIr, similar as in 2.3. This equation in- Popt =
(1 − px ) DII
(24)
dicates that the optimum investment in downtime reduction
(given no collapse) is equal to the inverse of the DIIr modu-
lated by the (optimum) probability of collapse. If Pf,c,opt is
small (as is commonly the case for structural design), Pf,r,opt
can thus be evaluated directly as 1/DIIr.

 ω
−c  1 + 
1  γ  +1 = P (19)
Pf ,r ,opt λ f ,c ,opt
τ ξ
γ LS D
1
Pf ,r ,opt =
(1 − P
f ,c , opt ) DII r
(20)

Similarly, Eq. (16) reduces to (21). Introducing DIIc in Eq.

Fig 6 Popt in function of DII, for given px, conform (24)
(22), (21) specifies to (23). Eq. (23) again indicates that Pf,c,opt
is inversely proportional to DIIc, modulated by the (optimum)
Pf,r, which is in turn scaled by the ratio of the downtime limit Considering the demonstration of independence in Fig 6,
state cost to the collapse limit state cost. If the downtime cost Pf,c,opt and Pf,r,opt can be evaluated as:
is low, or when Pf,r,opt is low, (23) reduces to 1/DIIc. From 1
another perspective, Eq. (23) indicates that the optimum in- Pf ,c,opt ≈ (25)
vestment in collapse prevention is reduced when there is a DII c
large probability of incurring large downtime losses also 1
when avoiding collapse. Pf ,r ,opt ≈ (26)
DII r

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Eqs. (25) and (26) are in essence identical to Eq. (12) which
has been evaluated in some depth in 2.3 above, resulting in
the optimum reliability indices listed as third entries in Table
2. Note however that Eq. (25) in conjunction with (22) clearly
indicates that optimum investment in collapse prevention
should be assessed taking into account the downtime (i.e. ξD)
incurred in case of structural failure. In other words, invest-
ment in collapse prevention should be done considering the
full range of consequences.
The optimum failure probability for the downtime limit state
as specified by Eq. (26) specifies optimum resilience targets
in function of DIIr (Table 3). By investigating DIIr values for
different types of structures (taking into account differences
in function, location, etc.), optimum ‘resilience reliability in-
dices’ can be linked to structure types as target values. While
derived from very simplified considerations, these target val-
ues can inform design rules for new structures and assess-
ment methodologies for existing structures, similar to the tar-
get reliability indices for normal design conditions which
have been derived from similar considerations.
Table 3 Optimum resilience target (reliability index) in function of DIIr
DIIr [-] 2 5 10 102 103 104 105
βr,opt [-] 0 0.8 1.3 2.3 3.1 3.7 4.3
4 Conclusions
The concepts of cost-optimization for defining target safety
levels (target reliability index) for structural design is revis-
ited. By directly considering the failure probability as the de-
cision variable, convenient optimum design equations are ob-
tained, which are compatible with those underlying the target
reliability indices in structural design codes. These equations
confirm that the scaling of target failure probabilities as ap-
plied in the Natural Fire Safety Concept is appropriate, under
the condition, however, that the ratio of safety investment
and failure costs is the same in fire design as for normal de-
sign situations. Applying the same concepts to situations
where downtime is an important consideration (i.e. resilience
limit state), target resilience indices are derived. The equa-
tions show that, for the considered cost assumptions, resili-
ence and collapse failure probability targets can be consid-
ered independent when both are small (< 0.1).
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Version including minor textual corrections: 12/09/2019
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Authors
Dr. Ruben Van Coile
Department of Structural Engineering, Ghent University
Technologiepark-Zwijnaarde 904, 9052 Zwijnaarde, BE
ruben.vancoile@ugent.be
Dr. Thomas Gernay
Department of Civil Engineering, Johns Hopkins University
Latrobe Hall, 3400 N Charles Street, Baltimore, MD
tgernay@jhu.edu
Dr. Danny Hopkin
OFR Consultants
Suite 214, 2 Angel Square, London EC1V 1NY, London, UK
danny.hopkin@ofrconsultants.com
Dr. Negar Elhami Khorasani
Department of Civil, Structural and Env. Engineering
University at Buffalo, Buffalo, NY 14260
negarkho@buffalo
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