Chapter 2

Basic Concepts of
Structural Reliability Theory

Chapter 2: Basic Concepts of Structural Reliability Theory

Contents
2.1 Definitions of Structural Reliability
2.2 Failure Probability of Structures
2.3 Reliability Index of Structures
2.4 Geometric Meaning of Reliability Index
2.5 Relationship between Reliability Index and Safety Factor

Chapter 2

Basic Concepts of
Structural Reliability Theory
2.1 Definitions of Structural Reliability

2.1 Definitions of Structural Reliability 1

2.1.1 Reliability of Structures

Structural Reliability is the ability of a structure or structural
element to fulfill the specified performance requirements
under the prescribed conditions during the prescribed time.
1. The Prescribed Time

the prescribed time = the design working life

the design working life the design reference period
Design working life is assumed period for which a structure or
a structural element is to be be used for its intended purpose
without major repair being necessary.
Design reference period is a chosen period of time which is
used as a basis for assessing values of variable actions, timedependent material properties, etc.

2.1 Definitions of Structural Reliability 2

Table2.1 Design Working Life

Class

Design working life

(years)

Examples

1 to 5

25

Replacement structural parts,

e.g. gantry girders, bearings

50

Buildings and other common

structures, other than those
listed below

100 or more

Monumental buildings, and

other special or important
structures.
Large bridges

Temporary

2.1 Definitions of Structural Reliability 3

2. The Prescribed Conditions

the normal design condition

the normal construction condition
the normal operation condition

The human errors are

not considered

3. The Specified Performance Requirements

Ultimate limit state requirement
They shall withstand extreme and/or frequently repeated actions
occurring during their construction and anticipated use.
Serviceability limit state requirement
They shall perform adequately under all expected actions.
Structural durability requirement
They shall remain fit for use during their design working lives in
their environment, given appropriate maintenance.
Structural integrity requirement
They shall not be damaged by events like flood, land slip, fire,
explosion, impact, earthquake, tornado, etc.

2.1 Definitions of Structural Reliability 4

2.1.2 Limit States of Structures

1. Definition of Limit State
A limit state is a state beyond which a structure or part of it
no longer satisfies the design performance requirements.

The concept of a limit state is used to help define failure in the context
of structural reliability theory.

We could say that a structure fails if it cannot perform its intended

function, or violation of a limit state.

A limit state is a boundary between desired and undesired performance

of a structure.

The boundary between desired and undesired performance of a

structure is often represented mathematically by a limit state function
or performance function.

2.1 Definitions of Structural Reliability 5

2. Types of Limit State Classification 1

(1) Ultimate Limit State (ULS)
Ultimate limit states are mostly related to the loss of load-carrying
capacity. Examples of modes of failure in this category include:

Exceeding the moment carrying capacity

Formation of a plastic hinge

Crushing of concrete in compression

Shear failure of the web in a steel beam

Loss of the overall stability

Buckling of flange

Buckling of web

Weld rupture

Loss of foundation load-carrying

2.1 Definitions of Structural Reliability 6

(2) Serviceability Limit State (SLS)

Serviceability limit states are mostly related to gradual deterioration, users
comfort, or maintenance. They may or may not be directly related to
structural integrity. Examples of modes of failure in this category include:
Excess deflection

Excess vibration

Permanent deformations

Cracking

(3) Fatigue Limit State (FLS)

Fatigue limit states are related to loss of strength under repeated loads.
Fatigue limit states are related to the accumulation of damage and
eventual failure under repeated loads.
A structural component can fail under repeated loads at a level lower than
the ultimate load. The failure mechanism involves the formation and
propagation of cracks until their rupture. This may result in structural
collapse.

2.1 Definitions of Structural Reliability 7

2. Types of Limit State Classification 2

(1) Irreversible Limit State
Irreversible limit state is a limit state which will remain permanently
exceeded when the actions which caused the excess are removed.
The effect of exceeding an ultimate limit state is almost always
irreversible and the first time that this occurs it causes failure.

In the cases of permanent local damage or permanent unacceptable

deformations, exceeding a serviceability limit state is irreversible and
the first time that this occurs it causes failure.

(2) Reversible Limit State

Reversible limit state is a limit state which will not be exceeded when the
actions which caused the excess are removed.
In the cases of temporary local damage, temporary large deformations
and vibrations, exceeding a serviceability limit state is reversible.

2.1 Definitions of Structural Reliability 8

2.1.3 Limit State Functions (Performance Functions)

1. Form of Comprehensive Variables

In general, the factors influencing structural reliability can be put into

two kinds of comprehensive variables, that is, load effect S (demand)
and structural resistance R (supply).
A performance function, or limit state function, can be defined as

Z g ( R, S ) R S

Z RS 0

for safe state

Z RS 0

for limit state

Z RS 0

for failure state

The limit state equation is defined as

Z g ( R, S ) R S 0

2.1 Definitions of Structural Reliability 9

Properties of Limit State Functions

Z is also named safety margin or margin of safety.

Each limit state function is associated with a particular limit state.

Different limit states may have different limit state functions.

Even for a particular limit state, its limit state functions may be different.

Z RS
R
Z 1
S
Z ln R ln S

2.1 Definitions of Structural Reliability 10

2. Form of Basic Variables

In general, the performance function can be a function of many

variables: load components, environment influence, resistance
parameters, material properties, dimensions, analysis factors, and so
on.
The above random variables are called basic random variables, or
basic variables.
The basic variable space is a specified set of basic variables. It is also
called state space: X ( X 1 , X 2 ,L , X n )
The general form of a performance function:
Z g ( X ) g ( X 1 , X 2 ,L , X n )

The general form of a limit state equation:

Z g ( X ) g ( X 1 , X 2 ,L , X n ) 0

g ( X 1 , X 2 ,L , X n ) 0

for safe state

g ( X 1 , X 2 ,L , X n ) 0

for limit state

g ( X 1 , X 2 ,L , X n ) 0

for failure state

2.1 Definitions of Structural Reliability 11

2.1.4 Measures of Structural Reliability

1. Safety (Survival) Probability of Structures

Let the performance function of a structure be Z g ( X 1 , X 2 ,L , X n ) ,

X i be the basic random variables influencing structural functions.
Obviously, Z is a random variable. Assume that the PDF of Z is f Z ( z )

The probability of the event that the structure is to be safe is defined as

safety probability, or survival probability. Mathematically,

Ps P ( Z 0) f Z ( z )dz
0

2. Failure Probability of Structures

The probability of the event that the structure is to be unsafe is defined

as failure probability. Mathematically,

Pf P ( Z 0)

f Z ( z )dz

2.1 Definitions of Structural Reliability 12

Relationship between Ps and Pf

fZ ( z)

Ps Pf 1

Ps

Pf 1 Ps

Pf

Ps 1 Pf

Z 0

Z >0

3. Reliability Index of Structures

The reliability index of structures is defined as

1 ( Pf )
where, 1 is the inverse standardized normal distribution function.

Chapter 2

Basic Concepts of
Structural Reliability Theory
2.2 Failure Probability of Structures

2.2 Failure Probability of Structures 1

2.2.1 General Basic Variables

1. Assumptions
Consider the performance
function
Z g ( X ) g ( X1, X 2 ,L , X n )
where, X ( X 1 , X 2 ,L , X n ) is a n-dimension random vector.
It is assumed that the joint PDF of X is f X ( x ) f X1 X 2 L

Xn

( x1 , x2 ,L , xn )

2. Formula
The failure probability of structures with general basic variables:

Pf P[ g ( X ) 0] f X ( x )dx

X1 X 2 L X n

( x1 , x2 ,L , xn )dx1dx2 L dxn

2.2 Failure Probability of Structures 2

In the above formula, is called as failure domain of structures.

{x | g ( x ) 0} {( x1 , x2 ,L , xn ) | g ( x1 , x2 , L , xn ) 0}
3. Calculation Method
Precise Analytical Method:

Probability Interference
Method (PIM)

Analytical Method

Simulation Method

FOSM
Approximate Analytical Method

FORM

Monte Carlo Method (MCS)

SORM

Latin Hypercube Sampling

Important Sampling

Integral Method

2.2 Failure Probability of Structures 3

2.2.2 Two Comprehensive Variables

1. Assumptions
(1) S is the total load effect, known: f S ( s ) , FS ( s )
(2) R is the member resistance, known: f R ( r ) , FR ( r )
(3) R and S are statistical independent, that is, f RS ( r , s ) f R (r ) f S ( s )

2. Probability Interference Method (PIM)

The limit state function:

Z RS 0
The

failure domain:

{(r , s ) | r s 0}

RS
failure
domain

RS 0
RS
safe
domain

2.2 Failure Probability of Structures 4

2. Probability Interference Method (PIM)

The

failure probability:

Pf P ( Z 0) P ( R S 0)

f RS (r , s )drds

rs

f R (r ) f S ( s )drds

rs

PDF
f S (s)

f R (r )

s, r

2.2 Failure Probability of Structures 5

First integration for r, then for s

Pf

rs

f R (r ) f S ( s )drds

FR ( s ) P ( R s )

Formula 1 of PIM

Pf

f R (r )dr
f S ( s )ds

FR ( s ) f S ( s )ds E FR ( s )

First integration for s, then for r

Pf

rs

f R (r ) f S ( s )drds

Formula 2 of PIM

Pf

f S ( s )dr
f R (r )ds

FS (r ) P( S r ) 1 P ( S > r )

1 FS (r ) f R (r )dr

E 1 FS (r )

2.2 Failure Probability of Structures 6

3. Physical Meaning of Probability Interference

f R (r )

The probability of load

effect S being in space ds :

f S ( s)

P(S

s, r

ds

ds
ds
S S ) f S ( s )ds
2
2
The probability of resistance
R being less than a specific
load effect s:

P( R <s )

f R (r ) dr FR ( s )

Since R & S are statistical independent, the probability of R & S

simultaneously occurring in space ds is:

f S ( s )ds

f R (r )dr FR ( s ) f S ( s )ds

2.2 Failure Probability of Structures 7

Pf interference area

Attention
!
PDF
f S (s)

f R (r )

2
s, r

Actually, it has been verified that there exists a relationship as

follows:

1 2 Pf 1 2 1 2

2.2 Failure Probability of Structures 8

Example 2.1
Consider the performance function of the square section strength of a
structural element

Z RS

where R and S are random variables.

The distribution parameters of R & S are shown below:
R is a normal RV

R 10kN / cm 2
R 1kN / cm 2

The PDF of S is

f S (s) e

( s 0)

Calculate the failure probability of the element.

S is a exponent RV

S 1/ 5kN / cm 2
S 1/ 5kN / cm 2

2.2 Failure Probability of Structures 9

Solution:
Pf

1 FS (r ) f R (r )dr 0
1
e
2 R

Pf

1 r R

2 R

1 1 e r

f R (r )dr

e r dr

2
2 4

R
R R
1

exp
dr
2

2 R
2 R

Let t

FS ( s ) 1 e s

r R R2

R R2

2
R

, then

t2 1
1
2 2
exp 2 R R dt
2
2 2

2.2 Failure Probability of Structures 10

1
2 2
Pf exp 2 R R R R2

exp 2 R 2 R2
2

t 2
1
exp dt
2
2

R R2
1

If we place the practical values of R , R , S , S into the

above formula, then we will obtain the failure probability:

Pf e 1.98 1 9.8

0.13807

End of Example 2.1

Chapter 2

Basic Concepts of
Structural Reliability Theory
2.3 Reliability Index of Structures

2.3 Reliability Index of Structures 1

2.3.1 R & S are Independent Normal Variables

1. Assumptions
Consider the performance
function

Z RS

where, R, S are normal random variables.

R N (R , R )
S N (S , S )

2. Formula
Since R & S are all normal random variables, then we know that Z is
also a normal RV. Therefore, we have

Z R S

Z R2 S2

2.3 Reliability Index of Structures 2

1
1 z Z
fZ (z)
exp

2 Z

Z
The failure probability Pf is:

Pf P ( Z 0)

( z )

f Z ( z )dz

1
1 z Z
exp

2 Z
2 Z

dz

z Z
Let u
, then dz Z du
Z
Z
1 ZZ
u2
Pf
exp( )du

2
2
Z

2.3 Reliability Index of Structures 3

Z
Let
, then Pf . is called Reliability Index.
Z
Formula of Reliability Index

R S
Z

Z
R2 S2
Pf

Pf

Ps 1 Pf 1
MATLAB Programs
> format short e
> beta = 1.0:0.5:5.0;
> Pf = normcdf( -beta,0,1)

> n=1:9
> Pf = 10.^(-n);
> beta = -norminv(Pf)

2.3 Reliability Index of Structures 4

Table2.2 Relationship between

and Pf

Pf

Pf

Pf

1.0

1.5910-1

2.5

6.2110-3

4.0

3.1710-5

1.5

6.6810-2

3.0

1.3510-3

4.5

3.4010-6

2.0

2.2810-2

3.5

2.3310-4

5.0

2.8710-7

Pf

10-1
10-2
10-3
10-4
10-5
10-6
10-7
10-8
10-9

1.28
2.33
3.09
3.71
4.26
4.75
5.19
5.62
5.99

2.3 Reliability Index of Structures 5

2.3.2 R & S are Independent Lognormal Variables

1. Assumptions
Consider the performance
function
Z

ln R ln S

where, R, S are lognormal random variables.

R LN ( R , R )
S LN ( S , S )

2. Formula
Z ln R ln S

Z ln2 R ln2 S

ln R ln S
Z

Z
ln2 R ln2 S

2.3 Reliability Index of Structures 6

ln R ln

R
1 VR2

ln R ln(1 VR2 )
ln S ln

1 VS2

1 V 2
S
ln R
2
S 1 VR

ln 1 VR2 1 VS2

ln S ln(1 VS2 )
VR 0.3
VS 0.3

ln R ln S
VR2 VS2

2.3 Reliability Index of Structures 7

Example 2.2
Consider the performance function of a structural element Z R S ,
where R and S are normal random variables.

( R , R ) (685.40, 64.31) MPa

( S , S ) (372.89, 41.30) MPa
Calculate the reliability index of the element.

Solution:

R S

2
R

2
S

685.40 372.89
64.31 41.30
2

Ps ( ) (4.09) 99.99%

4.09

2.3 Reliability Index of Structures 8

Example 2.3
Consider the performance function of a structural element Z R S ,
where R and S are lognormal random
variables.

( R , R ) (135.06, 12.895) MPa

( S , S ) (58.94, 17.964) MPa

Calculate the reliability index of the element.

Solution:

VR R / R 0.0955 VS S / S 0.3048

1 V 2
S
ln R
2
S 1 VR

ln 1 VR2 1 VS2

2.777

2.3 Reliability Index of Structures 9

Ps ( ) (2.777) 99.72%
If we use the approximate formula, then we will have

ln R ln S
V V
2
R

2
S

2.596

Ps ( ) (2.596) 99.52%
The relative error of these two methods is:

2.777 2.596
err
6.5%
2.777

Chapter 2

Basic Concepts of
Structural Reliability Theory
2.4 Geometric Meaning of Reliability Index

2.4 Geometric Meaning of Reliability Index 1

2.4.1 Reduced Variables

The standard forms of the basic variables R & S can be expressed as:

R R
UR
R
S S
US
S
The variables U R and U S are called reduced variables .

R R U R R
S S U S S

Z g ( R, S ) R S

2.4 Geometric Meaning of Reliability Index 2

We can find a straight line equation in the space of reduced
variables:

Z g (U R ,U S ) ( R S ) RU R SU S

The above equation can be transformed into a normal equation :

R

2
R

2
S

R cos R
S cos S
R S

2
R

2
S

UR

S

2
R

2
S

US

(R S )

2
R

2
S

R
R2 S2
S
R2 S2

RU R SU S 0

2.4 Geometric Meaning of Reliability Index 3

2.4.2 Geometric Meaning of Reliability Index

The Reliability Index is the shortest distance from the
origin of reduced variables to the limit state equation.

OP*

The definition can be

generalized for n variable space.

US
failure
domain

P* is called the design point.

the coordinate values of P*

P*

R R R R
*

S S S S

Z 0

safe
domain

R
UR
R

Chapter 2

Basic Concepts of
Structural Reliability Theory
2.5 Relationship between
Reliability Index and Safety Factor

2.5 Relationship between Reliability Index and Safety Factor 1

2.5.1 Problems of Safety Factor

For traditional design, structural safety is expressed as safety factor:

R
S

The design formula of traditional design is

R K S

Problems of traditional design

The values of K is determined by experience and engineering
judgments
K is only related to the mean values of R & S, therefore it
cannot reflect the practical failure events of structures.

2.5 Relationship between Reliability Index and Safety Factor 2

K1
K2

S1
R2

f S ( s)

f R (r )

K1 K 2

S2

However,

PDF

R1

S1

PDF

Pf 1 Pf 2

R1

f S (s)

Pf is not only related to the

center position of PDF of R & S,

s, r
f R (r )

S2

R2

it is also related to the degree of disperse relative to the means.

Safety factor K cannot reflect this fact !

Reliability index can reflect this fact !

s, r

2.5 Relationship between Reliability Index and Safety Factor 3

2.5.2 Relationships between K and

For two independent normal RVs

R S
R2 S2

R
1
S

R
2
2
V

R
S

1 VR2 VS2 2VR2VS2

1 V
2

2
R

K 1
K 2VR2 VS2

Mean values

Variation coefficients

Chapter2: Homework 2

Homework 2
2.1 Deduce the formula of safety probability Ps of
probability interference method.
Required: (1) Give two types of Ps just like Pf .
(2) The key point of your deduction
should be shown by figure.
2.2 By using the formula that you deduce in homework 2.1,
calculate the safety probability of the performance
function shown in Example 2.1.
Known: All statistical information is identical to that
in Example 2.1.

End of
Chapter 2