You are on page 1of 18

1 23

Acta Mechanica

ISSN 0001-5970
Volume 223
Number 1

Acta Mech (2012) 223:109-124
DOI 10.1007/s00707-011-0546-3
System reliability analysis of spatial
variance frames based on random field
and stochastic elastic modulus reduction
method
Lu Feng Yang, Bo Yu & J. Woody Ju
1 23
Your article is protected by copyright and
all rights are held exclusively by Springer-
Verlag. This e-offprint is for personal use only
and shall not be self-archived in electronic
repositories. If you wish to self-archive your
work, please use the accepted author’s
version for posting to your own website or
your institution’s repository. You may further
deposit the accepted author’s version on a
funder’s repository at a funder’s request,
provided it is not made publicly available until
12 months after publication.
Acta Mech 223, 109–124 (2012)
DOI 10.1007/s00707-011-0546-3
Lu Feng Yang · Bo Yu · J. Woody Ju
System reliability analysis of spatial variance frames
based on random field and stochastic elastic modulus
reduction method
Received: 5 April 2011 / Published online: 4 October 2011
© Springer-Verlag 2011
Abstract This paper presents the stochastic elastic modulus reduction method for system reliability analysis
of spatial variance frames based on the perturbation stochastic finite element method (PSFEM) and the local
average of a random field. The stochastic responses and reliability index of each element of a structural frame
are characterized by the PSFEM and the first-order second-moment method, to properly handle the correlation
structures and scale of fluctuation of randomfields. Astrategy of elastic modulus adjustment for the estimation
of systemreliability is developed to determine the range and magnitude of elastic modulus reduction, by taking
the element reliability index as a governing parameter. The collapse mechanism and system reliability index
of a stochastic framed structure are determined through iterative computations of the PSFEM. Compared with
the failure mode approaches in traditional system reliability analysis, the proposed method avoids two major
difficulties, namely the identification of significant failure modes and estimation of the joint probability of
failure modes. The influences of the correlation structure and scale of fluctuation of the random field upon
system reliability are investigated to demonstrate the accuracy and computational efficiency of the proposed
methodology in system reliability analysis of spatial variance frames.
1 Introduction
It has long been recognized that a fully satisfactory estimation of the reliability of a structure must be based
on a system approach. However, the system reliability analysis of the spatial variance structure presents two
major difficulties [1]. One is the identification of significant failure modes of a redundant structure; the other
is the estimation of joint failure probability contributed from the significant failure modes. It is very difficult
to enumerate all collapse modes of a statically indeterminate structure that has many possible modes or paths
to cause failure. However, among these possible failure modes or paths, only some contribute considerably
to the structural system failure probability while others have low probability of occurrence. To identify these
probabilistically dominant failure modes or paths, many methods have been developed, such as the incremental
L. F. Yang supported by the Guangxi Lab Center of Science and Technology (LGZX201002).
L. F. Yang (B) · B. Yu
Key Laboratory of Disaster Prevention and Structural Safety of Ministry of Education,
School of Civil Engineering and Architecture, Guangxi University, Nanning 530004, China
E-mail: lfyang@gxu.edu.cn
Tel.: +86-771-3236827
J. W. Ju (B)
Department of Civil and Environmental Engineering, University of California, Los Angeles, CA 90095, USA
E-mail: juj@ucla.edu
J. W. Ju
Chang-Jiang Scholar Chair Professor, Guangxi University, Nanning, China
Author's personal copy
110 L. F. Yang et al.
load approach [2], the beta-unzipping method [3], the truncated enumeration method [4], the mathematical
programming technique together with the Monte Carlo simulation [5], etc. On the other hand, the evaluation of
joint failure probability is often intractable even if the potential failure modes can be identified. The numerical
integration methods [6, 7] and several approximate methods, such as the point estimation methods [8] and
various bounding techniques [9, 10], have been developed in the last three decades.
To date, the system reliability analysis has not been widely used in the safety evaluation of complex engi-
neering structures, as there still remain many pending problems to be solved. For example, nearly all failure
mode approaches in existing system reliability analysis describe the structural parameters and external loads
as random variables, ignoring the spatial variances of these parameters, thus introducing additional modeling
errors. Therefore, a random field should be employed to model and describe random quantities embedded in
the stochastic structures.
Over the past three decades, several methods for the discretization of a random field have been developed
[11–13]. Among these, the local average method (LAM), which is easy to implement and insensitive to the
types of correlation structures, has been widely adopted in various stochastic structural analyses [13, 14].
Typically, the second-order perturbation technique and stochastic variational principle-based perturbation sto-
chastic finite element method (PSFEM) [15, 16] combined with the LAMprovide a powerful tool for stochastic
analysis and reliability evaluation of stochastic structures with small variations.
The plastic limit analysis approach is one of the important bases for structural system reliability analysis.
In recent years, the plastic limit analysis method based on various elastic modulus adjustment procedures has
made considerable advance [17–22]. In particular, the elastic modulus reduction method (EMRM) for limit
analysis and safety evaluation of complex structures was developed in recent years [20–22]. In the EMRM,
the element bearing ratio (EBR) and its degree of uniformity are defined to describe the loading state of each
element as well as the redistribution of internal forces in a structure. We also refer to the elastic-damage
stiffness reduction mechanisms and damage mechanics developed by Ju [23, 24], Ju and Lee [25] as well as Ju
et al. [26]. On the basis of linear elastic finite element analysis, numerous sets of statically admissible stress
distributions can be generated. This method was applied to stochastic structures for system reliability analysis
of frame structures while random quantities are still described as random variables [27].
In this paper, key randomquantities are modeled as randomfields which are discretized by the local average
method (LAM); the PSFEM is employed to compute stochastic responses while the element reliability index
of the frame structures is produced by the first-order second-moment (FOSM) method. A strategy of elastic
modulus reduction is developed for stochastic structures by defining the degree of uniformity of reliability
index (DURI) as well as the reference reliability index (RRI), such that the stochastic elastic modulus reduction
method (SEMRM) is deployed for the estimation of system reliability of spatial variance structures through
iterative analysis. Compared with traditional failure mode approaches in existing system reliability analysis,
the proposed methodology avoids the difficulties in the identification of significant failure modes and the
evaluation of joint probability of failure of those significant failure modes. Several numerical examples are
presented to demonstrate the accuracy and computational efficiency of the proposed framework.
2 The local average method for discretization of a random field
Let us start by considering a continuous wide-sense homogeneous isotropic random field {X(x, θ)} with
multiple components, where θ is the outcome of the random parameter. Here, x denotes the coordinate vector.
The values of the mean and variance of {X(x, θ)} are specified as
_
¯
X
_
=
_
¯
X
1
,
¯
X
2
, . . . ,
¯
X
M
_
T
;
_
σ
2
X
_
=
_
σ
2
X
1
, σ
2
X
2
, . . . , σ
2
X
M
_
T
, (1)
where
¯
X
i
, σ
X
i
and σ
2
X
i
denote the mean, standard deviation and variance of the i th component of the random
field {X(x, θ)}. There are M components in total. For a given spatial point x
0
, {X(x
0
, θ)} is the randomvector
containing M random variables. Conversely, for a given outcome θ
0
, {X(x, θ
0
)} represents a realization of
the random field.
A frame component forms an angle of φ with the x-axis, as illustrated in Fig. 1. The random parameters
concerning the material, geometry and load can be modeled as a multicomponent randomfield with two dimen-
sions along the planar straight bar component. According to the relationship between the polar coordinate r
and the Cartesian coordinates x and y, the randomfield {X(x, θ)} can be denoted as {X(r, θ)} along the straight
component.
Author's personal copy
System reliability analysis of spatial variance frames 111
o
L
e
y=x tan
y
x
φ
x=y/ tanφ
r
r
φ
Fig. 1 A planar element of a frame structure
We assume that the random field is discretized into N elements; the local average of {X(r, θ)} over the
element e with the length L
e
yields a set of random variables:
{X}
e
=
_
X
e
1
, X
e
2
, . . . , X
e
M
_
T
, (2)
where X
e
i
denotes the local average of the i th component of {X(r, θ)}, X
i
(r, θ), over the element e, which
can be defined as:
X
e
i
=
1
L
e
_
L
e
X
i
(r, θ) dr; e = 1, 2, . . . , N, i = 1, 2, . . . , M. (3)
The mean and variance of the local average X
e
i
are:
E
_
X
e
i
_
=
¯
X
i
, (4)
Var
_
X
e
i
_
= E
_
_
X
e
i

¯
X
i
_
2
_
= γ
i i
(L
e
) σ
2
X
i
, (5)
where γ
i i
(L
e
) represents the variance function of X
i
(r, θ) which can be defined as [14]
γ
i i
(L
e
) =
2
L
e
_
L
e
_
1 −
r
L
e
_
ρ
i i
(r)dr; (6)
here, ρ
i i
(r) is the autocorrelation function of X
i
(r, θ).
For random variables X
e
i
and X
e
j
evaluated by local averaging over the element e, the covariance of the
two variables is [14]
Cov
_
X
e
i
, X
e
j
_
= σ
X
i
σ
X
j
γ
i j
(L
e
), (7)
where γ
i j
(L
e
) is the variance function of X
i
(r, θ) and X
j
(r, θ):
γ
i j
(L
e
) =
2
L
e
_
L
e
_
1 −
r
L
e
_
ρ
i j
(r)dr, (8)
where ρ
i j
(r) represents the correlation function between X
i
(r, θ) and X
j
(r, θ).
For random variables X
α
i
and X
β
j
achieved by local averaging of the i
th
and j
th
components X
i
(r, θ) and
X
j
(r, θ) over two arbitrarily situated planar linear elements α and β, respectively, as exhibited in Fig. 2, the
covariance of X
α
i
and X
β
j
can be defined as follows [14]:
Cov
_
X
α
i
, X
β
j
_
=
σ
X
i
σ
X
j
L
α
L
β
_
L
α
_
L
β
ρ
i j
(r)dl ds. (9)
Author's personal copy
112 L. F. Yang et al.
y
x
y
k
l
s
α0
β0
o
y
p
y
p
y
k
x
p
x
k
x
p
x
k
A
L
α

B
α
β
β
α
α
α α β
r
β
β
Fig. 2 Two arbitrarily situated planar elements α and β
Here, L
α
and L
β
are the lengths of elements α and β; r represents the distance from point A with the coor-
dinates (x
α
, y
α
) located in the element α to point B with the coordinates
_
x
β
, y
β
_
located in the element β.
If the elements α and β are not parallel to the y-axis, one has
y
α
= y

+
_
x
α
− x

_
tan α
0
; y
β
= y

+
_
x
β
− x

_
tan β
0
, (10a)
where
tan α
0
=
y

− y

x

− x

; tan β
0
=
y

− y

x

− x

. (10b)
Here, the coordinates
_
x

, y

_
, (x

, y

),
_
x

, y

_
and
_
x

, y

_
denote the ends of the elements α
and β, respectively. Accordingly, we arrive at
ds = dx
α
/cos α
0
; dl = dx
β
/cos β
0
. (11)
The distance r between points A and B is
r =
_
__
x
β
− x

_
tan β
0

_
x
α
− x

_
tan α
0
+ y

− y

_
2
+
_
x
β
− x
α
_
2
. (12)
Substitution of Eq. (12) into Eq. (9) leads to
Cov
_
X
α
i
, X
β
j
_
=
σ
X
i
σ
X
j
L
α
L
β
cos α
0
cos β
0
_
L
α
_
L
β
ρ
i j
(r) dx
β
dx
α
. (13)
If both the elements α and β are parallel to the y-axis, the distance r between points A and B is
r =
_
_
y
β
− y
α
_
2
+
_
x

− x

_
2
. (14)
Then, the covariance of X
α
i
and X
β
j
gives
Cov
_
X
α
i
, X
β
j
_
=
σ
X
i
σ
X
j
L
α
L
β
_
L
α
_
L
β
ρ
i j
(r)dy
β
dy
α
. (15)
Further, if the element α is parallel to the y-axis, but the element β is not, one expresses the distance r as
r =
_
_
y

+
_
x
β
− x

_
tan β
0
− y
α
_
2
+
_
x
β
− x

_
2
. (16)
The covariance of X
α
i
and X
β
j
then takes the form
Cov
_
X
α
i
, X
β
j
_
=
σ
X
i
σ
X
j
L
α
L
β
cos β
0
_
L
α
_
L
β
ρ
i j
(r) dx
β
dy
α
. (17)
Author's personal copy
System reliability analysis of spatial variance frames 113
Similarly, if the element β is parallel to the y-axis, while the element α is not, the distance r becomes
r =
_
_
y
β

_
y

+
_
x
α
− x

_
tan α
0
__
2
+
_
x

− x
α
_
2
. (18)
Accordingly, the covariance of X
α
i
and X
β
j
reads
Cov
_
X
α
i
, X
β
j
_
=
σ
X
i
σ
X
j
L
α
L
β
cos α
0
_
L
α
_
L
β
ρ
i j
(r) dy
β
dx
α
. (19)
All the random variables X
e
i
(e = 1, 2, . . . , N; i = 1, 2, . . . , M), as displayed in Eq. (2), can be assembled
into a vector:
{X

} =
_
X

1
, X

2
, . . . , X

n
_
T
, (20)
where n = M · N denotes the number of random variables resulting from discretization of the random fields.
3 The stochastic finite element method
The functional of potential energy of a linear structural system of continuum reads [15]:

=
1
2
_
V
{ε}
T
[D]{ε}dV −
_
S
σ
{u}
T
{F}dS, (21)
where {ε} is the strain vector, [D] is the elasticity matrix, {u} is the displacement vector, {F} denotes the bound-
ary traction vector, and V denotes the domain of interest. In addition, S signifies the boundary of the domain V,
which can be simply divided into two parts: the traction boundary S
σ
and the prescribed displacement boundary
S
u
.
Based on the second-order perturbation techniques [15], one can obtain the zeroth-, first- and second-order
expanded expressions, respectively, of the functional of potential energy:
¯
=
1
2
_
V
{¯ ε}
T
_
¯
D
_
{¯ ε}dV −
_
S
σ
{ ¯ u}
T
_
¯
F
_
dS, (22a)

i
=
1
2
_
V
_
{¯ ε}
T
[D]
i
{¯ ε} + 2{¯ ε}
T
_
¯
D
_
{ε}
i
_
dV −
_
S
σ
_
{ ¯ u}
T
{F}
i
− {u}
T
i
_
¯
F
_
_
dS, (22b)

i j
=
1
2
_
V
_
{¯ ε}
T
[D]
i j
{¯ ε} + 2{ε}
T
i
_
¯
D
_
{ε}
j
+ 2{¯ ε}
T
[D]
i
{ε}
j
+ 2{¯ ε}
T
[D]
j
{ε}
i
+2{¯ ε}
T
_
¯
D
_
{ε}
i j
_
dV −
_
S
σ
_
{ ¯ u}
T
{F}
i j
+ {u}
T
i j
_
¯
F
_
+ {u}
T
i
{F}
j
+ {u}
T
j
{F}
i
_
dS, (22c)
where i, j = 1, 2, . . . , n. Moreover, (¯ •) signifies the value of (•) evaluated at the mean of the random field;
(•)
i
denotes the first-order partial derivatives of (•) with respect to the i th component of the random field
X

i
, evaluated at the mean of the random field; (•)
i j
signifies the second-order partial derivatives of (•) with
respect to X

i
and X

j
, evaluated at the mean of the random field.
According to the stochastic variational principle [16], only the highest order expansion of the functional,
that is
i j
herein, is necessary and sufficient to derive all governing equations of the perturbation stochastic
finite element method (PSFEM):
_
¯
K
_
{ ¯ a} = {
¯
P};
_
¯
K
_
{a}
i
= {P}
i
− [K]
i
{ ¯ a};
_
¯
K
_
{a}
II
= {P}
II
, (23)
Author's personal copy
114 L. F. Yang et al.
where
{a}
II
=
1
2
n

i =1
n

j =1
{a}
i j
Cov
_
X

i
, X

j
_
, (24a)
{P}
II
=
1
2
n

i =1
n

j =1
_
{P}
i j
− 2[K]
i
{a}
j
− [K]
i j
{ ¯ a}
_
Cov
_
X

i
, X

j
_
. (24b)
Here, [K], {a} and {P} denote the structural stiffness matrix, nodal displacement vector and the equivalent
nodal force vector, respectively.
Once the nodal displacement vectors { ¯ a}, {a}
i
and {a}
II
are obtained from Eqs. (23) and (24), the mean
and variance of the internal force vector {P}
e
of the element e can be expressed as:
E
_
{P}
e
_
=
_
¯
K
_
e
_
{ ¯ a}
e
+ {a}
e
II
_

_
¯
P
d
_
e
− {P}
e
II
+
1
2
n

i =1
n

j =1
{P}
e
i j
Cov(X

i
, X

j
), (25)
Var
_
{P}
e
_
=
n

i =1
n

j =1
Cov
_
X

i
, X

j
_ _
_
¯
K
_
e
{a}
e
j
+ [K]
e
j
{ ¯ a}
e
− {P
d
}
e
j
_
T
_
_
¯
K
_
e
{a}
e
i
+ [K]
e
i
{ ¯ a}
e
− {P
d
}
e
i
_
,
(26)
where
_
¯
P
d
_
e
and {P
d
}
e
i
are the equivalent nodal force vector and its first-order partial derivatives with respect
to X

i
, evaluated at the mean {
¯
X

}.
4 The SEMRM for system reliability analysis
In this section, the stochastic elastic modulus reduction method (SEMRM) is adopted for system reliability
evaluation of structural frames. According to probabilistic structural analysis [1, 3, 27], it is not necessarily
true that only the element with the lowest reliability index would fail at each stage during the failure process
for a stochastic structural system. However, it is inevitable that the elements with reliability indices lower
than a certain threshold will be damaged, and one or more of those elements would fail. Consequently, the
distribution of internal forces keeps changing such that the redistribution of internal forces often occurs in the
process from damage to failure for a ductile structural system.
Here, the elastic moduli of elements with reliability index lower than the reference value will be reduced in
order to simulate the structural damage and the redistribution of internal forces in a stochastic structural system
through an iterative analysis. In each iterative step, the reliability index of each element can be approximately
estimated by the first-order second-moment (FOSM) method as follows:
β
i
=
μ
R
i
− μ
S
i
_
σ
2
R
i
+ σ
2
S
i
, (27)
where μ
S
i
and σ
2
S
i
are the mean and variance of load effects of the element i achieved by the PSFEM and the
LAM. Moreover, μ
R
i
and σ
2
R
i
are the mean and variance of resistance of the element i , which can be evaluated
according to the material and geometric parameters of the element i .
The reference reliability index (RRI), β
0
k
, for the elastic modulus reduction in the kth iteration can be
defined as
β
0
k
= β
min
k
+
_
β
max
k
− β
min
k
_
· d
k
, (28)
where d
k
signifies the degree of uniformity of reliability index (DURI) in the kth iteration:
d
k
=
¯
β
k
+ β
min
k
¯
β
k
+ β
max
k
(29)
in which β
max
k
, β
min
k
and
¯
β
k
denote the maximum, minimum and the average of the element’s reliability
indices in the kth iteration, respectively.
Author's personal copy
System reliability analysis of spatial variance frames 115
The elastic modulus of the element with reliability index lower than the RRI should be reduced in the kth
iteration according to the following expression:
E
e
k+1
=



E
e
k
_
β
e
k
β
0
k
_
q
for β
e
k
< β
0
k
E
e
k
for β
e
k
≥ β
0
k
(30)
where β
e
k
denotes the reliability index of the element e in the kth iteration; E
e
k
and E
e
k+1
signify the elastic
moduli of the element e in the kth and the next iteration, respectively. Further, q represents the adjustment
factor for the reduction of elastic modulus and may take an arbitrary value in the closed interval [0.1, 3.0], as
demonstrated later in our numerical examples. The iterative procedure will stop when d
k
meets the following
criterion for convergence:
|d
k
− d
k−1
|
d
k
≤ ε; k ≥ 2, (31)
where ε represents the prescribed admissible error. In what follows, we adopt 1.0 × 10
−6
for this ε value.
If the criterion for numerical convergence described in Eq. (31) is satisfied after N
f
iterations, it indicates
that the entire structural system is at the plastic limit state and may fail as soon as a single element fails. Since
the potential failure element is limited to the elements with reliability indices lower than the RRI, the failure
interaction of the frame with n elements can be modeled by a series system with M
1
elements, where M
1
denotes the numbers of the potential failure elements. Therefore, the probability of failure of the structural
system can be defined as:
P
f s
= P
_
U
1
∪ U
2
∪ · · · ∪ U
M
1
_
, (32)
where U
i
(i = 1, 2, . . . , M
1
) defines the event that the element i would fail. The system reliability index can
now be derived from P
f s
as follows:
β
S
= −
−1
(P
f s
), (33)
where
−1
(•) is the inverse standard normal cumulative distribution function.
Many methods were developed for estimating the joint probability of failure in Eq. (32), including the
first-order bounding method (FOBM) [28], the second-order bounding method (SOBM) [29], the third-order
bounding method (TOBM) [30], the equivalent correlation coefficient method (ECCM) [8] and the probabilis-
tic network evaluation technique (PNET) [31]. Each one of these methods can be employed to characterize the
joint probability of failure of the structural frame; then, the system reliability index can be derived by Eq. (33)
accordingly.
5 Numerical examples
5.1 Portal frame
The geometry and loading conditions of a portal frame are illustrated in Fig. 3, with the elastic modulus of
2.0 × 10
5
MPa and carrying the stochastic external loads F
1
and F
2
. The black dots denote the locations of
potential plastic hinges, and the numbers in the circles signify the serial numbers of elements. The cross-
sectional area and moment of inertia of beam and column elements are modeled as random variables and
represented by A and I , respectively. The plastic resistances of elements are described as random variables
and denoted by M
b
and M
c
, respectively. The statistical characteristics of all the random variables are listed
in Table 1.
The proposed SEMRM is employed to calculate the system reliability of the stochastic frame structures.
The serial numbers of the potential failure elements and their probabilities of failure as well as the element
reliability indices are listed in Table 2, in which the adjustment factor q takes the value of 0.6.
In the process of the iterative computation of the SEMRM, the redistribution of reliability indices is sim-
ulated by adjusting the elastic modulus of each element, as exhibited in Fig. 4. It is apparent that the initial
reliability indices of element 1 and element 2 are higher than those of the others and keep decreasing during
the iterations. By contrast, the initial reliability indices of element 3 and element 4 are lower than those of the
Author's personal copy
116 L. F. Yang et al.
1
2 3
4
F1
F2
3
0
0
0
m
m
3000mm 3000mm
x
y
o
Fig. 3 The geometry and loading conditions of a portal frame
Table 1 Statistical characteristics of random variables
Variable Mean value Coefficient Distribution
of variation type
A 1.3500 × 10
5
mm
2
0.05 Normal
I 2.2781 × 10
9
mm
4
0.05 Normal
M
b
3.7969 × 10
9
MPa 0.05 Normal
M
c
4.3664 × 10
9
MPa 0.05 Normal
F
1
3.3000 × 10
6
N 0.10 Normal
F
2
2.5000 × 10
6
N 0.10 Normal
Table 2 Reliability index and failure probability of potential failure element
Element Reliability Failure probability
index
1 3.091851 9.945633 × 10
−4
2 3.091984 9.941178 × 10
−4
3 3.091835 9.946169 × 10
−4
4 3.091892 9.944260 × 10
−4
0 10 20 30 40
1
2
3
4
5
6
7
Iteration step
E
l
e
m
e
n
t

r
e
l
i
a
b
i
l
i
t
y

i
n
d
e
x
element 1
element 2
element 3
element 4
Fig. 4 The iterative process of element reliability index
others but keep increasing during the iterations. The reliability indices of all elements are adjusted to the same
level in about 20 steps of iterations; this behavior shows that the system reliability of the frame depends on the
reliability level of all elements. Moreover, it implies that the collapse mechanism of the frame is an integral
failure mode.
In the process of iterations, the DURI increases gradually as displayed in Fig. 5 and converges to approx-
imately 1.0 in about 20 steps of iterations. This implies that the reliability indices of all elements in the frame
Author's personal copy
System reliability analysis of spatial variance frames 117
0 10 20 30 40
0.45
0.65
0.85
1.05
Iteration step
D
U
R
I
Fig. 5 The iterative process of the DURI
0 10 20 30 40
3.0
3.2
3.4
3.6
3.8
Iteration step
R
R
I
Fig. 6 The iterative process of the RRI
Table 3 System reliability index and failure probability of the portal frame by the SEMRM
Method Reliability index Failure probability
FOBM [2.654456, 3.091835] [9.946169 × 10
−4
, 3.971815 × 10
−3
]
SOBM [3.091835, 3.091851] [9.945633 × 10
−4
, 9.946169 × 10
−4
]
TOBM [3.091835, 3.091851] [9.945633 × 10
−4
, 9.946169 × 10
−4
]
ECCM 3.091851 9.945631 × 10
−4
are adjusted to the same level when the structural failure occurs, as demonstrated in Fig. 4. The RRI decreases
along with the iterations, as shown in Fig. 6, and converges to approximately 3.09 in about 20 steps of iterations.
Based on Eq. (32) and the reliability of the potential failure elements listed in Table 2, the systemreliability
index as well as the joint probability of failure of the frame system can be estimated by means of the FOBM,
the SOBM, the TOBM and the ECCM. The corresponding results are listed in Table 3. We observe that the
system reliability index predicted by the SEMRM is approximately 3.09.
In order to validate the precision and computational efficiency of the SEMRM, the traditional failure mode
approach (FMA) is employed to evaluate the system reliability of the frame. Eight significant failure modes of
the frame structure are identified according to the FMA as well as the limit state functions, reliability indices
and corresponding failure probabilities, as listed in Table 4. The system reliability index of the frame can
be obtained from the joint probability of the eight failure modes, which can be estimated by the FOBM, the
SOBM, the TOBM, the ECCM and the PNET. For comparison, the Monte Carlo simulation (MCS) technique
is also employed with 5million cycles. These systemreliability results are summarized in Table 5, which shows
Author's personal copy
118 L. F. Yang et al.
Table 4 Significant failure modes of the portal frame
Limit state function Reliability Failure probability
index
Z
1
= 4M
b
+ 2M
c
− 3000F
1
− 3000F
2
= 0 3.088169 1.006970 × 10
−3
Z
2
= 2M
b
+ 4M
c
− 3000F
1
− 3000F
2
= 0 3.572171 1.770171 × 10
−4
Z
3
= 2M
b
+ 2M
c
− 3000F
1
= 0 5.008424 2.743877 × 10
−7
Z
4
= M
b
+ 3M
c
− 3000F
1
= 0 5.375582 3.816785 × 10
−8
Z
5
= 4M
c
− 3000F
1
= 0 5.730992 4.992249 × 10
−9
Z
6
= 4M
b
− 3000F
2
= 0 7.202758 2.950332 × 10
−13
Z
7
= 3M
b
+ M
c
− 3000F
2
= 0 7.590942 1.587940 × 10
−14
Z
8
= 2M
b
+ 2M
c
− 3000F
2
= 0 7.962255 8.446594 × 10
−16
Table 5 System reliability index and failure probability of the portal frame by the FMA
Method Reliability index Failure probability
FOBM [3.039676, 3.088169] [1.006969 × 10
−3
, 1.184165 × 10
−3
]
SOBM [3.074761, 3.082958] [1.024771 × 10
−3
, 1.053355 × 10
−3
]
TOBM [3.077451, 3.077467] [1.043839 × 10
−3
, 1.043897 × 10
−3
]
ECCM 3.051625 1.138031 × 10
−3
PNET 3.088084 1.007259 × 10
−3
MCS 3.089402 1.002800 × 10
−3
L2
L
1
L
1
F1
F2
F3
2F3
1
2
3 4
5
6
7 8
x
y
o
Fig. 7 The geometry and load conditions of a one-bay two-story frame
that the system reliability indices rendered by the TOBM and the ECCM are somewhat lower than those by
the SEMRM, while the PNET and the MCS achieve results agreeing well with those by the SEMRM. As the
MCS can be regarded as a benchmark, the accuracy of the proposed SEMRM is demonstrated by this portal
frame example.
5.2 One-bay two-story frame
Example 2 considers a one-bay two-story frame exhibited in Fig. 7, loaded by four stochastic external loads with
amplitudes F
1
, F
2
, F
3
and 2F
3
; their mean values and coefficients of variation are tabulated in Table 6. The
elastic modulus E, story height L
1
and span length L
2
are all deterministic: E = 2.1×10
5
MPa, L
1
=3,000mm
and L
2
=4,800mm. The beam’s cross-sectional area, moment of inertia and plastic resistance are all random
variables and represented by A
b
, I
b
and M
b
, respectively. Similarly, the column’s cross-sectional area, moment
of inertia and plastic resistance are also randomvariables and represented by A
c
, I
c
and M
c
, respectively. Their
statistical characteristics are displayed in Table 6. The black dots in Fig. 7 denote the locations of potential
plastic hinges, and the numbers in the circles signify the serial numbers of elements.
In order to provide a benchmark to verify the computational effectiveness of the proposed SEMRM,
the traditional failure mode approach (FMA) is employed to estimate the system reliability of the frame.
Eight significant failure modes of the frame structure are identified according to the FMA. The limit state
Author's personal copy
System reliability analysis of spatial variance frames 119
Table 6 Statistical characteristics of random variables
Variable Mean value Coefficient Distribution
of variation type
A
b
1.2000 × 10
5
mm
2
0.10 Normal
A
c
1.2250 × 10
5
mm
2
0.10 Normal
I
b
1.6000 × 10
9
mm
4
0.10 Normal
I
c
1.2505 × 10
9
mm
4
0.10 Normal
M
b
3.6000 × 10
9
MPa 0.10 Normal
M
c
3.2156 × 10
9
MPa 0.10 Normal
F
1
1.6000 × 10
6
N 0.15 Normal
F
2
3.2000 × 10
6
N 0.15 Normal
F
3
1.3000 × 10
5
N 0.15 Normal
Table 7 Significant failure modes of the one-bay two-story frame
Limit state function Reliability Failure probability
index
Z
1
= 4M
b
− 0.5F
2
L
2
= 0 3.644054 1.341890 × 10
−4
Z
2
= 4M
c
+ 2M
b
− 0.5F
2
L
2
= 0 5.352326 4.341540 × 10
−8
Z
3
= 4M
c
+ 6M
b
− 0.5F
1
L
2
− 0.5F
2
L
2
− 4F
3
L
1
= 0 5.485902 2.056830 × 10
−8
Z
4
= 4M
c
+ 3M
b
− 0.5F
2
L
2
− 3F
3
L
1
= 0 5.497299 1.928260 × 10
−8
Z
5
= 6M
c
+ 2M
b
− 0.5F
2
L
2
− 3F
3
L
1
= 0 5.988532 1.058720 × 10
−9
Z
6
= 8M
c
+ 2M
b
− 0.5F
2
L
2
− 4F
3
L
1
= 0 6.665395 1.319770 × 10
−11
Z
7
= 4M
c
+ 4M
b
− 0.5F
1
L
2
− 4F
3
L
1
= 0 7.719356 5.845940 × 10
−15
Z
8
= 4M
c
− 3F
3
L
1
= 0 9.006916 1.059660 × 10
−19
Table 8 System reliability index and failure probability of the one-bay two-story frame by the FMA
Method System reliability index System failure probability
FOBM [3.643975, 3.644054] [1.341886 × 10
−4
, 1.342297 × 10
−4
]
SOBM [3.644005, 3.644025] [1.342038 × 10
−4
, 1.342140 × 10
−4
]
TOBM [3.643996, 3.644011] [1.342111 × 10
−4
, 1.342191 × 10
−4
]
ECCM 3.644089 1.341701 × 10
−4
PNET 3.643975 1.342297 × 10
−4
Table 9 Element reliability index with different adjustment factors
q Number Reliability Failure probability
index
0.5 7 3.644055 1.341880 × 10
−4
8 3.644041 1.341953 × 10
−4
1.5 7 3.644049 1.341911 × 10
−4
8 3.644050 1.341906 × 10
−4
2.5 7 3.644048 1.341917 × 10
−4
8 3.644051 1.341901 × 10
−4
function, reliability index and the corresponding probability of failure for each failure mode are summarized
in Table 7. Accordingly, the system reliability index of the frame and the probability of system failure can
be estimated by the FOBM, the SOBM, the TOBM, the ECCM and the PNET; these results are presented in
Table 8. It is observed that the system reliability index predicted by the traditional system reliability methods
is approximately 3.644.
It should be pointed out that the random parameters of the frame must be modeled as random variables in
the FMA. To facilitate the comparison of the system reliability results between the FMA and the SEMRM, the
assumption of random variables for all the random parameters remains effective here when adopting the SEM-
RM to evaluate the system reliability of the stochastic two-story frame structure example. The serial numbers
of potential failure elements and the probabilities of failure as well as the corresponding reliability indices are
presented in Table 9. Here, the adjustment factor q in Eq. (30) takes the values of 0.5, 1.5 and 2.5, respectively.
Author's personal copy
120 L. F. Yang et al.
0 5 10 15 20
2.5
4.5
6.5
8.5
Iteration step
E
l
e
m
e
n
t

r
e
l
i
a
b
i
l
i
t
y

i
n
d
e
x
element 1
element 2
element 3
element 4
element 5
element 6
element 7
element 8
Fig. 8 The iterative process of element reliability index
0 5 10 15 20
0.60
0.65
0.70
0.75
0.80
Iteration step
D
U
R
I
Fig. 9 The iterative process for the DURI
We observe that the potential failure elements are always element 7 and element 8 in three different numerical
cases; the respective reliability indices of the corresponding elements are approximately 3.644. It is clear that
the value of the adjustment factor q has little effect on the accuracy of the SEMRM.
In the process of numerical iterations for the SEMRM, the redistribution of element reliability indices of
the frame is simulated by adjusting the elastic modulus of each element, as illustrated in Fig. 8. Here, the
adjustment factor q takes the value of 2.0 without loss of generality. We observe that the initial reliability
indices of element 5 and element 6 are higher than those of other elements and continue decreasing during
subsequent iterations. By contrast, the initial reliability indices of element 7 and element 8 are less than those
of other elements and continue increasing during subsequent iterations though they remain significantly lower
than others during the entire process of iterations. Therefore, the system reliability of the two-story frame
is largely dependent upon the reliability level of element 7 and element 8; the collapse mechanism of frame
system features a local failure mode. In the process of iterations, the DURI gradually increases and converges
to approximately 0.746 in about 17 steps of iterations using q = 2.0; see Fig. 9. Moreover, the RRI decreases
during the iterations as exhibited in Fig. 10 and converges to approximately 5.994 in about 17 steps of iterations.
Based on Eq. (32) and the reliability of the potential failure elements listed in Table 9, the systemreliability
index as well as the joint probability of failure of the frame can be estimated by means of the FOBM, the
SOBM, the TOBM and the ECCM. The corresponding numerical results are rendered in Table 10, which
shows that the system reliability index produced by the SEMRM is approximately 3.644 in all three cases of
q = 0.5, q = 1.5, and q = 2.5. Comparison of the numerical results by the SEMRM in Table 10 with those by
the FMA in Table 8 demonstrates the accuracy and computational effectiveness of the proposed methodology.
In order to investigate the influence of the adjustment factor q on the numerical results by the SEMRM, the
system reliability index β
s
and corresponding iterative steps are estimated with q varying from 0.1 to 3.0. The
corresponding numerical results are summarized in Table 11. It is apparent that β
s
remains almost constant,
Author's personal copy
System reliability analysis of spatial variance frames 121
0 5 10 15 20
5.9
6.0
6.1
6.2
6.3
Iteration step
R
R
I
Fig. 10 The iterative process for the RRI
Table 10 System reliability index and failure probability of the one-bay two-story frame by the SEMRM
q Method System reliability index System failure probability
0.5 FOBM [3.461748, 3.644041] [1.341953 × 10
−4
, 2.683401 × 10
−4
]
SOBM [3.538277, 3.642846] [1.348199 × 10
−4
, 2.013736 × 10
−4
]
TOBM [3.642585, 3.642585] [1.349568 × 10
−4
, 1.349568 × 10
−4
]
ECCM 3.644089 1.341701 × 10
−4
1.5 FOBM [3.461748, 3.644049] [1.341912 × 10
−4
, 2.683401 × 10
−4
]
SOBM [3.537899, 3.642564] [1.349677 × 10
−4
, 2.016621 × 10
−4
]
TOBM [3.442242, 3.642242] [1.351368 × 10
−4
, 1.351368 × 10
−4
]
ECCM 3.644089 1.341701 × 10
−4
2.5 FOBM [3.461748, 3.644048] [1.341917 × 10
−4
, 2.683401 × 10
−4
]
SOBM [3.537937, 3.642565] [1.349676 × 10
−4
, 2.016334 × 10
−4
]
TOBM [3.442242, 3.642242] [1.351367 × 10
−4
, 1.351367 × 10
−4
]
ECCM 3.644089 1.341701 × 10
−4
while the number of iterative steps decreases as q varies from 0.1 to 3.0. Therefore, q has negligible effect
on the accuracy of the SEMRM, but much on its computational efficiency. The higher the adjustment factor
q is, the fewer the number of iterations is for the SEMRM. Furthermore, the numerical results converge in
13 iterative steps (or less) when q ≥ 2.5, thus demonstrating the computational efficiency of the proposed
SEMRM methodology.
5.3 Spatial variance of random field
As random parameters always vary with respect to time or space, they should be modeled as stochastic pro-
cesses or randomfields rather than randomvariables. In order to investigate the influence of spatial variances of
structural random parameters in Example 2 upon the system reliability, all cross-sectional areas and moments
of inertia listed in Table 6 are described as independent Gaussian random fields with wide-sense homogeneous
and isotropic properties. According to the principle of stochastic process, both the scale of fluctuation and
correlation structure of the random fields might affect the outcomes of stochastic analysis. Therefore, four
types of correlation structures of random fields are considered in the following:
1. The triangular correlation function (TCF) ρ
i j
(•) and its corresponding variance function γ
i j
(•) take the
form:
ρ
i j
(r) =
_
1 −
|r|
θ
i j
, |r| ≤ θ
i j
0, |r| > θ
i j
; γ
i j
(L
e
) =



1 −
L
e

i j
, L
e
≤ θ
i j
θ
i j
L
e
_
1 −
θ
i j
3L
e
_
, L
e
> θ
i j
(34)
in which θ
i j
represents the scale of fluctuation.
Author's personal copy
122 L. F. Yang et al.
Table 11 System reliability index with different adjustment factors
q β
s
Iterations
0.1 3.651855 274
0.2 3.644089 145
0.3 3.644089 101
0.4 3.644089 78
0.5 3.644089 64
0.6 3.644089 53
0.7 3.644089 46
0.8 3.644089 41
0.9 3.644089 37
1.0 3.644089 33
1.1 3.644089 30
1.2 3.644089 28
1.3 3.644089 25
1.4 3.644089 24
1.5 3.644089 22
1.6 3.644089 21
1.7 3.644089 20
1.8 3.644089 18
1.9 3.644089 17
2.0 3.644089 17
2.1 3.644089 16
2.2 3.644089 15
2.3 3.644089 14
2.4 3.644089 14
2.5 3.644089 13
2.6 3.644089 13
2.7 3.644089 12
2.8 3.644089 12
2.9 3.644089 12
3.0 3.644089 11
2. The exponential correlation function (ECF) and its corresponding variance function are:
ρ
i j
(r) = exp
_

2|r|
θ
i j
_
; γ
i j
(L
e
) =
θ
2
i j
2L
2
e
_
2L
e
θ
i j
− 1 + exp
_

2L
e
θ
i j
__
. (35)
3. The second-order autoregressive correlation function (SACF) and its corresponding variance function read:
ρ
i j
(r) =
_
1 +
4|r|
θ
i j
_
exp
_

4|r|
θ
i j
_
, (36a)
γ
i j
(L
e
) =
θ
i j
2L
e
_
2 + exp
_

4L
e
θ
i j
_


i j
4L
e
_
1 − exp
_

4L
e
θ
i j
___
. (36b)
4. The Gaussian correlation function (GCF) and its corresponding variance function are:
ρ
i j
(r) = exp
_

πr
2
θ
2
i j
_
; γ
i j
(L
e
) =
θ
2
i j
πL
2
e
_
πL
e
θ
i j
er f
_√
πL
e
θ
i j
_
+ exp
_

πL
2
e
θ
2
i j
_
− 1
_
, (37)
where erf(•) denotes error function and can be expressed as
erf(x) =
2

π
x
_
0
exp(−u
2
)du. (38)
For simplicity, we assume that all cross-sectional areas and moments of inertia have the same types of corre-
lation structure and the same scale of fluctuation θ. The results produced by the SEMRM corresponding to
above four types of correlation structures, including the TCF, ECF, SACF and GCF, are presented in Table 12,
Author's personal copy
System reliability analysis of spatial variance frames 123
Table 12 System reliability index via the scale of fluctuation and correlation structures
θ ( mm) System reliability index
TCF ECF GCF SACF
1,500 3.581844 3.592637 3.580751 3.584780
3,000 3.584596 3.595593 3.578759 3.585149
4,500 3.607544 3.605251 3.597614 3.598872
6,000 3.624785 3.614230 3.617531 3.613104
7,500 3.635650 3.622135 3.633223 3.625318
9,000 3.643291 3.628000 3.644891 3.635096
with θ varying from 1,500 to 9,000mm. It is apparent that the system reliability indices in accordance with
four different types of correlation structures agree very well with one another. That is, the system reliability
achieved by the SEMRMbased on the PSFEMand the LAMis essentially insensitive to the type of correlation
structure of the random field. Moreover, it can be readily seen that the system reliability index is smaller when
the structural parameters are modeled as random fields than that as random variables. Evidently, the system
reliability index increases along with the scale of fluctuation of the random fields and approaches gradually to
the value when the structural parameters are modeled as random variables. This implies that the assumption
of random variables for all random parameters of the frame structure overestimates the system reliability of
the frame and might lead to unsafe design of structures.
6 Conclusions
Based on the local averaging of random fields, perturbation stochastic finite element method and the elastic
modulus reduction method for limit analysis of structures, this paper presents the stochastic elastic modu-
lus reduction method (SEMRM) for system reliability analysis of spatial variance frame. Several numerical
examples demonstrate the computational effectiveness and accuracy of the proposed SEMRM methodology.
When the randomfield approach is employed to describe the randomparameters of the stochastic structure,
the system reliability index predicted by the SEMRM is smaller than that when the random variable approach
is utilized. The system reliability index increases along with the scale of fluctuation of the random fields and
approaches gradually to the value when the random variable model is used.
Comparing the SEMRM with the FMA and other traditional system reliability approaches, the proposed
methodology manifests considerable advantages as it does not require the identification of significant failure
modes. Moreover, the estimation of joint probability of failure elements in the SEMRM is much simpler than
the estimation of joint probability of failure modes in the traditional system reliability methods. Therefore,
the SEMRM is superior in computational efficiency and simplicity in comparison with the existing system
reliability methods.
Acknowledgments This research was supported by the National Natural Science Foundation of China (50768001), the China
Scholarship Council Postgraduate Scholarship Program (2008666001) and the Guangxi Natural Science Foundation (0991020Z,
0992028-7).
References
1. Chen, J.B., Li, J.: Development process of nonlinearity based reliability evaluation of structures. Probab. Eng.
Mech. 22(3), 267–275 (2007)
2. Moses, F.: System reliability developments in structural engineering. Struct. Saf. 1(1), 3–13 (1982)
3. Thoft-Christensen, P.: Consequence modified β-unzipping of plastic structures. Struct. Saf. 7(2–4), 191–198 (1990)
4. Melchers, R.E., Tang, L.K.: Dominant failure modes in stochastic structural systems. Struct. Saf. 2(2), 127–143 (1984)
5. Corotis, R.B., Nafday, A.M.: Application of mathematical programming to system reliability. Struct. Saf. 7(2–4),
149–154 (1990)
6. Yuan, X.X., Pandey, M.D.: Analysis of approximations for multinormal integration in systemreliability computation. Struct.
Saf. 28(4), 361–377 (2006)
7. Nadarajah, S.: On the approximations for multinormal integration. Comput. Ind. Eng. 54(3), 705–708 (2008)
8. Thoft-Christensen, P., Dalsgård Sørensen, J.: Reliability of structural systems with correlated elements. Appl. Math.
Model 6(3), 171–178 (1982)
9. Zhang, Y.C.: High order reliability bounds for series systems and application to structural systems. Comput.
Struct. 46(2), 381–386 (1993)
Author's personal copy
124 L. F. Yang et al.
10. Greig, G.L.: An assessment of high-order bounds for structural reliability. Struct. Saf. 11(3–4), 213–225 (1992)
11. Stefanou, G.: The stochastic finite element method: past, present and future. Comput. Method. Appl. M. 198(9–12),
1031–1051 (2009)
12. Spanos, P.D., Ghanem, R.: Stochastic finite element expansion for random media. J. Eng. Mech. ASCE 115(5),
1035–1053 (1989)
13. Vanmarcke, E., Shinozuka, M., Nakagiri, S.: Random fields and stochastic finite elements. Struct. Saf. 3, 143–166 (1986)
14. Knabe, W., Przewlócki, J., Rózynski, G.: Spatial averages for linear elements for two-parameter random field. Probab. Eng.
Mech. 13(3), 147–167 (1998)
15. Yang, L.F., Li, Q.S., Leung, A.Y.T., Zhao, Y.L., Li, Q.G.: Fuzzy variational principle and its applications. Eur. J. Mech. A
Solid 21, 999–1018 (2002)
16. Yang, L.F., Leung, A.Y.T., Yan, L.B., Wong, C.W.Y.: Stochastic spline Ritz method based on stochastic variational princi-
ple. Eng. Struct. 27, 455–462 (2005)
17. Hamilton, R., Boyle, J.T.: Simplified lower bound limit analysis of transversely loaded thin plates using generalised yield
criteria. Thin Wall. Struct. 40(6), 503–522 (2002)
18. Adibi-Asl, R., Fanous, I.F.Z., Seshadri, R.: Elastic modulus adjustment procedures—improved convergence schemes. Int.
J. Pres. Ves. Pip. 83(2), 154–160 (2006)
19. Chen, L.J., Liu, Y.H., Yang, P., Cen, Z.Z.: Limit analysis of structures containing flaws based on a modified elastic compen-
sation method. Eur. J. Mech. A Solid 27(2), 195–209 (2008)
20. Yang, L.F., Yu, B., Qiao, Y.P.: Elastic modulus reduction method for limit load evaluation of frame structures. Acta Mech.
Solida Sin. 22(2), 109–115 (2009)
21. Yu, B., Yang, L.F.: Elastic modulus reduction method for limit analysis of thin plate and shell structures. Thin Wall.
Struct. 48, 291–298 (2010)
22. Yu, B., Yang, L.F.: Elastic modulus reduction method for limit analysis considering initial constant and proportional
loadings. Finite Elem. Anal. Des. 46(12), 1086–1092 (2010)
23. Ju, J.W.: On energy-based coupled elastoplastic damage theories: constitutive modeling and computational aspects. Int.
J. Solids Struct. 25(7), 803–833 (1989)
24. Ju, J.W.: Isotropic and anisotropic damage variables in continuum damage mechanics. J. Eng. Mech., ASCE 116(12),
2764–2770 (1990)
25. Ju, J.W., Lee, H.K.: A micromechanical damage model for effective elastoplastic behavior of partially debonded ductile
matrix composites. Int. J. Solids Struct. 38(36–37), 6307–6332 (2001)
26. Ju, J.W., Ko, Y.F., Ruan, H.N.: Effective elastoplastic damage mechanics for fiber reinforced composites with evolutionary
partial fiber debonding. Int. J. Damage Mech. 17(6), 493–537 (2008)
27. Yang, L.F., Yu, B., Mo, Y.C.: Structural systemreliability analysis based on the elastic modulus reduction method. J. Guangxi
Univ. 33(3), 350–353 (2008) (in Chinese)
28. Cornell, C.A.: Bounds on the reliability of structural systems. J. Struct. Div., ASCE 93(1), 171–200 (1967)
29. Ditlevsen, O.: Narrow reliability bounds for structural systems. J. Struct. Mech. 7(4), 453–472 (1979)
30. Feng, Y.: A method for computing structural system reliability with high accuracy. Comput. Struct. 33(1), 1–5 (1989)
31. Ang, A.H.S., Ma, H.F.: On the reliability analysis of framed structures. In: Proceedings of 4th ASCE Speciality Conference
on Probabilistic Mechanics and Structural Reliability, Tucson, pp. 106–111 (1979)
Author's personal copy

You may further deposit the accepted author’s version on a funder’s repository at a funder’s request.Your article is protected by copyright and all rights are held exclusively by SpringerVerlag. 1 23 . If you wish to self-archive your work. provided it is not made publicly available until 12 months after publication. please use the accepted author’s version for posting to your own website or your institution’s repository. This e-offprint is for personal use only and shall not be self-archived in electronic repositories.

W. Compared with the failure mode approaches in traditional system reliability analysis. However. University of California. The influences of the correlation structure and scale of fluctuation of the random field upon system reliability are investigated to demonstrate the accuracy and computational efficiency of the proposed methodology in system reliability analysis of spatial variance frames. to properly handle the correlation structures and scale of fluctuation of random fields. It is very difficult to enumerate all collapse modes of a statically indeterminate structure that has many possible modes or paths to cause failure. the system reliability analysis of the spatial variance structure presents two major difficulties [1]. China E-mail: lfyang@gxu. USA E-mail: juj@ucla. 109–124 (2012) DOI 10. the other is the estimation of joint failure probability contributed from the significant failure modes. among these possible failure modes or paths.edu J. Ju (B) Department of Civil and Environmental Engineering. Woody Ju System reliability analysis of spatial variance frames based on random field and stochastic elastic modulus reduction method Received: 5 April 2011 / Published online: 4 October 2011 © Springer-Verlag 2011 Abstract This paper presents the stochastic elastic modulus reduction method for system reliability analysis of spatial variance frames based on the perturbation stochastic finite element method (PSFEM) and the local average of a random field.edu. One is the identification of significant failure modes of a redundant structure.: +86-771-3236827 J. 1 Introduction It has long been recognized that a fully satisfactory estimation of the reliability of a structure must be based on a system approach. such as the incremental L. L. W. A strategy of elastic modulus adjustment for the estimation of system reliability is developed to determine the range and magnitude of elastic modulus reduction. namely the identification of significant failure modes and estimation of the joint probability of failure modes. by taking the element reliability index as a governing parameter. Ju Chang-Jiang Scholar Chair Professor. F. CA 90095. Yang supported by the Guangxi Lab Center of Science and Technology (LGZX201002). many methods have been developed. Los Angeles. the proposed method avoids two major difficulties. F. only some contribute considerably to the structural system failure probability while others have low probability of occurrence. Guangxi University.1007/s00707-011-0546-3 Lu Feng Yang · Bo Yu · J. The collapse mechanism and system reliability index of a stochastic framed structure are determined through iterative computations of the PSFEM. Yu Key Laboratory of Disaster Prevention and Structural Safety of Ministry of Education. Nanning 530004. The stochastic responses and reliability index of each element of a structural frame are characterized by the PSFEM and the first-order second-moment method. Guangxi University.cn Tel. To identify these probabilistically dominant failure modes or paths. Nanning. Yang (B) · B. China . However.Author's personal copy Acta Mech 223. School of Civil Engineering and Architecture.

[26]. For example. the proposed methodology avoids the difficulties in the identification of significant failure modes and the evaluation of joint probability of failure of those significant failure modes. . for a given outcome θ0 . In the EMRM. Therefore. the element bearing ratio (EBR) and its degree of uniformity are defined to describe the loading state of each element as well as the redistribution of internal forces in a structure. In particular. θ )} along the straight component.10]. geometry and load can be modeled as a multicomponent random field with two dimensions along the planar straight bar component. the second-order perturbation technique and stochastic variational principle-based perturbation stochastic finite element method (PSFEM) [15. {X (x0 . numerous sets of statically admissible stress distributions can be generated.14]. as illustrated in Fig. the system reliability analysis has not been widely used in the safety evaluation of complex engineering structures. as there still remain many pending problems to be solved. θ )} is the random vector containing M random variables. σX M T . The values of the mean and variance of {X (x. σ X i and σ X i denote the mean. σX2 . nearly all failure mode approaches in existing system reliability analysis describe the structural parameters and external loads as random variables.Author's personal copy 110 L. 2 The local average method for discretization of a random field Let us start by considering a continuous wide-sense homogeneous isotropic random field {X (x. x denotes the coordinate vector. A strategy of elastic modulus reduction is developed for stochastic structures by defining the degree of uniformity of reliability index (DURI) as well as the reference reliability index (RRI). On the other hand. . key random quantities are modeled as random fields which are discretized by the local average method (LAM). Yang et al. A frame component forms an angle of φ with the x-axis. Several numerical examples are presented to demonstrate the accuracy and computational efficiency of the proposed framework. Compared with traditional failure mode approaches in existing system reliability analysis. The plastic limit analysis approach is one of the important bases for structural system reliability analysis. F. X M T . In this paper. such that the stochastic elastic modulus reduction method (SEMRM) is deployed for the estimation of system reliability of spatial variance structures through iterative analysis. X 2. . thus introducing additional modeling errors. .16] combined with the LAM provide a powerful tool for stochastic analysis and reliability evaluation of stochastic structures with small variations. The random parameters concerning the material. the evaluation of joint failure probability is often intractable even if the potential failure modes can be identified. the elastic modulus reduction method (EMRM) for limit analysis and safety evaluation of complex structures was developed in recent years [20–22].7] and several approximate methods. the truncated enumeration method [4]. Conversely. . the PSFEM is employed to compute stochastic responses while the element reliability index of the frame structures is produced by the first-order second-moment (FOSM) method. 1. . Ju and Lee [25] as well as Ju et al. . where θ is the outcome of the random parameter. Here. According to the relationship between the polar coordinate r and the Cartesian coordinates x and y. the mathematical programming technique together with the Monte Carlo simulation [5]. 2 2 2 2 σX = σX1 . θ )} with multiple components. standard deviation and variance of the ith component of the random field {X (x. This method was applied to stochastic structures for system reliability analysis of frame structures while random quantities are still described as random variables [27]. the random field {X (x. Over the past three decades. The numerical integration methods [6. several methods for the discretization of a random field have been developed [11–13]. θ )}. (1) 2 ¯ where X i . To date. In recent years. Among these. such as the point estimation methods [8] and various bounding techniques [9. ignoring the spatial variances of these parameters. . θ )} are specified as ¯ ¯ ¯ ¯ X = X 1. which is easy to implement and insensitive to the types of correlation structures. {X (x. the local average method (LAM). etc. a random field should be employed to model and describe random quantities embedded in the stochastic structures. θ0 )} represents a realization of the random field. . load approach [2]. θ )} can be denoted as {X (r. has been widely adopted in various stochastic structural analyses [13. the beta-unzipping method [3]. the plastic limit analysis method based on various elastic modulus adjustment procedures has made considerable advance [17–22].24]. have been developed in the last three decades. Typically. On the basis of linear elastic finite element analysis. We also refer to the elastic-damage stiffness reduction mechanisms and damage mechanics developed by Ju [23. There are M components in total. For a given spatial point x0 .

2. over the element e.Author's personal copy System reliability analysis of spatial variance frames 111 y Le r φ y=x tan φ x r o x=y/ tan φ Fig. the β covariance of X iα and X j can be defined as follows [14]: Cov X iα . . . (9) . θ ). . θ ) dr . (4) (5) where γii (L e ) represents the variance function of X i (r. θ ) over two arbitrarily situated planar linear elements α and β. (6) here. X i (r. θ ) and X j (r. (2) where X ie denotes the local average of the ith component of {X (r. β For random variables X iα and X j achieved by local averaging of the i th and j th components X i (r. X e = σ X i σ X j γi j (L e ). θ ) which can be defined as [14] γii (L e ) = 2 Le Le 1− r Le ρii (r )dr . (8) where ρi j (r ) represents the correlation function between X i (r. X j β = σXi σX j Lα Lβ Lα Lβ ρi j (r )dl ds. 2. . . as exhibited in Fig. the covariance of the j two variables is [14] Cov X ie . 1 A planar element of a frame structure We assume that the random field is discretized into N elements. e = 1. θ )}. . M. θ ) and X j (r. . . θ ). j where γi j (L e ) is the variance function of X i (r. 2. . θ )} over the element e with the length L e yields a set of random variables: e e {X }e = X 1 . For random variables X ie and X e evaluated by local averaging over the element e. N . (3) The mean and variance of the local average X ie are: ¯ E X ie = X i . respectively. i = 1. . θ ). . . X e M T . Var X ie = E ¯ X ie − X i 2 2 = γii (L e ) σ X i . θ ): γi j (L e ) = 2 Le Le (7) 1− r Le ρi j (r )dr. X 2 . which can be defined as: X ie = 1 Le Le X i (r. θ ) and X j (r. ρii (r ) is the autocorrelation function of X i (r. the local average of {X (r.

dl = dxβ /cos β0 . If the elements α and β are not parallel to the y-axis. r represents the distance from point A with the coordinates (xα . L α and L β are the lengths of elements α and β. one has yα = y pα + xα − x pα tan α0 . yβ located in the element β. X j β = ρi j (r ) dxβ dxα . y pβ and xkβ . (17) . we arrive at ds = dxα /cos α 0 . F. Yang et al. if the element α is parallel to the y-axis. the coordinates x pα . (9) leads to Cov X iα . respectively. 2 (16) The covariance of X iα and X j then takes the form Cov X iα . (13) If both the elements α and β are parallel to the y-axis. yα ) located in the element α to point B with the coordinates xβ . tan β0 = . but the element β is not.Author's personal copy 112 L. x pβ . ykα ). X j β = σXi σX j L α L β cos β0 Lα Lβ ρi j (r ) dxβ dyα . (15) Further. 2 (12) Substitution of Eq. The distance r between points A and B is r= xβ − x pβ tan β0 − xα − x pα tan α0 + y pβ − y pα σXi σX j L α L β cos α0 cos β0 Lα Lβ 2 (11) + xβ − xα . 2 (14) = σXi σX j Lα Lβ Lα Lβ ρi j (r )dyβ dyα . Accordingly. 2 Two arbitrarily situated planar elements α and β Here. the covariance of X iα and X j gives Cov X iα . (xkα . ykβ denote the ends of the elements α and β. y yk β B β β0 l Lβ yp β yk α yp α s A Lα α r α0 o xk α x pα xpβ xk β x Fig. (10a) Here. one expresses the distance r as r= β y pβ + xβ − x pβ tan β0 − yα 2 + xβ − x pβ . where tan α0 = ykα − y pα ykβ − y pβ . X j β β yβ − yα 2 + x pβ − x pα . (12) into Eq. y pα . xkα − x pα xkβ − x pβ (10b) yβ = y pβ + xβ − x pβ tan β0 . the distance r between points A and B is r= Then.

as displayed in Eq. 2. .and second-order expanded expressions. . Moreover. ¯ K {a}II = {P}II . X j β = σXi σX j L α L β cos α0 Lα Lβ ρi j (r ) dyβ dxα . 2 (18) Accordingly. According to the stochastic variational principle [16]. X 2 . 3 The stochastic finite element method The functional of potential energy of a linear structural system of continuum reads [15]: = 1 2 V {ε}T [D]{ε}dV − Sσ {u}T {F}dS. . the covariance of X iα and X j reads Cov X iα . (22b) ij = 1 2 V ¯ {¯ }T [D]i j {¯ } + 2{ε}iT D {ε} j + 2{¯ }T [D]i {ε} j + 2{¯ }T [D] j {ε}i ε ε ε ε dV − Sσ ¯ + 2{¯ }T D {ε}i j ε ¯ {u}T {F}i j + {u}iTj F + {u}iT {F} j + {u}T {F}i ¯ j dS. (20) where n = M · N denotes the number of random variables resulting from discretization of the random fields. (¯ ) signifies the value of (•) evaluated at the mean of the random field. {u} is the displacement vector. In addition. . (19) All the random variables X ie (e = 1. j = 1. 2. of the functional of potential energy: ¯ = 1 2 V i ¯ ε {¯ }T D {¯ }dV − ε Sσ T ¯ {u}T F dS. is necessary and sufficient to derive all governing equations of the perturbation stochastic finite element method (PSFEM): ¯ ¯ ¯ K {a} = { P}. and V denotes the domain of interest. S signifies the boundary of the domain V . that is i j herein. Based on the second-order perturbation techniques [15]. X n T . M). . evaluated at the mean of the random field. evaluated at the mean of the random field. (•)i j signifies the second-order partial derivatives of (•) with respect to X i and X j . if the element β is parallel to the y-axis. the distance r becomes r= yβ − y pα + xα − x pα tan α0 β 2 + x pβ − xα . can be assembled into a vector: {X } = X 1 . respectively. . • (•)i denotes the first-order partial derivatives of (•) with respect to the ith component of the random field X i . i = 1. ¯ ¯ K {a}i = {P}i − [K ]i {a}. (21) where {ε} is the strain vector. one can obtain the zeroth-.Author's personal copy System reliability analysis of spatial variance frames 113 Similarly. . . only the highest order expansion of the functional. (22c) where i. ¯ ¯ {u}T {F}i − {u}iT F ¯ Sσ (22a) 1 = 2 V ¯ {¯ } [D]i {¯ } + 2{¯ }T D {ε}i dV − ε ε ε dS. which can be simply divided into two parts: the traction boundary Sσ and the prescribed displacement boundary Su . . {F} denotes the boundary traction vector. [D] is the elasticity matrix. (2). (23) . n. 2. . N . first. . . . . while the element α is not. . .

Yang et al. {a}i and {a}II are obtained from Eqs. which can be evaluated according to the material and geometric parameters of the element i. minimum and the average of the element’s reliability indices in the kth iteration. nodal displacement vector and the equivalent nodal force vector. the distribution of internal forces keeps changing such that the redistribution of internal forces often occurs in the process from damage to failure for a ductile structural system. it is not necessarily true that only the element with the lowest reliability index would fail at each stage during the failure process for a stochastic structural system. (25) i=1 j=1 T Var {P}e = i=1 j=1 Cov X i . where {a}II = {P}II = 1 2 1 2 n n {a}i j Cov X i . respectively. In each iterative step. However. X j ). the mean ¯ and variance of the internal force vector {P}e of the element e can be expressed as: E {P} e ¯ = K n e {a} ¯ n e + {a}e II ¯ − Pd e − {P}e II e 1 + 2 n n e {P}i j Cov(X i . i=1 j=1 (24b) Here. the elastic moduli of elements with reliability index lower than the reference value will be reduced in order to simulate the structural damage and the redistribution of internal forces in a stochastic structural system through an iterative analysis. 4 The SEMRM for system reliability analysis In this section. Here. βk . Moreover. ¯ (26) e ¯ e where Pd and {Pd }i are the equivalent nodal force vector and its first-order partial derivatives with respect ¯ to X i . 0 The reference reliability index (RRI). (28) where dk signifies the degree of uniformity of reliability index (DURI) in the kth iteration: dk = min ¯ βk + βk ¯ βk + β max k (29) max min ¯ in which βk .27]. the stochastic elastic modulus reduction method (SEMRM) is adopted for system reliability evaluation of structural frames. X j ¯ K {a}e + [K ]e {a}e − {Pd }e j j ¯ j ¯ K e e e e {a}i + [K ]i {a}e − {Pd }i . respectively. F. [K ]. According to probabilistic structural analysis [1. for the elastic modulus reduction in the kth iteration can be defined as 0 min max min β k = β k + βk − βk · dk . Once the nodal displacement vectors {a}. Consequently.3. X j . and one or more of those elements would fail. μ Ri and σ Ri are the mean and variance of resistance of the element i.Author's personal copy 114 L. it is inevitable that the elements with reliability indices lower than a certain threshold will be damaged. evaluated at the mean { X }. X j . . {a} and {P} denote the structural stiffness matrix. βk and βk denote the maximum. i=1 j=1 n n (24a) ¯ {P}i j − 2[K ]i {a} j − [K ]i j {a} Cov X i . (27) 2 where μ Si and σ Si are the mean and variance of load effects of the element i achieved by the PSFEM and the 2 LAM. the reliability index of each element can be approximately estimated by the first-order second-moment (FOSM) method as follows: βi = μ Ri − μ Si 2 2 σ Ri + σ Si . (23) and (24).

including the first-order bounding method (FOBM) [28].0]. The plastic resistances of elements are described as random variables and denoted by Mb and Mc . 2. In what follows. respectively.6. dk (31) where ε represents the prescribed admissible error. Since the potential failure element is limited to the elements with reliability indices lower than the RRI. then. (33) where −1 (•) is the inverse standard normal cumulative distribution function. in which the adjustment factor q takes the value of 0. it indicates that the entire structural system is at the plastic limit state and may fail as soon as a single element fails. as demonstrated later in our numerical examples. respectively. the probability of failure of the structural system can be defined as: P f s = P U1 ∪ U2 ∪ · · · ∪ U M1 . The black dots denote the locations of potential plastic hinges. the third-order bounding method (TOBM) [30]. (32) where Ui (i = 1. with the elastic modulus of 2. 3. where M1 denotes the numbers of the potential failure elements.0 × 10−6 for this ε value. The proposed SEMRM is employed to calculate the system reliability of the stochastic frame structures. respectively.1. Further. The serial numbers of the potential failure elements and their probabilities of failure as well as the element reliability indices are listed in Table 2. . the redistribution of reliability indices is simulated by adjusting the elastic modulus of each element. M1 ) defines the event that the element i would fail. Therefore. the equivalent correlation coefficient method (ECCM) [8] and the probabilistic network evaluation technique (PNET) [31]. and the numbers in the circles signify the serial numbers of elements. If the criterion for numerical convergence described in Eq. (33) accordingly. 3. 4. the failure interaction of the frame with n elements can be modeled by a series system with M1 elements. k ≥ 2. as exhibited in Fig. Many methods were developed for estimating the joint probability of failure in Eq. By contrast. (32). The statistical characteristics of all the random variables are listed in Table 1.Author's personal copy System reliability analysis of spatial variance frames 115 The elastic modulus of the element with reliability index lower than the RRI should be reduced in the kth iteration according to the following expression: ⎧ e q ⎨ e βk e 0 for βk < βk Ek β 0 e E k+1 = (30) k ⎩ e e 0 Ek for βk ≥ βk e e e where βk denotes the reliability index of the element e in the kth iteration. . . the system reliability index can be derived by Eq. Each one of these methods can be employed to characterize the joint probability of failure of the structural frame. the initial reliability indices of element 3 and element 4 are lower than those of the . E k and E k+1 signify the elastic moduli of the element e in the kth and the next iteration. In the process of the iterative computation of the SEMRM. 5 Numerical examples 5.0 × 105 MPa and carrying the stochastic external loads F1 and F2 . the second-order bounding method (SOBM) [29]. (31) is satisfied after N f iterations. . q represents the adjustment factor for the reduction of elastic modulus and may take an arbitrary value in the closed interval [0.1 Portal frame The geometry and loading conditions of a portal frame are illustrated in Fig. we adopt 1. The system reliability index can now be derived from P f s as follows: βS = − −1 (P f s ). The iterative procedure will stop when dk meets the following criterion for convergence: |dk − dk−1 | ≤ ε. It is apparent that the initial reliability indices of element 1 and element 2 are higher than those of the others and keep decreasing during the iterations. The crosssectional area and moment of inertia of beam and column elements are modeled as random variables and represented by A and I .

4 The iterative process of element reliability index others but keep increasing during the iterations.091984 3. it implies that the collapse mechanism of the frame is an integral failure mode. Yang et al. F.945633 × 10−4 9.10 Distribution type Normal Normal Normal Normal Normal Normal Table 2 Reliability index and failure probability of potential failure element Element 1 2 3 4 7 Reliability index 3.941178 × 10−4 9.944260 × 10−4 6 Element reliability index 5 element 1 element 2 element 3 element 4 4 3 2 1 0 10 20 30 40 Iteration step Fig.3664 × 109 MPa 3.5000 × 106 N Coefficient of variation 0.05 0.0 in about 20 steps of iterations.05 0.091835 3. this behavior shows that the system reliability of the frame depends on the reliability level of all elements. Moreover.3000 × 106 N 2.2781 × 109 mm4 3.05 0. the DURI increases gradually as displayed in Fig.091851 3.946169 × 10−4 9.3500 × 105 mm2 2. This implies that the reliability indices of all elements in the frame .Author's personal copy 116 L. 5 and converges to approximately 1. In the process of iterations. 3 The geometry and loading conditions of a portal frame Table 1 Statistical characteristics of random variables Variable A I Mb Mc F1 F2 Mean value 1.7969 × 109 MPa 4. The reliability indices of all elements are adjusted to the same level in about 20 steps of iterations.10 0.05 0. F2 F1 3000mm 2 1 y o x 3000mm 3 4 3000mm Fig.091892 Failure probability 9.

091851 Failure probability [9.946169 × 10−4 ] [9. as demonstrated in Fig. as shown in Fig.45 0 10 20 30 40 Iteration step Fig. 6.945631 × 10−4 are adjusted to the same level when the structural failure occurs. 9. 9. Based on Eq.0 0 10 20 30 40 Iteration step Fig. the traditional failure mode approach (FMA) is employed to evaluate the system reliability of the frame. the Monte Carlo simulation (MCS) technique is also employed with 5 million cycles. the SOBM. 4. 3.971815 × 10−3 ] [9.4 3.65 0. reliability indices and corresponding failure probabilities. the ECCM and the PNET. as listed in Table 4. The RRI decreases along with the iterations.091835.09 in about 20 steps of iterations.945633 × 10−4 . We observe that the system reliability index predicted by the SEMRM is approximately 3.946169 × 10−4 ] 9.Author's personal copy System reliability analysis of spatial variance frames 117 1. the system reliability index as well as the joint probability of failure of the frame system can be estimated by means of the FOBM.8 3.945633 × 10−4 . The corresponding results are listed in Table 3.09.946169 × 10−4 .85 DURI 0.05 0. For comparison. Eight significant failure modes of the frame structure are identified according to the FMA as well as the limit state functions. In order to validate the precision and computational efficiency of the SEMRM. the TOBM and the ECCM.091835] [3.2 3. 3. the SOBM.091835.6 RRI 3.654456. (32) and the reliability of the potential failure elements listed in Table 2. These system reliability results are summarized in Table 5. 5 The iterative process of the DURI 3. the TOBM. The system reliability index of the frame can be obtained from the joint probability of the eight failure modes. 3. and converges to approximately 3. which can be estimated by the FOBM.091851] 3. 3. which shows .091851] [3. 6 The iterative process of the RRI Table 3 System reliability index and failure probability of the portal frame by the SEMRM Method FOBM SOBM TOBM ECCM Reliability index [2.

039676.006970 × 10−3 1. Yang et al.184165 × 10−3 ] [1.587940 × 10−14 8. the column’s cross-sectional area.043839 × 10−3 .008424 5. 7 denote the locations of potential plastic hinges.816785 × 10−8 4. their mean values and coefficients of variation are tabulated in Table 6.2 One-bay two-story frame Example 2 considers a one-bay two-story frame exhibited in Fig. moment of inertia and plastic resistance are all random variables and represented by Ab . Similarly.000 mm and L 2 = 4.1×105 MPa. 1. Ic and Mc . The elastic modulus E.138031 × 10−3 1. F2 . 7.007259 × 10−3 1. respectively. Eight significant failure modes of the frame structure are identified according to the FMA.043897 × 10−3 ] 1. respectively.006969 × 10−3 . L 1 = 3. Table 4 Significant failure modes of the portal frame Limit state function Z1 Z2 Z3 Z4 Z5 Z6 Z7 Z8 = 4Mb + 2Mc − 3000F1 − 3000F2 = 0 = 2Mb + 4Mc − 3000F1 − 3000F2 = 0 = 2Mb + 2Mc − 3000F1 = 0 = Mb + 3Mc − 3000F1 = 0 = 4Mc − 3000F1 = 0 = 4Mb − 3000F2 = 0 = 3Mb + Mc − 3000F2 = 0 = 2Mb + 2Mc − 3000F2 = 0 Reliability index 3.002800 × 10−3 L1 F2 5 2F 3 7 8 6 L1 x y o 1 L2 Fig. Ib and Mb .051625 3.077467] 3. 3. The beam’s cross-sectional area.088169] [3. The black dots in Fig. 5.743877 × 10−7 3.024771 × 10−3 .730992 7. The limit state .572171 5.Author's personal copy 118 L. F. In order to provide a benchmark to verify the computational effectiveness of the proposed SEMRM.950332 × 10−13 1.590942 7. story height L 1 and span length L 2 are all deterministic: E = 2. F3 and 2F3 . while the PNET and the MCS achieve results agreeing well with those by the SEMRM. As the MCS can be regarded as a benchmark.077451.089402 F1 F3 3 4 2 Failure probability [1. moment of inertia and plastic resistance are also random variables and represented by Ac .088084 3.082958] [3. Their statistical characteristics are displayed in Table 6. the traditional failure mode approach (FMA) is employed to estimate the system reliability of the frame. 1.053355 × 10−3 ] [1. 3. the accuracy of the proposed SEMRM is demonstrated by this portal frame example.088169 3. and the numbers in the circles signify the serial numbers of elements.202758 7. 1.446594 × 10−16 Table 5 System reliability index and failure probability of the portal frame by the FMA Method FOBM SOBM TOBM ECCM PNET MCS Reliability index [3.992249 × 10−9 2.962255 Failure probability 1. 3. loaded by four stochastic external loads with amplitudes F1 .800 mm.770171 × 10−4 2.375582 5. 7 The geometry and load conditions of a one-bay two-story frame that the system reliability indices rendered by the TOBM and the ECCM are somewhat lower than those by the SEMRM.074761.

644048 3.15 0.644049 3.341911 × 10−4 1.341880 × 10−4 1. the ECCM and the PNET.341906 × 10−4 1. 3.352326 5. It should be pointed out that the random parameters of the frame must be modeled as random variables in the FMA.6000 × 109 mm4 1.2250 × 105 mm2 1.5F2 L 2 − 3F3 L 1 = 0 = 6Mc + 2Mb − 0.6000 × 106 N 3. To facilitate the comparison of the system reliability results between the FMA and the SEMRM. . It is observed that the system reliability index predicted by the traditional system reliability methods is approximately 3.5 Number 7 8 7 8 7 8 Reliability index 3. the adjustment factor q in Eq.644041 3.485902 5.644051 Failure probability 1.10 0.5F2 L 2 − 4F3 L 1 = 0 = 4Mc + 3Mb − 0. 3. 1.341886 × 10−4 .5F2 L 2 = 0 = 4Mc + 6Mb − 0.5F1 L 2 − 4F3 L 1 = 0 = 4Mc − 3F3 L 1 = 0 Reliability index 3.058720 × 10−9 1.342191 × 10−4 ] 1.5 1.056830 × 10−8 1. The serial numbers of potential failure elements and the probabilities of failure as well as the corresponding reliability indices are presented in Table 9.5F2 L 2 = 0 = 4Mc + 2Mb − 0.644.5F1 L 2 − 0. the system reliability index of the frame and the probability of system failure can be estimated by the FOBM. the TOBM.5F2 L 2 − 4F3 L 1 = 0 = 4Mc + 4Mb − 0.342038 × 10−4 .342140 × 10−4 ] [1.497299 5. these results are presented in Table 8.644050 3.643975 System failure probability [1.5. reliability index and the corresponding probability of failure for each failure mode are summarized in Table 7.5 2.644089 3.006916 Failure probability 1.342111 × 10−4 .644025] [3.2000 × 106 N 1.719356 9.644011] 3.341917 × 10−4 1.319770 × 10−11 5. 1.988532 6.644005.10 0.15 Distribution type Normal Normal Normal Normal Normal Normal Normal Normal Normal Table 7 Significant failure modes of the one-bay two-story frame Limit state function Z1 Z2 Z3 Z4 Z5 Z6 Z7 Z8 = 4Mb − 0.644055 3. Here.10 0.341953 × 10−4 1.10 0.644054 5.644054] [3.059660 × 10−19 Table 8 System reliability index and failure probability of the one-bay two-story frame by the FMA Method FOBM SOBM TOBM ECCM PNET System reliability index [3.2156 × 109 MPa 1.3000 × 105 N Coefficient of variation 0. 3.928260 × 10−8 1.15 0.342297 × 10−4 Table 9 Element reliability index with different adjustment factors q 0.665395 7. 1.5 and 2.845940 × 10−15 1. the assumption of random variables for all the random parameters remains effective here when adopting the SEMRM to evaluate the system reliability of the stochastic two-story frame structure example.6000 × 109 MPa 3.643996.341901 × 10−4 function.10 0.341890 × 10−4 4. respectively.2505 × 109 mm4 3.10 0.5F2 L 2 − 3F3 L 1 = 0 = 8Mc + 2Mb − 0. 1. Accordingly.2000 × 105 mm2 1. the SOBM.341701 × 10−4 1. (30) takes the values of 0.341540 × 10−8 2.5.342297 × 10−4 ] [1.Author's personal copy System reliability analysis of spatial variance frames 119 Table 6 Statistical characteristics of random variables Variable Ab Ac Ib Ic Mb Mc F1 F2 F3 Mean value 1.643975.

Based on Eq. 8. as illustrated in Fig. (32) and the reliability of the potential failure elements listed in Table 9. the redistribution of element reliability indices of the frame is simulated by adjusting the elastic modulus of each element. Therefore. the TOBM and the ECCM.644. 9.5 element 6 element 7 element 8 2. the SOBM.5. the respective reliability indices of the corresponding elements are approximately 3. the DURI gradually increases and converges to approximately 0. see Fig. Comparison of the numerical results by the SEMRM in Table 10 with those by the FMA in Table 8 demonstrates the accuracy and computational effectiveness of the proposed methodology. 9 The iterative process for the DURI We observe that the potential failure elements are always element 7 and element 8 in three different numerical cases. In the process of numerical iterations for the SEMRM.994 in about 17 steps of iterations. the initial reliability indices of element 7 and element 8 are less than those of other elements and continue increasing during subsequent iterations though they remain significantly lower than others during the entire process of iterations.70 0.60 0 5 10 15 20 Iteration step Fig.0 without loss of generality. the RRI decreases during the iterations as exhibited in Fig. It is clear that the value of the adjustment factor q has little effect on the accuracy of the SEMRM.5. In order to investigate the influence of the adjustment factor q on the numerical results by the SEMRM. Yang et al. Moreover.5 element 1 Element reliability index element 2 6. 10 and converges to approximately 5. In the process of iterations. 8. It is apparent that βs remains almost constant. F. Here.80 0.Author's personal copy 120 L.0. the system reliability index βs and corresponding iterative steps are estimated with q varying from 0. We observe that the initial reliability indices of element 5 and element 6 are higher than those of other elements and continue decreasing during subsequent iterations.75 DURI 0. the adjustment factor q takes the value of 2. By contrast.644 in all three cases of q = 0.5 element 3 element 4 element 5 4. The corresponding numerical results are rendered in Table 10.1 to 3. which shows that the system reliability index produced by the SEMRM is approximately 3. the system reliability of the two-story frame is largely dependent upon the reliability level of element 7 and element 8. 8 The iterative process of element reliability index 0.5 0 5 10 15 20 Iteration step Fig. the system reliability index as well as the joint probability of failure of the frame can be estimated by means of the FOBM. The corresponding numerical results are summarized in Table 11.65 0.0.746 in about 17 steps of iterations using q = 2. q = 1. and q = 2. .5. the collapse mechanism of frame system features a local failure mode.

537899. |r | > θi j 1 − 3L e . all cross-sectional areas and moments of inertia listed in Table 6 are described as independent Gaussian random fields with wide-sense homogeneous and isotropic properties.642846] [3.683401 × 10−4 ] 2.013736 × 10−4 ] 1.537937. they should be modeled as stochastic processes or random fields rather than random variables.5. |r | L e ≤ θi j 1 − θi j . 3.644041] [3. 3. L e > θi j e in which θi j represents the scale of fluctuation. [1.1 to 3.461748. 1.0 5.341701 × 10−4 [1.341953 × 10−4 . 3.3 6. 5. 1.644089 System failure probability [1.2 RRI 6. but much on its computational efficiency.642242] 3. q has negligible effect on the accuracy of the SEMRM.642585] 3. [1.351368 × 10−4 ] 2.3 Spatial variance of random field As random parameters always vary with respect to time or space. 3. [1.349677 × 10−4 .642564] [3. four types of correlation structures of random fields are considered in the following: 1.Author's personal copy System reliability analysis of spatial variance frames 121 6.351367 × 10−4 . [1.0. The triangular correlation function (TCF) ρi j (•) and its corresponding variance function γi j (•) take the form: ⎧ ⎨ 1 − Le . |r | ≤ θi j 3θi j ρi j (r ) = .016334 × 10−4 ] 1. 3. 3. the fewer the number of iterations is for the SEMRM. The higher the adjustment factor q is.461748.348199 × 10−4 .1 6. 3. According to the principle of stochastic process.683401 × 10−4 ] 2. 10 The iterative process for the RRI Table 10 System reliability index and failure probability of the one-bay two-story frame by the SEMRM q 0.461748.349568 × 10−4 ] 2.5 2.016621 × 10−4 ] 1.341701 × 10−4 2.349676 × 10−4 .644049] [3.349568 × 10−4 .5 Method FOBM SOBM TOBM ECCM FOBM SOBM TOBM ECCM FOBM SOBM TOBM ECCM System reliability index [3.341917 × 10−4 .341701 × 10−4 [1.5 while the number of iterative steps decreases as q varies from 0. Therefore. Furthermore.644048] [3.538277. thus demonstrating the computational efficiency of the proposed SEMRM methodology. . [1.642565] [3. 3.442242. 1. 3.683401 × 10−4 ] 2.9 0 5 10 15 20 Iteration step Fig.341912 × 10−4 .351368 × 10−4 . [1. the numerical results converge in 13 iterative steps (or less) when q ≥ 2.644089 [3.351367 × 10−4 ] 1. Therefore. γi j (L e ) = θi j (34) θi j ⎩L 0.642585. both the scale of fluctuation and correlation structure of the random fields might affect the outcomes of stochastic analysis.644089 [3.642242] 3.442242. In order to investigate the influence of spatial variances of structural random parameters in Example 2 upon the system reliability.

644089 3. SACF and GCF.8 1.644089 3.6 1.644089 3. F.1 0.644089 3.3 1.644089 3.2 0.644089 3. The exponential correlation function (ECF) and its corresponding variance function are: ρi j (r ) = exp − θi2j 2L e 2|r | 2L e − 1 + exp − .7 2. .3 0.644089 3.644089 3.4 0.7 0.4 1. The second-order autoregressive correlation function (SACF) and its corresponding variance function read: ρi j (r ) = 1 + γi j (L e ) = θi j 2L e 4|r | 4|r | exp − .2 1.644089 3.8 0.2 2.644089 3.644089 3.7 1. including the TCF.644089 Iterations 274 145 101 78 64 53 46 41 37 33 30 28 25 24 22 21 20 18 17 17 16 15 14 14 13 13 12 12 12 11 2.1 2.0 βs 3.644089 3.644089 3. Yang et al.5 1. 0 (38) For simplicity.644089 3. Table 11 System reliability index with different adjustment factors q 0. The results produced by the SEMRM corresponding to above four types of correlation structures.3 2.9 1. (35) 3.6 0.644089 3.644089 3.Author's personal copy 122 L. γi j (L e ) = θi2j π L2 e π Le er f θi j √ π Le θi j + exp − π L2 e θi2j −1 .651855 3.644089 3.5 0.1 1.0 2.9 3.644089 3.644089 3. (37) where erf(•) denotes error function and can be expressed as x 2 erf(x) = √ π exp(−u 2 )du.4 2. ECF.644089 3.8 2.644089 3.644089 3. (36b) 4. The Gaussian correlation function (GCF) and its corresponding variance function are: πr 2 ρi j (r ) = exp − 2 θi j . we assume that all cross-sectional areas and moments of inertia have the same types of correlation structure and the same scale of fluctuation θ .644089 3. are presented in Table 12.5 2.644089 3. θi j θi j 3θi j 4L e 2 + exp − − θi j 4L e (36a) 1 − exp − 4L e θi j .6 2.0 1.9 2.644089 3.644089 3.644089 3. γi j (L e ) = θi j 2L 2 θi j θi j e .644089 3.

: Dominant failure modes in stochastic structural systems.: System reliability developments in structural engineering. Nafday. 2(2).: Reliability of structural systems with correlated elements. Several numerical examples demonstrate the computational effectiveness and accuracy of the proposed SEMRM methodology.M. the proposed methodology manifests considerable advantages as it does not require the identification of significant failure modes.D.B. Mech. 3–13 (1982) 3.580751 3. the system reliability index increases along with the scale of fluctuation of the random fields and approaches gradually to the value when the structural parameters are modeled as random variables. Model 6(3).K. 22(3). The system reliability index increases along with the scale of fluctuation of the random fields and approaches gradually to the value when the random variable model is used.C. That is. Math. the China Scholarship Council Postgraduate Scholarship Program (2008666001) and the Guangxi Natural Science Foundation (0991020Z. Struct. Moreover. Melchers. Chen. 361–377 (2006) 7.000 7.578759 3. References 1.581844 3.. it can be readily seen that the system reliability index is smaller when the structural parameters are modeled as random fields than that as random variables. Saf. J. Moses. Yuan.592637 3. this paper presents the stochastic elastic modulus reduction method (SEMRM) for system reliability analysis of spatial variance frame. 46(2). 381–386 (1993) . Struct. It is apparent that the system reliability indices in accordance with four different types of correlation structures agree very well with one another.595593 3. L.: Consequence modified β-unzipping of plastic structures. A. the system reliability achieved by the SEMRM based on the PSFEM and the LAM is essentially insensitive to the type of correlation structure of the random field. Appl. Eng. Saf.617531 3. 7(2–4).: On the approximations for multinormal integration. 191–198 (1990) 4.. 267–275 (2007) 2. Corotis.Author's personal copy System reliability analysis of spatial variance frames 123 Table 12 System reliability index via the scale of fluctuation and correlation structures θ ( mm) 1..598872 3. Saf. Struct.: Application of mathematical programming to system reliability. This implies that the assumption of random variables for all random parameters of the frame structure overestimates the system reliability of the frame and might lead to unsafe design of structures. J. P. Evidently.624785 3. Tang..E. Eng.: Development process of nonlinearity based reliability evaluation of structures.584596 3.585149 3. 7(2–4).B. F. 6 Conclusions Based on the local averaging of random fields. Thoft-Christensen.000 mm. 171–178 (1982) 9.643291 ECF 3. When the random field approach is employed to describe the random parameters of the stochastic structure.000 System reliability index TCF 3.625318 3. 0992028-7).500 3. R. Thoft-Christensen.622135 3. Zhang.605251 3. M. Pandey. Y.: High order reliability bounds for series systems and application to structural systems. 28(4).000 4. Dalsgård Sørensen. Saf.: Analysis of approximations for multinormal integration in system reliability computation. S.614230 3. the estimation of joint probability of failure elements in the SEMRM is much simpler than the estimation of joint probability of failure modes in the traditional system reliability methods. 149–154 (1990) 6.635096 with θ varying from 1.500 6. Therefore.607544 3. R.500 9..X. Struct. Struct. 54(3).633223 3. Li. Comput. Ind.644891 SACF 3. 1(1). Struct. perturbation stochastic finite element method and the elastic modulus reduction method for limit analysis of structures. 705–708 (2008) 8.613104 3.628000 GCF 3. J. Acknowledgments This research was supported by the National Natural Science Foundation of China (50768001).597614 3. the SEMRM is superior in computational efficiency and simplicity in comparison with the existing system reliability methods. X. Nadarajah. the system reliability index predicted by the SEMRM is smaller than that when the random variable approach is utilized.584780 3. Probab. Saf. Comput. P.635650 3. Comparing the SEMRM with the FMA and other traditional system reliability approaches. 127–143 (1984) 5.500 to 9. Moreover.

F.. Saf. 7(4). J. Stefanou. R.. Struct. P. Yang.. Eur. 33(3). Y. Mech.Author's personal copy 124 L. 106–111 (1979) . Damage Mech. Thin Wall. Solids Struct. Y. J. present and future. 154–160 (2006) 19.. Vanmarcke. Div. Probab.F. J. Lee. Mech. W.: Elastic modulus reduction method for limit load evaluation of frame structures. R. 48. Ghanem.: An assessment of high-order bounds for structural reliability.Z. A. Struct.: Stochastic spline Ritz method based on stochastic variational principle. Acta Mech.A. 455–462 (2005) 17. J. J. G.: On the reliability analysis of framed structures. Wong.T. Struct. Des. Struct. Eur. Li. Ko. Knabe. Ju. Eng.T. Mo. Comput. Zhao. Yu. A Solid 21. L. 2764–2770 (1990) 25..P.F.F. Int.H..K.. Boyle.. J. Z.F. H. Mech.: Elastic modulus adjustment procedures—improved convergence schemes. Yang. E.S. Ju. 11(3–4).. Hamilton. Int. 10. Yang..S. Y. Liu. Finite Elem.: Structural system reliability analysis based on the elastic modulus reduction method. 83(2). 109–115 (2009) 21.: Stochastic finite element expansion for random media. 350–353 (2008) (in Chinese) 28.T. Appl. Li... P. J.D. Eng. Cornell.Y. H. L. Mech. 27.. Saf. 17(6).: A method for computing structural system reliability with high accuracy.. Ang.L. 46(12). L. A.N. Method. 22(2).: Narrow reliability bounds for structural systems. ASCE 93(1).. B.F. L.: Limit analysis of structures containing flaws based on a modified elastic compensation method. Solida Sin.W.F.: A micromechanical damage model for effective elastoplastic behavior of partially debonded ductile matrix composites. B.. Spanos. C..Y. 143–166 (1986) 14.. L. 25(7). L. O. Adibi-Asl. Yan. Ju..: Isotropic and anisotropic damage variables in continuum damage mechanics.G. 13(3)..: Bounds on the reliability of structural systems. 999–1018 (2002) 16. ASCE 116(12).: Spatial averages for linear elements for two-parameter random field. Yu. 803–833 (1989) 24. I. Pres. 1086–1092 (2010) 23. Thin Wall. 213–225 (1992) 11.W. Guangxi Univ.B. R.L. Ditlevsen. 503–522 (2002) 18. 6307–6332 (2001) 26. 1035–1053 (1989) 13. Mech. 147–167 (1998) 15.: The stochastic finite element method: past. 33(1). 291–298 (2010) 22. Rózynski. R. ASCE 115(5). Y..: Effective elastoplastic damage mechanics for fiber reinforced composites with evolutionary partial fiber debonding.. Yang. Ves.F. Yang. B. Chen. J. Anal.F. Przewlócki. Shinozuka. J. Eng. J. Solids Struct.. Leung.. Int.H.. Leung. Ma.: On energy-based coupled elastoplastic damage theories: constitutive modeling and computational aspects. 171–200 (1967) 29. Pip. J. Cen.. A Solid 27(2). 3. Mech. J.: Random fields and stochastic finite elements.. Yang et al. J. L. pp. Fanous. Comput. J.: Fuzzy variational principle and its applications. M. Y. Struct. Qiao. L. 40(6). G. Tucson. 1031–1051 (2009) 12.W. Struct.Z.W. G.. 38(36–37). Y.W. Struct.: Simplified lower bound limit analysis of transversely loaded thin plates using generalised yield criteria. A. 198(9–12). Int.Y. Q. Yu. J.J. In: Proceedings of 4th ASCE Speciality Conference on Probabilistic Mechanics and Structural Reliability. C. Eng. Yu. J. Feng. F. S. Yang. Ruan. Q. Nakagiri. J. 195–209 (2008) 20. 453–472 (1979) 30.C. Struct.. H. Yang. B. 1–5 (1989) 31. Ju. M..: Elastic modulus reduction method for limit analysis considering initial constant and proportional loadings. Seshadri. Greig. 493–537 (2008) 27.: Elastic modulus reduction method for limit analysis of thin plate and shell structures.