A framework for structural reliability analysis based on conjugate sensitivity factor and saddlepoint approximation

System and measurement uncertainties play a key role in finding the reliability of complex and safety-critical structural systems such as buildings and bridges. Current mainstream techniques in structural reliability analysis use an iterative first-order reliability method that performs an indirect uncertainty evaluation by finding the most probable failure point. However, such an approach could lead to high computational time due to slower convergence, and in some cases, poor convergence that leads to unreliable results. In order to address the shortcomings, this paper applies a new high-order moment propagation technique (that was initially developed for the measurement uncertainty analysis) to structural reliability analysis problems aiming to obtain results that are simultaneously accurate and computational efficient. The proposed approach was implemented on a three-story elastic frame structure, and the presented results prove that the application of a technique from the field of measurement uncertainly can indeed be applied to complex problems in the structural reliability analysis in order to reduce the trade-off between accuracy and computational efficiency.

The saddlepoint approximation (SA) can directly estimate the probability distribution of linear performance function in non-normal variables space. Based on the property of SA, three SA based methods are developed for the structural system reliability analysis. The first method is SA based reliability bounds theory (RBT), in which SA is employed to estimate failure probability and equivalent normal reliability index for each failure mode firstly, and then RBT is employed to obtain the upper and the lower bounds of system failure probability. The second method is SA based Nataf approximation, in which SA is used to estimate the probability density function (PDF) and cumulative distribution function (CDF) for the approximately linearized performance function of each failure mode. After the PDF of each failure mode and the correlation coefficients among approximately linearized performance functions are estimated, Nataf distribution is employed to approximate the joint PDF of multiple structural system performance functions, and then the system failure probability can be estimated directly by numerical simulation using the joint PDF. The third method is SA based line sampling (LS). The standardization transformation is needed to eliminate the dimensions of variables firstly in this case. Then LS method can express the system failure probability as an arithmetic average of a set of failure probabilities of the linear performance functions, and the probabilities of the linear performance functions can be estimated by the SA in the non-normal variables space. By comparing basic concepts, implementations and results of illustrations, the following conclusions can be drawn: (1) The first method can only obtain the bounds of system failure probability and it is only acceptable for the linear limit state function; (2) the second method can give the estimation of system failure probability, and its error mostly results from the approximation of Nataf distribution for the joint PDF of the structural system performance functions and the linearization of the performance functions; (3) the SA based LS method can obtain the estimator of system failure probability, which converges to the actual value along with the increase of sample size. The SA based LS method considers the influence of nonlinearity of limit state function on the failure probability, and it is acceptable for the structural system both with a single failure mode and with multiple failure modes, therefore it has the widest applicability.

Structural reliability analysis by univariate decomposition and numerical integration

A hybrid relaxed first-order reliability method for efficient structural reliability analysis

Structural Reliability Analysis (SRA) is a useful tool in structural engineering. Uncertainty in input parameters and model uncertainties in the analysis predictions are explicitly modelled by random variables. With this methodology, the uncertainties involved are handled in a consistent and transparent way. Compared to a deterministic analysis, SRA provides improved insight in how the various uncertainties involved influence the results. The main results from SRA is the calculated probability of structural failure, but other useful results such as uncertainty importance factors and design points being the most likely combination of all variables at failure represent helpful information. The present paper illustrates some the features using SRA for two different types of application. The first application is the use of SRA as a tool for code calibration and the second shows the application of SRA to a problem where common practice is likely to be rather conservative and therefore leading to unacceptable results, but where the degree of conservatism is not known. Two examples are chosen to illustrate code calibration; i.e. hull girder ultimate limit state (ULS) for tankers and ULS for mooring design in the ULS for floating offshore vessels. Code calibration involves both SRA and design analysis following the code. It is shown how the design analysis can be modified in order to better reflect a chosen target reliability level across a selected set of test cases representative for what the code should cover. Fatigue of subsea wellhead systems is selected as an example of a special case when application of existing rules may lead to unsatisfactory results which are likely to be rather conservative. It is shown how results can be presented in terms of the accumulated probability of fatigue failure as a function of time. This may be a more suitable basis for decision making than a calculated fatigue life from a standard analysis. It is also illustrated how importance factors from the SRA can be used as guidance on how to prioritize effort in order to improve prediction of the fatigue damage. The present paper is not intended to be detailed in all input and analysis methodology, but draw the attention towards the possibilities and benefits of applying SRA in structural engineering, where the examples are used to illustrate this potential.

Dimension reduction for constructing high-dimensional response distributions by accounting for unimportant and important variables

Some transmission structures exhibit important geometric and material nonlinearities that should be considered in their analysis and design. Unless simplifying assumptions are made, reliability analysis of these structures is complex and can be very computer-time intensive. This paper describes an approximate method to conduct reliability analysis of nonlinear transmission structures. It is shown that for most transmission structures, the design point is close to the 50-year return period loads. Using this result, approximate g-functions for nonlinear problems are obtained with minimum computational effort. It is also shown that when the material strengths are highly correlated, g-functions that include interaction of axial load and bending moments may be reduced to g-functions with no interaction. These simplifying results are implemented in a microcomputer program, RELIAB, which can handle complex transmission structures such as large latticed structures, tension-only structures, or structures that exhibit nonlinearities. RELIAB's accuracy is ascertained by comparing results with another computer program, TRANSREL, which accounts for the residual strength of latticed towers following progressive failure of one or more components.

Efficient framework for structural reliability analysis based on adaptive ensemble learning paired with subset simulation

Operators wish to understand the condition of their pipelines to manage ongoing integrity. Information on the condition of the pipeline along its entire length can be obtained using in-line inspection (ILI). However, some pipelines cannot be internally inspected due, for example, to tee connections, tight bends, low flow or to a lack of launcher and receiver facilities. The condition of these ‘unpiggable’ lines can sometimes be largely unknown. To aid the understating of the pipeline condition without ILI data, operators will often rely on alternative sources of information, such as localised external inspections, model predictions and company and individual experience. However, there may be significant uncertainty associated with these alternative data sources when using them to assess the condition of the entire pipeline. This uncertainty may be understood by applying a probabilistic approach to the assessment of pipeline integrity using structural reliability analysis (SRA) methods. An SRA approach applies probabilistic input parameters to a failure prediction model for a defined limit state function. Previous IPC papers[1,2,3] have presented guidance on probabilistic assessments to model pipeline failure. Recommended probability distributions are presented which account for uncertainties associated with line pipe properties, defect sizing and the error associated with the predicted failure model. However, there is little published guidance readily available on recommended defect characteristic distributions specific to internal corrosion features. Parameter distributions are recommended for defect sizing based on empirical data, which are mainly used for external corrosion features. In this paper, a case study is used to present a practical application of an SRA methodology for assessment of pipeline integrity with respect to internal corrosion. Discussion is presented on alternative sources of information for the assessment when ILI data is unavailable, including targeted external inspections of unpiggable lines and data sets from comparable piggable lines. Probability distributions are derived from the available inspection data for the internal corrosion feature size and corrosion rate input parameters to the SRA. Probabilistic analysis is used to account for the expected population of unknown features in the uninspected parts of the pipelines. The expected feature size, corrosion rate and feature density calculated are used in the SRA to estimate the total probability of failure due to internal corrosion over time for the entire length of the pipeline. Recommendations are provided on the application of an SRA methodology to assess pipeline failure due to internal corrosion.

Reducing the surrogate model-based method computation without loss of prediction accuracy remains a significant challenge in structural reliability analysis. The unbalanced probability density, important information in critical region and information redundancy of added sample points are ignored in most of traditional surrogate-based methods, resulting in heavy computational burden. In this work, an active learning combining adaptive Kriging method and weighted penalty (AK-WP) is proposed to analyze the reliability of engineering structures. Firstly, an active learning and weighted penalty function (WPLF) is the result of integrating active learning method, weighted function and penalty function, which is proposed to find the most probable point (MPP). Meanwhile, to avoid redundant information, the best suitable MPP is determined by a proposed distance law established between the found MPP and the existing design of experiment (DoE). Secondly, the Kriging model is refined according to best suitable MPP in each iteration. Thirdly, the failure probability is estimated by the Monte Carlo sample points from the n-ball domain until the convergence condition is satisfied. The accuracy and efficiency of the proposed method are demonstrated by some numerical examples including the highly nonlinear, the small probability problems and implicit function, as well as a real engineering application.

Structural performance of the Nigerian grown Abura timber bridge beam subjected to compression and shearing forces

Response uncertainty evaluation and dynamic reliability analysis corresponding to classical stochastic dynamic analysis are usually restricted to the uncertainties of the excitation. The inclusion of the parameter uncertainties contained in structural properties and excitation characteristics has become an increasingly important problem in many areas of dynamics. In the present paper, a point estimate procedure is proposed for the evaluation of stochastic response uncertainty, and a response surface approach procedure in standard normal space is proposed for analysis of time-variant reliability analysis for hysteretic MDF structures having parameter uncertainties. Using the proposed procedures, the response uncertainties and time-variant reliability can be easily obtained by several repetitions of stochastic response analysis under given parameters without conducting sensitivity analysis, which is considered to be one of the primary difficulties associated with conventional methods. In the time-variant reliability analysis, the failure probability can be readily obtained by improving the accuracy of the first-order reliability method using the empirical second-order reliability index. The random variables are divided into two groups, those with CDF and those without CDF. The latter are included via the high-order moment standardization technique. A numerical example of a 15F hysteretic MDF structure that takes into account uncertainties of four structural parameters and three excitation characteristics is performed, based on which the proposed procedures are investigated and the effects of parameter uncertainties are discussed. Copyright © 1999 John Wiley & Sons, Ltd.

Fuzzy reliability analysis can be implemented using two discrete optimization maps in the processes of reliability and fuzzy analysis. Actually, the efficiency and robustness of the iterative reliability methods are two main factors in the fuzzy-based reliability analysis due to the huge computational burdens and unstable results. In the structural fuzzy reliability analysis, the first-order reliability method (FORM) using discrete nonlinear map can provide a C membership function. In this paper, a discrete nonlinear conjugate map is proposed using a relaxed-finite step size method for fuzzy structural reliability analysis, namely Fuzzy conjugate relaxed-finite step size method fuzzy CRS. A discrete conjugate map is stabilized using two adaptive factors to compute the relaxed factor and step size in FORM. The framework of the proposed fuzzy structural reliability method is established using two linked iterative discrete maps as an outer loop, which constructs the membership function of the response using alpha level set optimization based on genetic operator, and the inner loop, implemented for reliability analysis using proposed conjugate relaxed-finite step size method. The fuzzy CRS and fuzzy HL-RF methods are compared to evaluate the membership functions of five structural problems with highly nonlinear limit state functions. Results demonstrated that the fuzzy CRS method is computationally more efficient and is strongly more robust than the HL-RF for fuzzy-based reliability analysis of the nonlinear structural reliability problems.

Monte-Carlo Simulation (MCS) is a powerful tool in solving reliability problems. However, it is time-consuming use for the complex structural engineering problems. Another commonly used method, First-Order Second Moment Method (FOSM) usually requires the values and derivatives of limit state function. This paper presents two types of Least Square Support Vector Machine (LS-SVM) based reliability analysis methods, i.e. LS-SVM-based MCS and LS-SVM-based FOSM. In the first method, LS-SVM is adopted to replace the limit state function and enhance the efficiency of computing. In the second method, LS-SVM is adopted to approximate the limit state function and its partial derivatives which FOSM requires. Thus, based on the LS-SVM, both methods are substantially improved in efficiency. To assess the validity of this methodology, three structural examples are studied and discussed. The results prove that the LS-SVM based new methods are effective in structural reliability analysis problems involving the implicit limit state function.

PurposeBecause of the high computational efficiency, response surface method (RSM) has been widely used in structural reliability analysis. However, for a highly nonlinear limit state function (LSF), the approximate accuracy of the failure probability mainly depends on the design point, and the result is that the response surface function composed of initial experimental points rarely fits the LSF exactly. The inaccurate design points usually cause some errors in the traditional RSM. The purpose of this paper is to present a hybrid method combining adaptive moving experimental points strategy and RSM, describing a new response surface using downhill simplex algorithm (DSA-RSM).Design/methodology/approachIn DSA-RSM, the operation mechanism principle of the basic DSA, in which local descending vectors are automatically generated, was studied. Then, the search strategy of the basic DSA was changed and the RSM approximate model was reconstructed by combining the direct search advantage of DSA with the reliability mechanism of response surface analysis.FindingsThe computational power of the proposed method is demonstrated by solving four structural reliability problems, including the actual engineering problem of a car collision. Compared to specific structural reliability analysis methods, the approach of modified DSA interpolation response surface for structural reliability has a good convergent capability and computational accuracy.Originality/valueThis paper proposes a new RSM technology based on proxy model to complete the reliability analysis. The originality of this paper is to present an improved RSM that adjusts the position of the experimental points judiciously by using the DSA principle to make the fitted response surface closer to the actual limit state surface.