Design Philosophy

The basic design criteria, regardless of

method used, is that the resistance
must be greater than the summation of
the load effects for an acceptable or
required level of safety.
 Design Methodology
The comparison between the load effects and
resistance for an assessment of safety can be
carried out in one of the following
approaches:

 A single global FS as embodied in working stress

design methods
 Partial factors of safety as embodied in limit
states design methods
 Reliability-based probabilistic methods
 Fundamental Differences in
Design Approaches

The basis for establishing the values of

design parameters

Assessing or managing the level of safety

 Expected Reliability Probability of
performance level index unsatisfactory
(b) Performance (pf)
High 5.0 0.0000003
Good 4.0 0.00003
Above average 3.0 0.001
Below average 2.5 0.006
Poor 2.0 0.023
Unsatisfactory 1.5 0.07
Hazardous 1.0 0.16

Class Consequences C* Risk to life and/or economic consequences

1 Minor 2 Small to negligible and small to negligible

2 Moderate 2 < C*  5 Medium or considerable
3 Large 5 < C*  10 High or significant
 Deterministic vs. Probabilistic
 Engineering design is a trade-off between
maximizing safety and serviceability and
minimizing the cost.
 Deterministic procedures do not provide
adequate information to achieve optimal
use of the available resources to
maximize the safety.
 Probabilistic methods of analysis do
provide the necessary information for
proper optimization of design decisions,
as they provide more information about
system behaviour, the influence of
different uncertain variables on system
performance, and interaction between
different system components.

Engineering optimization
 Risk & Reliability
 Risk - Unsatisfactory performance or probability of failure
 Reliability - Satisfactory Performance or probability of
success
 Risk+Reliability = 1
 Risk and Reliability are complementary terms
 Risk or reliability assessment uses the methods of
probability and statistics.
 Statistics – Mathematical quantification of uncertainty
(Estimation of mean, stdev, etc. of a variable)
 Probability theory uses the information from statistics to
compute the likelihood of specific events (Specific event
may be probability of failure of a performance criterion)
 In practical, risk can be minimized but cannot be
eliminated completely
 Sources of Uncertainty
Uncertainties in a system non-cognitive (quantitative) &
Cognitive (qualitative)

 Inherent variability in all physical observations

• Repeated measurements of the same physical quantity do not
yield the same value, due to complex formation of soil media,
test procedure, instruments, observer, etc. This type of
uncertainty may be answered by collecting large number of
samples.

 Statistical uncertainty - due to availability of limited resources to

collect large number of samples (Real world vs. sample space)

 Modelling or transformation uncertainty

 Sources of Uncertainty
Cognitive (qualitative) uncertainties
Relates to vagueness (lack of clarity) of the problem. These
uncertainties can be understood through thoughts,
experience, and senses, and come from
 Definitions of certain parameters, ex. Structural
performance, quality, deterioration, skill and
experience of construction workers and engineers,
environmental impact of the projects, condition of
existing structures, etc.
 Other human factors
 Definitions of the interrelationships among the
parameters of the problem
 Sources of Uncertainty

1. Uncertainties in loading conditions

2. Inherent spatial variability of soil properties
3. Presence of geologic anomaly
4. Uncertainty associated with selection of an
appropriate analytical model
5. Testing and measurements errors
6. Human errors
Sources of Uncertainty
Steps in a probabilistic method of analysis Total space
Relevant information
Sample space

Mathematical representation of
uncertain quantities

Histogram

Density or Statistics or parameters

distribution function estimation

Define performance
criteria

Risk evaluation

Consequences

Design decisions
 Component Reliability
(Single Performance Function)
 For each assumed failure mode, one limit
function needs to be framed involving all
the parameters

 For each of these failure modes, the

probability of unsatisfactory performance
in terms of reliability index is assessed
 System Reliability
(System Performance)
 Series systems
1 2 3
 Parallel systems 1

 All individual component reliabilities and system

reliability as a whole should lie well above the predefined
target reliability indices, to reduce the risk involved, and
hence keep the total cost of the project at minimal

 If the probability of failure of individual system

components differ by many folds, the component with
least probability of failure dominates the system
performance
A Retaining Wall System in Series

Zevgolis and Bourdeau (2010)

 Modelling of uncertainty
 Continuous & discrete random variables
 Population & sample
Descriptors of randomness
– Mean, variance, stdev, CoV, Skewness,
Skewness coefficient, Kurtosis, Histogram,
frequency diagram, PDF, PMF, CDF, Mean,
mode, percentile value
Analytical models for random variables
 Modelling of uncertainty
• Population: All conceivable observations of a random variable
• Sample: Few carefully selected observations of a random variable
• Suppose, the statistical properties of depths of SPT200 at a
construction site is the matter of interest for design of foundation
system
• The data of SPT200 depth at each and every point over the site
constitutes the population. Here Depth of SPT200 is a random
variable, denoted as X.
• It is not practically possible to get depths of SPT200 data at every
point.
• Few locations are selected and SPT test is conducted to get the info
on depth of SPT200 at those locations, they are samples.
• Information on depths of SPT200 data over the entire site is inferred
based on the few observed data.
 Descriptors of randomness
• Suppose X is a random variable and ‘N’ observations of
X are available
– Using minimum & maximum values of data
• Difficult to obtain an optimized solution
• Not an acceptable design practice
– Average or mean or expected value of data set – measures the
central tendency of data
• Also called as first moment
• Sample size should be relatively large
• What happens if the sample size is too small?
– Variance – a measure of spread in the data about the mean
• Second central moment
• Dimensional problem is avoided by using standard deviation
 Descriptors of randomness
• Standard deviation
• Absolute value, without referring to the mean value, will not
clearly indicate the degree of dispersion in the random
variable,
• Look at the following two statements and see how the
dispersion is quantified. Which statement gives realistic
meaning?
– Standard deviation of cohesion of a soil=10 kPa
– Standard deviation of cohesion of a soil = 10 kPa and its
mean=50 kPa
• Coefficient of variation (CoV):
– Higher the CoV, higher will be the dispersion of a
random variable about its mean
– Deterministic parameters exhibit zero CoV
 Descriptors of randomness
• Skewness
– Symmetry of the data about the mean
– Third central moment
– Can be positive or negative
– If positive, the dispersion is more above the
mean than below the mean, and vice versa.

Skewness coefficient
 Kurtosis
It describes the shape of a random variable’s probability
density function (PDF).

1 2

Kurtosis of a random variable, X, is denoted as Kurt(X)

 Kurtosis
• Which would you say has the greater stdev? 1 or 2???
• It is impossible to say.
• The PDF on the right is more peaked at the center,
which might lead us to believe that it has a lower
standard deviation.
• It has fatter tails, which might lead us to believe that it
has a higher standard deviation.
• If the effect of the peakedness exactly offsets that of the
fat tails, the two PDFs will have the same standard
deviation.
• Different shapes of the two PDFs illustrate kurtosis. The
PDF on the right has a greater kurtosis than the one on
the left.
 Kurtosis
• A normal random variable has a kurtosis of 3 irrespective
of its mean or standard deviation.
• If a random variable’s kurtosis is greater than 3, it is said
to be leptokurtic.
• If its kurtosis is less than 3, it is said to be platykurtic.
• Leptokurtosis is associated with PDFs that are
simultaneously “peaked” and have “fat tails.”
• Platykurtosis is associated with PDFs that are
simultaneously less peaked and have thinner tails.
• The 1st PDF is platykurtic. The one on the right (2nd) is
leptokurtic.
 Histogram and Frequency diagrams

• A graphical representation of a random variable

gives more detailed description about a random
variable
• Histogram:
– Step 1: Arrange the data in increasing order
– Step 2: Subdivide the data into several equal intervals
and count the number of observations in each interval
– Step 3: Plot the number of observations in each
interval versus the random variable.
• Number of intervals, k=1+3.3log10n
Histogram and Frequency diagram
• The probability of an event is between 0 & 1
• Hence it is advantageous to make the area of
histogram equal to unity
• Divide the ordinate of histogram by its area
• Area under frequency diagram=1
• The shape of the histogram and frequency
diagrams is same
Data for frequency diagram
Interval No. of observations Fraction of observations
22-24 1 1/48= 0.0208
24-26 0 0.0000
26-28 4 0.0833
28-30 3 0.0625
30-32 12 0.2500
32-34 15 0.3125
34-36 7 0.1458
36-38 6 0.1250

∑ 1.0000

P(30<X (or Depth of SPT200)<=36)=(12+15+7)/48=0.7083 (or)

P(30<X (or Depth of SPT200)<=36)=0.25+0.3125+0.1458=0.7083
 Analytical models to quantify randomness
• A random variable is represented in the text by an
uppercase letter (e.g. X) and a particular realization of a
random variable is represented by a lowercase letter
(e.g. x)
Continuous random variables
Probability density function (PDF)
– Also called as density function
– represented by fX(x)
– It will not directly provide information on
probability but only indicates the nature of
the randomness
– To compute the probability of X having a
value between x1 and x2, the area under the
PDF between these limits needs to be
calculated.
Cumulative distribution function (CDF)

– Also called as distribution function

– Denoted as FX(x)
– Helps to calculate P(X≤x), the area under the PDF
needs to be integrated for all possible values of X less
than or equal to x.
– Theoretically, the integration needs to be carried out
from -∞ to x

PDF is the first derivative of CDF

 Cumulative distribution function (CDF)

• CDF gives information on probability for a

random variable
• It should satisfy all three axioms of probability
– The CDF must be a non-negative function; it can be
zero, and theoretically its range will be from -∞ to +∞.
– The CDF must be zero at -∞ and 1.0 at +∞; i.e.,
FX(-∞)=0.0 and FX(∞)=1.0.
– The CDF is always ≥0, i.e., FX(x) ≥0, and is a non-
decreasing function of a random variable.
 fX(x)

PDF of X

X
FX(x)
1.0

CDF of X

X
0.0
Discrete random variables
Probability mass function (PMF)
• Examples to be considered as discrete random variable:
– Number of disturbed or undisturbed samples
– No. of earthquakes
– No. of strong winds
– No. of cars crossing an intersection
• A discrete random variable occurs only at certain
discrete points, hence, its relative occurrence can be
evaluated at these discrete points
• Known as Probability mass function
• Denoted as pX(x)
• It is not a continuous function
• Consists of a series of spikes
Probability mass function (PMF)
• Consider three soil samples, and each sample
either in disturbed state or undisturbed state.
• There are 8 samples in the sample space
• If X is random variable representing number of
undisturbed samples
– P(X=0)=P(None of the samples is
undisturbed)=DDD=1/8 UUU
UUD
– P(X=1)=P(One sample is undisturbed)=3/8 UDU
– P(X=2)=P(Two samples are undisturbed)=3/8 DUU
– P(X=3)=P(All samples are undisturbed)=1/8 UDD
DUD
DDU
DDD
Probability mass function (PMF)
X is number of
pX(x) undisturbed
samples
3/8

2/8

1/8

X
0 1 2 3
 Cumulative distribution function (CDF)

• Summation of PMFs
• CDF satisfies all the three axioms of probability
• It is a step function
Probability mass function (PMF)
pX(x)
3/8
X is number of
2/8
undisturbed
samples
1/8

0
0 1 2 3 X

FX(x)

1.0

0.0
0 1 2 3 X
 Definitions for uncertainty Descriptors

• Continuous random variables:

– If X is a continuous random variable with PDF fX(x),
its mean or expected value can be calculated as

- Variance of X is
 Definitions for uncertainty Descriptors

– Skewness

Mean is the centroidal distance of the area under

the PDF from the origin, also known as first
moment of the area under PDF
Variance is the moment of inertia of the area under
the PDF about its mean, also known as second
moment of the area under PDF about its mean
Skewness is the third moment of the area under
the PDF about its mean
 Example
fR(r)

0.00
0 15 25 R

PDF of annual rainfall, R

Since the area under the PDF must be 1.0,

H × (15-0) + 0.5 × H × (25-15) =1.0 → H= 0.05?
PDF of the rainfall is:
fR(r)=0.05, 0≤r≤15
=0.125-0.005r, 15≤r≤25
=0.0, elsewhere
 Definitions for uncertainty Descriptors

Discrete random variables:

If X is a discrete random variable with PMF, pX(xi),
mean, variance & skewness are:
 Mode and Median
• The mode or modal value of X is the value with the
largest PDF or PMF
• For a continuous random variable, the mode
corresponds to the peak of the PDF,

• For a discrete random variable, the mode can be

estimated from the PMF diagram by simply observing
the value of X with the highest PMF
• The median of a random variable, xm, is the value at
which the CDF is 0.5, i.e., the value of X for which it is
equally probable that X will be above or below it.
 Percentile value
• Selecting the design value of a random variable
considering its uncertainty is an important task.
• It can be dealt with the concept of percentile
value
– The probability that the actual value will be less than
the design value is expressed as a certain percentage
– For resistance related variables, the design value is
considered to be less than the 50th percentile; thus,
the design value will be less than the median
– For load related random variables, the design value is
selected to be greater than the median, so that it is
over the 50th percentile value
Example: Percentile value
fR(r)

0.00
0 15 25 R

PDF of annual rainfall, R

Calculate the 50th percentile value, r0.50.