Probabilistic Engineering Mechanics 61 (2020) 103081

Contents lists available at ScienceDirect

Probabilistic Engineering Mechanics

journal homepage: www.elsevier.com/locate/probengmech

Seismic fragility analysis of structures based on Bayesian linear regression

demand models
Swarup Ghosh, Subrata Chakraborty ∗
Department of Civil Engineering, Indian Institute of Engineering Science and Technology, Shibpur, Howrah 711103, India

ARTICLE INFO ABSTRACT

Keywords: Bayesian linear regression (BLR) based demand prediction models are proposed for efficient seismic fragility
Seismic fragility analysis analysis (SFA) of structures utilizing limited numbers of nonlinear time history analyses results. In doing
Bayesian linear regression so, two different BLR models i.e. one based on the classical Bayesian least squares regression and another
Seismic demand model
based on the sparse Bayesian learning using Relevance Vector Machine are explored. The proposed models
Markov chain Monte Carlo
integrate both the record-to-record variation of seismic motions and uncertainties due to structural model
Gibbs sampling
Relevance vector machine
parameters. The magnitude of uncertainty involved in the fragility estimate is represented by providing a
confidence bound of the fragility curve. The effectiveness of the proposed BLR models are compared with
the commonly used cloud method and the maximum likelihood estimates methods of SFA by considering a
nonlinear single-degree-of-freedom system and a five-storey reinforced concrete building frame. It is observed
that both the BLR models can estimate fragility with improved accuracy compared to those common analytical
SFA approaches considering direct Monte Carlo simulation based fragility results as the benchmark.

1. Introduction SFA can be regarded as a balance approach of accuracy and computa-

Enormous development of computing facilities accompanied by
readily available general purpose nonlinear structural analysis software
in the recent past have paved the way for seismic vulnerability anal-
ysis of structures realistically considering the uncertainties in ground
motions as well as in structural system parameters. To this end, the
numerical analysis based seismic fragility analysis (SFA) has emerged as
an integrated platform for seismic vulnerability assessment of structures
in the context of probabilistic performance-based earthquake engineer-
ing [1–3]. The developments of numerical simulation based SFA in
the performance-based earthquake engineering framework follow two
approaches: (i) analytical SFA based on probabilistic seismic demand
and capacity models and (ii) simulation based SFA using random field
theory and statistical simulation. An overview of the state-of-the-art
developments on seismic performance assessment of structures and
life lines encompassing modelling of seismic actions and response
analysis of structure in probabilistic format is worth mentioning in this
regard [4]. The most accurate and conceptually straightforward means
of SFA is based on direct Monte Carlo Simulation (MCS) technique
where several thousand realizations of a structure are generated and
response analysis is carried out for each of these realization [5]. But,
the accuracy of such direct MCS technique largely relies on sample size.
One may need to perform nonlinear time history analysis (NLTHA) of a
large number of representative structures. This will be computationally
a daunting task for complex structures. In this regard, the analytical
tional involvement under certain conditions [6–8]. The present study
focuses on analytical SFA of structures.
The basic concept of analytical SFA can be traced back to the studies
of Wen and his co-workers [9,10] and other similar studies [4,11,12].
Subsequent developments on analytical SFA are numerous [13–17].
Several methodologies have been proposed for estimating fragility
parameters, among which the widely used ones are the Cloud Analysis
(referred as the ‘cloud’ method hereafter) [18], Incremental Dynamic
Analysis [19,20] and method of Maximum Likelihood Estimates (re-
ferred as the ‘likelihood’ method hereafter) [21,22]. Regarding com-
putational effort, the cloud method is well known for its simplicity
requiring small number of NLTHAs. This method employs unscaled
ground motions for NLTHA of a considered structure and the median
and dispersion of the structural demand parameter are obtained from
a two parameters linear regression model in logarithmic scale. For a
reliable estimate of the model parameters, the selected ground motions
need to cover a wide range of intensity values and a significant portion
of the computed responses should be greater than the considered
threshold capacity level [23]. For a particular location and a target haz-
ard level, sufficient numbers of ground motions satisfying such criteria
may not be available always. Furthermore, the cloud method requires
a separate capacity analysis e.g. random pushover analysis [24,25] for
probabilistic assessment of structural capacity. Conversely, in the incre-
mental dynamic analysis method, scaling of ground motion at different

∗ Corresponding author.
E-mail address: schak@civil.iiests.ac.in (S. Chakraborty).

https://doi.org/10.1016/j.probengmech.2020.103081
Received 15 February 2020; Received in revised form 6 May 2020; Accepted 18 June 2020
Available online 23 June 2020
0266-8920/© 2020 Elsevier Ltd. All rights reserved.
S. Ghosh and S. Chakraborty
intensity levels reduces the difficulty of ground motion selection as
required for the cloud method. However, scaling of ground motion
at multiple intensity levels and performing NLTHA for each of those
requires considerable computational time. In the likelihood method,
the fragility parameters are estimated by maximizing the likelihood of
observing the failure at multiple intensity levels, given the response
data. In essence, the likelihood method is based on incremental dy-
namic analysis method and thus involves similar computational effort.
Thereby, a compromise between accuracy and computational time can
be observed in the popular analytical SFA approaches. Moreover, due to
coupling of different sources of uncertainty, without a measure of the
uncertainties involved in the fragility estimates, sufficient confidence
in such estimate cannot be achieved. To circumvent these limitations,
an efficient Bayesian approach for SFA of structures is explored in the
present study using Bayesian linear regression (BLR) demand models
for posterior simulation of the fragility parameters.
Application of linear regression demand models in SFA of struc-
tures is notable [26–28]. The Bayesian approach of updating linear
regression parameters are also attempted [23,29–31]. In this regard,
a class of literatures on well-established results in Bayesian parame-
ter estimation approach for SFA of structures by constructing poste-
rior joint probability distribution of parameters of a regression-based
fragility model is worth mentioning [32,33]. The Bayesian approach
combines Bayesian updating of analytical fragility curves with seismic
response data obtained by NLTHA of a considered structure to pro-
vide confidence bounds on the fragility curve [6,31,34–36]. Gokkaya
et al. [37] presented a Bayesian method to integrate prior information
on collapse response using response data obtained from NLTHAs to
provide a more informed estimate of collapse risk of structures. Pu-
jari et al. [38] presented a Bayesian approach using Markov Chain
Monte Carlo (MCMC) simulation scheme for updating fragility param-
eters combined with several alternative reliability methods to estimate
robust fragility considering both record-to-record variability and struc-
tural parameter uncertainty. Xu and Gardoni [39] proposed bivariate
fragility estimates of reinforced concrete buildings considering demand
and capacity models using MCMC simulation scheme to obtain the
posterior distribution of unknown parameters of the demand models.
Jalayer et al. [40] proposed a Bayesian cloud analysis procedure by
constructing a two parameter regression model. The joint probabil-
ity distribution of regression parameters are updated using standard
Monte Carlo procedure. Jeon et al. [30] developed a multi-parameter
demand model for different components of curved multi-frame concrete
box-girder bridges using Bayesian regression analysis. It is generally
noted from the previous studies that a Bayesian approach can esti-
mate fragility along with a measure of its uncertainty by furnishing
a confidence bound on the fragility curves. However, it is important
to address the issues of accuracy and computational time at the same
time. These are not well reflected in the existing studies. Thus, a generic
Bayesian framework for SFA of structures accommodating different
sources of uncertainty with due importance to accuracy and efficiency
is felt important.
Two different BLR models are explored in the present study for SFA
of structures utilizing limited number of NLTHA results. The proposed
BLR models incorporate uncertainty due to both the record-to-record
variation of ground motions and structural parameter uncertainty. The
first one is the classical Bayesian least squares (BLS) regression where
the posterior samples of the fragility parameters are generated using
MCMC simulation [33]. In the second model, the sparse Bayesian
learning is explored using Relevance Vector Machine (RVM) [41]. The
dispersion in response due to record-to-record variations is considered
by selecting a bin of earthquake records based on the hazard level
as identified from the probabilistic seismic hazard analysis of the
considered site [42]. For regression analysis, the structural demand
data are obtained from NLTHA based on random samples generated by
Latin Hypercube sampling following the probability density function of
the random parameters. It is to be noted here that the ground motion
2
Probabilistic Engineering Mechanics 61 (2020) 103081
intensity parameter (spectral acceleration, 𝑆𝑎 at the fundamental period
of the structure) is included as an added dimension to the proposed
BLR demand prediction models. Thus, the response approximation is
not conditional to a specific intensity of earthquake. For each set
of random structural parameters and intensity parameter, a random
ground motion is selected from the ground motion bin and scaled to
the corresponding intensity value. The ground motions are uniformly
scaled over an intensity range, but at each intensity level only one
ground motion is scaled. Thereby, repeated scaling of ground motions is
avoided which makes the approach efficient for fragility computation.
The NLTHA is performed for each such structure-intensity combination
and BLR is performed among the observed demand values and the
input variables for both the BLS and RVM models. The ensembles of
model parameters are obtained to furnish the underlying conditional
distribution of the fragility parameters. Based on the estimated model
parameters, the fragility is estimated (in robust sense) along with a
confidence bound representing the degree of uncertainty associated
with estimated fragility. The efficacies of the proposed BLR models
are elucidated numerically by considering a nonlinear single-degree-
of-freedom (SDOF) system and a five-storey reinforced concrete (RC)
building frame.
2. Proposed Bayesian framework of seismic fragility analysis
The proposed SFA approach employs Bayesian framework to obtain
the conditional distributions of the model parameters. Accordingly,
seismic fragility is estimated along with a confidence bound on the
estimated fragility. To present the proposed Bayesian framework of SFA
in an effective way, the overview of both the BLS and RVM models
and subsequent estimation of fragility in the Bayesian framework are
presented in the following subsections.
2.1. Seismic fragility analysis
Seismic fragility is defined as the probability of failure of a structure
for a prescribed limit state when subjected to an earthquake ground
motion of some specified intensity. Usually, fragility is modelled by a
lognormal cumulative distribution function [43]. Based on this and as-
suming that structural demand and capacity variables are uncorrelated,
following the first order reliability method [44], the fragility can be
estimated for a particular threshold limit state, 𝑑 𝐿 as,
( )
𝜇ln 𝐘 − ln(𝑑 𝐿 )
𝑃𝑓 = 𝛷 (1)
𝜎ln 𝐘
Where, 𝜇ln 𝐘 and 𝜎ln 𝐘 are the mean and standard deviation of the
logarithm of demand variable, Y. In the present study, the fragility
is estimated based on two different BLR demand models, i.e., the BLS
and the RVM model. In the following sections, the development of the
BLS model is presented first, followed by the development of the RVM
model.
2.2. Proposed BLR model based on Bayesian least squares regression
In SFA of structure, the quantity of primary interest is the condi-
tional distribution of structural demand variable 𝐘 for a given seismic
intensity 𝑆𝑎 i.e., 𝑃 (𝐘|𝑆𝑎 ). Further, to take into account the structural
parameter uncertainty, the above conditional distribution can be pa-
rameterized as 𝑃 (𝐘|𝜽, 𝑆𝑎 ) where, 𝜽 = (𝜃1 , 𝜃2 , … , 𝜃𝑛 ) is the vector of
‘n’ random structural parameters. The distribution of demand variable
(𝐘) is conventionally assumed to be lognormal and transformed into
a normal distribution by taking logarithm of 𝐘 to construct the BLS
model. The expected value of ln 𝐘 is represented as,
∑
𝑛
𝐸(ln 𝐘|𝜽, 𝑆𝑎 ) = 𝑤0 + 𝑤𝑗 𝜃𝑖𝑗 + 𝑤𝑆𝑎 ln 𝑆𝑎,𝑖 , (𝑖 = 1, 2, … , 𝑁) (2)
𝑗=1
Where, 𝑤0 is the bias, 𝑤𝑗 is the weight associated with the 𝑗th random
structural parameter 𝜃𝑗 , 𝑤𝑆𝑎 is the weight associated with 𝑆𝑎 values
S. Ghosh and S. Chakraborty Probabilistic Engineering Mechanics 61 (2020) 103081

and 𝐸(.) indicates the statistical expectation. The above equation can Then, the posterior density in Eq. (8) can be computed by marginal
be represented in a more compact form as, 2
and conditional simulation of 𝜎ln and 𝐰|𝜎ln 2 , respectively. For known
𝐘 𝐘
2 , the posterior distribution, 𝑃 (𝐰|𝜎 2 , ln 𝐘) can be obtained as [32],
𝜎ln
𝐸(ln 𝐘|𝜽, 𝑆𝑎 ) = 𝐗𝐰 (3) 𝐘 ln 𝐘

⎡ 1, 𝜃11 , 𝜃12 , … , 𝜃1𝑛 , ln 𝑆𝑎,1 ⎤ 1 ( )

⎢ ⎥ |𝐗𝑇 𝐗| 2
1, 𝜃21 , 𝜃22 , … , 𝜃2𝑛 , ln 𝑆𝑎,2 ⎥ | | 1
Where, 𝐗 = ⎢
2 𝑇 𝑇
is a 𝑁 × (𝑛 + 2) input matrix 𝑃 ( 𝐰| 𝜎ln 𝐘
, ln 𝐘) = √ exp − (𝐰 − ̂
𝐰) 𝐗 𝐗(𝐰 − ̂
𝐰) ,
⎢ … ⎥ ( 2𝜋𝜎ln 𝐘 )𝑛+2
2
2𝜎ln 𝐘
⎢ 1, 𝜃 , 𝜃 , … , 𝜃 , ln 𝑆 ⎥
⎣ 𝑁1 𝑁2 𝑁𝑛 𝑎,𝑁 ⎦
(9)
and 𝐰 = (𝑤0 , 𝑤1 , … , 𝑤𝑛 , 𝑤𝑆𝑎 )𝑇 is the vector of weights. The ground
motion intensity parameter, 𝑆𝑎 is combined with the set of random which is a multivariate normal distribution  (𝐰, 2 ),
where 𝐰̂ is the
̂ 𝜮𝜎ln 𝐘
structural parameters, 𝜽 as a predictor variable of the regression. The standard least squares estimate of the BLR model parameters in Eq. (2)
row of 𝐗 represents different random realizations of the structure and can be obtained as,
which can be generated using suitable sampling techniques. For 𝑁 such [ ]−𝟏 𝐓
random realizations, vector of 𝑁 response values 𝐘 can be obtained by 𝐰̂ = 𝐗𝐓 𝐗 𝐗 ln 𝐘 (10)
performing 𝑁 numbers of NLTHAs taking one random realization of the Once the expression of the distribution 𝑃 (𝐰|𝜎 2 , ln 𝐘) is obtained,
̂ ln 𝐘
structure and intensity, 𝑆𝑎 (i.e. each row of 𝐗) at a time. Thereby, the 2 | ln 𝐘) can be obtained by
the marginal posterior distribution 𝑃 (𝜎ln 𝐘
proposed method requires only 𝑁 numbers of NLTHA to incorporate
factorization of joint distribution as,
both the sources of uncertainty in an efficient way to estimate fragility.
2 | ln 𝐘)
𝑃 (𝐰, 𝜎ln
The linear regression model as presented above can be cast in a 2 𝐘
𝑃 (𝜎ln 𝐘
| ln 𝐘) = (11)
Bayesian perspective by posterior simulation of the parameters of the 2 , ln 𝐘)
𝑃 (𝐰|𝜎ln 𝐘
model. The analytical formulations for estimation of the posterior den-
Using Eq. (8) and Eq. (9), 𝑃 (𝜎ln 2 | ln 𝐘) can be obtained as [32],
sities of the fragility parameters are briefly presented here. More details 𝐘
on general BLR technique may be seen elsewhere [32,33]. Assuming ( )𝜈∕2 ( )
[ ( )]−1 2 −( 𝜈2 +1)
2 𝜈 𝜈𝑠 𝜈𝑠2
that the observation errors are independent with equal variance, the 𝑃 (𝜎ln 𝐘
| ln 𝐘) = 𝚪 𝜎 ln 𝐘
exp − (12)
2 2 2
2𝜎ln
probability distribution of ln 𝐘 can be represented as, 𝐘

2 2 Where, 𝚪(.) represents the Gamma function. The above distribution is

𝑃 (ln 𝐘|𝐰, 𝜎ln 𝐘
) ∼  (𝐗𝐰, 𝜎ln 𝐘
𝐈) (4)
a scaled inverse-𝜒 2 distribution with 𝜈 = 𝑁 − 𝑛 − 2 degrees of freedom
Where,  (𝐗𝐰, 𝜎ln 2 𝐈) represents normal distribution with mean 𝐗𝐰
𝐘 and the scale parameter,
2 𝐈, 𝐈 is an 𝑁 × 𝑁 identity matrix. As 𝐗 is already
and variance, 𝜎ln 𝐘 1
known with the known probability distribution of the input parameters, 𝑠2 = ̂ 𝑇 (ln 𝐘 − 𝐗𝐰)
(ln 𝐘 − 𝐗𝐰) ̂ (13)
𝑁 −𝑛−2
inference on ln 𝐘 can be made by posterior simulation of the model 2 2
2 ) assuming that (𝐰, 𝜎 2 ) are sufficient statistics for
parameters (𝐰, 𝜎ln Now, the posterior samples of 𝐰|𝜎ln 𝐘
and 𝜎ln 𝐘
can be easily drawn from
𝐘 ln 𝐘
reliable information on ln 𝐘. 𝑃 (𝐰, 𝜎ln 𝐘 | ln 𝐘) using MCMC simulation technique as described in the
2

2.2.1. Posterior distribution of demand parameters
Following Bayesian updating concept, the joint posterior distribu-
tions of the model parameters can be represented as the product of the
joint likelihood and the prior density as,
2 2 2
𝑃 (𝐰, 𝜎ln 𝐘
|ln 𝐘 ) ∝ 𝑃 (ln 𝐘|𝐰, 𝜎ln 𝐘
)𝑃 (𝐰, 𝜎ln 𝐘
) (5)
Where, 𝑃 (ln 𝐘|𝐰, 𝜎ln 2 ) is the likelihood, 𝑃 (𝐰, 𝜎 2 ) represents the prior
𝐘 ln 𝐘
distribution. The symbol∝ represents that the posterior distribution is
proportional to the product of the likelihood and the prior. The left
hand side of Eq. (5) is not exactly equals to the right hand sides, but in-
volve a normalizing constant. The normalizing constant is analytically
intractable in many cases and rarely needs to be evaluated for Bayesian
updating using MCMC technique [32,33]. A normal likelihood function
and a noninformative prior distribution is adopted for posterior simu-
following section.
2.2.2. Estimation of BLR model parameters by MCMC simulation
The MCMC simulation technique can generate random samples
directly from the posterior distribution of the model parameters where
the posterior distribution can only be known up to a normalizing
constant. The most popular MCMC sampling techniques used are the
Metropolis–Hastings algorithm [23,38], Gibbs sampling [45] and ad-
vanced samplers like Hamiltonian Monte Carlo [46] and NUTS (No-
U-Turn sampler) [47]. The present study adopts the Gibbs sampler
in which the posterior samples are generated by sweeping through
each variable from its conditional distribution while keeping remaining
variables fixed at their current values. The posterior samples of 𝐰|𝜎ln 2
𝐘
2
and 𝜎ln 𝐘 can be drawn easily from the joint posterior distribution of
𝑃 (𝐰, 𝜎ln 𝐘 | ln 𝐘) by simulating 𝜎ln 𝐘 from 𝑃 (𝜎ln 𝐘 | ln 𝐘) using Eq. (12)
2 2 2

lation of the model parameters. For known values of 𝜎ln 2 , the normal with an initial estimate of the coefficient vector 𝐰̂ from Eq. (10) and
𝐘
then simulating the coefficient vector 𝐰̂ from 𝑃 (𝐰|𝜎ln 2 , ln 𝐘) using
likelihood function can be represented as, 𝐘
( ) Eq. (9). However, the initial samples may not be true representative
2 1
𝑃 (ln 𝐘|𝐰, 𝜎ln 𝐘
) ∝ exp − (𝐰 − 𝐰) ̂ 𝑇 𝜮 −1 (𝐰 − 𝐰)
̂ (6) of the samples from the actual posterior distribution as the algorithm
2
2 is initiated with random seeds. Hence, it is desirable to reject some of
Where, 𝜮 = [𝐗𝐓 𝐗]−𝟏 𝜎ln 𝐘
is the covariance matrix.
the initial samples as burn-in.
In Bayesian inference problem, choice of prior distribution plays an 2
Once the posterior statistics of 𝐰 and 𝜎ln 𝐘
are obtained, the mean
important role. If no specific information is available on the prior dis-
values of ln 𝐘, i.e. 𝜇ln 𝐘 can be estimated for varying levels of seismic
tribution of the model parameters, the assumption of a non-informative
intensity. Now, for a chosen intensity value, the seismic fragility can
prior distribution can be a reasonable choice. A useful choice of non- 2 .
2 ) be obtained from Eq. (1) using the simulated values of 𝜇ln 𝐘 and 𝜎ln
informative prior for normal regression model is uniform on (𝐰, ln 𝜎ln 𝐘
𝐘
Finally, the mean and the standard deviation of fragility, 𝑃𝑓 can be
[33] i.e.
estimated as,
2
𝑃 (𝐰, ln 𝜎ln 2
) ∝ 1 or, equivalently, 𝑃 (𝐰, 𝜎ln −2
) ∝ 𝜎ln (7) ( )
𝐘 𝐘 𝐘 ∑𝑚 𝜇ln 𝐘,𝑖 −ln(𝑑 𝐿 )
𝑖=1 𝛷 𝜎ln 𝐘,𝑖
Based on this non-informative prior distribution, the joint distribution
2 | ln 𝐘) can be represented as, 𝑃𝑓 = (14)
𝑃 ( 𝐰, 𝜎ln |
𝐘|
𝑚
[ ( ) ]2
( ) ∑𝑚
𝜇ln 𝐘,𝑖 − ln(𝑑 𝐿 )
1
2 −𝑁∕2 1 𝜎𝑃2 = 𝛷 − 𝑃𝑓 (15)
𝑃 (𝐰, 𝜎ln 𝐘 |ln 𝐘 ) ∝ 𝜎ln 𝐘 exp − 𝑇
(ln 𝐘 − 𝐗𝐰) (ln 𝐘 − 𝐗𝐰) (8) 𝑓 (𝑚 − 1) 𝑖=1 𝜎ln 𝐘,𝑖
2
2𝜎ln 𝐘

3
S. Ghosh and S. Chakraborty Probabilistic Engineering Mechanics 61 (2020) 103081

Where, 𝑚 is the total number of generated posterior samples excluding 2 . For this, the posterior distribution is conveniently
respect to 𝜶 and 𝜎ln 𝐘
the burn-in samples. From the knowledge of 𝑃 𝑓 and 𝜎𝑃𝑓 for different decomposed as,
values of 𝑆𝑎 , the mean fragility curve and its confidence bounds can be 2 2 2
𝑃 (𝜶, 𝜎ln | ln 𝐘) ∝ 𝑃 (ln 𝐘|𝜶, 𝜎ln )𝑃 (𝜶)𝑃 (𝜎ln ) (24)
constructed. 𝐘 𝐘 𝐘

For uniform hyper priors, only the term 2 )needs

𝑃 (ln 𝐘|𝜶, 𝜎ln to be
𝐘
2.3. Proposed BLR model based on relevance vector machine maximized which is given by,
2 | 2 |−1∕2
The RVM is a special case of sparse Bayesian linear model where 𝑃 (ln 𝐘|𝜶, 𝜎ln ) = (2𝜋)−𝑁∕2 |𝜎ln 𝐈 + 𝝓𝐀−1 𝝓𝑇 |
𝐘 | 𝐘 |
the sparsity in the dataset is promoted by automatic relevance deter- { }
1
mination [41]. For a set of observations 𝐘 = (𝑦1 , 𝑦2 , … , 𝑦𝑁 )𝑇 and input × exp − ln 𝐘 (𝜎ln 𝐘 𝐈 + 𝝓𝐀−1 𝝓𝑇 )−1 ln 𝐘
𝑇 2
(25)
2
matrix 𝐗, Eq. (2) can be represented as a linearly weighted sum of 𝑁 2
The posterior mode (𝜶 MP , 𝜎ln ) can be obtained by maximizing
basis functions, 𝝓 = (𝜙1 (𝑥), 𝜙2 (𝑥), … , 𝜙𝑁 (𝑥))𝑇 as, 𝐘,MP
the right hand side of the above equation using type-II maximum
∑
𝑁 likelihood method [41]. As the maximized values of 𝜶 and 𝜎ln 2 cannot
𝐸(ln 𝐘 ||𝜽, 𝑆𝑎 ) = 𝑤𝑖 𝜙(𝑥𝑖 ) = 𝐰𝐓 𝝓 (16) 𝐘
be obtained in closed form from the above, an iterative re-estimation
𝑖=1
scheme may be adopted. Differentiating Eq. (25) with respect to 𝜶 and
Where, 𝐰 = (𝑤1 , 𝑤2 , … , 𝑤𝑁 )𝑇 are the weights. In the RVM, the basis equating to zero, the updated values can be obtained as,
functions are generally derived from kernels centred at each of the data 𝛾
points, i.e. 𝜙𝑖 (𝑥) = [𝐾(𝑥𝑖 , 𝑥1 ), 𝐾(𝑥𝑖 , 𝑥2 ), … , 𝐾(𝑥𝑖 , 𝑥𝑁 )]𝑇 . Now, similar to 𝛼𝑖new = 𝑖 (26)
𝜇𝑤,𝑖
Eq. (4), Eq. (16) can be represented in a Bayesian perspective as,
Where, 𝜇𝑤,𝑖 is the 𝑖th posterior mean weight and 𝛾𝑖 is given as,
2 2
𝑃 (ln 𝐘|𝐰, 𝜎ln 𝐘
) ∼  (𝐰𝑇 𝝓, 𝜎ln 𝐘
𝐈) (17)
𝛾𝑖 = 1 − 𝛼𝑖 𝛴𝑖𝑖 (27)
In RVM, a prior distribution that promotes automatic relevance
determination is used by constraining the model parameters (weights) Where, 𝛴𝑖𝑖 is the 𝑖th diagonal element of the posterior covariance. The
updated values of 𝜎ln2 can be obtained as,
by defining an explicit prior probability distribution over each of 𝐘
them [41]. For this, a zero mean Gaussian prior over the parameters ‖ln 𝐘 − 𝝓𝝁𝐰 ‖
𝐰 is assigned as, 2
(𝜎ln 𝐘
)new = ‖ ‖ (28)
𝑁 − 𝛴𝑖 𝛾𝑖
∏
𝑁
|
𝑃 (𝐰 |𝜶 ) = 𝑁(𝑤𝑖 |0, 𝛼𝑖−1 ) (18) Now, by repetitive re-estimation of 𝛼𝑖new and (𝜎ln
2 )new until some
𝐘
|
𝑖=1 suitable convergence criteria is met, the posterior statistics (𝝁𝐰 , 𝜮) of
Where, 𝜶 is a vector of 𝑁 hyper parameters. In this way, an individual the weights can be obtained. A sequential marginal likelihood maxi-
hyper prior is assigned to each weight independently. This type of mization algorithm [48] is used in the present study. In this iterative
hierarchical prior promotes sparsity in the dataset by automatic selec- process, many of 𝛼𝑖 will tend to infinity which implies that the corre-
tion of relevant basis functions which are only required for functional sponding weights become zero. The corresponding basis functions can
representation and pruning all other basis functions by setting their be pruned and only the relevant basis functions those are required for
corresponding weights to zero [41]. The hyper priors over the scale model representation are retained.
parameters, 𝜶 and 𝜎ln2 are assigned as,
𝐘
2.3.2. Inference on the fragility parameters
∏
𝑁 ∏
𝑁
With the knowledge of the posterior model (𝜶 MP , 𝜎ln 2 ) obtained
𝑃 (𝜶) = Gamma(𝛼𝑖 |𝑎, 𝑏 ) and 𝑃 (𝛽) = Gamma(𝛽 |𝑐, 𝑑 ) (19) 𝐘,MP
𝑖=1 𝑖=1
after the convergence of the hyper parameter re-estimation procedure,
the covariance matrix of the weights of the relevant basis functions
Where, Gamma(. |𝑎, 𝑏 ) denotes the gamma distribution with hyper pa- −2 = 𝜎 −2
−2 is the precision parameter. In order to can be obtained from Eq. (23) by setting 𝜎ln 𝐘 ln 𝐘,MP
and then the
rameters ‘𝑎’ and ‘𝑏’ and 𝛽 = 𝜎ln 𝐘 corresponding posterior mean weights can be obtained from Eq. (22).
make this prior distribution uniform, the hyper parameter values can
Now, for a chosen value of 𝑆𝑎 , the mean demand 𝜇ln 𝐘 can be obtained
be set to zero (i.e. 𝑎 = 𝑏 = 𝑐 = 𝑑 = 0).
by setting the random structural parameters at their mean values.
Denoting 𝐗𝐦𝐞𝐚𝐧 = (1, 𝜃1,𝑚𝑒𝑎𝑛 , 𝜃2,𝑚𝑒𝑎𝑛 , … , 𝜃𝑝,𝑚𝑒𝑎𝑛 , 𝑥), the kernel function
2.3.1. Inference on the model parameters
𝝓mean is now obtained as centred about 𝐗𝐦𝐞𝐚𝐧 , i.e. 𝐾(𝐗, 𝐗𝐦𝐞𝐚𝐧 ). The
To compute the joint posterior distribution of the model parameters,
2 | ln 𝐘) is decomposed as, mean value of the demand parameter is obtained as,
the posterior distribution 𝑃 (𝐰, 𝜶, 𝜎ln 𝐘
2 2 2 𝜇ln 𝐘 = 𝝁𝐰 𝝓mean (29)
𝑃 (𝐰, 𝜶, 𝜎ln 𝐘
| ln 𝐘) = 𝑃 (𝐰| ln 𝐘, 𝜶, 𝜎ln 𝐘
)𝑃 (𝜶, 𝜎ln 𝐘
| ln 𝐘) (20)
And the predictive variance can be obtained as,
The first term in the right hand side of the above equation is the
2 2
posterior distribution over the weights and is given by, 𝜎ln 𝐘
= 𝜎ln 𝐘,MP
+ 𝝓𝑇mean 𝜮𝝓mean (30)
{ }
1 Now, with the knowledge of the posterior statistics (𝝁𝐰 , 𝜮) of the
2
𝑃 (𝐰| ln 𝐘, 𝜶, 𝜎ln 𝐘
) = (2𝜋)−(𝑁+1)∕2 |𝜮|−1∕2 exp − (𝐰 − 𝝁𝐰 )𝑇 𝜮 −1 (𝐰 − 𝝁𝐰 )
2 weights, posterior samples can be generated from the multivariate
(21) normal distribution  (𝝁𝐰 , 𝜮) and the mean fragility and its confidence
bounds can be estimated using Eq. (14) and Eq. (15). The overview of
Where, 𝝁𝐰 and 𝜮 are the posterior mean and covariance of the weights
both the BLS and RVM models are explained through flow charts in
and can be obtained as,
Fig. 1a and Fig. 1b, respectively.
−2
𝝁𝐰 = 𝜎ln 𝐘
𝜮𝝓𝑇 ln 𝐘 (22)
−2 𝑇 3. Numerical study
𝜮 = (𝜎ln 𝐘
𝝓 𝝓 + 𝐀)−1 (23)

and 𝐀 = diag(𝛼1 , 𝛼2 , … , 𝛼𝑁 ). The effectiveness of the proposed BLR model for SFA of structure is
Now, to compute the second term in Eq. (20), the hyper parameter demonstrated numerically by considering two examples. The first one
2 | ln 𝐘) is approximated by obtaining their posterior
posterior 𝑃 (𝜶, 𝜎ln is a nonlinear SDOF system for which a large number of non-linear
𝐘
2
mode (𝜶 MP , 𝜎ln ) that maximizes the posterior distribution with seismic responses by MCS can be readily obtained with reasonable time
𝐘,MP

4
S. Ghosh and S. Chakraborty
Fig. 1a. Step-by-step procedure for estimating fragility by the BLS model.
Fig. 1b. Step-by-step procedure for estimating fragility by the RVM model.
for proper comparative study. The second example is a more realistic
one i.e. a five-storey RC building frame.
The choice of ground motions plays an important role to obtain
structural demand parameters through NLTHA for SFA of structure. The
most acceptable form for this is the use of recorded accelerograms. The
Guwahati city of northeast India, one of the seismically most active
regions of the world, is considered for numerical demonstration of
both the examples. However, due to scarcity of recorded accelerogram
specific to the desired hazard level for the considered location, the
choice of natural ground motions in the present study is limited to
eight numbers. These are selected from the past earthquake data in the
region covering a surface wave magnitude (𝑀𝑗 ) ranging from 6.0 to 8.0
and epicentral distance (𝑅𝑖 ) within 300 km for rock site. To augment
the ground motion database for a statistically meaningful study, the
accelerograms are further generated synthetically and artificially. There
5
Probabilistic Engineering Mechanics 61 (2020) 103081
are several methods and computational tools available for this. The
present study adopts the spectral matching technique [49] for artificial
ground motion generation. Eight artificial accelerograms compatible
to the acceleration response spectra for rock and hard soil for 5%
damping [50] are generated. Further, eight synthetic accelerograms are
generated following the stochastic point source model as proposed by
Boore [51]. These augment the natural ground motion database and
result in a bin of twenty four accelerograms used for NLTHA. Further
details on the ground motion generation for the region can be found in
Ghosh and Chakraborty [24,52]. In this regard, it may be noted that the
Broadband Platform, an open access software for simulation of ground
motions may also be readily used [53].
S. Ghosh and S. Chakraborty Probabilistic Engineering Mechanics 61 (2020) 103081

Fig. 2. (a) The SDOF system and (b) the force deformation behaviour of the nonlinear spring.

Fig. 3. The posterior distributions of the BLS model parameters.

3.1. Example 1: A single degree of freedom oscillator Table 1

The random structural parameters considered for SFA.

The first example is a nonlinear SDOF oscillator characterize with Random structural parameters Distribution type Mean cov
bilinear force deformation behaviour as shown in Fig. 2. The hysteretic Natural frequency (𝜃1 ) in rad/s Normal 6.28 0.2
behaviour of the nonlinear spring is modelled in the OpenSees [54] Damping ratio (𝜃2 ) Normal 0.02 0.25
Yield strength (𝜃3 ) in KN Normal 8.0 0.2
with multilinear plastic material where the unloading branch is par-
Post yield slope (𝛼) (𝜃4 ) Normal 0.05 0.25
allel to the loading branch. Four uncorrelated random variables 𝜽 =
(𝜃1 , 𝜃2 , 𝜃3 , 𝜃4 ) representing the uncertain system parameters as depicted
in Table 1 are considered [55]. The spectral acceleration, 𝑆𝑎 is also
considered as a random variable uniformly distributed over accelera- technique and initial 1000 samples are rejected as burn-in samples.
tion range of 0.1g to 1.0g. Twenty-four random samples of 𝜽 and 𝑆𝑎 are Fig. 3 shows the marginal posterior distributions of the weights as
generated and combined using Latin Hypercube sampling with reduced obtained from the MCMC simulation, along with the fitted normal
correlation [56] to form the input matrix X for NLTHA. Thus, each row distributions curve with their mean and standard deviation values.
X𝑖 = (𝜃𝑖1 , … , 𝜃𝑖4 , 𝑆𝑎,𝑖 ), 𝑖 = 1, 2, … , 24 of the input matrix X represents The typical joint posterior samples of 𝜇ln 𝐘 and 𝜎ln 𝐘 as obtained from
a random realization of the structures and a particular 𝑆𝑎 value. For MCMC simulation for 𝑆𝑎 = 0.5g are shown in Fig. 4(a). The conditional
each X𝑖 , a random ground motion is selected from the bin and scaled to distribution of 𝜇ln 𝐘 and the marginal distribution of 𝜎ln 𝐘 are also
the corresponding 𝑆𝑎 value. The NLTHA is performed for each of such plotted in the corresponding axes. To compare the distribution of the
realization of the system, providing a vector of twenty-four observed generated samples with respect to the actual value, the most accurate
demand values 𝐘. values of the parameters are estimated by direct MCS technique. For
With the knowledge of 𝐘 and 𝐗, the SFA is first carried out by the this, 30,000 random realizations of the system are generated by LHS
BLS model as presented in Section 2.2. In doing so, 5000 posterior sam- according to the distributions of the parameters as described in Table 1.
ples of the parameters (𝐰, 𝜎ln 2 ) are simulated using MCMC simulation Now, each realization of the system is associated with a randomly
𝐘

6
S. Ghosh and S. Chakraborty
Fig. 4. (a) The posterior samples of 𝜇ln 𝐘 and 𝜎ln2 𝐘 for 𝑆𝑎 = 0.5g obtained from the BLS model and (b) the predicted mean demand line and its ± 2𝜎ln 𝐘 confidence bounds obtained
from the BLS and RVM models.
selected ground motion from the bin scaled to a particular 𝑆𝑎 level
and NLTHA is carried out accordingly. The procedure is repeated for
different 𝑆𝑎 levels. The mean and standard deviation of the demand
values are estimated for each of such 𝑆𝑎 levels. The estimated mean
and standard deviation of the demand values as obtained from the
direct MCS technique are shown in the same plot (star symbol) for
comparative study. It can be noted that the distribution of the generated
posterior samples obtained by the MCMC method are almost centred
around the most accurate estimate obtained from the direct MCS.
In the RVM model, a linear kernel function centred at each data
point is used. With the knowledge of 𝐘 and 𝐗, the BLR is performed
using the RVM model as explained in Section 2.3. A uniform hyper prior
is used by setting the hyper parameters in Eq. (19) to zero (i.e., 𝑎 =
𝑏 = 𝑐 = 𝑑 = 0). After automatic relevance determination by the
RVM algorithm, the relevant non-zero weights and their corresponding
basis functions are retained. To estimate the mean demand for varying
levels of IMs, the random structural parameters as given in Table 1
is set at their mean values and the kernel function is recalculated as,
𝐾(𝐗, 𝐗𝐦𝐞𝐚𝐧 ) = ⟨𝐗.𝐗𝐦𝐞𝐚𝐧 ⟩, i.e., centred at the mean structural parameter
vector where ⟨.⟩ denotes the inner product. The actual demand values
obtained from the NLTHA along with the fitted mean and its ±2𝜎ln 𝐘
confidence bounds as obtained from the BLS and RVM models are
shown in Fig. 4(b). It can be readily observed from the plots that
the estimated mean demand line and its ±2𝜎ln 𝐘 confidence interval
obtained from both the BLS and the RVM models are almost same.
However, the RVM estimates the mean demand using only five relevant
vectors out of total twenty four as shown in the plot. Overall, it is
observed that the estimated mean demand lines are practically centred
about the data points and almost all the data points are contained
within the ±2𝜎ln 𝐘 confidence interval for both the approaches.
For demonstrating the fragility assessment by the proposed Bayesian
framework, two performance limit state thresholds (𝑑 𝐿 ) are considered,
namely LS1 and LS2, which corresponds to the maximum displacement
of 200 mm and 300 mm, respectively. In the BLS model, for each of
the simulated pairs of (𝐰, 𝜎ln 2 ), the 𝑃 is estimated for varying level
𝐘 𝑓
of 𝑆𝑎 . The mean fragility (𝑃 𝑓 ) and its ±2𝜎𝑃𝑓 confidence bounds are
obtained by using Eq. (14) and Eq. (15). In the RVM model, 5000
random samples are generated from the posterior distribution of the
relevant weights following Section 2.3.2. The value of 𝜎ln 2 is set at
𝐘 able when the results of the BLR approach is compared with the BLR
its posterior mode 𝜎ln2 . With the generated posterior samples, the
𝐘,MP
median fragility (𝑃 𝑓 ) and its ±2𝜎𝑃𝑓 confidence bounds are obtained
using Eq. (14) and Eq. (15).
To study the effectiveness of the proposed BLR based SFA approach,
a comparative study is made with the fragility estimate obtained by the
commonly used cloud and likelihood methods. For the cloud method,
the unscaled ground motions are used from the ground motion bin
7
Probabilistic Engineering Mechanics 61 (2020) 103081
prepared for NLTHA and linear regression is performed in the loga-
rithmic scale with the obtained demand values and the corresponding
𝑆𝑎 values. The median of the demand values and their dispersion are
estimated from the regression and fragility is obtained using Eq. (1).
More detail on the cloud method can be found in [18,57]. For the
likelihood method, each ground motion is scaled to varying levels of 𝑆𝑎
and for each of such levels; the numbers of ground motions exceeding
𝑑 𝐿 is obtained. The fragility parameters are estimated by maximizing
the likelihood of observing the failure for different 𝑆𝑎 levels [22,58]
and fragility curves are constructed accordingly. Fig. 5 compares the
fragility results obtained by the different approaches. Additionally,
to investigate the influence of structural parameter uncertainty, the
fragility curves obtained from the BLS approach without consideration
of the structural parameter uncertainty is also shown in the same plot
(marked as ‘BLS0’). Regarding computational efficiency, it is important
to note that the proposed BLR models require same twenty four num-
bers of NLTHAs as necessary by the cloud method of fragility analysis.
Whereas, total 240 numbers of NLTHAs are necessary for the likelihood
method due to scaling of ground motions at ten different 𝑆𝑎 levels (0.1g
to 1.0g, @0.1g). Moreover, the cloud and the likelihood methods are
performed considering record-to-record variation of ground motions
only to restrict the comparative study to a small number of NLTHAs.
Thus, to incorporate structural uncertainty, the number of NLTHAs
necessary by the likelihood method will be much more depending
on the considered number of random realizations of the structure.
Also, for the cloud method a separate capacity analyses is involved
to obtain the statistics of the capacity parameters. Thus, with respect
to the computational time and accuracy, the proposed BLR approach
shows significant improvement over the conventional analytical SFA
approaches.
The estimated fragilities by the direct MCS technique are considered
as the benchmark solution for comparison purpose. It can be readily
noted from the plot that the proposed BLR models estimate the fragility
with reasonable accuracy and the estimates are almost equal for both
the approaches. When compared to the conventional analytical SFA
approaches, it is quite apparent from the plots that the BLR models
are more accurate than the conventional approaches. The effect of
structural parameter uncertainty in the fragility estimate is quite notice-
approach without consideration of uncertainty (i.e. BLS0). The effect
of structural parameter uncertainty makes the fragility curve flatter,
i.e. an increase in the dispersion of the fragility due to inclusion of
additional random parameters in the model. The confidence bounds are
shown in the same plot for both the BLS and the RVM models. It is
observed that the proposed RVM model provides a relatively narrower
±2𝜎ln 𝐘 confidence bound. However, it is important to note that the
S. Ghosh and S. Chakraborty
Fig. 5. Comparison of fragility curves generated by different methods for (a) LS1 and (b) LS2.
Fig. 6. Change in the confidence interval with increasing number of ground motions.
confidence bound obtained from the RVM model highlights only the
uncertainty associated with the estimation of mean demand, whereas
the dispersion of the demand values remains fixed at its posterior
2 available in the OpenSees is considered to model core concrete. The
mode 𝜎ln 𝐘,MP
. In the BLS model, on the other hand, both the posterior
distributions of 𝜇ln 𝐘 and 𝜎ln 𝐘 are obtained from the MCMC simulation
and the related information is explicitly incorporated in the fragility
estimate using Eq. (14) and Eq. (15).
It is generally observed that the confidence intervals are appeared
to be high. This is due to the limited number of data used for the
training of the BLR models and thus higher uncertainty is involved in
the prediction of the mean demand and subsequently the fragility. The
confidence interval can be reduced by using more data for the model
training if more NLTHA results is affordable. To study this, the SDOF
system is analysed further with increasing number of ground motions.
For this, 200 synthetic ground motions are generated for the study area.
The NLTHA is carried out for 25, 100 and 200 numbers of ground
motions. The mean fragility and the confidence intervals are obtained
using the BLS model as shown in Fig. 6. It can be observed from the
plot that with increasing number of ground motions, the confidence
interval decreases significantly. Thus, by conducting more NLTHAs, the
confidence on the estimated fragility can be improved.
3.2. Example 2: A five storey RC frame building
The second example is a five storey three bay reinforced concrete
building frame as shown in Fig. 7(a). All the beams have a cross
section of 0.3 m x 0.5 m and the columns have 0.35 m x 0.35 m cross
8
Probabilistic Engineering Mechanics 61 (2020) 103081
Table 2
The random structural parameters considered for SFA.
Random parameters Distribution type Mean cov
Concrete compressive strength (=𝜃1 ) Normal 25 MPa 0.21
Yield strength of steel (=𝜃2 ) Normal 500 MPa 0.1
Elastic modulus of concrete (=𝜃3 ) Log Normal 25000 MPa 0.15
Elastic modulus of steel (=𝜃4 ) Log Normal 2 × 105 MPa 0.05
Damping ratio (=𝜃5 ) Normal 0.05 0.4
section. The dead load consists of self-weight of structural and non-
structural members and live load is considered as 1.5 kN/m2 for roof
and 3.0 kN/m2 for floors. The five structural parameters are considered
random; the details of which are given in Table 2 [59].
The responses of the frame are obtained by NLTHA using the
OpenSees. The beams and columns are modelled with nonlinear beam–
column element with associated fibre sections. The beams have a
rectangular cross section with 3 numbers of 20 mm diameter bars at
top and bottom. The columns have a rectangular cross section with
12 numbers of 16 mm diameter bar equally distributed on four sides.
The concrete core sections for the columns and beams are discretized
into eight fibres vertically and eight fibres horizontally whereas the
cover sections are discretized into 1 × 8 fibres at top and bottom and
8 × 1 fibres at sides. The reinforcements are considered as separate
fibres. The fibre discretization of the beams and columns are shown
in Fig. 7(b) and 7(c) respectively. The Concrete04 material model
ultimate strength of confined concrete is assumed at the stress level
when the first hoop fracture occurs. For cover concrete, the Concrete01
and for reinforcing steel, the Steel02 material models available in the
OpenSees are used.
In this example, the threshold values, 𝑑 𝐿 of the various limit states
i.e. the limit states of Immediate Occupancy (IO), Life Safety (LS) and
Collapse Prevention (CP) are taken as the maximum inter storey drift
values of 1%, 2% and 4% as prescribed by FEMA 356 [60]. For IO
limit states, the 𝑆𝑎 range is considered as 0.1g to 1.0g and for LS and
CP limit states 0.1g to 3.0g. Two different 𝑆𝑎 ranges are considered for
different performance level as the higher performance limit states occur
at higher seismic intensity range. The NLTHAs of the considered frame
are carried out using random combination of twenty-four samples of
the five structural uncertain parameters and 𝑆𝑎 using Latin Hypercube
sampling. Similar to the previous example, for the BLS model 5000
posterior samples of the parameters (𝐰, 𝜎ln2 ) are simulated using MCMC
𝐘
simulation technique and initial 1000 samples are rejected as burn-in
samples. Fig. 8 shows the marginal posterior distribution of the BLR
model parameters along with the fitted normal distribution curves and
their mean and standard deviation. The joint posterior distribution of
the samples of 𝜇n𝐘 |𝜎ln2
𝐘
and 𝜎ln 𝐘 are shown in Fig. 9(a) for 𝑆𝑎 = 0.7g.
The generated samples are almost noted to be evenly distributed around
the target value for this example also. The corresponding marginal
distributions of the parameters are also shown in the same plot. The
S. Ghosh and S. Chakraborty
Fig. 7. (a) The elevation of the building frame considered for analysis and the fibre discretization of the (b) beams and the (c) columns..
Fig. 8. Posterior distributions of the BLS model parameters.
mean demand line and its ±2𝜎ln 𝐘 confidence bounds are estimated
using both the BLS and the RVM model similar to the previous example.
Fig. 9(b) shows the obtained response values from the NLTHA and the
fitted mean demand line and its ±2𝜎ln 𝐘 confidence bounds estimated
from both the BLR models. The estimated mean demand line and its
confidence bounds almost coincides for both the approaches and almost
all the data points are contained within the obtained confidence band
for this example also. Thus, it is quite obvious that both the BLR models
are efficient in estimating the mean of the responses. However, the
RVM model requires only five relevant vectors for this estimation which
in turn results in a very sparse data that is easier and faster to compute
on later.
Now SFA of the frame for all the three limit states are taken
up. For BLS model, the mean fragility (𝑃 𝑓 ) and its ±2𝜎𝑃𝑓 confidence
9
Probabilistic Engineering Mechanics 61 (2020) 103081
bounds are estimated from the 5000 posterior samples of the random
parameters(𝐰, 𝜎ln2 ) after rejecting 1000 burn-in samples. For RVM
𝐘
model, with the knowledge of the posterior statistics (𝝁𝐰 , 𝜮) of the
weights, 5000 posterior samples of the relevant weights are generated
and the mean fragility and its confidence bounds are estimated as
explained in the previous example. The estimated fragilities by the
proposed BLR models are compared with the fragility estimates by the
cloud and the likelihood methods based on the fragility results obtained
by the direct MCS technique as the benchmark. Fig. 10 shows the esti-
mated fragility results by the BLR models along with the fragility results
obtained by the cloud and the likelihood methods. The plot clearly
reveals that both the BLS and the RVM models of the proposed BLR
based SFA approach estimates the fragility with improved accuracy.
S. Ghosh and S. Chakraborty
Fig. 9. (a) The posterior samples of 𝜇ln 𝐘 and 𝜎ln2 𝐘 for 𝑆𝑎 = 0.7g obtained from the BLS model and (b) the predicted mean demand line and its ± 2𝜎ln 𝐘 confidence bounds obtained
from the BLS and RVM models.
Fig. 10. The fragility results obtained by different methods for a (a) IO, (b) LS and (c) CP limit states.
Though the fragility estimates by both the models are almost equal for
the IO limit state, the RVM approach shows better accuracy for the LS
limit state. However, the differences are very small. With increase in
the limit state threshold, increased deviation of the fragility estimates
is observed for the cloud and the likelihood methods with respect to the
MCS based fragility estimate. But the proposed BLR approach is consis-
tently accurate for all the three limit states. To investigate the influence
of the structural parameter uncertainty, the fragility estimates without
considering the structural parameter uncertainty is additionally shown
in the plot. It can be noticed that the influence of structural parameter
uncertainty is comparatively less here than the first example. Thus,
the deviations of the fragility estimates by the other three approaches
(i.e. the cloud method, the likelihood method and the BLS0) are less
from the direct MCS based fragility estimates compared to the first
example. However, in both the example the proposed BLR models show
better accuracy. Regarding computational efficiency, it can be noted
that similar computational effort is involved as in the previous example.
10
Probabilistic Engineering Mechanics 61 (2020) 103081
The BLR models require twenty four numbers of NLTHA which is
same as the cloud method. But, the likelihood method requires 240
NLTHA. However, using only twenty four NLTHA, the proposed BLR
models efficiently integrate the structural parameter uncertainty with
the record to record variation of ground motions; whereas the cloud
method and the likelihood method require additional analysis effort.
4. Summary and conclusion
Two computationally efficient BLR demand prediction models are
proposed for SFA of structures by integrating both the record-to-record
variation of seismic motions and structural model parameters uncer-
tainties. The effectiveness of the proposed BLR models for SFA of
structures is demonstrated through two numerical examples. The im-
portant observations and conclusions based on the presented study are
summarized as following:
S. Ghosh and S. Chakraborty
• The estimated mean demand lines by the proposed BLR models
are almost centred around the data points and all the data points
are contained within the confidence bands. Thus, the proposed
BLS models and also the RVM model can reasonably estimate the
mean demand quite well.
• It is clearly noted that both the BLR models can estimate fragility
with improved accuracy using limited number of NLTHA results
compared to the commonly used cloud and the likelihood meth-
ods considering the direct MCS based fragility results as the
benchmark.
• Structural parameter uncertainty has considerable influence in
the estimated fragility and the proposed BLR models incorpo-
rate that effect quite efficiently. It may be noted that the usual
cloud and likelihood methods require additional analysis effort
to consider the effect of structural parameter uncertainty.
• As the Bayesian statistics is sensitive to new evidences, uncer-
tainty in the estimated fragility can further be reduced on avail-
ability of sufficient number of ground motions specific to a con-
sidered hazard level.
• It is important to note that the proposed BLS model can provide
full posterior distribution of the fragility parameters (𝜇ln 𝐘 , 𝜎ln 𝐘 ).
But, the RVM approach cannot provide the full posterior distri-
bution of the fragility parameters as the posterior distribution
information of standard deviation of response quantity (𝜎ln 𝐘 ) is
not available by this approach.
In general, it can be concluded that the proposed Bayesian approach
of SFA efficiently addresses three important aspects i.e. accuracy, com-
putational efficiency and measure of uncertainty in fragility estimate
required for analytical SFA of structures. The applications of the pro-
posed BLR models in this study are focused on specific examples and
particular study area. However, it is generic enough to be readily ap-
plied for other type of structures and for other locations. Moreover, the
algorithms can be easily implemented in any programming platform.
One only needs to replace the mechanical model of the considered
structure and generation of ground motion data of a specific site of
interest. Thus, the proposed BLR models can be applied generically for
improved SFA of structures.
Declaration of competing interest
The authors declare that they have no known competing finan-
cial interests or personal relationships that could have appeared to
influence the work reported in this paper.
References
[1] J.R. Gaxiola-Camacho, H. Azizsoltani, F.J. Villegas-Mercado, A. Haldar, A novel
reliability technique for implementation of performance-based seismic design
of structures, Eng. Struct. 142 (2017) 137–147, http://dx.doi.org/10.1016/j.
engstruct.2017.03.076.
[2] S. Günay, K.M. Mosalam, PEER Performance-based earthquake engineering
methodology, revisited, J. Earthq. Eng. 17 (2013) 829–858, http://dx.doi.org/
10.1080/13632469.2013.787377.
[3] D. Tolentino, S. Márquez-Domínguez, J.R. Gaxiola-Camacho, Fragility assessment
of bridges considering cumulative damage caused by seismic loading, KSCE J.
Civ. Eng. (2020) 1–10.
[4] M. Fragiadakis, D. Vamvatsikos, M. Karlaftis, N. Lagaros, M. Papadrakakis,
Seismic assessment of structures and lifelines, J. Sound Vib. 334 (2015) 29–56.
[5] N.D. Lagaros, Y. Tsompanakis, P.N. Psarropoulos, E.C. Georgopoulos, Computa-
tionally efficient seismic fragility analysis of geostructures, Comput. Struct. 87
(2009) 1195–1203, http://dx.doi.org/10.1016/j.compstruc.2008.12.001.
[6] P. Gardoni, K.M. Mosalam, A.D. Kiureghian, Probabilistic seismic demand models
and fragility estimates for RC bridges, J. Earthq. Eng. 7 (spec 01) (2003) 79–106,
http://dx.doi.org/10.1080/13632460309350474.
[7] G.C. Marano, R. Greco, M. Mezzina, Stochastic approach for analytical fragility
curves, KSCE J. Civ. Eng. 12 (2008) 305–312, http://dx.doi.org/10.1007/s12205-
008-0305-8.
[8] N. Shome, C.A. Cornell, P. Bazzurro, J.E. Carballo, Earthquakes, records, and
nonlinear responses, Earthq. Spectra 14 (1998) 469–500, http://dx.doi.org/10.
1193/1.1586011.
11
Probabilistic Engineering Mechanics 61 (2020) 103081
[9] K.R. Collins, Y.K. Wen, D.A. Foutch, Dual-level seismic design: A reliability-based
methodology, Earthq. Eng. Struct. Dyn. 25 (1996) 1433–1467, http://dx.doi.org/
10.1002/(SICI)1096-9845(199612)25:12<1433::AID-EQE629>3.0.CO;2-M.
[10] S.W. Han, Y.K. Wen, Method of reliability-based seismic design. II: Calibration
of code parameters, J. Struct. Eng. 123 (1997) 264–270.
[11] P. Bazzurro, C.A. Cornell, Seismic hazard analysis of nonlinear structures I:
Methodology, J. Struct. Eng. (1994) http://dx.doi.org/10.1061/(ASCE)0733-
9445(1994)120:11(3320).
[12] A.H.M. Muntasir Billah, M. Shahria Alam, Seismic fragility assessment of highway
bridges: a state-of-the-art review, Struct. Infrastruct. Eng. 11 (2015) 804–832,
http://dx.doi.org/10.1080/15732479.2014.912243.
[13] M. Aghababaei, M. Mahsuli, Detailed seismic risk analysis of buildings using
structural reliability methods, Probab. Eng. Mech. 53 (2018) 23–38, http://dx.
doi.org/10.1016/j.probengmech.2018.04.001.
[14] Y.S. Choun, A.S. Elnashai, A simplified framework for probabilistic earthquake
loss estimation, Probab. Eng. Mech. 25 (2010) 355–364, http://dx.doi.org/10.
1016/j.probengmech.2010.04.001.
[15] O.S. Kwon, A. Elnashai, The effect of material and ground motion uncertainty on
the seismic vulnerability curves of RC structure, Eng. Struct. 28 (2006) 289–303,
http://dx.doi.org/10.1016/j.engstruct.2005.07.010.
[16] G.C. Marano, R. Greco, E. Morrone, Analytical evaluation of essential facilities
fragility curves by using a stochastic approach, Eng. Struct. 33 (2011) 191–201,
http://dx.doi.org/10.1016/j.engstruct.2010.10.005.
[17] X. Romão, A.A. Costa, E. Paupério, H. Rodrigues, R. Vicente, H. Varum, A.
Costa, Field observations and interpretation of the structural performance of
constructions after the 11 2011 lorca earthquake, Eng. Fail. Anal. (2013) http:
//dx.doi.org/10.1016/j.engfailanal.2013.01.040.
[18] F. Jalayer, Direct Probabilistic Seismic Anaysis: Implementing Non-Linear
Dynamic Assessments, (Ph.D. thesis), Stanford University, Stanford, 2003.
[19] B.R. Ellingwood, O.C. Celik, K. Kinali, Fragility assessment of building structural
systems in mid-america, Earthq. Eng. Struct. Dyn. 36 (2007) 1935–1952, http:
//dx.doi.org/10.1002/eqe.693.
[20] D. Vamvatsikos, C.A. Cornell, Incremental dynamic analysis, Earthq. Eng. Struct.
Dyn. 31 (2002) 491–514, http://dx.doi.org/10.1002/eqe.141.
[21] D. Lallemant, A. Kiremidjian, H. Burton, Statistical procedures for develop-
ing earthquake damage fragility curves, Earthq. Eng. Struct. Dyn. 44 (2015)
1373–1389, http://dx.doi.org/10.1002/eqe.2522.
[22] M. Shinozuka, M.Q. Feng, J. Lee, T. Naganuma, Statistical analysis of fragility
curves, J. Eng. Mech. 126 (2000) 1224–1231, http://dx.doi.org/10.1061/(asce)
0733-9399(2000)126:12(1224).
[23] F. Jalayer, H. Ebrahimian, A. Miano, G. Manfredi, H. Sezen, Analytical fragility
assessment using unscaled ground motion records, Earthq. Eng. Struct. Dyn. 46
(2017) 2639–2663, http://dx.doi.org/10.1002/eqe.2922.
[24] S. Ghosh, S. Chakraborty, Seismic performance of reinforced concrete building
in guwahati city, northeast India, Sci. Iran. A 24 (2017a) 1821–1833.
[25] D. Lu, X. Yu, M. Jia, G. Wang, Seismic risk assessment for a reinforced concrete
frame designed according to chinese codes, Struct. Infrastruct. Eng. 10 (2014)
1295–1310, http://dx.doi.org/10.1080/15732479.2013.791326.
[26] Q. Huang, P. Gardoni, S. Hurlebaus, Probabilistic seismic demand models and
fragility estimates for reinforced concrete highway bridges with one single-
column bent, J. Eng. Mech. 136 (2010) 1340–1353, http://dx.doi.org/10.1061/
(asce)em.1943-7889.0000186.
[27] K.R. Mackie, B. Stojadinović, Performance-based seismic bridge design for
damage and loss limit states, Earthq. Eng. Struct. Dyn. 36 (2007) 1953–1971,
http://dx.doi.org/10.1002/eqe.699.
[28] I. Zentner, A general framework for the estimation of analytical fragility functions
based on multivariate probability distributions, Struct. Saf. 64 (2017) 54–61,
http://dx.doi.org/10.1016/j.strusafe.2016.09.003.
[29] F. Berahman, F. Behnamfar, Probabilistic seismic demand model and fragility
estimates for critical failure modes of un-anchored steel storage tanks in
petroleum complexes, Probab. Eng. Mech. 24 (2009) 527–536, http://dx.doi.
org/10.1016/j.probengmech.2009.03.005.
[30] J.S. Jeon, S. Mangalathu, J. Song, R. Desroches, Parameterized seismic fragility
curves for curved multi-frame concrete box-girder bridges using Bayesian pa-
rameter estimation, J. Earthq. Eng. 23 (2017) 1–26, http://dx.doi.org/10.1080/
13632469.2017.1342291.
[31] S.K. Ramamoorthy, P. Gardoni, J.M. Bracci, Probabilistic demand models and
fragility curves for reinforced concrete frames, J. Struct. Eng. 132 (2006)
1563–1572, http://dx.doi.org/10.1061/(ASCE)0733-9445(2006)132:10(1563).
[32] G.E.P. Box, G.C. Tiao, Bayesian Inference in Statistical Analysis, John Wiley &
Sons, 40, 1992.
[33] A. Gelman, J.B. Carlin, H.S. Stern, D.B. Dunson, A. Vehtari, D.B. Rubin, Bayesian
Data Analysis, third ed, Chapman and Hall/CRC, 2013.
[34] P.S. Koutsourelakis, Assessing structural vulnerability against earthquakes using
multi-dimensional fragility surfaces: A Bayesian framework, Probab. Eng. Mech.
25 (2010) 49–60, http://dx.doi.org/10.1016/j.probengmech.2009.05.005.
[35] A. Singhal, A.S. Kiremidjian, Bayesian Updating of fragilities with application
to RC frames, J. Struct. Eng. 124 (2002) 922–929, http://dx.doi.org/10.1061/
(asce)0733-9445(1998)124:8(922).
S. Ghosh and S. Chakraborty
[36] D. Straub, A. Der Kiureghian, Improved seismic fragility modeling from empirical
data, Struct. Saf. 30 (2008) 320–336, http://dx.doi.org/10.1016/j.strusafe.2007.
05.004.
[37] B.U. Gokkaya, J.W. Baker, G. Deierlein, Illustrating a Bayesian approach to seis-
mic collapse risk assessment, in: 12th International Conference on Applications
of Statistics and Probability in Civil Engineering, ICASP12, July (2015) 12-15,
2015, http://dx.doi.org/10.1007/s10689-009-9240-1.
[38] N.N. Pujari, S. Ghosh, S. Lala, Bayesian Approach for the seismic fragility
estimation of a containment shell based on the formation of through-wall cracks,
ASCE-ASME J. Risk Uncertain. Eng. Syst. A 2 (2015) B4015004, http://dx.doi.
org/10.1061/ajrua6.0000840.
[39] H. Xu, P. Gardoni, Probabilistic capacity and seismic demand models and fragility
estimates for reinforced concrete buildings based on three-dimensional analyses,
Eng. Struct. 112 (2016) 200–214, http://dx.doi.org/10.1016/j.engstruct.2016.01.
005.
[40] F. Jalayer, R. De Risi, G. Manfredi, Bayesian Cloud analysis: Efficient struc-
tural fragility assessment using linear regression, Bull. Earthq. Eng. 13 (2015)
1183–1203, http://dx.doi.org/10.1007/s10518-014-9692-z.
[41] M.E. Tipping, Sparse Bayesian learning and the relevance vector machine, J.
Mach. Learn. Res. 1 (2001) 211–244.
[42] B.Ö. Ay, S. Akkar, A procedure on ground motion selection and scaling for
nonlinear response of simple structural systems, Earthq. Eng. Struct. Dyn. 41
(2012) 1693–1707, http://dx.doi.org/10.1002/eqe.1198.
[43] I. Zentner, Numerical computation of fragility curves for NPP equipment, Nucl.
Eng. Des. (2010) http://dx.doi.org/10.1016/j.nucengdes.2010.02.030.
[44] A. Haldar, S. Mahadevan, Probability, Reliability, and Statistical Methods in
Engineering Design, John Wiley and Sons, New York, 2000.
[45] J. Alam, D. Kim, B. Choi, Uncertainty reduction of seismic fragility of intake
tower using Bayesian inference and Markov chain Monte Carlo simulation, Struct.
Eng. Mech. 63 (2017) 47–53, http://dx.doi.org/10.12989/sem.2017.63.1.047.
[46] R.M. Neal, S. Brooks, A. Gelman, G. Jones, X.L. Meng, MCMC Using hamiltonian
dynamics, in: Handbook of Markov Chain Monte Carlo, first ed, Chapman & Hall
/ CRC Press, 2011.
[47] M.D. Hoffman, A. Gelman, The no-u-turn sampler: Adaptively setting path lengths
in hamiltonian Monte Carlo, J. Mach. Learn. Res. 15 (2014) 1593–1623, http:
//dx.doi.org/10.1190/1.3627885.
12
Probabilistic Engineering Mechanics 61 (2020) 103081
[48] M.E. Tipping, A.C. Faul, Fast marginal likelihood maximisation for sparse
Bayesian models, in: The Ninth International Workshop on Artificial Intelligence
and Statistics, Key West, Fiorida, 2003..
[49] D. Gasparini, E.H. Vanmarcke, SIMQKE: A Program for Artificial Motion Gener-
ation, Department of Civil Engineering, Massachusetts Institute of Technology,
Cambridge, MA, 1976.
[50] IS1893, Indian Standard Criteria for Earthquake Resistant Design of Structures,
Part 1 - General Provisions and Buildings, Bureau of Indian Standards, New
Delhi, India, 2016.
[51] D.M. Boore, Simulation of ground motion using the stochastic method, Pure Appl.
Geophys. 160 (2003) 635–676.
[52] S. Ghosh, S. Chakraborty, Probabilistic seismic hazard analysis and synthetic
ground motion generation for seismic risk assessment of structures in the
northeast India, Int. J. Geotech. Earthq. Eng. (IJGEE) 8 (2017) 39–59.
[53] J.R. Gaxiola-Camacho, A. Haldar, A. Reyes-Salazar, F. Valenzuela-Beltran, G.E.
Vazquez-Becerra, A.O. Vazquez-Hernandez, Alternative reliability-based method-
ology for evaluation of structures excited by earthquakes, Earthq. Struct. 14
(2018) 361–377.
[54] F. McKenna, Opensees: A framework for earthquake engineering simulation,
Comput. Sci. Eng. 13 (2011) 58–66, http://dx.doi.org/10.1109/MCSE.2011.66.
[55] S. Ghosh, A. Roy, S. Chakraborty, Support vector regression based metamodeling
for seismic reliability analysis of structures, Appl. Math. Model. 64 (2018)
584–602.
[56] A.M.J. Olsson, G.E. Sandberg, Latin hypercube sampling for stochastic finite
element analysis, J. Eng. Mech. 128 (2002) 121–125, http://dx.doi.org/10.1061/
(ASCE)0733-9399(2002)128:1(121).
[57] K. Kinali, B.R. Ellingwood, Seismic fragility assessment of steel frames for
consequence-based engineering: A case study for memphis, TN, Eng. Struct. 29
(2007) 1115–1127, http://dx.doi.org/10.1016/j.engstruct.2006.08.017.
[58] S. Ghosh, S. Ghosh, S. Chakraborty, Seismic fragility analysis in the probabilistic
performance-based earthquake engineering framework: an overview, Int. J. Adv.
Eng. Sci. Appl. Math. (2017) http://dx.doi.org/10.1007/s12572-017-0200-y.
[59] A. Bhosale, R. Davis, P. Sarkar, Sensitivity and reliability analysis of masonry
infilled frames, Int. J. Civ. Environ. Struct. Constr. Arch. Eng. 10 (2016)
1452–1456.
[60] FEMA356, Prestandard and Commentary for the Seismic Rehabilitation of
Buildings, Rep. (356), Federal Emergency Management Agency, Washington, DC,
2000.