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Comparison of load combination models for probabilistic calibrations

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Comparison of load combination models for probabilistic calibrations
M. Sykora & M. Holicky
Czech Technical University in Prague, Klokner Institute, Prague, Czech Republic

ABSTRACT: Civil engineering structures are, as a rule, exposed to time-variant actions. Selection of an ap-
propriate model for the load combination is one of the key issues of probabilistic calibrations. The submitted
paper attempts to compare Turkstra’s rule with analyses based on Ferry Borges-Castanheta (FBC) models and
rectangular wave renewal processes with intermittencies. Load combinations of two independent variable ac-
tions are numerically analysed for different load ratios and various types of loads. It appears that Turkstra’s
rule and the FBC processes provide sufficiently accurate results for a wide range of reliability problems while
the analysis based on an upper bound on the failure probability for the intermittent renewal processes yields in
some cases rather conservative estimates. For probabilistic calibrations application of Turkstra’s rule seems to
be particularly convenient as available reliability software products can be directly used and the partial factors
of basic variables can be readily derived.

1 INTRODUCTION 2 BASIC ASSUMPTIONS

Civil engineering structures are, as a rule, exposed to
combinations of time-variant loads. Selection of an
appropriate model for the load combination is one of
the key issues of probabilistic calibrations of reli-
ability elements in codes.
Models for load combinations are often based on
transformation of the time-variant case into a time-
invariant one using the rule proposed by Turkstra
(1970) that is considered to be particularly useful for
probabilistic calibrations. Another widely used
model is based on rectangular wave renewal proc-
esses with fixed durations of load pulses proposed
by Ferry Borges & Castanheta (1971).
Alternatively random load fluctuations in time
can often be described by rectangular wave renewal
processes with random durations between renewals
and random durations of load pulses. Such processes
seem to be applicable for a wide range of loads on
structures as recognised e.g. by Wen (1990),
Ditlevsen & Madsen (1996) and JCSS (2006).
The paper is aimed at comparison of these tech-
niques. Differences are briefly discussed and re-
marks on applicability of the models in probabilistic
calibration studies are provided. Combination of two
time-variant actions is considered throughout the
paper to clarify general concepts. Reliability of steel
frames of different configurations, exposed to snow
and wind actions, is then analysed to compare the
three approaches numerically.
Basic variables X(t) used in the analysis include:
 Time-invariant variables R  X(t) - resistance
and geometry variables, permanent actions and
model uncertainties,
 Time-variant actions Q1(t) and Q2(t)  X(t) - cli-
matic actions, imposed loads etc., that can be de-
scribed by stationary, ergodic and regular proc-
esses.
The time-variant actions are assumed to be mutually
independent. Neither cumulative phenomenon such
as fatigue or creep nor deterioration effects is taken
into account. Stationary and ergodic conditions are
thus assumed. Note that load effects are referred to
as loads or actions for convenience of notation.
The limit state function is denoted as g[X(t)] =
g[R,Q1(t),Q2(t)]; g[X(t)] < 0 indicating failure. A
reference period tref (e.g. working life) is considered
as a deterministic variable, t  [0,tref]. The instanta-
neous failure probability is:
Pf(t) = P{g[X(t) < 0]} (1)
The failure probability over the reference period
is the probability of the limit state being exceeded at
least once:
Pf(tref) = P{t  [0,tref], g[X(t)] < 0} (2)
 t* 3.2 Partial factors
Q1 Q1,tref q1 Partial factors for the basic variables can be readily
Q1,tref
derived from characteristic values xk, actual sensitiv-
ity factors X obtained from a FORM analysis of the
failure probability given in Equation 3 and a target
Q2
Q2,t*
q2 reliability level t:
Q2,t*
Favourable effect: Xi = xk,i / FXi-1[(-Xi × t)],
Unfavourable effect: Xi = FXi-1[(-Xi × t)] / xk,i (4)
t* t* tref t fQ(q)
where FX-1(·) = inverse cumulative distribution func-
Figure 1. Turkstra’s rule. tion of X. Note that in Equations 4, the leading ac-
tion is described by the maxima Q1,tref while Q2,t* is
Q1 q1 Q1,tren1 used for an accompanying action.
Q1,t
ren1

4 FERRY BORGES-CASTANHETA MODELS

Q2 tren1
Q2,tren2
Q2,t
ren1
tren2 tref
Figure 2. Intermittent FBC models.
Ton1 Ton1
Q1
Q1
Ton2 Ton2
Tren1 Tren1 Tren1
Q2
tref Tren2
Figure 3. Intermittent renewal processes.
3 TURKSTRA’S RULE
3.1 Failure probability
The failure probability given in Equation 2 may be
assessed by a transformation of the time-variant
problem into a time-invariant one. The time-
invariant maximum effect of simultaneously acting
load processes over the reference period may be es-
timated using the rule proposed by Turkstra (1970).
For the combination of two independent time-
variant loads, the maximum effect of the combina-
tion Emax occurs when one of the processes, the lead-
ing action, takes its maximum Q1,tref during the ref-
erence period and the other, an accompanying
action, is at an “arbitrary point-in-time value” Q2,t*:
Emax ≈ E(Q1,tref, Q2,t*),
Pf(tref) ≈ P[g(R, Q1,tref, Q2,t*) < 0]
where E = load combination effect; and t = period
selected taking into account duration of the maxi-
mum of the leading action as shown in Figure 1.
q2
Q2,tren1 4.1 Failure probability
Q2,t
t
ren2 In this model the reference period is divided into a
ft (q)
ren number of intervals having fixed durations tren. Load
pulses of a constant magnitude during tren are de-
scribed by identically distributed independent ran-
dom variables. Such processes are often referred to
as Ferry Borges-Castanheta (FBC) models after J.
Ferry Borges and M. Castanheta, who suggested
their application in standardisation, Ferry Borges &
Castanheta (1971). These processes are hereafter re-
ferred to as “FBC models”.
Q2 For intermittent loads, it can be assumed that the
load may be present in the interval with the occur-
rence probability pon. The process is fully character-
Tren2 t ized by the deterministic duration tren, distribution of
the load intensity within a pulse (given the load is
present), and by the probability pon. Intermittent
FBC models are indicated in Figure 2.
The maximum of load effect can be estimated by
approximate analytical (FORM/SORM) or simula-
tion methods. The failure probability is then ob-
tained using the following relationship:
Pf(tref) ≈ P[g(R, Emax) < 0] (5)
More details on the analysis using the FBC models
are provided by Melchers (2001).
4.2 Partial factors
The partial factors can be assessed using Equa-
tions 4, however, the partial factor of Emax is ob-
tained only. To simplify the analysis it is assumed
that the ratio Q1 / Q2 is similar to that obtained by
an additional reliability analysis based on the limit
state function g(R,Q1,tren1,Q2,tren1) < 0 in which
maxima of the actions during tren1 are applied (as-
(3) suming tren1 ≥ tren2, see Figure 2). The partial factors
* can then be derived from the partial factor Emax as:
EmaxE(q1k, q2k) = E(Q1 q1k, Q2 q2k) (6)
Apparently, disadvantage of this approach is that re-
sults of the additional analysis need to be available.
5 RECTANGULAR WAVE RENEWAL
PROCESSES WITH INTERMITTENCIES
5.1 Description of the process
In this model renewal process of load pulse initia-
tions follows a Poisson process obtained as the se-
quence of mutually independent exponential dura-
tions between renewals Tren with the rate .
Durations of “on”-states Ton, independent of the du-
rations Tren, are also mutually independent exponen-
tial variables with the rate . Load pulses are as-
sumed to be non-overlapping.
In accordance with Shinozuka (1981), probability
of “on”-state is obtained for stationary conditions:
pon =  / ( + ) =  / (1 + )
where  = interarrival duration intensity.
Given an “on”-state, load intensities Q are identi-
cally distributed independent variables. Two inter-
mittent renewal processes are shown in Figure 3.
Such models are in the following denoted as “inter-
mittent renewal processes”.
It is noted that compared to the processes ac-
cepted here, Rackwitz (1998) considered more gen-
eral processes with multiple load pulses during an
“on”-state using an additional parameter . How-
ever, in practical applications it is often sufficient to
assume that each “on”-state is associated with one
rectangular wave and thus  =  as considered e.g.
by Holicky & Rackwitz (1998).
5.2 Load combination
The load coincidence method was proposed by
Shinozuka (1981) to describe combinations of in-
termittent renewal processes. For the combination of
two processes, the probabilities pni,j of the exhaus-
tive, mutually exclusive set of load cases that:
 Both the processes are “off” (denoted as p0),
 The only process Qi(t) is “on” while the other is
“off” ( p1i ),
 Both the processes are “on” ( p12, 2 )
are determined for independent processes as follows:
1 i
p0  , p1i 
1  1 1   2  1  1 1   2 
1  2
p 1, 2

2
1  1 1   2 
5.3 Failure probability
Failure probabilities for all the load cases are then
evaluated, e.g. Pf,1i = P[g(R,Qi) < 0]. For the combi-
nation of two processes, the upper bound proposed
by Sykora (2005) reads:
Pf 0, t ref   p0 Pf , 0  p11 Pf1,1  p12 Pf2,1  p12, 2 Pf1,,22 
1  pon, 2  11  pon , 2 11,2   (9)
t ref  
1  pon,1  1  pon ,1 1, 2 
2 2
where + = outcrossing rate. For instance the out-
crossing rate  11,2 due to load intensity change of
Q1(t) given “on”-state of Q2(t), is defined as follows:
 11,2 = 1P[g(R,Q1-,Q2) ≥ 0  g(R,Q1+,Q2) < 0] (10)
where Q1- = (random) value of the process Q1(t) be-
fore the jump when the process may be “on” or
“off”; and Q1+ = random value after the jump when
(7) the process is “on”. Evaluation of the outcrossing
rate {k}+ given the set {k} of loads is “on” is de-
scribed by Rackwitz (1998) and Sykora (2007).
The upper bound in Equation 9 is similar, but not
identical with that provided by Rackwitz (1998).
The bounds were compared by Sykora (2009).
5.4 Partial factors
It is assumed that a dominant load case when one of
the processes, or both the processes are “on” - can be
identified from Equation 9. For instance when the
combination of both the processes is dominant,
Equation 9 can be rewritten as follows:
 
Pf 0, tref   p12, 2 Pf1,,22  tref pon , 2 11,2  pon ,1 12, 2 
(11)
Pf1,,22 1  tref 1 pon , 2  tref  2 pon ,1   N 21, 2 Pf1,,22
where N = expected number of events when Q1(t)
and Q2(t) are “on”.
Following a procedure proposed by Rackwitz
(1997), the partial factors can be derived from Equa-
tions 4 using the sensitivity factors obtained for the
analysis of the dominant load case and a reduced re-
liability index given approximately by:
red = --1{(-t) / N} (12)
6 COMPARISON OF DIFFERENT
APPROACHES
,
(8) 6.1 Applicability of reliability methods
In probabilistic calibration studies efficient reliabil-
ity methods should be preferably applied since nu-
merous analyses are commonly required to assess in-
fluence of various input parameters on the predicted
reliability level. For the three different approaches,
the following remarks may be made with respect to
the applicability of different reliability methods:
 Turkstra’s rule: reliability can be assessed by any
of well-established methods for the time-invariant
analysis such as the approximate analytical or
simulation methods implemented in commercial
software products,
 FBC models: the exact analytical or numerical in-
tegration methods may be used to calculate the
load combination maximum. However, computa-
tions become rather cumbersome for a larger
number of time-variant actions, say n > 3. Appli-
cation of the FORM/SORM methods is usually
based on the well-known algorithm proposed by
Rackwitz & Fiessler (1978), available in few
commercial software products. Direct simulations
of processes mostly make computations demand-
ing.
 Intermittent renewal processes: failure probabili-
ties in the upper bound in Equation 9 can be
evaluated by any of reliability methods for time-
invariant analysis; the outcrossing rates can be es-
timated by the system reliability technique pro-
posed by Hagen & Tvedt (1991) using the effi-
cient FORM/SORM methods. In an
approximation the outcrossing rates can be re-
placed by failure probabilities (see Equation 11)
without loosing accuracy for the cases when time-
variant loads are governing reliability. The upper
bound is, however, not available in commercial
software products and its applicability for calibra-
tion studies seems to be disputable. Direct simu-
lation of processes is mostly time-demanding.
6.2 Accuracy
Several studies investigating accuracy of the three
approaches are available, see for instance Wen
(1990), Holicky & Vrouwenvelder (1997), Sykora
(2007), Sykora (2008) and Sykora (2009). These
studies reveal that:
 Turkstra’s rule: Turkstra (1970) indicated that
“since the maximum effect of the load combina-
tion may occur at a time when all loads are less
than their life-cycle maxima, the described ap-
proximation will underestimate the failure prob-
ability”. However, accuracy of the rule was found
to be good particularly for “low” failure prob-
abilities (approximately lower than 10-3), consid-
ering various combinations of intermittent and
non-intermittent loads. Moreover, even for “high”
failure probabilities (serviceability or durability
limit states), the rule seems to yield sufficiently
accurate estimates for calibration studies. The ru-
le may lead to misleading results when a leading
action is not identified correctly.
 FBC models: given that time-variant loads can be
well described by FBC models, the exact solution
is found. However, the model based on the de-
terministic intervals may be rather unrealistic for
spike-like processes such as wind storms, earth-
quakes, loads due to crowds of people etc.
 Intermittent renewal process: this model is gener-
ally applicable for many types of intermittent and
non-intermittent actions on structures. However,
the upper bound given in Equation 9 has been
found to yield somewhat conservative estimates
when time-invariant variables are governing
structural reliability and load combination aspects
become less important.
6.3 Estimation of partial factors
Partial factors, derived for a given target reliability
level, are commonly the main result of probabilistic
calibration studies. Concerning this aspect, it follows
from the above information that:
 Turkstra’s rule: estimation of partial factors of all
the basic variables is straightforward.
 FBC models: estimation of partial factors of time-
invariant variables is straightforward. Assessment
of the partial factors of time-variant actions may
be based on results of an additional analysis as
described in Section 4.2 which, however, may
complicate calibration studies.
 Intermittent renewal processes: estimation of par-
tial factors of all the basic variables is straight-
forward given that a dominant load case can be
identified (see Section 5.2). Otherwise, the proce-
dure proposed by Rackwitz (1997) can be applied
and the analysis becomes complicated.
6.4 Remarks on non-stationary cases
The present analysis is based on the assumption of
stationary properties of basic variables. The com-
parison of the three approaches reveals that Turk-
stra’s rule or FBC models are more convenient for
calibration studies than the intermittent renewal
processes.
In the case of non-stationary conditions (degrad-
ing structures, fatigue, creep effects, non-stationary
actions), analysis based on the intermittent renewal
processes may become superior to the other ap-
proaches as reliability can be efficiently analysed us-
ing the Laplace transform, Rackwitz (1997). Turk-
stra’s rule or FBC models can be used to estimate an
upper bound (combining the maximum effect of load
combination with the minimum resistance), which
may be overly conservative.
7 NUMERICAL EXAMPLE
7.1 Basis of analysis
The approaches to load combinations are applied in
reliability analysis of low-rise industrial buildings.
 For convenience of notation, the ratio of the total
characteristic variable action to the total characteris-

20 m

20 m
tic action is introduced:

10 m
 = (mSsk + mWwk) / (mGgk + mSsk + mWwk) (14)
The load ratio may vary within the interval from
25 m 22 m 15 m nearly 0 (underground structures, foundations) up to
Figure 4. Configuration of the representative portal frames. nearly 1 (local effects on bridges, crane girders). For
a given ratio, the characteristic value of the perma-
Table 1. Probabilistic models of basic variables.
__________________________________________________ nent action can be determined.
Variable Dist. () xk X /xk VX pon,X
__________________________________________________ It is assumed that the frames are designed in an
Resistance R LN 1.0 Eq. 15 1.18 0.08 - economical way so that the following condition,
Perm. load G N 1.35 Eq. 14 1 0.10 - based on the fundamental relationship (6.10) pro-
Snow on roof S* GU 1.5(0.5) vided in EN 1990 (2002), is fulfilled:
Münster (altitude 60 m) 0.31 0.26 1.17 0.23
Bremen (12 m) 0.29 0.26 1.14 0.26 rk / M0 = mGG gk +
Aachen (266 m) 0.38 0.27 1.08 0.27 Q max[mS sk + mW 0,W wk; mS 0,S sk + mW wk] (15)
Stuttgart (245 m) 0.38 0.25 1.11 0.32
Berlin (75 m) 0.44 0.25 1.13 0.31 Values of the factors  and  are given in Table 1.
Braunlage (560 m) 2.87 0.24 1.08 0.54
Wind action W** GU 1.5(0.6)
Münster 0.37 0.17 0.67 1 7.2 Turkstra’s rule
Bremen 0.43 0.19 0.61 1
Aachen 0.45 0.19 0.60 1 Two alternatives when the snow load or wind action
Stuttgart 0.33 0.20 0.59 1 is the leading action are considered. Firstly, the
Berlin 0.38 0.20 0.56 1 snow load maximum S50 is combined with the arbi-
Braunlage 0.34 0.21 0.54 1 trary point-in-time value of the wind action Wt* ob-
Resist. unc. KR LN - 1 1.15 0.05 -
Load ef. unc. KE LN - 1 1.0 0.10 -
tained as follows:
Unit mom. of G mG det - frame A: 43.4, B: 27.7, C: 11.3  Considering the continental climate, the 50-year
Unit mom. of S mS det - frame A: 34.7, B: 22.2, C: 9.0 maximum of the snow load may be assumed to be
Unit mom. of W mW det - frame A: 7.5, B: 38.2, C: 78.0
__________________________________________________ “on” one week, see Holicky & Sykora (2011),
LN = lognormal, N = normal, GU = Gumbel distribution of  Weekly maxima of the wind thus should be taken
maximum values, det = deterministic value. into account. As these are not available, monthly
*Monthly maxima given snow is present, **monthly maxima. maxima are conservatively applied.
Secondly, the wind maximum W50 is combined with
the arbitrary point-in-time value of the snow load as-
The example is accepted from previous studies by sessed as follows:
Schleich et al. (2002) and Sadovsky & Pales (2008)  Duration of a 50-year wind storm is estimated to
where more details on input data and analysis are be one day,
provided. Three representative steel portal frames  Daily maxima of the snow should thus be taken
exposed to snow and wind loads are shown in Fig- into account. As these are not available, monthly
ure 4. Models for the climatic loads and material maxima of the snow load (including months with-
properties are based on meteorological data for six out snow) are applied, using the mixed distribu-
locations in Germany and data collected from pro- tion with a cumulative distribution function:
ducers of rolled profiles, respectively. The snow
load is assumed to be present with the probability pon FSmix(x) = (1 - pon)10 ≤ x + ponFS(x) (16)
while the wind action is always present. Reference where 10 ≤ x is 0 if the condition 0 ≤ x is fulfilled and
period is 50 years. 1 otherwise. More unfavourable of the two alterna-
The limit state function reads: tives is then considered in the reliability analysis.
g[X(t)] = KRR - KE[mGG + mSS(t) + mWW(t)] (13)
Notation and probabilistic models of the basic vari- 7.3 FBC models
ables are given in Table 1. Fixed duration of load pulses is assumed to be one
Note that the uncertainty factors KR and KE are month. Within the period of a month, snow load is
taken into account to cover imprecision of models described by the mixed distribution described by
for resistance and load effects. Compared to the pre- Equation 16. Cumulative distribution function of
vious studies, probabilistic characteristics of snow Emax is obtained as follows:
and wind loads are modified to include uncertainties
related to the shape and exposure coefficients (snow) Emonth = Smix + W; FEmax(x) = FEmonth(x)50 × 12 (17)
and gust and roughness factors (wind), see also
Holicky & Sykora (2011).
7.4 Intermittent renewal processes 6
Considering the data in Table 1, the expected num- 
ber of snow events per year is S = 12pon [1/year]
and the rate S is 12(1 - pon) [1/year]; for wind pa- 5
rameters W ≈ 12 [1/year] and W → 0 [1/year] are
used. Turkstra - wind
4
3.8
7.5 Reliability analysis
Reliability index  obtained by the probabilistic
analysis for the six locations is indicated in Figures 3 renewal processes
5a to 5c for the frames A to C. Considering light- FBC
Turkstra - snow
weight roofing and low self-weight of a structure,
the load ratio  = 0.8 is assumed. 2
It follows from Figures 5a to 5c that all the ap-

Münster

Bremen

Aachen

Braunlage
Stuttgart

Berlin
proaches lead to similar reliability levels in most
cases. Two basic cases are distinguished:
1 Snow and wind loads are of comparable effects Figure 5a. Reliability index for frame A ( = 0.8).
(frame B except for Braunlage): Turkstra’s rule
rather overestimates reliability level (particularly 6
for Bremen) as maximum of the load combination
may not occur when one of the loads takes its 
Turkstra - wind
maximum with respect to a reference period. FBC
5
However, the differences between Turkstra’s rule
and FBC models are small (up to 0.3 in terms of Turkstra - snow
). The upper bound for intermittent renewal
processes is in some cases rather conservative (re- 4
liability index lower by about 0.1-0.4 compared 3.8
to FBC models). renewal processes
2 Snow or wind load is dominant (snow: frame A 3
for all locations, frames B and C for Braunlage;
wind: frame C except for Braunlage): differences
among the approaches are negligible (up to 0.2)
since load combination aspects are of a minor 2
Münster

Bremen

Aachen

Braunlage
Stuttgart

Berlin
importance.
Frame B and Berlin are hereafter considered as a
representative frame configuration and location, re-
spectively. Reliability index as a function of the load Figure 5b. Reliability index for frame B ( = 0.8).
ratio is shown in Figure 6. It follows that the differ-
ence between Turkstra’s rule and FBC models is in- 6
Turkstra - snow
significant, for the whole range of the load ratio up 
to 0.1. The upper bound for intermittent renewal
processes seems to be conservative; for  > 0.4 it FBC Turkstra - wind
5
yields reliability indices lower by about 0.2 com-
pared to FBC models, for  < 0.4 the upper bound
becomes overly conservative as the difference in- renewal processes
4
creases up to 0.8. 3.8
Considering the target reliability level 3.8 as indi-
cated in EN 1990 (2002) for structures with medium
failure consequences and a 50-year reference period, 3
the partial factors are derived for all the three ap-
proaches. Partial factors for all the basic variables
are initially determined and the partial factors for re-
2
sistance of a cross-section (M0) and effects of the
Münster

Bremen

Aachen

Braunlage
Stuttgart

Berlin

permanent load (G), snow load (S) and accompany-

ing wind action (W × W) are obtained as follows:
M0 = KR × R; G = KE × g; Figure 5c. Reliability index for frame C ( = 0.8).
S = KE × s; W × W = KE × w (18)
 6 pears that for the time-invariant variables (Figure
7a), Turkstra’s rule and FBC models lead to nearly

Turkstra - wind
same partial factors while somewhat higher values
5
are obtained for intermittent renewal processes (the
Turkstra - snow
difference up to 0.2 for G).
Different partial factors are, however, obtained
for time-variant loads. For  > 0.4 (time-variant ac-
4 tions are significant), the differences among the ap-
proaches are small (up to 0.3). For  < 0.4 consid-
FBC erably different partial factors are obtained.
3 However, influence on design is insignificant in
renewal processes such cases - for  > 0.2 estimates of the characteris-
tic resistance using the derived partial factors in
Equation 15 differ up to 5 % for all the approaches,
2 for  < 0.2 estimates based on the intermittent re-
0 0.2 0.4 0.6 0.8 1
 newal processes may differ up to 10 %.
Figure 6. Reliability index as a function of the load ratio  Two general trends are observed in Figures 7a
(frame B, Berlin). and 7b - Turkstra’s rule rather overestimates signifi-
cance of the leading action while intermittent re-
3.5 newal processes overestimates the influence of time-
M0, G invariant variables for low .
3

2.5
8 CONCLUSIONS
2 renewal processes Selection of an appropriate model for the load com-
bination may be one of the key issues of probabilis-
1.5 G tic calibrations. Comparison of three approaches to
load combination indicates that:
1
1 Turkstra’s rule:
M0  Reliability can be assessed by any method for the
0.5 Turkstra – snow ≈ FBC
time-invariant analysis.
 When applied strictly as proposed, the rule may
0
0 0.2 0.40.8  0.6
1 lead to overestimation of an actual reliability, but
Figure 7a. Variation of the partial factors M0 and G with the
the error seems to be insignificant; misleading re-
load ratio  (frame B, Berlin). sults may be obtained when a leading action is
not identified correctly.
3.5  Estimation of partial factors is straightforward.
S, W × W 2 Ferry Borges-Castanheta (FBC) models:
3 S  Application of FORM/SORM methods is usually
based on the Rackwitz-Fiessler algorithm that
2.5 may not be available in software products.
 The exact solution is found if time-variant loads
2 are well described by FBC models.
 Estimation of partial factors requires an addi-
renewal processes
1.5 FBC tional analysis and may be complicated.
Turkstra – snow 3 Intermittent renewal processes:
1  An upper bound on failure probability can be
W × W evaluated by any system reliability method; how-
0.5 ever, it is not available in software products.
 Estimation of partial factors is straightforward if
0 a dominant load case is identified.
0 0.2 0.4
0.8  1 0.6 Numerical example reveals that:
Figure 7b. Variation of the partial factors S and W × W with  Differences between Turkstra’s rule and FBC
the load ratio  (frame B, Berlin). models are insignificant,
 When time-invariant variables are dominant, the
upper bound for intermittent renewal processes
Figures 7a and 7b show variation of the partial fac- becomes conservative.
tors with the load ratio  (frame B, Berlin). It ap-
 Turkstra’s rule rather overestimates significance
of the leading action while intermittent renewal
processes overestimate the influence of time-
invariant variables when time-invariant variables
are dominant.
For common calibration studies, Turkstra’s rule is
recommended. Results can be verified by the analy-
sis based on FBC models. Application of intermit-
tent renewal processes is recommended for non-
stationary conditions.
ACKNOWLEDGEMENTS
The study has been conducted at the Klokner Insti-
tute CTU within the project GACR 103/09/0693.
Results of the project LG11043 have been utilised.
SYMBOLS
f probability density function
g limit state function
n number of time-variant actions (processes)
pmi , j ,..., k
probability that m processes Qi(t), Qj(t),…,
Qk(t) out of n processes are “on”
pon probability of “on”-state
t time
t* reference period for an accompanying action
tref reference period
tren basic (deterministic) interval of FBC model
xk characteristic value of basic variable
E(max) (maximum) load combination effect
F cumulative distribution function
G permanent action
KE, KR uncertainty of load and resistance models
N expected number of events when processes
are “on”
Pf failure probability
Q(t) time-variant action that can be described by
stationary, ergodic and regular processes
Qi,t maximum of Qi(t) related to a period t
R time-invariant variable; resistance in example
S snow load
Ton random duration of “on”-states
Tren random duration between renewals
VX coefficient of variation of basic variable
W wind action
X basic variable
 FORM sensitivity factor
(t) (target) reliability index
 partial factor
 reciprocal of the mean duration Tren
 reciprocal of the mean duration Ton
X mean of basic variable
+ outcrossing rate
 interarrival duration intensity
 combination factor of variable action
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