Structural Reliability Methods

LLDD RSR⋅L
RSR⋅LDD
Risk Based Inspection Planning
Pemex Training Course
Ciudad del Carmen

October 6-10, 2003
Joint
Joint
Probability
Probability
Density
Density
Resistance
Resistance
Load
Load
Risk Based Inspection

Safe planning - PEMEX training course, Ciudad del Carmen, October 6-10, 2003
Failure
Safe Failure
Structural Reliability Methods
Time independent reliability methods

for
structural components
Jean Goyet
Bureau Veritas
Risk Based Inspection planning - PEMEX training course, Ciudad del Carmen, October 6-10, 2003
Structural Reliability Methods
Time Independent Structural Component Reliability

Methods
Time Independant System Reliability Methods
Time Dependant Reliability Methods
Time Independent Structural Component
Reliability Methods
Level II (approximate) methods

!first order reliability methods (FORM)
!second order reliability methods (SORM)
Level III (exact) methods

"numerical integration
"Monte Carlo methods
The problem
All uncertain parameters concerning the behaviour of the components are modelled as
random variable Zi
Z = Z1 , Z2 ,……….. ZN = set of "basic variables"
The basic variables include - loading parameters

- strenght parameters
- geometrical, statistical and model uncertainty variables
For each set of values of the basic variables, it is possible to state whether or not the
structure has failed.
Then: 1) z - space → two regions : Safe domain S and Failure domain F
2) Lz : failure surface separating S and F
Failure function (or limit state function) g (zi) > 0 zi ∈S

g (z) is a failure function if : g (zi) = 0 zi ∈Lz
g (zi) < 0 zi ∈F
Probability of failure P f =∫ f ( z1,….zn ) dz1 dz2... dzn (1)
F Z1,... Zn
Where f Z
1 ,…….. Zn
(z1,....zn ) is the probability density function of Z
fZ (z) is a multi-variable density function
fZ (z)
Joint probability
density function
Safe domain
zi
zj
Failure domain
4Calculation of Pf = ∫ f Z ( z )dz requires a multi-dimensional integration, the
dimension g ( z )≤0
of which equals the number of basic random variables.
4The limit states under consideration here are those for which all the variables are
treated as time independent, either by neglecting time variations or by transforming time-
dependent processes into time-invariant variables (e.g. by using extreme value
distributions).
4Generally, the multivariable density function fX(x) is unknown. The most usual case is
the case where only the marginal distributions and the variance-covariance matrix is
available :
Zj
Marginal distributions : fZi(zi) , i=1,n
 var(Z1 ) . . . . 
 . . . . . 

Variance-covariance matrix : CZ =  . . var(Z i ) cov(Z i , Z j ) .  Z
 i
 . . . . . 
 . . . . var(Z n )
Time Independent Structural Component Reliability Methods
Level II (approximate) methods

# General
First Order Reliability Methods (FORM)
# The fundamental case
# Reliability index for dependant normally distributed variables
# General case (linear failure surfaces)
# First order second moment reliability index ( non linear failure surfaces)
# The Hasofer and Lind reliability index
# Non-normal random variables
Second order reliability methods (SORM)
# Review of SORM methods
$ General
The difficulty in computing the failure probability Pf directly from the integral given by
(1) leads to the development of approximate methods. Such methods concerned in this
course are based on approximations of the failure surface to some simple forms, such as
hyperplane or quadratic surfaces, at some locations, which are so-called design points.
The method dealing with this calculation method is called as the level II (approximate)
methods, in which the multidimensional integral given by (1) is calculated after the
following operations :
8The basic random variables (the vector Z) are mapped onto a set of independent normal
random variables denoted by the U vector. The mapping operation is denoted by T such
that U=T(Z).
8The failure surface g(z)=0 is also mapped into a new failure surface gu(u)=0 in the U-
space.
8The failure surface in the U-space is then approximated by a hyperplane or a quadratic
failure surface.
8Finally the Probability of failure Pf is calculated.
$ The fundamental case
R
Z =  
S 
Where R is a strength variable
S is a load variable
The failure surface in the z space is the straight line r = s
A possible limite state function is the function g (z) = r - s

R is distributed according to a normal law with mean value µR and standard deviation σR
S is distributed according to a normal law with mean value µS and standard deviation σS
R and S are mutually independant (uncorrelated)
The probability of failure of the component is : P = P ( R < S) = P ( R − S < 0 )
f
Safety margin : M = R-S
M is normal with mean value µM = µR - µS and standard deviation σΜ = (σ R + σ S )

2 2 1/2
E (M )
then: Pf = Prob ( M < 0 ) = Φ
σ (M )
where Φ is the distribution function of the reduced centered normal law U :

Φ (U) = FU (u) = P ( U < u)
E ( M ) µR − µS
In summary : Pf = Φ (−β ) with β = =
σ ( M) 1/2 )
σ +σ
2
R
2
S
)
β is called "reliability index"
There is a direct relation between the reliability index β and the probability of
failure Pf (see table 1)
β = 0.0 Pf = 0.50000 β = 2.5 Pf = 0.00621

0.5 0.30854 3.0 0.00135
1.0 0.15866 3.5 0.00023
1.5 0.06681 4.0 0.00003
2.0 0.02275 4.5 3.4x10-6
Table 1: Relation between the reliability index β and the probality of failure Pf
% Example 1
Geometrical interpretation
The reliability index can be given a simple geometrical interpretation in a
normalized coordinate system
& Transformation from Z - variables (R,S) to Z' - variables (R' , S')
R − µR S − µS 1/µ 0
R′ = S′ = Z' = A (Z - E (Z)) with A =
R
σR σS 0 1/µ
R
& Then
' R' and S' are reduced centered normal variables
E (R') = E (S') = 0 σ (R') = σ (S') = 1

' R' and S' are independant
' z - space → z' - space
' The failure surface in the z' - space becomes :
σ R r '−σ S s'+ µ R − µ S = 0
' The shortest distance from the origine to the failure surface in the normalized
space is equal to the reliability index β
s'
Iso-probability curves :
fR' , S' (r', s') = K Failure domain F
P µ −µ
+ Rσ S
S
Failure surface in
the normalized space
Q Safe domain S
β
K K1 K2 K3 K4
r'
µ −µ
− Rσ S
R
R = − 2 ln(2 πK)
P is the design point

K1 > K2 > K3 > K4
P is the most likely failure point
$ Reliability index for dependant normally distributed
variables
& R and S are dependant :
ρ = ρ (R, S) =
cov ( R , S )
=
[
E (R − µ R ) (S − µ S ) ] = E ( RS ) − µ R µ S
σR σS σR σS σR σS
& Standard deviation of the safety margin M = R-S :
( )
1/ 2
σ (M) = σ R + σ S − 2 ρσ R σ S
2 2
& Probability of failure :
E (M) µR − µS
Pf = Φ ( − β ) with
avec β = =
σ (M)
(σ )
1/ 2
R
2
+ σ S − 2 ρσ R σ S
2
% Exemple 1
% Exemple 2
Same data as exemple 1 but ρ (R,S) = 0.8
In this case : σ M = ( σ 2R + σS2 − 2ρ σ R σS )1 / 2 = 1.24964 and β = 2.24065
The table below shows the influence of correlation
Geometrical interpretation (1)
R
Z =  
S 
Z' = A (Z - E (Z)) Z i' normal and E ( Z i ) = 0 '
find A so that CZ' = I this means : σ ( Z i' ) = 1 and ρ ( Z i' , Z 'j ) = 0
CZ' = ACZ AT
-1 Cholesky decomposition
ACZ AT = I ATA = CZ
CZ is symetric and positive definitive CZ = BBT =

Let A=B-1
-1
Then ATA = (B-1)T B-1 = (BBT )-1 = CZ
Z → Z' : Z' = B-1 (Z - E (Z))
Z' → Z : Z = E (Z) + BZ'
Geometrical interpretation (2)
P is the design point
P is the most likely failure point
R
Z =   s'
S  µ R − µS
Design point σS 1− ρ 2
Covariance matrix:
2 ρσ σ P
σ R S ρ = 0.8 , β = 2.241 P ρ = 0 , β = 1.676
R
CZ =
ρσ σ σ2 µ −µ
β
R S R − σ R − ρσS
R S
r'
Lower triangulaire matrix:
σ R 0 
B =  
2
ρσ S σS 1− ρ 
Failure surface in the normalized space:
(σ R − ρσS ) r'− σS 1 − ρ 2 s'+µ R − µ S = 0
$ General case (linear failure surfaces)
Z1, K,Z n basic variables (number :n)
Zi → N ( µ i , σi ) normal distribution
CZ : variance-covariance matrix
Failure surface : a 0 + a 1 z1 + K + a n z n = 0
 z1   a1 
   
Failure function : g ( z) = a 0 + a1 Zz1 +K + a n z n z =  M  a= M 
z  a 
 n  n
Safety margin : M = g ( Z ) = a0 + a T Z
M → N ( E ( M ) , σ ( M ) ) E ( M ) = a 0 + a E ( Z ) σ ( M ) = a CZ a ( )
T T 1/ 2
Probability of failure : Pf = P ( M = g ( Z ) < 0) = Φ( − β )
E ( M) a0 + a T E (Z )
With : β= =
σ ( M) a T CZ a
% Example 3: Cantilever beam loaded by two concentrated forces
P1 P2
d=4m
d d
The moment capacity of the beam at the support is B

B  900 ( kNm) 2 0 
250 kNm 
0

     
Z =  P1  E ( Z ) = 10 kN  CZ =  0 9 kN 2 6 kN 2 
P  10 kN   
 2   

0 6 kN 2 9 kN 2 

1   1 
   
Safety margin: M = B − dP1 − 2 dP2 a = − d  = − 4 
 −2 d   
   8 
a0 + a T E (Z) 250 − 4 × 10 − 8 × 10 130
βc = = = = 2.90
a T CZ a 900 0 0   1 2004
   
(1 − 4 − 8)  0 9 6  −4
 0 6 9 −8
   
P ( M < 0) = Φ ( − β C ) = Φ ( −2.90) = 1 − Φ ( 2.90) = 1 − 0.9981
Pf = 0.002 = 2 × 10 −3
$ First order second moment reliability index
The safety margin M = g (z)
LZ ou g ( z ) = 0 Failure surface Zi → N (µi , σi) is not normally distributed
g ( z) Failure function Lz is non linear
The exact calculation of the
M = g (Z ) Safety margin
probability of failure is not possible
A possible way could be to linearize the limit state function g(z) with some expansion point:
N ∂ g ( z)
g ( z ) ≅ g ( z *) + ∑ ( z *) ( zi − zi *) = g ( z *) + ∇ g ( z *) T ( z − z *)
i =1 ∂ zi
Safety margin: M ≅ M po = [ T
]
g ( z *) − ∇g ( z *) z * + ∇g ( z *) Z
T
≅ Φ ( − β po ) où β po =
( )
E M po
=
g ( z *) + ∇ g ( z *) ( E ( Z ) − z *)
T
Probability of failure: Pf
σ ( M po )
{∇g (z *) CZ ∇g (z *)}
T 1/ 2
Possible expansion point: z* = E(Z)
% Example 4: Simply supported beam loaded at the midpoint
P1
W: Plastic section modulus
y : yield stress
L
P   10 kN  4 kN 2
0 0 0 
 
L     × −3 2

   8m  
0 10 10 m 0 0
Z =   E (Z) =  −6  CZ =  0 −12 
W 100 × 10 m 3
 0 400 × 10 m 6
0 
   
σ y   600 × 10 3 kN / m 2  
( ) 
2
   0 0 0 10 × 10 9 kN / m 2 

PL
g 1 (z)= w σ y −
4
β1(FO) = 2.48 Reliability index based on the linearized safety margin
is dependant on the mathematical formulation on the
PL safety margin and on the linearization point
g 2 (z)= σ y −
4W
β2(FO) = 3.48
To avoid arbitrariness in β FO these two limitations need to be overcome
$ The Hasofer and Lind reliability index
Definition : The Hasofer and Lind reliability index is the shortst distance from the origin
to the failure surface in the standard space the standard space X where
variables Xi (i = 1,n) are normalised and independant (uncorrelated)
We have to solve three problems :

& Find a transformation T:Z → X (z-space → y-space )
by this transformation the failure surface Lz in z-space is mapped onto a failure
surface Lx in x-space : Lz → Lx
& Determine the design point P* and reliability index βHL by solving a non linear
optimisation problem with one constraint
& Evaluate the probability of failure (FORM approximation, SORM approximation)
T -1
→ Find a transformation T: X = A (Z - E(Z)) where A A = CZ
Solution: 1) Cholesky decomposition of the covariance matrix CZ : CZ = BBT
2) A = B-1
→ Determine the relaibility index βHL by solving the optimisation problem :
( ) ( )
1/ 2 1/ 2
x - space: β HL = x * x *T
= min x x T
x* design point
x ∈L X
{( z − E (Z )) ( z − E ( Z )) }
1/ 2
CZ−1
T
z - space: β HL = min
z ∈LZ
Solution: Find on adequate general iterative algorithm (see lecture 9)

→ Evaluate the probability of failure Pf
Solution: Linearization of the failure surface at the design point P* (FORM approximation)
Then Pf ~ Φ (-βHL)
2 types of formulation for the optimisation problem loading
to iteration formulae
( )
gx xm
Formulation of the iteration problem in x-space : ( )
x m+1 = x mT α m α m +
∇ g (x ) m
αm
x
Where gx (x) is the limit state function in the x-space

gx (x) is the gradient vector of the limit state function
∂g x
∇g x ( x o ) =( x (x o ) ,......., ∂ g x (x) (x o )
∂x ∂xn is the Euclidien norm
1
α =−
m ∇g x x m
( ) ∇g x x m ( )
Formulation of the iteration problem in z-space :
( ) ( ) ( ) ×C ∇ g z
T
z m − E(Z) ∇ g zm − g zm
( )
E (Z )
m+1
z =E (Z ) +
E(Z) m
∇ g( z ) CZ ∇ g ( z )
Z Z
m T m
Z
Where g (z) , g(z) : Limite state function and gradient vector in the z-space
E (Z) , CZ : Mathematical expectation and covariance matrix of vector Z
Définition of the reliability problem in the
standardised space (FORM approximation)
u2 h (u) = 0
h (u) > 0 h (u) < 0
∇ h ( u* )
α =−
FORM
∇ h (u* )
u* = βα
β = u*
u1
% Example 5 :Reinforced concrete woss section subjected to pure bending
The cross section of a reinforced concrete beam is shown in Fig. A.
The sectional bending moment is . The ultimate bending moment is
 A T 
M U = 1 − K S S  AS DTS
 BDTc 
where is the area of reinforcement, the yield stress of the reinforcement, Tc the maximum
compressive strength of the concrete, B the width of the beam, D the effective depth of
the reinforcement, and K is a factor related to the stress-strain relation of concrete. For an
ideal plastic stress-strain curve, K equals 0.5, and for a linear elastic stress-strain curve,
K equals 2/3
The set of basic variables is Z = ( M B , D , TS , AS , K , B , TC ) The basic variables are

mutually uncorrelated. The mean values, standard deviations and coefficients of variation
are given in Table 4.1. A safety margin M is the difference between and :
Z 5 Z 32 Z 42
M = Z2 Z3 Z4 − − Z1
Z6Z7
Reinforced concrete woss section subjected to pure bending
TABLE 5.1 Basic variables
Variable Symbol Mean value Standard deviation Coefficient
of variation
MB Z1 0.01 MNm 0.003 MNM 0.30
D Z2 0.30 m 0.015 m 0.05
TS Z3 360 MPa 36 MPa 0.10
AS Z4 226 × 10-6 m2 11.3 × 10-6 m2 0.05
K Z5 0.5 0.05 0.10
B Z6 0.12 m 0.006 m 0.05
TC Z7 40 Mpa 6 Mpa 0.15
The set of normalized and uncorrelated variables X is simply obtained by the relations :
Z i − E (Z i )
Xi = , i = 1, 2 ,KK7
D ( Z1 )
The failure function corresponding to the safety margin M in terms of the
parameters x i is then, in units of MN and m,
g ( x ) = 0.3 (1 + 0.05x 2 ) 360 (1 + 0.1x 3 ) 226 × 10 −6 (1 + 0.05x 4 )
0.5 (1 + 0.1 x 5 ) 360 2 (1 + 0.1 x 3 ) 226 2 × 10 −12 (1 + 0.05 x 4 )
2 2
− − 0.01 (1 + 0.3 x1 )
0.12 (1 + 0.05 x 6 ) 40 (1 + 0.15 x 7 )
The gradient vector is easily determined and the iteration with the origin as starting point
goes as shown in Table 4.2.
Reinforced concrete woss section subjected to pure bending
TABLE 5.2 Iteration reliability index is
(0) (1) (2) (3) (4) (5) (5)
x x x x x x α
x1 0 2.401 2.628 2.614 2.615 2.615 0.766
x2 0 -0.977 -0.832 -0.832 -0.831 -0.831 -0.244
x3 0 -1.843 -1.848 -1.866 1.866 -1.866 -0.547
x4 0 -0.921 -0.790 -0.792 -0.790 -0.790 -0.232
x5 0 0.055 0.037 0.037 0.037 0.037 0.011
x6 0 -0.028 -0.019 -0.019 -0.010 -0.019 -0.006
x7 0 -0.083 -0.057 -0.056 -0.056 -0.056 -0.016
β 0 3.31 3.41 3.41 3.41 3.41
The iteration is stopped at x(5) , and the reliability index is
β HL = x 5 = 3.41
$ Non-normales random variables
1) Case of non-dependant variables
2) Case of dependant variables
( Normal tail approximation

( Rosenblatt transformation
( Nataf transformation
$ Review of SORM methods
A linear approximation of the failure surface at the design point will be accurate if the failure
function is linear or weakly non linear (relatively flat). For heavily non-linear failure function, the
FORM methods may not be always adequate to find a reasonably correct failure probability. In such
cases, a better approximation of the failure surface at the design point is required. For this purpose, a
second order (parabolic) failure surface is fitted to the non-linear failure function at the design point,
which is known as the Second Order Reliability Methods (SORM). It is a relatively complicated
process and computationally time consuming as well. In this method, the failure function is stated in
the form of two independent random functions, one is linear and other one is quadratic in the U-
space. Due to limited knowledge on the probability distribution of the quadratic term, an exact
analytical calculation of the failure probability cannot be performed. Therefore some approximations
are used in the calculation.
Breitung (1984) has used an asymptotic approximation and derived the failure probability in terms
of the FORM reliability index (Hasofer and Lind reliability index, βHL) as to be,
j = n −1
PfA ≈ Φ (− β HL ) ∏ (1− β HLκ j )
−1 / 2
j =1
in which the subscript A denotes asymptotic approximation, n is the dimension of the U-space and
κj, where j=1 to (n-1), are the main curvatures of the failure surface at the design point. Breitung
has shown that equation (1) asymptotically approaches the exact failure probability as βHL
approaches infinity while (βHL κj) remain fixed. Therefore the asymptotic approximation gives
good results for large values of βHL. Its drawback is that it produces erroneous results when the
curvatures are close to (1/ βHL), i.e. κj~ 1/ βHL, because of the singularity at this point.
A better form of PfA can also be obtained from Tvedt (1990), which is :
t2
exp(− )
1 1 ∞ 1 j = n −1 −1
PfA = − ∫ sin[ βt + ∑ tan ( −κ j t )] 2 dt
2 π 2 j =1 j = n −1
t ∏ (1 + κ 2t 2 )1/ 4
0
j =1
This equation may be used for small β and it is a good idea to interpolate between this and the
asymptotic result for medium β. Note, however, that Tvedt’s result is only exact for a fitting
parabola and it is no more sufficient for small β. Therefore, it must be considered as a second
order approximation.
SORM approximations
Time Independent Structural Component Reliability Methods
Level III (exact) methods
# Introduction
# Review of simulation techniques
# Crude Monte carlo simulation technique
# Importance sampling
# Example 1
# Example 2
$ Introduction
Probability of failure : p=Pf=10-m
X={X1,X2,…,Xn}T with p=Pf=P(g(X)≤0)
One experiment : sample set from X : x={x1,x2,…,xn)T

either event A : failure → P(A)=p
or event A : no failure → P(A)=1-p=q
Nf= number of realisations of A among N experiments

Nf=number of failure
Nf follows a binomial distribution B(N,p) with :

E(Nf)=N p
σ(Nf)= [N p (1-p)]1/2
Estimator of Pf : Pest= Nf / N
8Mean value of the estimator
E(pest) = p so pest is an unbiased estimator of p=Pf
8Standard deviation of the estimator
pq
σ ( pest ) = σ(pest) → 0 when N → ∞
N
8Coefficient of variation of the estimator
1− p 1− p
COV ( pest ) = and COV ( pest ) =
2
Np Np
Number of experiments according to two different requirements
1) requirement 1 : coefficient of variation (upper bound)

8COV(pest) ≤ [COV]0
1− p 1
Then : N ≥ (1)
p [COV ]02
If p=Pf=10-m is small, (1) may be rewritten as :
1 1
N ≥ 10 m or N≥ K1 10m with : K1 =
[COV ]02 [COV ]02
[COV]0 5% 10% 15% 20%
2 2
K1 4.0 10 10 44.44 25
If pf=10-4 and [COV]0=0.10, then K1=102 and N≥106
2) requirement 2 pN
2Φ (δ ) −1 = α
q
8P (Pf - t< pest <Pf + t) = α
1 − p 1 −1 1 + α 2
N= [ Φ ( )] (2)
P(
Pf − t − p
<U <
Pf + t − p
) =α
p δ 2
pq pq
N N If p=Pf=10-m is small, (2) may be
rewritten as : N ≈ K2 10m with :
Pf ± t = (1±δ) Pf
1 1+α 2
−1
K 2 = [Φ ( )]
pN pN
δ 2
P(−δ < U < +δ ) =α
q q
If pf=10-4 , δ=0.10 and α=0.9,
then K2=270.60 and N ≥ 2.71 106
$ Review of simulation techniques
& Crude Monte Carlo Simulation techniques
& Variance reduction techniques
Importance Sampling
recognised as the most efficient variance reduction technique
Adaptive Sampling
sampling density function is dynamically updated as the simulation proceeds
Conditional Expectation Techniques

Directional simulation (recommended for convex safe sets)
Axis-orthogonal simulation techniques (recommended for convex failure sets)
$ Crude Monte carlo simulation technique
All simulations techniques have origin in the so-called Monte Carlo method. The basis for
simulation techniques is well illustrated by rewriitng the probbaility integral by means of an
indicator function as shown below :
Pf = ∫f
g ( x )≤0
X ( x)dx = ∫ I [ g ( x) ≤ 0] f X ( x)dx (1)
In (1), the integration domain is changed from the part of the sample space of the vector
X=(X1,X2,..,Xn)T for which g(x)≤0 to the entire sample space of X.
I[g(x)≤0] is an indicator function :

I[g(x)≤0] = 1 if g(x)≤0
I[g(x)≤0] = 0 if g(x)≥0
If follows from (1) that : Pf=E{I[g(x)≤0]}

 X 11   X 21   X N1 
    
N
      1
If now N realisations of X are sampled : [ X 1i ,  X 2i ,......,  X Ni ]
    
, then : pest =
N
∑ I[g ( X
j =1
j ) ≤ 0]
    
 X 1n   X 2 n   X Nn 
With E(pest)=Pf
Principle of the Crude Monte Carlo simulation technique : a large number of realisations of
the random variables X are genearted and for each outcome, it is checked whether or not the
limit state function is positive. All simulations for which this is not the case are counted (nf)
and after N simulations the failure probability pf may be estimated trough nf/N.
 x11   x21   xN 1 
 .   .   . 
     
{x1} =  x1i , {x2 } =  x2i ,......., {xN } =  xNi 
 .   .   . 
     
 x1n   x2 n   xNn 
g({x1}) g({x2}) g({xN}) nf = number of realisations where g({xj})≤0
pf ≈p
*
=
n f *
Where pext is a realisation of the estimator pext
ext N
Simulations are costly in computation time and the uncertainty of the estimate is of interest. As
already shown, the coefficient of variation of the estimate is proportional to 1/(Np)1/2 meaning that
if Monte Carlo simulation is pursued to estimate i.e. a probability of 10-6 it must be expected that
approximately 108 simulations are necessary to achieve an estimate with a coefficient of variation of
10%.
In other words, the sampling function is located in a region far away from the
region where the indicator function I[g(x)≤0] attains contributions. The success
rate in the performed simulations is thus low.
xj
g({x})≤0
fXj(xj)
g({x})≥0
xi
fXi(xi)
$ Example 1
Simulation of fatigue crack paths

using crude simulation techniques
Example: FDF=1
Failure criteria SL = 31 years, ac=0.03 m
Crack length (m)
Time in years
Example: FDF=6
SL = 31 years, ac=0.03 m
Crack length (m)
Time in years

Structural Reliability Methods

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Structural Reliability Methods

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LLDD RSR⋅L

Pemex Training Course

Ciudad del Carmen

Risk Based Inspection

Time independent reliability methods

Time Independent Structural Component Reliability

Time Independant System Reliability Methods

Time Dependant Reliability Methods

Level II (approximate) methods

Level III (exact) methods

Z = Z1 , Z2 ,……….. ZN = set of "basic variables"

The basic variables include - loading parameters

Failure function (or limit state function) g (zi) > 0 zi ∈S

of which equals the number of basic random variables.

Level II (approximate) methods

The failure surface in the z space is the straight line r = s

A possible limite state function is the function g (z) = r - s

Safety margin : M = R-S

M is normal with mean value µM = µR - µS and standard deviation σΜ = (σ R + σ S )

where Φ is the distribution function of the reduced centered normal law U :

β = 0.0 Pf = 0.50000 β = 2.5 Pf = 0.00621

E (R') = E (S') = 0 σ (R') = σ (S') = 1

P is the design point

& Standard deviation of the safety margin M = R-S :

& Probability of failure :

CZ is symetric and positive definitive CZ = BBT =

Z → Z' : Z' = B-1 (Z - E (Z))

Z' → Z : Z = E (Z) + BZ'

Failure surface in the normalized space:

(σ R − ρσS ) r'− σS 1 − ρ 2 s'+µ R − µ S = 0

Probability of failure : Pf = P ( M = g ( Z ) < 0) = Φ( − β )

The moment capacity of the beam at the support is B

Possible expansion point: z* = E(Z)

To avoid arbitrariness in β FO these two limitations need to be overcome

We have to solve three problems :

→ Determine the relaibility index βHL by solving the optimisation problem :

Solution: Find on adequate general iterative algorithm (see lecture 9)

Where gx (x) is the limit state function in the x-space

h (u) > 0 h (u) < 0

The set of basic variables is Z = ( M B , D , TS , AS , K , B , TC ) The basic variables are

D Z2 0.30 m 0.015 m 0.05

TS Z3 360 MPa 36 MPa 0.10

AS Z4 226 × 10-6 m2 11.3 × 10-6 m2 0.05

K Z5 0.5 0.05 0.10

B Z6 0.12 m 0.006 m 0.05

TC Z7 40 Mpa 6 Mpa 0.15

x1 0 2.401 2.628 2.614 2.615 2.615 0.766

x2 0 -0.977 -0.832 -0.832 -0.831 -0.831 -0.244

x3 0 -1.843 -1.848 -1.866 1.866 -1.866 -0.547

x4 0 -0.921 -0.790 -0.792 -0.790 -0.790 -0.232

x5 0 0.055 0.037 0.037 0.037 0.037 0.011

x6 0 -0.028 -0.019 -0.019 -0.010 -0.019 -0.006

x7 0 -0.083 -0.057 -0.056 -0.056 -0.056 -0.016

β 0 3.31 3.41 3.41 3.41 3.41

The iteration is stopped at x(5) , and the reliability index is

1) Case of non-dependant variables

2) Case of dependant variables

( Normal tail approximation

Level III (exact) methods

X={X1,X2,…,Xn}T with p=Pf=P(g(X)≤0)

One experiment : sample set from X : x={x1,x2,…,xn)T

Nf= number of realisations of A among N experiments

Nf follows a binomial distribution B(N,p) with :

8Standard deviation of the estimator