Structural Reliability

& Risk Analysis

Assignment #3

Distributed: November 04th, 2022

Assigned: If you want your solution to be corrected, please submit it on Moodle
by November 25th, 2022, 12:00 pm (noon)

Exercise 1. Water pipes ( Final exam, 2014)

Consider the node of a water pipe system sketched in Figure 1. There are three pipes bringing
water into the node (pipes #1, #2 and #3) and two pipes which are used to drain the node
(pipes #4 and #5). Assume that the flow of the water is only possible in the direction
indicated in Figure 1.

I2
I1 I3

O5

O4

Figure 1: Water pipes setup

Based on previous measurements, the inflow of water {Ii , i = 1, 2, 3} through pipes #1, #2
and #3 is uncertain. Due to irregularities in the pipe design and hydraulic condition down-
stream, the outflow capacity Oi , i = 4, 5 is also variable. These five flows can be modelled by
independent Gaussian variables, whose parameters (mean value and coefficient of variation
(CV)) are gathered in Table 1.
Structural Reliability and Risk Analysis Assignment #3

Table 1: Water pipes flow capacity – probabilistic model (independent Gaussian variables)
Inflow Ii Outflow capacity Oi
Pipe Mean CV Mean CV
#1 1.2 m3 /s 10 % - -
#2 0.2 m3 /s 30 % - -
#3 1.6 m3 /s 10 % - -
#4 - - 3.5 m3 /s 10 %
3
#5 - - 0.8 m /s 20 %

Questions

1. What is the distribution of the total inflow IT and the total outflow capacity OT (type
of distribution and parameters)?

2. The margin of evacuation G is defined as the difference between total outflow and
total inflow, say G = OT − IT . What is the type of distribution of G and associated
parameters?

3. What is the probability p1 of node congestion, i.e. the probability that inflow is greater
than outflow? Provide the analytical derivation before giving the value of p1 .

4. An accident has occurred on pipe #5, which blocks the outflow completely (O5 = 0).
What is the new probability p2 that the node is congested?
Hint: use the probability table of the standard normal cumulative distribution function
in Appendix.

5. In order to make the system more resilient, the stakeholder decides to replace pipe #5
and increase its outflow capacity so that the system could work safely also if pipe #4
was blocked.
Assume that the outflow capacity of the new pipe #5 is Gaussian with mean value µ5
and standard deviation of 0.3 m3 /s.

• Derive the analytical expression for the probability of node congestion given that
pipe #4 is completely blocked (O4 = 0) as a function of µ5 .
• Compute the minimal mean outflow capacity µ5 so that the probability of node
congestion is smaller than 1%.
Hint: Φ−1 (0.99) = 2.326 where Φ(.) is the standard normal cumulative distribution
function.

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Structural Reliability and Risk Analysis Assignment #3

Exercise 2. River flooding

Let us consider the dike example from Lecture #5. The riverbed geometry is given in Fig. 2
where Hw is the water depth and H0 is the natural height of the river banks. The neighbouring
community considers building a dike of height Hd to avoid too frequent flooding of the village
area.

B Hd

Hw H0

Figure 2: Geometry of the riverbed

The water level is determined by a simplified 1-dimensional hydraulic model:

 3/5
Q
Hw = √
Ks · B · i

where Q is the river flow in m3 /s, Ks is the Strickler coefficient describing the roughness of
the riverbed, B is the width of the riverbed and i is the riverbed slope.

Due to uncertainty the input parameters are modelled by independent lognormal variables
with mean and standard deviation given in Table 2.

Table 2: Hydraulic model – parameters of the lognormal variables

Variable Name Mean Standard deviation
3
Maximal annual flow Q 1000 m /s 500 m3 /s
Strickler coefficient Ks 33 m1/3 /s 6 m1/3 /s
River width B 170 m 20 m
−3
River slope i 2 · 10 1 · 10−4

1. Current state (no dike): define three different limit state functions related to the event
”no flood”.

2. Compute the parameters λ and ζ of the lognormal distribution of all input variables
and transform Q, i, B, Ks into UQ , Ui , UB , UK through the appropriate isoprobabilistic
transform.

3. Give the limit state function in the standard space and show that it is linear.

4. Compute analytically the Hasofer-Lind reliability index.

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Structural Reliability and Risk Analysis Assignment #3

5. The height of the natural river banks is H0 = 5 m. Compute numerically the reliability
index and the corresponding failure probability.

6. Choose the optimal height for a new dike which reduces the probability of flooding per
year to Pf,d = 10−3 .

7. Compute the FORM importance factors for each variable analytically and numerically.

8. For both cases (with/without dike): compute the design point of the FORM analysis in
the physical space and determine which variables are ”demand” or ”capacity” variable(s).

Exercise 3. Charity money (Final exam 2016)

You are raising money for a Christmas charity event, which will help developing schools in
mountainous regions of Africa. Your goal is to raise more than 1 000 CHF till Christmas eve.
Thus, you are asking a number of relatives to support you by making a donation. In particular,
you consider asking money to one of your aunts, one of your uncles, your grandfather and
your grandmother. According to your experience with similar events in the past, they will give
money according to Table 3. Each donation Di , i = 1, . . . , 4 is modelled by a Gaussian
random variable.

Table 3: Amount of the donations – probabilistic model (Gaussian variables)

Amount Person Mean Std. deviation
D1 Aunt 200 CHF 30 CHF
D2 Uncle 500 CHF 50 CHF
D3 Grandfather 150 CHF 20 CHF
D4 Grandmother 250 CHF 25 CHF

PART 1: Independent donations

In this part, we assume that you contact each relative separately, that they all contribute a
donation and that the amounts are independent. The total amount you collect is denoted
by C.

1. What is the distribution (type, mean, standard deviation) of the total amount collected
C?

2. What is the probability that you do not achieve your goal of raising at least 1’000 CHF?

PART 2: Correlated donations

Let us now assume that you jointly ask your aunt and uncle on the one side, your grandparents

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Structural Reliability and Risk Analysis Assignment #3

on the other side. Each couple will discuss the issue and their donation will then be correlated.
Assume that the correlation coefficients between S1 and S2 (resp. S3 and S4 ) is 0.8, as shown
in Table 4. Assume further that the decisions of the grandparents are independent from those
of aunt and uncle.

Table 4: Part 2 – Correlation coefficients of donations

Relatives Correlation
Aunt and uncle ρ12 = 0.8
Grandmother and grandfather ρ34 = 0.8

1. Give the correlation matrix for the random vector of donations X = (D1 , D2 , D3 , D4 )T .

2. Write the iso-probabilistic transform that casts X as a function of a set of independent

standard normal variables U = (U1 , U2 , U3 , U4 )T .

3. Rewrite the total collected amount C as a function of (U1 , U2 , U3 , U4 ).

4. What is the now the distribution of C? Compute its mean and standard deviation.

5. What is the probability that you fail to gather at least 1’000 CHF?

6. Based on the two analyses (independent / correlated donations), what is the best strat-
egy for you?

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 Structural Reliability
& Risk Analysis
Consider a standard normal distribution X ∼ N (0, 1). Its CDF reads:
Z x
1 2
Φ(x) = √ e−t /2 dt = α
−∞ 2π

The following table provides the values of α (numbers in the table) for specific values of x
(numbers in the first column / line).

• The value of Φ(2.15) is obtained by the number at the intersection of line “2.1” and
column “0.05”, i.e. Φ(2.15) = 0.98422.

• The quantile associated to α = Φ−1 (0.95) is read from line “1.6”, and columns “0.04”
(0.94950) and “0.05” (0.95053). The resulting quantile is obtained by interpolation
between these values, i.e. Φ−1 (0.95) = 1.645.