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Structural Integrity Procedia 43 (2020) 1347–1359
www.elsevier.com/locate/procedia

IX Eurasian Symposium on the problems of strength and resource in low climatic temperatures
(EURASTRENCOLD-2020)

Matrix based methods for assessment of risks induced by complex

technical systems
Dmitry O.Reznikova*
a
Mechanical Engineering Research Institute, 4 Maly Kharitonievsky lane, Moscow, 101990, Russia

Abstract

The paper presents a matrix based probabilistic approach to: (i) describing the process of accident initiation and
propagation at four scale levels: the level of structural material, the level of individual components of a complex
technical system, the systemic level, and the upper level of the system environment, and (ii) developing a risk
assessment framework. The proposed approach is based on examining a chronological series of the subsequent
discrete failure events occurring at various scale levels of the complex technical systems and its environment. This
allows assessing not only the so-called direct risks that take into account for the expected monetary values of direct
consequences of the accidents at the system disregarding losses inflicted by subsequent disturbances in the
environment of the damaged system, but also indirect risks associated with secondary failures in the system
environment. The approach provides an opportunity to describe multilevel fracture in a probabilistic formulation and
to obtain an express assessment of risks induced by the complex technical systems.

© 2020 The Authors. Published by ELSEVIER B.V.

This is an open access article under the CC BY-NC-ND license (https://creativecommons.org/licenses/by-nc-nd/4.0)
Peer-review under responsibility of the EURASTRENCOLD - 2020 guest editors
Keywords: Threat; vulnerability; consequencies; risk

* Corresponding author. Tel.: +7 495 623 55 35; fax: +7 495 623 55 35.
E-mail address: mibsts@mail.ru

2452-3216 © 2020 The Authors. Published by ELSEVIER B.V.

This is an open-access article under the CC BY-NC-ND license (https://creativecommons.org/licenses/by-nc-nd/4.0)
Peer-review under the responsibility of the organizers of ICIMECE2020
2 Reznikov/ Structural Integrity Procedia 43 (2020) 1347–1359

1. Introduction

Complex technical systems (CTSs) are characterized by a complex structure, complicated behavior, and
interaction between their components that determine the ability of systems to redistribute loads and to resist
cascading failures, which occur after local failure of their individual components (Baker et al, 2008; Starossek and
Haberland, 2010; Makhutov and Reznikov, 2015; Doronin, et al, 2019). These systems as a rule are subjected to
multiple regimes of loading and multiple failure scenarios. Owing to the high level of uncertainty concerning the
governing parameters of CTSs, environmental conditions, and external impacts, the estimation of system
performance should be made in a probabilistic formulation. Their evolution should be described by multivariate
scenario trees that include scenarios of accidents and catastrophes. In the view that the processes of damage
accumulation and failure develop at various scale levels these scenario trees should be multi-level (Makhutov and
Reznikov, 2016; Makhutov et al, 2014; Reznikov, 2018).

Nomenclature

C Consequences
E(•) expected value
ES0 designed end state
ESδ(s) survival end state
ESi damaged end state
ESi,F(s) denotes failed end state of the system
{ES(e)} vector of the end states of the system’s environment
{ES(s)} vector of the end states of the system
IS initial state
{L} vector of loading regimes
LD local damage at the component level
MD material damage at the component level
L load
F failure
R risk
Rdir direct risk
Rind indirect risk
S0 success scenario
si(m) scenario of damage accumulation at the material level
si(c) component damage scenario
SF(s) survival structural scenario
Si(δ) the survival structural scenario
T threat
U loss
{Udir} vector of direct losses in the system
{U(e)} vector of indirect losses that in the environment
V Vulnerability
[VMat] matrix of the material vulnerability
[VComp] matrix of the component vulnerability
[VStr] matrix of the structural vulnerability
[VSys] matrix of the system vulnerability
δ survival region

It should be also noted that CTSs are usually closely interrelated with other engineering facilities that are
hereafter referred to as CTS environment. Damage or failure of the CTS may trigger secondary and cascading
 Reznikov/ Structural Integrity Procedia 00 (2019) 000–000 3

failures in its environment. Thus, a general probabilistic approach is needed that would allow: (i) describing the
process of accident initiation and propagation at four scale levels: the level of structural material, the level of
system components, the systemic level and the upper level of the system environment, and (ii) developing risk
assessment framework. The approach should provide the opportunity to assess not only the so-called direct risks that
take into account the expected monetary values of direct consequences of the accidents at the CTS ignoring losses
inflicted by subsequent disturbances in the environment of the damaged system, but also indirect risks associated
with secondary failures in the CTS environment.

2. Traditional risk assessment models

According to the traditional risk assessment model, risk is considered to be a function of threat T, vulnerability V
and consequences C: R=f(T, V, C). Here threat is defined as probability of some impact on the system (normal or
abnormal loading regime) T=P(L), vulnerability is estimated as conditional probability of system’s failure given the
impact occurs: V=P(F|L), and consequences are defined as losses that occur as a result of the impact and the
subsequent system failure: C=E(U |L,F). Then the index of economic risk is determined by the Eq. (1):

R  P ( L)  P ( F | L)  E (U | L, F ) . (1)

Fig. 1. General risk assessment framework

Usually, technical systems are subjected to multiple loading regimes and multiple failure scenarios. Risk
assessment for such systems implies assessment of a scenario tree (Fig. 1). This is done by using graph models
called scenario trees [3, 5, 10]. The system is designed to fulfill the so-called success scenario S0 (i.e. a transition
from its initial state IS to the designed end state ES0). Since any failure scenario Si presents a deviation from the
success scenario S0 that corresponds to the successful functioning of the CTS, the scenario Si must have a
disturbance point (initiating event) at which an extreme event, or loading regime Li occurs (Fig. 1). Each event Li
gives rise to a branch of the scenario tree that has a corresponding set of scenarios Sj that terminate with end states
(ESj). In this case one can get a similar risk index using the matrix expression:
4 Reznikov/ Structural Integrity Procedia 43 (2020) 1347–1359

 P [ ES1 | L1 ] P [ ES2 | L1 ] P [ ESm | L1 ]  U ES1 

 P [ ES | L ]   (2)
P [ ES2 | L2 ] P [ ESm | L2 ]  U ES2 
R  P( L1 ); P( L2 );. . .; P( Ln )   1 2    
 . . .  . . . 
Threat {L}   U 
 P [ ES1 | Ln ] P [ ES2 | Ln ] P [ ESm | Ln ]
 ESm 
Vulnerability [ V ] Consequences {U }

The matrix equation (2) gives an assessment of economic risk induced by the engineering facility. It includes the
vector of loading regimes {L}, describing probabilities of various normal and abnormal regimes of thermo
mechanical loading, influence of aggressive environment etc.); a vulnerability matrix [V] whose components
provide conditional probabilities that the system will reach various damaged end states if different loading regimes
occur; and the vector of consequences that determine expected losses that correspond to different damaged end
states of the system. The vulnerability assessment is a key element of comprehensive risk estimation procedures. It
summarizes the results of the system scenario assessment and reveals the system’s weaknesses and inability to
withstand various impacts and loading regimes [10].

3. Multilevel vulnerability assessment model

Structurally complex systems require a more detailed scenario assessment be carried out. Such assessment should
take into account that the processes of damage accumulation and fracture develop at various scale levels ranging
from nano to macro scales. In other words, if a structurally complex technical system is being considered the
scenario tree describing the multivariant processes of damage accumulation and fracture should be multilevel and
include subtrees describing damage accumulation and fracture at the levels of material, structural components and
the system as a whole.
At the current level of the development of basic science and methods for technical diagnostics, it is practically
feasible to analyze fracture processes at four scale levels: (1) the mesoscale level related to material degradation, and
two macro scale levels: (2) the scale level of structural components describing development of macro-defects and
fracture of the system components, (3) the structural scale level describing the scenarios of subsequent component
failures leading to total collapse of the system, and (4) the upper level of the system environment describing failure
processes beyond the system boundaries.
Bearing this in mind one may consider the system vulnerability as an integral property of the system that could be
split up to differential properties that characterize:
- Material vulnerability as the inability of the structural material to sustain imperfections and high stresses;
- Component vulnerability as the weakness of structural components to sustain local damage and macro defects;
- Structural vulnerability as the inability of a system to withstand loads throughout its service life in the presence
of a local defects and fracture of its constitutive components
Due to the high level of uncertainty related to variability of the system parameters (mechanical characteristics of
structural materials, geometrical dimensions) and loading regimes, the assessment of CTS vulnerability should be
carried out in a probabilistic formulation. Taking into account the multiscale character of damage accumulation and
fracture processes, the probabilistic complex event “system destruction” can be considered as a sequence of coupled
random events [1,5]: (1) <L> the system is subjected to loading regime L; (2) <MD|L> the occurrence of a specific
material damage given the system was subjected to L; (3) <LD|L,MD> the achievement by a structural component of
the local limit state LD, provided events L and MD occur; (4) <F| L , MD, LD > a system collapse if the events L,
MD and LD happen. Then the probability of the system destruction can be evaluated as:

P( F )  P( L)  P( MD | L)  P( LD | L, MD)  P( F | L, MD, LD) (3)

where P(MD|L) is the material vulnerability; P(LD|L,MD) is the component vulnerability, P(F|L,MD,LD) is the
system vulnerability.
 Reznikov/ Structural Integrity Procedia 00 (2019) 000–000 5

R  P( F )  U F  P( L)  P( LD | L, MD )  P( MD | L)  U F . (4)

For structurally complex engineering systems that are subjected to multiple loading regimes and multiple failure
scenarios (Makhutov and Reznikov, 2008; Makhutov et al, 2009; Machutov and Reznikov, 2019) vulnerability
assessment implies assessment of a multilevel scenario tree (Fig. 2). As a result of action of various
thermomechanical loads, some of the material mesovolumes located in stress concentration zones can be transferred
from the intact to some damaged state through scenario si(m) (Fig. 2a). From this perspective material damage may
be considered as an initiating event of component failure scenario sj(c) ending in the structural component failure.
Due to the material ductility and its ability to redistribute loads between mesovolumes it does not mean immediate
fracture of the component, but triggers failure scenario at the component level that could lead to some local damage
resulting in a component fracture (through scenario sj(c), Fig. 2b).
At the macroscale level the system is designed to fulfill the so-called success scenario S0 (i.e. a transition from its
initial state IS to the designed end state ES0(s)). Since any failure scenario SmF presents a deviation from the success
scenario S0 that corresponds to the successful functioning of the CTS, the scenario SmF must have a disturbance point
at which some local damage occurs . When the structural component of CTS reaches local damaged state LDj it does
not mean obligatory and instant destruction of the system as a whole. In view of the existence of redundant links and
alternative load paths, the load that was previously taken by the destroyed component, can be redistributed to the
remaining ones. This, in turn, can initiate a sequence of destruction of these parts and the system as a whole
(through scenario Sk, Fig. 2c). Thus, each local damage event may give rise to a branch of a scenario tree which has
a corresponding set of scenarios Si that end in an end state (ESi).

Fig. 2. Multilevel vulnerability assessment

Lk is a loading regime, MDi denotes material damage state, si(m) is a material damage accumulation scenario, si(c) is a component damage scenario,
CLS is a component limit state function, LDj denotes local damage, F is the system failure region,   F is the system survival region, SLS is the
system limit state function, IS denotes initial (undamaged) state of the system after its construction, ES0(s) is the designed end state of the system,
ESi,F(s) denotes failed end state of the system, ESδ (s) is a survival end state located within survival region δ, Si(δ) is the survival structural scenario,
S F (s) is the failure structural scenario

The results of the probabilistic multilevel vulnerability assessment can be described by the matrix equation:
6 Reznikov/ Structural Integrity Procedia 43 (2020) 1347–1359

P( LDl | MD1 )   P( ES0 | LD1 ) P( ESq( s ) | LD1 ) 

(s)
 P[ MD1 | L1 ] P[ MDm | L1 ]  P( LD1 | MD1 )
  
P( ES ( s)
0 ); ; P( ES ( s)
q 
)  P( L1 );. . .; P( Ln )  

. . .  
    
 P[ MD1 | Ln ] P[ MDm | Ln ]   P( LD1 | MDm ) P( LDl | MDm )   P( ES0( s ) | LDl ) P( ESq( s ) | LDl ) 
{ES ( s )} {L} 
[VMat ] [VComp ] [VStr ]
{MD}{P ( MD1) P ( MDm )}
{LD}{P( LD1) P( LDl )}
 
{ES ( s )} P( ES0( s ) ); ;P( ESq( s ) )
 

or in the short form:

{ES ( s ) }  {L}  [VMat ]  [VComp ]  [VStr ] (6)

where {L}={P(L1), P(L2), …, P(Ln)} is the vector of loading regimes; {MD}={P(MD1),P(MD2),…,P(MDm)} is

the vector of material damages; {LD}={P(LD1),P(LD2),P(LDl)} is the vector of local damages of components;
{ES(s)}={P(ES0(s)), P(ES1(s)), …, P(ESq(s))} is the vector of end states of the system; [VMat] is material vulnerability
matrix: VMat(i,k)=P(MDi|Lk); [VComp] is the matrix of component vulnerability: VComp(j,i)=P(LDj|MDi); [VStr] is the
structural vulnerability matrix: VStr(q,j)=P(ESq(s) |LDj).
The product of matrixes [VMat], [VComp], and [VStr] is called the system vulnerability matrix [VSys]:

[VSys ]  [VMat ]  [VComp ]  [VStr ] . (7)

It provides the relationship between the loading regime probabilities and probabilities of occurrence of various
damaged end states of the system:

{ES ( s ) }  {L}  [VSys ] . (8)

As soon as the probabilities of various end states P(ES0(s)), P(ES1(s)), …, P(ESq(s)) of the CTS are determined one
need to estimate direct consequences that correspond to each of the end states in terms of monetary values of loss
U(ES0(s)),U(ES1(s)), …, U(ESq(s)) that form the vector of direct losses {Udir} due to the system’s failure.

Then the index of direct risks can be estimated using the matrix equation:
P( LDl | MD1 )   P( ES0 | LD1 ) P( ESq( s ) | LD1 )  U ( ES0( s ) ) 
(s)
 P[ MD1 | L1 ] P[ MDm | L1 ]  P( LD1 | MD1 )
 P( L1 ). . .P( Ln )          (9)
Rdir 
. . .
      
P( LDl | MDm )   P( ES0( s ) | LDl ) P( ESq | LDl )  U ( ES ( s ) ) 
 P[ MD1 | Ln ] P[ MDm | Ln ]   P( LD1 | MDm )
(s)

{L}   q 
[VMat ] [VComp ] [VStr ] {Udir}

Or in the short form:

Rdir  {L}  [VMat ]  [VComp ]  [VStr ]  {Udir } . (10)

Equations (6) or (7) provide the opportunity to estimate the mathematical mean of direct economic losses due to
potential accidents at the CTS.
One should bear in mind that expression (6) takes into account only direct losses due to the accident at the CTS
and ignores indirect/secondary losses that can be inflicted upon the environment of the system (say losses to
adjacent natural and/or manmade systems and infrastructures). In a more general formulation, each damaged end
state of the system ESi(s) should be considered as a transient state or, in other words, as an initiating event IEi(e) that
triggers a set of the secondary scenarios (S0(e), S1(e),…, Sp(e)) of disturbances in the environment of the system (Fig.3).
 Reznikov/ Structural Integrity Procedia 00 (2019) 000–000 7

Similar to what was done in the previous paragraph, one can write down a matrix equation that establishes the
relationships between the probabilities of these interim states (ESi(s) = IEi(e)) and the probabilities of the end states of
the scenarios of propagation of disturbances in the system environment ES0(e), ES1(e),…, ESp(e) that were triggered by
the system’s damage or failure:

 P[ ES0( e ) | ES0 ] P[ ES p( e ) | ES0 ]

 
P( ES0(e) ); ; P( ES p( e) )  P( ES0 );. . .; P( ESq )   . . . 
 P[ ES ( e ) | ES ] P[ ES ( e)
| ES ] 
{ES ( e)} {ES }( s )  0 q p q 
[V (e) ]

where {ES(e)}={P(ES0(e)), P(ES1(e)), …, P(ESp(e))} is the vector of the end states of the system’s environment,
{ES(s)}={P(ES0(s)), P(ES1(s)), …, P(ESq(s))} is the vector of the end states of the system, [V (e)(i,j)]=P(ESi(e)|ESj(s)) is
the matrix of environment vulnerability.

Fig. 3. Propagation of the accident in the system’s environment

Then one should estimate indirect losses that occur due to various end states of the environment
{U(e)}={U0(e),U1(e),…, Up(e)} and get the assessment of the indirect risk to the system environment due to the
potential accidents at the system.
Then the index of indirect risk to the system’s environment can be estimated as:

 P[ ES0( e ) | ES0( s ) ] P[ ES p( e ) | ES0( s ) ] U ind ( ES0( e ) ) 

   
Rind 
 P( ES0( s ) );. . .; P( ESq( s ) )    . . .  
(11)
 P[ ES ( e ) | ES ( s ) ] (e) (s)  
P[ ES p | ESq ]  U ind ( ES0 )  (e) 
 0 q

or in the short form:

Rind  {ES ( s ) }[V ( e) ]{Uind } .

Thus the total economic risk generated by the CTS can be represented as a sum of direct (10) and indirect risks
(11):

R  Rdir  Rind  {L}[VMat ][VComp ][VStr ]{U dir }  {ES ( s ) }[V ( e ) ]{U ind } . (12)
8 Reznikov/ Structural Integrity Procedia 43 (2020) 1347–1359

4. Conclusions

The proposed approach is based on examining a chronological series of the subsequent discrete failure events
occurring at various scale levels of the CTS and its environment. It has substantial limitations as it does not include
convergent nodes allowing one to describe the system response to combined action of two or multiple impacts and
feedback loops describing interactions of initial and secondary failure processes. This approach however provides an
opportunity to describe multilevel fracture in a probabilistic formulation and to obtain an express assessment of risks
induced by the complex technical systems.

Acknowledgements

This work is financially supported by the Russian Scientific Foundation (grant № 20-19-00769).

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