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COST E5 5 W orkshop Graz University of Technology May, 1 4 -1 5 , 2 0 0 7 Reliability Assessm ent of Structures Michael Havbro Faber Sw iss Federal I nstitute of Technology ETH Zurich, Sw itzerland Sw iss Federal Institute of Technology


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Sw iss Federal Institute of Technology

Reliability Assessm ent of Structures

Michael Havbro Faber Sw iss Federal I nstitute of Technology ETH Zurich, Sw itzerland

COST E5 5 W orkshop Graz University of Technology May, 1 4 -1 5 , 2 0 0 7

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Sw iss Federal Institute of Technology

Contents of Presentation

  • An introduction – what is the role of risk and reliability in engineering?
  • Refreshing you memory on probability and statistics
  • (the very) Basics of modern reliability theory
  • Reliability based calibration of design codes
  • The JCSS approach to risk assessment of engineered facilities
  • On the issues of risk acceptance – how safe is safe enough?
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Sw iss Federal Institute of Technology

Engineering Decision Making for Society?

Is what we are doing of any relevance for society?

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Engineering Decision Making for Society?

  • Examples of what we help to develop

Øresund bridge - Denmark Golden Gate Bridge - USA

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Engineering Decision Making for Society?

  • Examples of what we help to develop

Big Dig Boston/USA

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Engineering Decision Making for Society?

  • Examples of what we help to develop

Hoover Dam - USA

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Engineering Decision Making for Society?

  • Examples of what we help to develop

Hong Kong Island - China

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Engineering Decision Making for Society?

  • Helping to control risks due to Natural Hazards

Tornados and strong winds

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Sw iss Federal Institute of Technology

Engineering Decision Making for Society?

  • Helping to control risks due to Natural Hazards

Earthquakes

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Engineering Decision Making for Society?

  • Helping to control risks due to degradation

Corrosion Fatigue

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Sw iss Federal Institute of Technology

Engineering Decision Making for Society?

  • Helping to control risks due to accidents

Fires Explosions

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Sw iss Federal Institute of Technology

Engineering Decision Making for Society?

  • Helping to control risks due to malevolence

Bombs Airplane impacts

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Sw iss Federal Institute of Technology

Engineering Decision Making for Society?

  • Helping to reduce consequences of “unfulfilled assumptions”

Extreme loads/deterioration Bad Reichenhalle Design/execution errors Siemens Arena

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Sw iss Federal Institute of Technology

The Risk associated with a given activity RA may then be written as the Consequences of the event CEi The risk contribution REi from the event Ei is defined through the product between

Definition of Risk

Risk is a characteristic of an activity relating to all possible events nE which may follow as a result of the activity

∑ ∑

= =

⋅ = =

E i i E i

n i E E n i E A

C P R R

1 1

the Event probability PEi and

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Sw iss Federal Institute of Technology

Decision Problems in Engineering

Uncertainties must be considered in the decision making throughout all phases of the life of an engineering facility

Idea & Concept Planning and feasibility study Investigations and tests Manufacturing Design Execution Operation & maintenance Decommissioning

  • Safety of personnel
  • Safety of environment
  • Economical feasibility

Uncertainties Uncertainties Traffic volume Loads Resistances (material, soil,..) Degradation processes Service life Manufacturing costs Execution costs Decommissioning costs

Idea & Concept Planning and feasibility study Investigations and tests Manufacturing Design Execution Operation & maintenance Decommissioning

  • Safety of personnel
  • Safety of environment
  • Economical feasibility

Idea & Concept Planning and feasibility study Investigations and tests Manufacturing Design Execution Operation & maintenance Decommissioning

  • Safety of personnel
  • Safety of environment
  • Economical feasibility

Uncertainties Uncertainties Traffic volume Loads Resistances (material, soil,..) Degradation processes Service life Manufacturing costs Decommissioning costs

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Sw iss Federal Institute of Technology

Sources of Risks in Engineering

Any activity carries a risk potential It is important that this potential is fully understood Only when the risk potential is fully understood can rational decisions be identified and implemented

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Overview of Probability Theory

  • What are we aiming for ?

Decision Making ! Risks Consequences of events Probabilities of events Probabilistic model Data Model estimation We need to be able to quantify the probability of events and to update these based on new information The probability theory provides the basis for the consistent treatment of uncertainties in decision making !

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Sw iss Federal Institute of Technology

Interpretation of Probability

States of nature of which we have interest such as:

  • a bridge failing due to excessive traffic loads
  • a water reservoir being over-filled
  • an electricity distribution system „falling out“
  • a project being delayed

are in the following denoted „events“ we are generally interested in quantifying the probability that such events take place within a given „time frame“

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Interpretation of Probability

  • There are in principle three different interpretations of probability
  • Frequentistic

∞ → = for

exp exp

lim ) ( n n N A P

A

  • Classical

tot A

n n A P = ) (

  • Bayesian
  • ccur

will that belief

  • f

degree ) ( A A P =

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Sw iss Federal Institute of Technology

Conditional Probability and Bayes‘s Rule

as there is we have

1

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )

i i i i i n i i i

P A E P E P A E P E P E A P A P A E P E

=

= =

( ) ( ) ( ) ( ) ( )

i i i i

P A E P A E P E P E A P A = = I Likelihood Prior Posterior Bayes Rule

Reverend Thomas Bayes (1702-1764)

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Sw iss Federal Institute of Technology

Uncertainties in Engineering Problems

Different types of uncertainties influence decision making

  • Inherent natural variability – aleatory uncertainty
  • result of throwing dices
  • variations in material properties
  • variations of wind loads
  • variations in rain fall
  • Model uncertainty – epistemic uncertainty
  • lack of knowledge (future developments)
  • inadequate/imprecise models (simplistic physical modelling)
  • Statistical uncertainties – epistemic uncertainty
  • sparse information/small number of data
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Sw iss Federal Institute of Technology

Uncertainties in Engineering Problems

  • Consider as an example a dike structure
  • the design (height) of the dike will be determining the

frequency of floods

  • if exact models are available for the prediction of future

water levels and our knowledge about the input parameters is perfect then we can calculate the frequency of floods (per year) - a deterministic world !

  • even if the world would be deterministic – we would not

have perfect information about it – so we might as well consider the world as random

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Uncertainties in Engineering Problems

In principle the so-called inherent physical uncertainty (aleatory – Type I) is the uncertainty caused by the fact that the world is random, however, another pragmatic viewpoint is to define this type of uncertainty as any uncertainty which cannot be reduced by means of collection of additional information the uncertainty which can be reduced is then the model and statistical uncertainties (epistemic – Type II)

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Uncertainties in Engineering Problems

Observed annual extreme water levels Model for annual extremes Regression model to predict future extremes Predicted future extreme water level Aleatory Uncertainty Epistemic Uncertainty Observed annual extreme water levels Model for annual extremes Regression model to predict future extremes Predicted future extreme water level Aleatory Uncertainty Epistemic Uncertainty

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Uncertainties in Engineering Problems

The relative contribution of aleatory and epistemic uncertainty to the prediction of future water levels is thus influenced directly by the applied models refining a model might reduce the epistemic uncertainty – but in general also changes the contribution of aleatory uncertainty the uncertainty structure of a problem can thus be said to be scale dependent !

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Uncertainties in Engineering Problems

Knowledge Time Future Past Present 100% Observation Prediction Knowledge Time Future Past Present 100% Observation Prediction

The uncertainty structure changes also as function of time – is thus time dependent !

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Sw iss Federal Institute of Technology

Random Variables

  • Probability distribution and density functions

A random variable is denoted with capital letters : X A realization of a random variable is denoted with small letters : x We distinguish between

  • continuous random variables :

can take any value in a given range

  • discrete random variables

: can take only discrete values

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Sw iss Federal Institute of Technology

Random Variables

  • Probability distribution and density functions

The probability that the outcome of a discrete random variable X is smaller than x is denoted the probability distribution function The probability density function for a discrete random variable is defined by

( ) ( )

i

X X i x x

P x p x

<

= ∑

) x X ( P ) x ( p

i X

= =

x x

A) B) 1

PX (x)

x1 x2 x3 x4 x1 x2 x3 x4

pX (x)

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Sw iss Federal Institute of Technology

Random Variables

  • Probability distribution and density functions

The probability that the outcome of a continuous random variable X is smaller than x is denoted the probability distribution function The probability density function for a continuous random variable is defined by

( ) ( )

X

F x P X x = <

( )

( )

X X

F x f x x ∂ = ∂

x x

A) B) 1

FX (x)

f X (x)

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Sw iss Federal Institute of Technology

Random Variables

  • Moments of random variables and the expectation operator

Probability distribution and density function can be described in terms of their parameters or their moments Often we write The parameters can be related to the moments and visa versa

) , ( p x FX

) , ( p x f X

Parameters

p

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Sw iss Federal Institute of Technology

Random Variables

  • Moments of random variables and the expectation operator

The i‘th moment mi for a continuous random variable X is defined through The expected value E[X] of a continuous random variable X is defined accordingly as the first moment

∞ ∞ −

⋅ = dx ) x ( f x m

X i i

[ ]

( )dx

x f x X E

X X

∞ ∞ −

⋅ = = μ

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Sw iss Federal Institute of Technology

Random Variables

  • Moments of random variables and the expectation operator

The i‘th moment mi for a discrete random variable X is defined through The expected value E[X] of a discrete random variable X is defined accordingly as the first moment

1

( )

n i i j X j j

m x p x

=

= ⋅

[ ]

1

( )

n X j X j j

E X x p x μ

=

= = ⋅

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Sw iss Federal Institute of Technology

Random Variables

  • Moments of random variables and the expectation operator

The standard deviation

  • f a continuous random variable is defined as the

second central moment i.e. for a continuous random variable X we have for a discrete random variable we have correspondingly

[ ]

[ ]

( ) ( )dx

x f x X E

X X X X

∞ ∞ −

⋅ − = − = =

2 2 2

) ( X Var μ μ σ

X

σ

Variance Mean value

[ ]

2 2 1

( ) ( )

n X j X X j j

Var X x p x σ μ

=

= = − ⋅

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Sw iss Federal Institute of Technology

Random Variables

  • Moments of random variables and the expectation operator

The ratio between the standard deviation and the expected value of a random variable is called the Coefficient of Variation CoV and is defined as a useful characteristic to indicate the variability of the random variable around its expected value

[ ]

X X

CoV X σ μ =

Dimensionless

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Sw iss Federal Institute of Technology

Random Variables

  • Typical probability distribution

functions in engineering Normal : sum of random effects Log-Normal: product of random effects Exponential: waiting times Gamma: Sum of waiting times Beta: Flexible modeling function

Distribution type Parameters Moments Rectangular

a x b ≤ ≤

a b ) x ( f X − = 1 a b a x x FX − − = ) (

a b

2 b a + = μ 12 a b − = σ

Normal

⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − − =

2

2 1 2 1 σ μ π σ x exp ) x ( f X dx x exp ) x ( F

x X

⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − − =

∞ − 2

2 1 2 1 σ μ π σ

μ σ > 0 μ σ Shifted Lognormal

x > ε ⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ ⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ − − − − =

2

) ln( 2 1 exp 2 ) ( 1 ) ( ζ λ ε π ζ ε x x x f X

2

Φ ⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ − − = ζ λ ε ) x ln( ) x ( FX

λ ζ > 0 ε

⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ + + = 2 exp

2

ζ λ ε μ 1 ) exp( 2 exp

2 2

− ⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ + = ζ ζ λ σ

Shifted Exponential

x ≥ ε )) ( exp( ) ( ε λ λ − − = x x f X

( )

e x X

e ) x ( F

− −

− =

λ

1

ε λ > 0

λ ε μ 1 + = λ σ 1 =

Gamma

x ≥ 0

1

) exp( ) ( ) (

− Γ =

p p X

x bx p b x f

( )

) ( , ) ( p p bx x FX Γ Γ =

p > 0 b > 0

b p = μ b p = σ

Beta

a x b r t ≤ ≤ ≥ , , 1

( ) ( ) ( )

1 1 1 − + − −

− − − Γ ⋅ Γ + Γ =

t r t r X

) a b ( ) x b ( ) a x ( t r t r ) x ( f

( ) ( ) ( )

du ) a b ( ) u b ( ) a u ( t r t r ) x ( F

t r t r u a X 1 1 1 − + − −

− − − ⋅ Γ ⋅ Γ + Γ =

a b r > 1 t > 1

1 + − + = r r a) (b a μ 1 + + + − = t r rt t r a b σ

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Sw iss Federal Institute of Technology

Stochastic Processes and Extremes

  • Random quantities may be “time variant” in the sense that they take new

values at different times or at new trials.

  • If the new realizations occur at discrete times and have discrete values the

random quantity is called a random sequence failure events, traffic congestions,…

  • If the new realizations occur continuously in time and take continuous values

the random quantity is called a random process or stochastic process wind velocity, wave heights,…

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Sw iss Federal Institute of Technology

Stochastic Processes and Extremes

  • Continuous random processes

A continuous random process is a random process which has realizations continuously over time and for which the realizations belong to a continuous sample space.

Variations of: water levels wind speed rain fall

5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100 1.50 2.00 2.50 3.00 3.50

Water level [m] Time [days]

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Stochastic Processes and Extremes

Extremes of a random process:

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Stochastic Processes and Extremes

Extreme Value Distributions In engineering we are often interested in extreme values i.e. the smallest or the largest value of a certain quantity within a certain time interval e.g.: The largest earthquake in 1 year The highest wave in a winter season The largest rainfall in 100 years

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Sw iss Federal Institute of Technology

Stochastic Processes and Extremes

Extreme Value Distributions We could also be interested in the smallest or the largest value of a certain quantity within a certain volume or area unit e.g.: The largest concentration of pesticides in a volume of soil The weakest link in a chain The smallest thickness of concrete cover

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Sw iss Federal Institute of Technology

Extrem e Value Distributions

I f the extrem es w ithin the period T of an ergodic random process X( t) are independent and follow the distribution: Then the extrem es of the sam e process w ithin the period: w ill follow the distribution:

) (

max ,

x F

T X

T n ⋅

( )

max max , ,

( ) ( )

n X nT X T

F x F x =

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Sw iss Federal Institute of Technology

Extrem e Value Distributions

Extrem e Type I – Gum bel Max W hen the upper tail of the probability density function falls off exponentially ( exponential, Norm al and Gam m a distribution) then the m axim um in the tim e interval T is said to be Type I extrem e distributed

))) ( exp( ) ( exp( ) (

max ,

u x u x x f

T X

− − − − − = α α α ))) ( exp( exp( ) (

max ,

u x x F

T X

− − − = α

max max

0.577216 6

T T

X X

u u γ μ α α π σ α = + = + =

) ln( 6

max max max

n

T T nT

X X X

σ π μ μ + =

For increasing tim e intervals the variance is constant but the m ean value increases as:

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Sw iss Federal Institute of Technology

Extrem e Value Distributions

Extrem e Type I I – Frechet Max W hen a probability density function is dow nw ards lim ited at zero and upw ards falls off in the form then the m axim um in the tim e interval T is said to be Type I I extrem e distributed

k X

x x F ) 1 ( 1 ) ( β − = ) exp( ) (

max , k T X

x u x F ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − =

) exp( ) (

1 max , k k T X

x u x u u k x f ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ =

+

⎥ ⎦ ⎤ ⎢ ⎣ ⎡ − Γ − − Γ = − Γ = ) 1 1 ( ) 2 1 ( ) 1 1 (

2 2 2

max max

k k u k u

T T

X X

σ μ

Mean value and standard deviation

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Sw iss Federal Institute of Technology

Extrem e Value Distributions

Extrem e Type I I I – W eibull Min W hen a probability density function is dow nw ards lim ited at ε and the low er tail falls off tow ards ε in the form then the m inim um in the tim e interval T is said to be Type I I I extrem e distributed

k

x c x F ) ( ) ( ε − =

⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − − − − =

k T X

u x x F ε ε exp 1 ) (

min ,

⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − − − ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − − − =

− k k T X

u x u x u k x f ε ε ε ε ε exp ) (

1 min ,

⎥ ⎦ ⎤ ⎢ ⎣ ⎡ + Γ − + Γ − = + Γ − + = ) 1 1 ( ) 2 1 ( ) ( ) 1 1 ( ) (

2 2 2

min min

k k u k u

T T

X X

ε σ ε ε μ

Mean value and standard deviation

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Sw iss Federal Institute of Technology

Stochastic Processes and Extremes

Return period for extreme events: The return period for extreme events TR may be defined as If the probability of exceeding x during a reference period of 1 year is 0.01 then the return period for exceedances is

)) ( 1 ( 1

max ,

x F T n T

T X R

− = ⋅ = 100 1 100 01 . 1 = ⋅ = = ⋅ = T n TR

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  • Loads on Structures

Combination of loads We are interested in the maximum

  • f a sum of load effects from different

loads

Stochastic Processes and Extremes

t Wind t Earth-quake t t Snow Transient load Imposed load Time Week Days Seconds Minutes Hours Permanent load t

{ }

) t ( X ... ) t ( X ) t ( X max ) T ( X

n T max

+ + + =

2 1

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Sw iss Federal Institute of Technology

  • The JCSS PMC

Part I : Basis of design Part II: Load models Part III: Resistance models Part IV: Examples

Probabilistic Modeling of Resistances

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  • The JCSS PMC – Load Models

Probabilistic Modeling of Resistances

2.00 GENERAL PRINCIPLES 2.01 SELF WEIGHT 2.02 LIVE LOAD 2.06 LOADS IN CAR PARKS 2.12 SNOW LOAD 2.13 WIND LOAD 2.15 WAVE LOAD 2.17 EARTHQUAKE 2.18 IMPACT LOAD 2.20 FIRE

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Sw iss Federal Institute of Technology

  • The JCSS PMC – Resistance models

Probabilistic Modeling of Resistances

3.00 GENERAL PRINCIPLES 3.01 CONCRETE 3.02 STRUCTURAL STEEL 3.0* REINFORCING STEEL 3.04 PRESTRESSING STEEL 3.05

TI MBER

3.07 SOIL PROPERTIES 3.09 MODELUNCERTAINTIES 3.10 DIMENSIONS 3.11 EXCENTRICITIES

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Sw iss Federal Institute of Technology

Overview of Estimation and Model Building

Different types of information is used when developing engineering models

  • subjektive information
  • frequentististic information

Frequentistic

  • Data

Subjektive

  • Physical understanding
  • Experience
  • Judgement

Distribution family Distribution parameters Probabilistic model

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Sw iss Federal Institute of Technology

Overview of Estimation and Model Building

Model building may be seen to consist of five steps 1) Assessment and statistical quantification of the available data 2) Selection of distribution function 3) Estimation of distribution parameters 4) Model verification 5) Model updating

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Sw iss Federal Institute of Technology

Structural Reliability Analysis

Reliability of structures cannot be assessed through failure rates because

  • Structures are unique in

nature

  • Structural failures normally

take place due to extreme loads exceeding the residual strength Therefore in structural reliability, models are established for resistances R and loads S individually and the structural reliability is assessed through:

) ( ≤ − = S R P Pf

r s R S

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Sw iss Federal Institute of Technology

Structural Reliability Analysis

If only the resistance is uncertain the failure probability may be assessed by If also the load is uncertain we have where it is assumed that the load and the resistance are independent This is called the „Fundamental Case“

) 1 / ( ) ( ) ( ≤ = = ≤ = s R P s F s R P P

R f

∞ ∞ −

= ≤ − = ≤ = dx x f x F S R P S R P P

S R f

) ( ) ( ) 1 ( ) (

) ( ), ( s f r f

S R

s r,

Load S Resistance R ) (x f

F

P

s r,

B A

x

) ( ), ( s f r f

S R

s r,

Load S Resistance R ) ( ), ( s f r f

S R

s r,

Load S Resistance R ) (x f

F

P

s r,

B A

x

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Sw iss Federal Institute of Technology

Structural Reliability Analysis

In the case where R and S are normal distributed the safety margin M is also normal distributed Then the failure probability is with the mean value of M and standard deviation of M The failure probability is then where the reliability index is

S R M − =

) ( ) ( ≤ = ≤ − = M P S R P P

F S R M

μ μ μ − =

2 2 S R M

σ σ σ + =

) ( ) ( β σ μ − Φ = − Φ =

M M F

P

M M σ

μ β / =

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Sw iss Federal Institute of Technology

Structural Reliability Analysis

The normal distributed safety margin M

) (m f M

m

M

μ

Safe Failure

M

σ

M

σ

) (m f M

m

M

μ

Safe Failure

M

σ

M

σ

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Sw iss Federal Institute of Technology

Structural Reliability Analysis

In the general case the resistance and the load may be defined in terms

  • f functions

where X are basic random variables and the safety margin as where is called the limit state function failure occurs when

) ( ) (

2 1

X X f S f R = = ) ( ) ( ) (

2 1

X X X g f f S R M = − = − =

) ( ≤ x g

) ( ≤ x g

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Sw iss Federal Institute of Technology

Structural Reliability Analysis

Setting defines a (n-1) dimensional surface in the space spanned by the n basic variables X This is the failure surface separating the sample space of X into a safe domain and a failure domain The failure probability may in general terms be written as

) ( = x g

i

x

1 + i

x

Failure domain Safe domain

) ,.., , (

2 1

>

n

x x x g

s

Ω

f

Ω

) ,.., , (

2 1

n

x x x g

Failure event

( ) 0

( )

f g

P f d

= ∫

X x

x x

( ) g = x

{ }

) ( ≤ = x F g

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Sw iss Federal Institute of Technology

Basics of Structural Reliability Methods

The probability of failure can be assessed by where is the joint probability density function for the basic random variables X For the 2-dimensional case the failure probability simply corresponds to the integral under the joint probability density function in the area of failure

{ }

≤ = Ω

=

) (

) (

x X

x x

g f

f

d f P

) (x

X

f

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Sw iss Federal Institute of Technology

Basics of Structural Reliability Methods

When the limit state function is linear the saftey margin M is defined through with mean value and variance

=

⋅ + =

n i i i x

a a g

1

) (x

=

⋅ + =

n i i i X

a a M

1

=

+ =

n i X i M

i

a a

1

μ μ

∑ ∑ ∑

≠ = = =

+ =

n i j j j i j i ij n i n i X i M

a a a

i

, 1 1 1 2 2 2

σ σ ρ σ σ

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Basics of Structural Reliability Methods

The failure probability can then be written as The reliability index is defined as Provided that the safety margin is normal distributed the failure probability is determined as

) ( ) ) ( ( ≤ = ≤ = M P g P P

F

X

M M

σ μ β =

) ( β − Φ =

F

P

m

) (m fM

Basler and Cornell

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Basics of Structural Reliability Methods

The reliability index β has the geometrical interpretation of being the shortest distance between the failure surface and the origin in standard normal distributed space u in which case the components of U have zero means and variances equal to 1

  • 6
  • 4
  • 2

2 4 6 8 10 12

  • 2

2 4 6 8 10 12 S R

x2 x1

) ( = x g

  • 6
  • 4
  • 2

2 4 6 8 10 12

  • 2

2 4 6 8 10 12 S R

x2 x1

  • 6
  • 4
  • 2

2 4 6 8 10 12

  • 2

2 4 6 8 10 12 S R

x2 x1

) ( = x g ) ( = x g ) ( = x g

  • 6
  • 4
  • 2
2 4 6 8 10 12
  • 2
2 4 6 8 10 12 S R

u2 u1

β

) ( = u g

  • 6
  • 4
  • 2
2 4 6 8 10 12
  • 2
2 4 6 8 10 12 S R

u2 u1

  • 6
  • 4
  • 2
2 4 6 8 10 12
  • 2
2 4 6 8 10 12 S R

u2 u1

β

) ( = u g ) ( = u g ) ( = u g

i i

X X i i

X U σ μ − = Design point

slide-62
SLIDE 62

Sw iss Federal Institute of Technology

Basics of Structural Reliability Methods

Example: Consider a steel rod with resistance r subjected to a tension force s r and s are modeled by the random variables R and S The probability of failure is wanted

35 , 350 = =

R R

σ μ 40 , 200 = =

S S

σ μ

S R g − = ) (X ) ( ≤ − S R P

slide-63
SLIDE 63

Sw iss Federal Institute of Technology

Basics of Structural Reliability Methods

Example: Consider a steel rod with resistance r subjected to a tension force s r and s are modeled by the random variables R and S The probability of failure is wanted The safety margin is given as The reliability index is then and the probability of failure

35 , 350 = =

R R

σ μ 40 , 200 = =

S S

σ μ

S R g − = ) (X ) ( ≤ − S R P

S R M − =

150 200 350 = − =

M

μ

15 . 53 40 35

2 2

= + =

M

σ

84 . 2 15 . 53 150 = = β

3

10 4 . 2 ) 84 . 2 (

⋅ = − Φ =

F

P

slide-64
SLIDE 64

Sw iss Federal Institute of Technology

Basics of Structural Reliability Methods

Usually the limit state function is non-linear

  • this small phenomenon caused

the so-called invariance problem Hasofer & Lind suggested to linearize the limit state function in the design point

  • this solved the invariance

problem The reliability index may then be determined by the following

  • ptimization problem

Can however easily be linearized !

  • 6
  • 4
  • 2

2 4 6 8 10 12

  • 2

2 4 6 8 10 12 S R

u2 u1

β

) ( = ′ u g ) ( = u g

  • 6
  • 4
  • 2

2 4 6 8 10 12

  • 2

2 4 6 8 10 12 S R

u2 u1

  • 6
  • 4
  • 2

2 4 6 8 10 12

  • 2

2 4 6 8 10 12 S R

u2 u1

β

) ( = ′ u g ) ( = u g

{ } ∑

= = ∈

=

n i i g

u

1 2 ) (

min

u u

β

slide-65
SLIDE 65

Sw iss Federal Institute of Technology

Basics of Structural Reliability Methods

Simulation methods may also be used to solve the integration problem 1) m realizations of the vector X are generated 2) for each realization the value of the limit state function is evaluated 3) the realizations where the limit state function is zero or negative are counted 4) The failure probability is estimated as

{ }

≤ = Ω

=

) (

) (

x X

x x

g f

f

d f P

Random number 1

) (

i X

x F

i

j

z

j

x

i

x

f

n m n p

f f =

slide-66
SLIDE 66

Sw iss Federal Institute of Technology

2 4 6 8 10 12 14 16 18 20

  • 2

2 4 6 8 10 12 Load Resistance

Basics of Structural Reliability Methods

  • Estimation of failure probabilities using

Monte Carlo Simulation

2 4 6 8 10 12 14 16 18 20

  • 2

2 4 6 8 10 12 Load Resistance 2 4 6 8 10 12 14 16 18 20

  • 2

2 4 6 8 10 12 Load Resistance 2 4 6 8 10 12 14 16 18 20

  • 2

2 4 6 8 10 12 Load Resistance

m n p

f f =

  • m random outcomes of R und S

are generated and the number of

  • utcomes nf in the failure domain

are recorded and summed

  • The failure probability pf

is then

2 4 6 8 10 12 14 16 18 20

  • 2

2 4 6 8 10 12 Load Resistance

Safe Failure

slide-67
SLIDE 67

Sw iss Federal Institute of Technology

Structural reliability and safety formats

  • The Load and Resistance Factor Design safety format is built up by the

following components Design situations Ultimate, serviceability, accidental Design equations Design variables Characteristic values Partial safety factors Design values

( )

/ = + − =

C Q c G m c

Q G R g

a

γ γ γ z

C

G

C

Q

z

m

γ

G

γ

Q

γ

d c m

x x = γ

c d Q

x x = γ

slide-68
SLIDE 68

Sw iss Federal Institute of Technology

Basics of Structural Reliability Methods S R

C

S

C

R

) ( ), ( s f r f

S R

r, s

d c m

x x = γ

c d Q

x x = γ

d d

z x R S ,

slide-69
SLIDE 69

Sw iss Federal Institute of Technology

Code calibration as a decision problem

  • The code calibration problem can be seen as a decision problem with the objective

to maximize the life-cycle benefit obtained from the structures by „calibrating“ (adjusting) the partial safety factors

[ ]

m i t s P C C C B w W

u i i l i L j Fj Fj Rj Ij j j

,..., 1 , . . ) ( ) ( ) ( ) ( max

1

= ≤ ≤ ∑ − − − =

=

γ γ γ γ γ γ γ

γ

( )

j

min ( ) . . , , , z , 1,...,

Ij c j l u i i i

C s t G z z i N

γ

γ ≥ ≤ ≤ = z x p z

) , ( ≥ γ z , p , x

j c j

G

  • The „optimal“ design is determined from the design equations
slide-70
SLIDE 70

Sw iss Federal Institute of Technology

Target reliabilities for the design of structures

  • Target reliabilities for Ultimate Limit State verification

Relative cost of safety measure Minor consequences

  • f failure

Moderate consequences

  • f failure

Large consequences

  • f failure

High β=3.1 (

F

P ≈10-3) β=3.3 (

F

P ≈5 10-4) β=3.7 (

F

P ≈10-4) Normal β=3.7 (

F

P ≈10-4) β=4.2 (

F

P ≈10-5) β=4.4 (

F

P ≈5 10-5) Low β=4.2 (

F

P ≈10-5) β=4.4 (

F

P ≈10-5) β=4.7 (

F

P ≈10-6)

  • Target reliabilities for Serviceability Limit State Verification

Relative cost of safety measure Target index (irreversible SLS) High β=1.3 (

F

P ≈10-1) Normal β=1.7 (

F

P ≈5 10-2) Low β=2.3 (

F

P ≈10-2)

slide-71
SLIDE 71

Sw iss Federal Institute of Technology

The JCSS approach to code calibration

  • A seven step approach
  • 1. Definition of the scope of the code
  • Class of structures and type of failure modes
  • 2. Definition of the code objective
  • Achieve target reliability/probability
  • 3. Definition of code format
  • how many partial safety factors and load combination factors to be used
  • should load partial safety factors be material independent
  • should material partial safety factors be load type independent
  • how to use the partial safety factors in the design equations
  • rules for load combinations
slide-72
SLIDE 72

Sw iss Federal Institute of Technology

The JCSS approach to code calibration

  • A seven step approach
  • 4. Identification of typical failure modes and of stochastic model
  • relevant failure modes are identified and formulated as limit state functions/design

equations

  • appropriate probabilistic models are formulated for uncertain variables
  • 5. Definition of a measure of closeness
  • the objective function for the calibration procedure is formulated e.g.

( )

∑ − =

= L j t j j

w W

1 2

) ( ) ( min β γ β γ

γ

( )

∑ − =

= L j t F Fj j

P P w W

1 2

) ( ) ( ' min γ γ

γ

slide-73
SLIDE 73

Sw iss Federal Institute of Technology

The JCSS approach to code calibration

  • A seven step approach
  • 6. Determination of the optimal partial safety factors for the chosen code format
  • 7. Verification
  • incorporating experience of previous codes and practical aspects

The JCSS software CODECAL provides code calibration according to this approach available on: www.jcss.ethz.ch

slide-74
SLIDE 74

Sw iss Federal Institute of Technology

  • Decisions and decision maker

A decision is: a committed allocation of resources the decision maker thus has responsibility for the committed resources – but also responsibility to any third party which may be affected by the decision the benefit of the decision should at least be in balance with the committed resources – this depends on the preferences

  • f the decision maker – measured in terms of attributes

The JCSS Framework for Risk Assessment

slide-75
SLIDE 75

Sw iss Federal Institute of Technology

  • Constraints on decision making

In principle – any society may define what they consider to be acceptable decisions Typically decisions are constrained – e.g. in terms of maximum acceptable risks to

  • persons
  • qualities of the environment

The JCSS Framework for Risk Assessment

slide-76
SLIDE 76

Sw iss Federal Institute of Technology

  • Feasibility and optimality

Feasible, optimal and acceptable decisions may be identified from

The JCSS Framework for Risk Assessment

Feasible decisions Optimal decision

Utility Decision alternative

Acceptable decisions

slide-77
SLIDE 77

Sw iss Federal Institute of Technology

  • System modelling

The JCSS Framework for Risk Assessment

Facility Facility boundary

slide-78
SLIDE 78

Sw iss Federal Institute of Technology

  • Knowledge and uncertainty

Remember that all uncertainties must be considered when the expected value of the utility is assessed

  • aleatory
  • epistemic

It is important to address the possibility of the existence different system hypothesis – and take this into account in the decision problem

The JCSS Framework for Risk Assessment

slide-79
SLIDE 79

Sw iss Federal Institute of Technology

  • System representation – scenarios of events

The JCSS Framework for Risk Assessment

………. Exposure events Constituent failure events and direct consequences Follow-up consequences

System representation must be refined enough to enable a comparison of the risks

  • r benefits of different

decision alternatives

slide-80
SLIDE 80

Sw iss Federal Institute of Technology

  • System representation – evolution of consequences

The JCSS Framework for Risk Assessment

slide-81
SLIDE 81

Sw iss Federal Institute of Technology

  • Risk perception

The JCSS Framework for Risk Assessment

Due to perception of possible events

slide-82
SLIDE 82

Sw iss Federal Institute of Technology

  • Comparison of decision alternatives

Optimal decision alternatives are selected by comparing expected total utility

The JCSS Framework for Risk Assessment

1 1 1

( ) ( , ) ( , ) ( , ) ( , ) ( , ( ), ) ( , )

EXP EXP STA

j n n n ij k j D ij j k j l k j ID l D j k j k k l

E U a p C EX a c C a p EX a p S EX a c S c a p EX a

= = =

⎡ ⎤ = ⎣ ⎦ +

∑ ∑∑

C

slide-83
SLIDE 83

Sw iss Federal Institute of Technology

  • System representation – multiple scales

The JCSS Framework for Risk Assessment

slide-84
SLIDE 84

Sw iss Federal Institute of Technology

  • Assessment of risks

Direct risks: Indirect risks: Robustness Index:

The JCSS Framework for Risk Assessment

1

( ) ( ) ( )

EXP

n D ij k D ij k k

R p C EX c C p EX

=

= ∑

1 1

( ) ( , ( )) ( )

STA EXP n

n ID l k ID l D k k l

R p S EX c S c p EX

= =

= ∑∑ C

Exposure Vulnerability Robustness Exposure Vulnerability Robustness

( )

k

p EX ( ) ( )

ij k D ij

p C EX c C

( ) ( , ( ))

l k ID l D

p S EX c S c C

D R D ID

R I R R = +

slide-85
SLIDE 85

Sw iss Federal Institute of Technology

  • Indicators of risks

The JCSS Framework for Risk Assessment

:

Flood Ship impact Explosion/Fire Earthquake Vehicle impact Wind loads Traffic loads Deicing salt Water Carbon dioxide Yielding Rupture Cracking Fatigue Wear Spalling Erosion Corrosion Loss of functionality partial collapse full collapse Use/functionality Location Environment Design life Societal importance Design codes Design target reliability Age Materials Quality of workmanship Condition Protective measures Ductility Joint characteristics Redundancy Segmentation Condition control/monitoring Emergency preparedness Direct consequences Repair costs Temporary loss or reduced functionality Small number of injuries/fatalities Minor socio-economic losses Minor damages to environment Indirect consequences Repair costs Temporary loss or reduced functionality Mid to large number of injuries/fatalities Moderate to major socio-economic losses Moderate to major damages to environment

Exposure Vulnerability Robustness Exposure Vulnerability Robustness Exposure Vulnerability Robustness Exposure Vulnerability Robustness

Physical characteristics Scenario representation Indicators Potential consequences

slide-86
SLIDE 86

Sw iss Federal Institute of Technology

  • Discounting

In evaluating the benefit and risk – the time of consequences as well as investments must be taken into account – by discounting

  • private discounting should consider long term investment

return

  • public sector should consider only long term rate of

economical growth – presently around 2 percent per annum

The JCSS Framework for Risk Assessment

slide-87
SLIDE 87

Sw iss Federal Institute of Technology

  • Risk treatment – communication and transfer
  • In principle risk may be treated at any level in the systems

representation

The JCSS Framework for Risk Assessment

Exposure Vulnerability Robustness Risk reduction m easures Exposure Vulnerability Robustness Risk reduction m easures Exposure Vulnerability Robustness Risk reduction m easures Exposure Vulnerability Robustness Risk reduction m easures

Collecting more information Changing the physical characteristics Risk information/communication Transfer of risks - insurance

slide-88
SLIDE 88

Sw iss Federal Institute of Technology

  • Basically the same steps

should be performed for any type of facility/application area Risk assessment procedures are generic

The Procedure of Risk Assessment

Define Context and Criteria Define System Identify Hazard Scenarios

  • what might go wrong
  • how can it happen
  • how to control it

Analysis of Consequences Analysis of Probability Identify Risk Scenarios Analyse Sensitivities Assess Risks Risk Treatment Monitor and Review

slide-89
SLIDE 89

Sw iss Federal Institute of Technology

Life Safety – and the Performance of Society

  • Life safety is provided by many different

sectors and through very different activities

Efficiency is markedly different from sector to sector and from activity to activity ! It is a societal responsibility to spend public resources efficiently ! If this is not done – life is taken away from some individuals in society

slide-90
SLIDE 90

Sw iss Federal Institute of Technology

Life Safety – and the Performance of Society

  • Prioritization in society must be subject to a holistic perspective
slide-91
SLIDE 91

Sw iss Federal Institute of Technology

Life Safety – and the Performance of Society

  • The performance of the nations of the world is measured through the Human

Development Index (HDI)

World map indicating Human Development Index (2004).

██ 0.950 and over ██ 0.900-0.949 ██ 0.850-0.899 ██ 0.800-0.849 ██ 0.750-0.799 ██ 0.700-0.749 ██ 0.650-0.699 ██ 0.600-0.649 ██ 0.550-0.599 ██ 0.500-0.549 ██ 0.450-0.499 ██ 0.400-0.449 ██ 0.350-0.399 ██ 0.300-0.349 ██ under 0.300 ██ n/a

1 1 1 3 3 3 HDI GDP Index EI LEI = + +

slide-92
SLIDE 92

Sw iss Federal Institute of Technology

Life Safety – and the Performance of Society

  • It is also interesting to observe how the income of nations is distributed

between the individuals of the nations (Gini – Index)

1 1 1 3 3 3 HDI GDP Index EI LEI = + +

slide-93
SLIDE 93

Sw iss Federal Institute of Technology

Modelling Socio-Economical Acceptable Risks

  • Taking basis in the philosophical insight that the basic asset individuals have

is time – Nathwani, Pandey and Lind developed the Life Quality Index – a preference model – which at a societal level acts as a revealed preference on how we weight money against life time and time for private activities

( , ) : is the part of the GDP available for investment into life safety : is the life expectancy at birth : is the part of life spent for work 1 1 : is a factor which takes

q

L g g g w w q w β β = = − l l l into account that only a part of the GDP is based on humal labour

slide-94
SLIDE 94

Sw iss Federal Institute of Technology

Modelling Socio-Economical Acceptable Risks

  • Based on the LQI – the consideration that every investment into life safety

should lead to an increase in life-expectancy results in a risk acceptance criterion: which leads to the important Societal Willingness To Pay (SWTP) criterion:

1 + ≥ l l dg d g q

= = − l l g d SWTP dg q

GDP 59451 SFr

l

80.4 years

w

0.112

β

0.722

g

35931 SFr

q

0.175

slide-95
SLIDE 95

Sw iss Federal Institute of Technology

Modelling Socio-Economical Acceptable Risks

  • The SWTP criterion is readily applied for the purpose to determining

acceptable structural failure probabilities

where is a demographical constant is the probability of dying in case of structural failure is the failure rate of a considered structural system

x x x

d C d C kdm C k m μ ≈ = l l

slide-96
SLIDE 96

Sw iss Federal Institute of Technology

Modelling Socio-Economical Acceptable Risks

( ) ( ) where ( ) are the annual costs spent for risk reduction is the number of people exposed to the structural failure is a decision alternative e.g. a structural di

y x PE y PE

g dC p C N kdm p q dC p N p ≥ − mension

  • The SWTP criterion is readily applied for the purpose to determining acceptable

structural failure probabilities

slide-97
SLIDE 97

Sw iss Federal Institute of Technology

Modelling Socio-Economical Acceptable Risks

  • The SWTP criterion can be visualized

( ) m p p

dp

maximum acceptable failure rate acceptable decisions

( )

y x PE

q dC p C N k g

( )

y x PE

C p q C N k g

( ) ( )

y x PE

g dC p C N kdm p q ≥ −

slide-98
SLIDE 98

Sw iss Federal Institute of Technology

Modelling Socio-Economical Acceptable Risks

  • Based on the LQI – also the costs of compensation for a lost life can be

assessed – Societal Value of a Statistical Life (SVSL). For Switzerland this amounts to about 6 million SFr

= g SVSL E q

slide-99
SLIDE 99

Sw iss Federal Institute of Technology

Modelling Socio-Economical Acceptable Risks

  • Now the optimization problem can be reassessed –

Acceptable decisions are limited by the SWTP criterion Costs of failure include compensation – through the SVSL

Feasible decisions Optimal decision

Utility Decision alternative

Acceptable decisions

slide-100
SLIDE 100

Sw iss Federal Institute of Technology

Reliability Assessm ent of Structures

Thanks for your attention !

COST E5 5 W orkshop Graz University of Technology May, 1 4 -1 5 , 2 0 0 7