113

Chapter 7
RELIABILITY OF STRUCTURAL SYSTEMS

7.1 INTRODUCTION
In the preceding chapters the concept of reliability has mainly been concerned with single
structural elements such as a beam or a column. In the fundamental case the loading is de-
scribed by a single random variable S and the strength by a single random variable R (see
chapter 4). The probability of failure Pf is then defined as

Pf = P(S;;;' R) (7.1)

assuming that the failure condition is R - S';;;; O. Pf can be calculated from

Pf = ~ fR,s (r, s) drds (7.2)

Wf

where fR,s is the joint probability density function and Wf the failure region {(r, s)lr-s';;;; O}.
When fR,s is known, the probability of failure Pf can be calculated relatively easily from (7.2)
by a suitable numerical technique or by simulation.
When the loading of a single structural element is determined by a number of random vari-
ables R = (R 1 , ... , Rn) and likewise the strength by a number of random variables S =
(Sl' ... , Sm) equation (7.2) can be generalised and the probability of failure calculated
if the corresponding joint probability density function is known.
In the situations described above only one single structural member with a single failure mode
is treated. The reliability of a real structure is usually much more difficult to evaluate since
more than one element (member) can fail and because there is possibility of more than one
failure mode for the system. To handle problems of this kind it is sometimes useful to con-
sider from a systems point of view. In this the real structure is modelled by an equivalent sys-
tem in such a way that all relevant failure modes can be treated.

P. Thoft-Christensen et al., Structural Reliability Theory and Its Applications

© Springer-Verlag Berlin, Heidelberg 1982
 114 7. RELIABILITY OF STRUCTURAL SYSTEMS

In this chapter the fundamental systems - series systems and parallel systems - will be defined
and it will be shown how such systems can be analysed from a probabilistic point of view, both
when no correlation between the elements exists and when all elements are equally correlated.
In Chapter 8 some important reliability bounds for structural systems will be shown, and for
systems with unequally correlated elements some approximate methods of estimating the
failure probability will be presented.

7.2 PERFECTLY BRITTLE AND PERFECTLY DUCTILE ELEMENTS

It is of great importance for a structural system whether its elements can be considered per-
fectly brittle or perfectly ductile. A structural element is called perfectly brittle, if it becomes
ineffective after failure, i.e. if it loses its load-bearing capacity completely by failure.
The words »perfectly brittle» should be understood in a broad sense. If a tensile bar made of a
brittle material fails due to a tensile force then such an element can reasonably be considered
perfectly brittle, because its loading capacity is completely exhausted. But the characteriza-
tion »perfectly brittle» can also be used in situations, where no real fracture occurs, e.g. when
the element is deflected so much that it is ineffective in relation to a given loading. A typical
load-deflection curve for a brittle element is shown in figure 7.1.
If an element maintains its load level after failure it is called perfectly ductile. A typical example
of perfectly ductile behaviour is shown in figure 7 .2, where it is assumed that the load p can be
maintained during an increasing displacement. To distinguish these two types of element be-
haviour the symbols shown in figure 7.3 can be used.

load

fracture

- f - - - - - - - - - - - - displacement

Figure 7.1

load

p - - - -.~--------!~

displacement

Figure 7.2
7.3 FUNDAMENTAL SYSTEMS 115

brittle element ductile elemen t

Figure 7.3

7.3 FUNDAMENTAL SYSTEMS

As mentioned in the introduction there are two fundamental types of systems, namely series
systems and parallel systems. A system of single elements is a series system if it is in a state of
failure whenever any of its elements fails. Such a system is also called a weakest-link system.
A typical example of a series system is a statically determinate structure as shown in figure
7.4. Obviously, failure in any member of such a structure will result in failure of the total sys-
tem. A series system with n elements is generally symbolised as shown in figure 7.5.

All elements in figure 7.5 are brittle elements but for a series system the distinction between
brittle and ductile elements is irrelevant because the total system fails as soon as one element
fails whether it is brittle or ductile. It is important to note that the idealisation of a structure
by a series system as in figure 7.5 is only related to the failure interaction. Therefore, one
must not interpret figure 7.5 as one in which all elements have the same load, although a load
S is shown applied to each end of the series system. Usually, an extemalload on a series system

Figure 7.4

2 n

Figure 7.5
116 7. RELIABILITY OF STRUCTURAL SYSTEMS

will result in different loads (stresses) in the single elements. Figure 7.5 is useful in calculating
the distribution function FR for the strength R of the series system. Let FR. be the distribution
1
function for the strength Ri of element i, then

11 (1- FR/r
n
=1 - (1- FRI (r 1 ))(1 - FR2 (r 2 )) ..• (1 - FRn (r n )) =1 - i )) (7.3)
1=1

where it is assumed that the strengths of the elements are independent.

Example 7.1. Consider a simple structure consisting of two tensile bars as shown in
figure 7 .6. Let the strength Re of each tensile bar be a random variable with the density
function fRe shown in the same figure. Let the structure be loaded by a single tensile
force S = 1.1 kN. It is reasonable to model this structure as a series system with two
elements. The distribution function FR for the strength R of the system can then be de-
rived by equation (7.3) if the strength of two elements can be assumed independent. One
obtains

where

for r <1
for 1.;;; r <3
for r;;;' 3

1.0

0.5

+---+----+----4f---+------lI~ r., kN
2 3 4

Figure 7.6
7.3 FUNDAMENTAL SYSTEMS 117

By substituting FR in the expression for FR one obtains

e

for r < 1
F (r)
R
= { ~.lr2 + ~r-.§.
4 2 4
for 1 <: r < 3

1 for r ~ 3

It is then easy to calculate the mean /lR and the variance a~ for the strength R of the
system. One gets
2
and
9
The reliability index f3 s for the system is therefore

while the reliability index f3 e for an element is

2 -1.1
vm 1.56

Note that f3 s < f3 e as expected. Also note that better values can be calculated on the basis
of (7.4) and (6.34).

When the distribution function FR for the strength R of the series system is determined, the
probability of failure Pf can be calculated as for a single element by

n
n
Pf = \~ FR(r)fs(r)dr = 1- \~ (1- FRi(rj»fs(r)dr (7.4)
.~~ .~~ j=l

where fs is the density function for the load S on the series system.

Example 7.2. Consider again the structure shown in figure 7.6 loaded with a deter-
ministic force S = 1.1 kN. In this case the probability of failure is simply
1
Pf = FR (1.1) = -4' 1.21 + 1.5' 1.1 -1.25 = 0.0975

while the probability of failure for a single element is

118 7. RELIABILITY OF STRUCTURAL SYSTEMS

Exercise 7.1. To illustrate that the probability of failure Pf of a series system increases
with the number of elements n, consider a system with n elements with the same distribu-
tion function FR. as used in example 7.1 and the same force S = 1.1 kN. Calculate Pf for
n = 2, 5 and 10.

Now turn to parallel systems. Failure in a single element in a structural system will not always re-
sult in failure of the total system, because the remaining elements may be able to sustain the ex-
ternalloads by redistribution of the loads. This situation is a characteristic of statically inde-
terminate structures. Failure of such structures will always require that more than one ele-
ment fails. From a strength (failure) point of view such a set of elements is called a parallel
system and the associated failure state is called a failure mode.
A real statically indeterminate structure will usually have a great number of failure modes, where
each failure mode is modelled by a parallel system, and these parallel systems are then again com-
bined as a series system. Therefore, such a structural system will fail when the weakest mode
(parallel system) fails. In other words, a parallel system will only fail when all elements in that
system fail. Therefore, the behaviour of such a system depends to a high degree on whether the
elements are perfectly ductile or perfectly brittle.

A parallel system with n perfectly ductile elements is shown in figure 7.7. Because of the as-
sumption of ductile elements, the strength R of this system is simply determined by
n
R = Y'R.1
-'-'
(7.5)
i=l

where the strength of element i is given by the random variable R i . Note that when the random
variables Ri' i = 1, 2, ... , n are independent and are normally distributed N(Jlp a), then R is
also normally distributed N(Jl, a), with
n
E[R] =Jl = IJli (7.6)
i=l

n
Var[R] = a~ = I a i2 (7.7)
i=l

.. n

Figure 7.7
7.3 FUNDAMENTAL SYSTEMS 119

According to the Central Limit Theorem it is reasonable to assume R to be normally distri-

buted if the number of elements is not too small, even in cases where the distributions of Rp
i = 1, 2, ... , n, are non-normal.

Example 7.3. Consider the system shown in figure 7.8 with 3 elements with the strengths
R 1 , R2 and R 3 · Let Rl and R2 be normally distributed with E[ Rll = E[ R21 = 5 kN and
oR I = OR 2 = 1 kN. Further, let R3 have a uniform distribution over the interval [8 kN ;
12 kNl. The random variables are assumed statistically independent.
Consider first the subsystem consisting of the two elements 1 and 2. According to (7.5)
the strength R12 of this subsystem is normally distributed with E[R 12 1 = 10 kN and
o R12 = v'2 kN. The total system can now be considered a series sytems with two ele-
ments, namely an element with the strength R12 normally distributed and an element with
the strength R3 uniformly distributed. The distribution function FR for R3 is given by
3

for r<8
for 8,;;; r < 12
for 12,;;; r

The distribution function FR of the total system can now be calculated from (7.3)
r-10
FR (r)=l-(l-<l>( v'2 ))(1-FR3 (r))

=<l>(r-10)+F (r)_<l>(r-10)F (r)

v'2 R3 v'2 R3
where <I> is the standard normal distribution function.

Figure 7.8

Exercise 7.2. Consider the structural system shown in figure 7.9 consisting of 3 tensile
bars. Assume that this structural system can be modelled by the system shown in figure
7.8 and let its strength be as calculated in example 7.3. Determine the probability of failure
Pf for this system when it is loaded with a single force S = 7.5 kN. What is Pf when S =
10 kN?
120 7. RELIABILITY OF STRUCTURAL SYSTEMS

Figure 7.9

Parallel ductile systems are relatively easy to deal with because of the simple relation (7.5) between
the strength R of the system and the strengths R i , i = 1, 2, ... , n of the individual elements.
A parallel system with perfectly brittle elements is shown in figure 7.10. If an element in such
a system fails, its load-bearing capacity is completely exhausted. The other elements mayor
may not be able to prevent the system from failing completely, by redistribution of the loads.
In real structures wit.h a low degree of statical indeterminacy, the brittle failure of one element
will usually result in the subsequent failure of other elements because of this redistribution. If
this is the case, the system behaviour is like a series system. However, for structures with a high
degree of statical indeterminacy and a relatively high safety factor the system in figure 7.10 may
be a reasonable model because in such situations there will often be enough reserve strength
capacity to carry the load after a brittle element failure.
Let r l' r 2' ... , rn , where r 1 < r 2 < ... < rn , be the strength of the n elements shown in figure
7.10. The strength r of the system is then given by

(7.8)

It can be shown that under certain conditions r is a realisation of a random variable R which
for large n approaches a normal distribution .

. . . n

Figure 7.10
7.3 FUNDAMENTAL SYSTEMS 121

S S

Failure mode 1 2 k

Figure 7.11

As mentioned above, failure of a statically indeterminate structure can sometimes be evaluated

on the basis of a number of failure modes where each failure mode is modelled by a parallel sys-
tem. Modelling of the complete structure will then be a series system of parallel subsystems as
shown in figure 7.11. Note that a given element may appear in several failure modes.
Also note that correlation in such a system can appear at least in two forms, namely by corre-
lation between single elements and correlation between failure modes. Systems with correlated
elements or correlated subsystems will be treated in some detail in chapter 8. In the next sec-
tion, fundamental systems with equally correlated elements will be discussed.

Example 7.4. Consider the statically indeterminate truss with 3 panels shown in figure
7.12. Assume that only the diagonals 1, 2, ... ,6 can fail. This structure can then be mo-
delled by the system shown in figure 7.13.

~
2 4 6

Figure 7.12

Figure 7.13
122 7. RELIABILITY OF STRUCTURAL SYSTEMS

7.4 SYSTEMS WITH EQUALLY CORRELATED ELEMENTS

Exact calculation of the probability of failure for a given system with correlated strengths is
usually not possible. However, bounds for the probability of failure can often be determined.
This will be shown in chapter 8. However, in some important cases it is possible to calculate
the exact probability of failure for the fundamental systems introduced in section 7.3. This
has been done by Grigoriu & Turkstra for series systems and for parallel systems with ductile
elements, on the assumption that the strength of the elements can be modelled by normally
distributed random variables, Rj> i = 1, 2, ... , n, which are equally correlated with a common
correlation coefficient p • Further, it is assumed that the loads are deterministic and constant in
time and all elements are designed in such a way that they have the same reliability index (3 e.
Let the strength R j of element i be N(llj' a j ) and Sj the load effect. Then

(3 Il·-S.
=_1_ _1
e aj

or

Il· = S.
lie
+ (3 a
i (7.9)

If the coefficient of variation Vj = a/Ilj is inserted into (7.9) this equation can be rewritten

(7.10)

The assumption of euqally correlated elements is relevant for some structures, but for a great
number of structures such an assumption cannot be justified. However, it is of great advantage
to use this assumption because the exact probability can then be calculated. Bearing this in
mind it seems worthwhile investigating the possibility of using a kind of »average» coefficient
of correlation in the general case where the correlation is unequal. Such an investigation has
been performed for parallel systems with ductile elements and for series systems, and it has
resulted in two new methods for calculating approximate values for the probability of failure
for such systems (see chapter 8). In this section a brief presentation of the work by Grigoriu &
Turkstra will be given.
For a series system with n elements it has been shown by Stuart that the probability of failure
on the assumptions mentioned above is given by

(3 + v'P t
= 1- ~
~
Pf(p) [<I>( e.J["=P W<p(t)dt (7.11)
_~ 1-p

where <I> and <p denote the distribution and density function for the standard Gaussian random
variable. The variation ofthe probability of failure Pf with p is shown in figure 7.14 for n =
1, 2, 5, and 10 and (3e = 3.0.
7.4 SYSTEMS WITH EQUALLY CORRELATED ELEMENTS 123

pf(P)

-~
0.014
~e = 3.0

~
0.012

0.010

0.008
~
~
0.006
- ~b..~.~
0.004

~
n=2\

0.002 -....::
n=l..1
0.000
0.0 0.2 0.4 0.6 0.8 1.0 P

Figure 7.14

~SIP •• 1.Ur---------T'"

o.RF-====r~--=::;

0.6 ---

o. ~,,=3.0

13. = 2.0

o 0.2 0.4 0.6 0.8 1.0

Figure 7.15

Note that, as expected, the probability of failure Pf decreases with the correlation coefficient
pand increases with the number of elements n.
A formal reliability index (3s for the series system can now be calculated by

(7.12)

The dependence of {3S/{3e on the correlation coefficient p for {3e = 3.0 and {3e = 2.0 and for
n = 1, 2, 5, and 10 is shown in figure 7.15 (taken from the paper by Grigoriu & Turkstra).
 124 7. RELIABILITY OF STRUCTURAL SYSTEMS

It is seen from figures 7.14 and 7.15 that the reliability of a series system is increased if the
dependence between the strength of the elements is increased. This result could be used in
some design situations - for example, by stipulating that all members of a steel structure are
from the same batch.

Next consider a parallel system with n ductile elements having normally distributed strengths
R identically distributed N(Il, a) and satisfying the same assumptions as above. According to
I
I n
equation (7.5), the strength R of the parallel system is equal to R i , with
i=l
n
E[R] = I E[R i ] = nil (7.13)
i=1

and
n n
I I
1
Var[R] = Var[R) + p (Var[R i ] Var[R j l)2 = na 2 + n(n -1)pa 2 (7.14)
i=1 i,j=1
it j

where p is the common correlation coefficient. Let the load on the system be S and the com-
mon element reliability index f3 e . Then, according to equation (7.9)
n
S = £..
~ S.I = nil - nf3 e a (7.15 )
i=1

and the reliability index f3 s for the system is

f3 =E[R]-S nil - (nil - nf3 e a ) J n

(7.16)
S 1 1 = f3 e 1 + p{n - 1)
(Var[Rl)2 {na + n(n
2 -1)a 2 p)2

0.00125~--------+---------4---------~---------+------__~

~e = 3.0
0.00100~--------+---------4---------~---------+--~~~~

0.00075t--------__
--------__
---------f--------"A4---;ij\

o .00050'1----------+-----------t----------+--:r-----AA

0.00025,1----------+-----------t---~~---+--~~~~--------~

0.000001t--===t=----~-.j-;:;;;;;;:;::::;::::::::--l---------t--------__I~-
0.0 0.2 0.4 0.6 0.8 1.0 P

Figure 7.16
7.4 SYSTEMS WITH EQUALLY CORRELATED ELEMENTS 125

f3 e /f3 s 1.t1r----......~-_:_---_=_

() o.~ O.~ 0.6 O.H

Figure7.l7

The variation of the probability of failure Pf = <1> (-~S) is shown in figure 7.16 for n = 1, 2, 5,
and 10 and ~e = 3.0. Note that Pf increases with the correlation coefficient p and decreases with
the number of elements (n > 1). The dependence between the ratio ~e/~S and p is shown in
figure 7.17 for n = 1, 2, 5, 10, 100, and 00. As expected ~S/~e increases when p is decreased
or n is increased. Therefore, the probability of failure for such a parallel system with correlated
elements is underestimated if independence is assumed. This is in contrast to a series system.

Example 7.5. Consider again the structure in figure 7.12 modelled by the system shown in
figure 7.13. With the same assumptions as above and the further assumptions that all diago-
nals are equally loaded and behave in a ductile manner, the probability of failure for the
system can be calculated.
The reliability index ~p for a single panel with two diagonals is, in accordance with equa-
tion (7.16), given by

(7.17)

The probability of failure Pf for the system can now be calculated from (7.11) with n = 3,
and ~ e replaced by ~ , and p replaced by p p' i.e. the correlation coefficient between the
strength of the panels.
The correlation coefficient Pp can be determined in the following way. Let Rl and R2 be
the strengths of the diagonals in a panel with the strength Rp = Rl + R 2 . Then E[ Rp 1 =
2/1,Var[R p l=20 2 +2po 2 =2(1+p)o2 and

or

(7.18)

Let R~ and R; be the strengths of two panels. Then

(7.19)
126 7. RELIABILITY OF STRUCTURAL SYSTEMS

Finally
_ E[R~R;I- E[RpF _ 4(pa 2 + /1 2 ) - 4/1 2 _ ~ (7.20)
Pp - Var[Rpl - 2(1 +p )a 2 -1 +P
The probability of failure Pf for the system is therefore
"~ f3 + VP:. t 3
Pf = 1- \ [<I>( ~ )1 .p(t)dt (7.21)
L~ 1-pp

where f3 p is given by (7.17) and Pp by (7.20).

It is obvious from example 7.5 that the only calculation problem in estimating the probabili-
ty of failure for structural systems satisfying the assumptions mentioned above is the integral
in equation (7.11). For f3 e = 3.00 values of Pf are tabulated in Table 7.1 for n = 1, 2, ... , 10
and p E [0 ; 1.00). These values have been calculated by numerical integration using Simpson's
formula and 200 intervals.

p 1 2 3 4 5 6 7 8 9 10
0.00 13.50 26.98 40.44 53.89 67.31 80.72 94.11 107.4 120.8 134.2
0.05 13.50 26.97 40.41 53.81 67.19 80.54 93.86 107.1 120.4 133.6
0.10 13.50 26.95 40.35 53.70 67.01 80.27 93.48 106.6 119.8 132.8
0.15 13.50 26.92 40.27 53.74 66.75 79.88 92.93 105.9 118.8 131.7
0.20 13.50 26.88 40.16 53.32 66.38 79.34 92.19 104.9 117.6 130.2
0.25 13.50 26.83 40.00 53.02 65.88 78.61 91.20 103.6 116.0 128.2
0.30 13.50 26.76 39.80 52.62 65.24 77.68 89.93 102.0 113.9 125.7
0.35 13.50 26.67 39.53 52.10 64.42 76.49 88.34 99.96 111.4 122.6
0.40 13.50 26.54 39.18 51.45 63.39 75.03 86.39 97.49 108.3 119.0
0.45 13.50 26.38 38.74 50.64 62.13 73.26 84.05 94.55 104.8 114.7
0.50 13.50 26.18 38.19 49.64 60.61 71.14 81.13 91.12 100.6 109.9
0.55 13.50 25.92 37.52 48.44 58.79 68.66 78.11 87.19 95.93 104.4
0.60 13.50 25.60 36.69 46.99 56.66 65.78 74.45 82.72 90.65 98.26
0.65 13.50 25.20 35.69 45.28 54.16 62.47 70.30 77.71 84.76 91.50
0.70 13.50 24.70 34.48 43.26 51.28 58.69 65.61 72.11 78.25 84.09
0.75 13.50 24.07 33.01 40.87 47.94 54.39 60.34 65.89 71.10 76.01
0.80 13.50 23.28 31.24 38.05 44.07 49.49 54.44 59.00 63.47 67.23
0.85 13.50 22.26 29.05 34.69 39.56 43.89 47.77 51.32 54.59 57.63
0.90 13.50 20.89 26.27 30.58 34.19 37.33 40.11 42.62 44.90 47.00
0.95 13.50 18.91 22.49 25.20 27.40 29.26 30.87 32.29 33.56 34.72
1.00 13.50 13.50 13.50 13.50 13.50 13.50 13.50 13.50 13.50 13.50

Table 7.1. PfX 104 after (7.11) with f3 e = 3.00

 BIBLIOGRAPHY 127

Example 7.6. Consider the same structure as in examples 7.4 and 7.5 and let p = 0.8 and
f3 e = 2.85. By equation (7.17) the reliability index f3 p for the panels is

f3 p = f3 e y'2/(1 + p) = 2.85 . y'2/1.8 = 3.00

and the correlation coefficient Pp between the strength of the panels is

Pp = 2p /(1 + p) = 1.6/1.8 = 0.889

The probability of failure Pf for the system is then (use table 7.1 with n = 3)

(7.22)

Exercise 7.3. Consider the statically determinate structure shown in figure 7.18. Assume
that this structure can be modelled by a series system with 7 elements satisfying all the as-
sumptions mentioned above. Let the reliability index f3 e for the elements be f3 e = 3.00 and
the correlation coefficient between the elements p = 0.85. Calculate the probability of
failure Pf for this system and compare Pf with the probability of failure for a single element.

Figure 7.18

BIBLIOGRAPHY
[7.1] Daniels, H. E.: The Statistical Theory of the Strength of Bundles of Threads. Royal
Stat. Soc., Series A, Vol. 133, 1945, p. 405.
[7.2] Grigoriu, M. & C. Turkstra: Safety of Structural Systems with Correlated Resistances.
Applied Math. Modelling, Vol. 3, 1979, pp. 130-136.
[7.3] Stuart, A. J.: Equally Correlated Variates and the Multinormal Integral. J. Royal Stat.
Soc., Series B, Vol. 20, 1958, pp. 373-378.
[7.4] Thoft-Christensen, P.: Fundamentals of Structural Reliability. Lectures on Structural
Reliability (ed. P. Thoft-Christensen), Aalborg University Centre, Aalborg, Denmark,
1980, pp. 1-28.
[7.5] Thoft-Christensen, P. & J. D. S0rensen: Reliability of Structural Systems with Corre-
lated Elements. Applied Mathematical Modelling, Vol. 6, 1982.