Deliverable D6

Experimental assessment methods

and use of reliability techniques

Status (P)

BRIME
PL97-2220

Project
Coordinator:

Dr R J Woodward, Transport Research Laboratory (TRL)

Partners:

Bundesanstalt fuer Strassenwesen (BASt)

Centro de Estudios y Experimentacion de Obras Publicas (CEDEX)
Laboratoire Central des Ponts et Chausses (LCPC)
Norwegian Public Roads Administration (NPRA)
Slovenian National Building and Civil Engineering Institute (ZAG)

Date:
PROJECT FUNDED BY THE EUROPEAN
COMMISSION UNDER THE TRANSPORT
RTD. PROGRAM OF THE
4th FRAMEWORK PROGRAM

by

C Cremona, B. Godart, Laboratoire Central des Ponts et Chausses (LCPC)

P. Haardt, R. Kaschner, Bundesanstalt fr Strassenwesen (BASt)
S. Fjeldheim, Norwegian Public Roads Administration (NPRA)

Deliverable D6
P97-2220

CONTENTS
Page
Executive Summary
SCOPE ............................................................................................................................................................... 1
SUMMARY ....................................................................................................................................................... 1
IMPLEMENTATION ........................................................................................................................................ 1
ABSTRACT....................................................................................................................................................... 1

1.

INTRODUCTION ................................................................................................. 1

1.1. MATERIALS ................................................................................................................................................. 2

1.1.1.Studies on samples .................................................................................................................................... 2
1.1.2. In-situ examination................................................................................................................................... 3
1.2. STRUCTURAL BEHAVIOUR .................................................................................................................... 7
1.2.1. Global displacements measurements........................................................................................................ 7
1.2.1.1. Topographic checking ..................................................................................................................... 7
1.2.1.2. Deformation measurements under loading....................................................................................... 7
1.2.2. Force measurements................................................................................................................................. 8
1.2.2.1. Measure of the support reaction ....................................................................................................... 8
1.2.2.2. Other direct measurements ............................................................................................................... 9
1.2.3. Geometrical study of the cracks: crack mappings.................................................................................. 10
1.2.4. Local measurements (strains, crack lengths).......................................................................................... 11

2. USE OF RELIABILITY TECHNIQUES................................................................. 11

2.1. The need to deal with uncertainties in structural safety........................................................................... 11
2.2. Definition-hypotheses .................................................................................................................................. 15
2.2.1. Probabilistic description of strengths and loads ..................................................................................... 16
2.2.2. Mathematical and numerical techniques ................................................................................................ 16
2.2.2.1. Hypotheses ..................................................................................................................................... 16
2.2.2.2. Component reliability..................................................................................................................... 16
2.2.2.3. Reliability assessment..................................................................................................................... 17
2.2.2.4. Rosenblatt transform ...................................................................................................................... 21
2.2.2.5. Algorithm for calculating the reliability index ............................................................................... 23
2.2.2.6. Sensitivity factors ........................................................................................................................... 24
2.3. Modelling of structural components .......................................................................................................... 25
2.4. System reliability.......................................................................................................................................... 26
2.4.1. Some definitions..................................................................................................................................... 27
2.4.2. Formal system representation................................................................................................................. 28
2.4.3 Exemple................................................................................................................................................... 28
2.4.4. Calculation of the failure probabilities of systems ................................................................................. 30
2.4.4.1. Series systems................................................................................................................................. 30
2.4.4.2. Parallel systems .............................................................................................................................. 32
2.4.4.3. Example of a series system............................................................................................................. 33
2.5. Event margins............................................................................................................................................... 35
2.5.1. Reliability updating with quantitative information ................................................................................ 36
2.5.2. Reliability updating with qualitative information .................................................................................. 36
2.6. Conventional probability of failure ............................................................................................................ 36

2.6.1. Reference period .................................................................................................................................... 37

2.6.2. The problem of the minimum safety definition...................................................................................... 37
2.6.3. Life-safety criterion................................................................................................................................ 37
2.6.4. Calibration.............................................................................................................................................. 38
2.6.5. Adjustments............................................................................................................................................ 38

3. APPLICATION ..................................................................................................... 39
3.1 Time-depending losses .................................................................................................................................. 40
3.1.1. Losses due to concrete shrinkage ........................................................................................................... 40
3.1.2 Losses due to concrete creep................................................................................................................... 40
3.1.3. Losses due to steel relaxation................................................................................................................. 41
3.1.4. Determination of the concrete strength .................................................................................................. 41
3.1.5. Probabilistic models ............................................................................................................................... 41
3.2. Reliability of prestressed sections ............................................................................................................... 42
3.3. The Vauban bridge ...................................................................................................................................... 43
3.4. Reliability updating ..................................................................................................................................... 45
3.4.1. The measurement techniques ................................................................................................................. 45
3.4.2. Updating................................................................................................................................................. 45

4. PROOF LOAD TESTING ..................................................................................... 46

5. REFERENCES ..................................................................................................... 49

EXECUTIVE SUMMARY
SCOPE
Europe has a large capital investment in the road network including bridges, which are the
most vulnerable element. The network contains older bridges, built when traffic loading was
lighter and before modern design standards were established. In some cases, therefore, their
carrying capacity may be uncertain. Furthermore, as bridges grow older, deterioration caused
by heavy traffic and an aggressive environment becomes increasingly significant resulting in
a higher frequency of repairs and possibly a reduced load carrying capacity.
The purpose of the BRIME project is to develop a framework for the management of bridges
on the European road network. This would enable bridges to be maintained at minimum
overall cost, taking all factors into account including condition of the structure, load carrying
capacity, rate of deterioration, effect on traffic, life of the repair and the residual life of the
structure.
The objective of WP 2: Assessing the load carrying capacity of existing bridges is to derive
general guidelines for structural assessment. For this purpose, this report describes some of
the most used experimental methods in bridge assessment. It also introduces the reliability
theory concepts which can constitute an interesting approach for bridge assessment. An
example (assessment of a prestressed concrete beam at the Serviceability Limit state)
highlights the different concepts: the computation of system and component probabilities of
failure as well as the use of results from experimental assessment for updating these
probabilities. Finally, the problem of load testing is also introduced and expressed through the
concepts of the reliability theory.

SUMMARY
This report describes different experimental assessment methods and the concepts from
reliability theory.
As a first step (section 1), the report presents general information about experimental
assessment techniques. The main objective of experimental assessment is to provide
information about the state of a structure. These information can be valuable for updating the
knowledge about the structural safety.
Section 2 introduces the concepts from the structural reliability theory. The basic features of
this theory are presented highlighting its advantages and disadvantages compared to other
approaches dealing with structural safety (partial safety factors, allowable stress design). A
full example introducing all the concepts presented in section 3 is given. That concerns the
reliability assessment of prestressed concrete beams. Details regarding the computations of
the probabilities of failure for systems and components are given as well as the manner to use
experimental assessment results for updating these probabilities. Section 4 presents some
possibilities of the reliability theory applied to proof-load testing.

IMPLEMENTATION
This report forms the basis for a subsequent discussion and evaluation of bridge assessment
procedures which will ultimately lead to the development of proposals and guidelines.
Materials presented in this report are linked to proposals made in deliverable D1 Review of
1

current procedures for assessing load carrying capacity and require information from
deliverable D5: Development of models (traffic and material strength), especially when
using reliability theory concepts. This report participates to the general conclusions presented
in D10: Guidelines for assessing load carrying capacity.
The report also plays a fundamental part in defining the approach adopted in Workpackage 3:
Modelling of deteriorated structures and its deliverable D11: Assessment of deteriorated
bridges. In addition, structural safety is a significant parameter for priority ranking, as
examined in Workpackage 6: Priority ranking and prioritisation and the decision-making
process which is being studied through Workpackage 5: Decision: repair, strengthening,
replacement. All of these components are fundamental to the development of an effective
bridge management system which will be developed in Workpackage 7: Systems for bridge
management.

EXPERIMENTAL ASSESSMENT METHODS

AND USE OF RELIABILITY TECHNIQUES

ABSTRACT
This report describes different experimental assessment methods and the concepts from
reliability theory.
Section 1 provide general information about experimental assessment techniques. Section 2
introduces the concepts from the structural reliability theory. The basic features of this theory are
presented highlighting its advantages and disadvantages compared to other approaches dealing
with structural safety (partial safety factors, allowable stress design). A full example introducing
all the concepts presented in section 3 is given. That concerns the reliability assessment of
prestressed concrete beams. Details are also given regarding the introduction of target reliability
indexes for structural assessment. Section 4 presents some possibilities for the use of reliability
theory to proof-load testing.

1. INTRODUCTION
Experimental assessment usually starts after the detailed inspection and the interpretation of the
observations which are primarily visual. There is not general method for experimental
assessment applicable to all bridges, nor even with a family of bridges. The reasons, and
therefore the methods to be used, differ according to the nature of the disorders.
The establishment of an experimental assessment programme thus comes after a very detailed
examination of the disorders noted at the time of the preliminary visit. In fact, in practice, it is
necessary to initially have an idea of the possible causes explaining the disorders, and it will be
the direct idea of the experimental assessment.
The general objectives of an experimental assessment are of two kinds:
to assess the quality of materials in place;
to analyse the real structural behaviour.
These two objectives can be used to distinguish the techniques and the elementary means used in
the experimental assessment; nevertheless, it should be stressed that, generally, the two
objectives coexist in the same investigation campaign. It can indeed happen that a material
defect has a direct incidence on the structural behaviour; conversely, a badly structural behaviour
can be the consequence of a deterioration, at least partial, of some constitutive materials.
The means to appreciate the state of materials include:
1

 studies and analyses on samples;

tests on materials in-situ, either visual, or by more refined and more powerful methods
(radiography, electromagnetic methods, electrochemical methods, etc).
The techniques for assessing the structural behaviour are varied, and it is often necessary to
associate them in the same assessment. One can distinguish:
topographic or geometrical measurements (strain or displacement under loading);
direct force measurements;
local measurements (measurement of local deformation, strain measurement, etc).
This section briefly presents the various means for performing an experimental assessment.
Further details (as well as a set of references) can be found in /1/, /25/, /26, /27/.

1.1. MATERIALS
1.1.1.Studies on samples
The studies carried out on samples have a double objective: identification of the materials, and
evaluation of their properties. Let us recall that, for the identification of the materials,
consultation of documents which must appear, in theory, in the construction documents, can be
as important as tests on samples.
To take a sample (coring) on a structure has the major disadvantage to be partially destructive.
Consequently, one seeks to extract the smallest possible samples, in a limited number, and at the
least vital places on the structure. It results a second disadvantage, which is that the information
cannot be representative of the whole structure.
Generally, these samples are used as calibration reference or point of comparison, to complete
information from non-destructive tests carried out on the bridge (figure 1.1.).

Figure 1.1. Samples extracted from a reinforced concrete slab

(photo LCPC)
2

The traditional tests (compression, traction, etc) are usually carried out on test-samples whose
form and dimension can differ notably from the form and dimension of the standardised testsamples. The interpretation of the results is sensitive to all the observations which could be made
during the extraction of the test-samples (coring) until the end of the tests. Tests can have other
objectives that the estimation of a tensile or compressive strength. For example, the detailed
examination of the strain/stress diagram and of the fracture topography in the case of a metal
sample can give interesting information on the nature of material employed during construction.
Some other tests tempt to mainly measure physical properties such as density, porosity, water
content, etc. The methods for chemical and physico-chemical analysis are also developed; they
have the advantage to only require small samples. In addition, the nature of the provided
information makes the specific character of the sample less awkward than for measurements
previously mentioned. The chemical and physico-chemical studies can be expensive. The type of
test to be carried out will depend on the objectives of the experimental assessment campaign; it
is thus necessary to carefully define, as a preliminary, the required objective. It is the case, for
instance, for the mineralogical analysis of a hardened concrete.
Metallographic analysis for metals are well-known in metallurgy. Associated with a
determination of the elementary components by chemical analysis, they make possible to
determine in a very complete manner the nature of the metal, and consequently its properties.
1.1.2. In-situ examination
The majority of the techniques for in-situ material assessment extrapolate the results obtained on
samples. Indeed, at the present time, no non-destructive method able to give sufficiently reliable
results exist.
!

For cables, various assessment and monitoring methods have been developed to detect
defects able to cause the failure of a cable such as elementary wire corrosion and ruptures
(Foucault currents, acoustic monitoring,...).

For concrete, ultrasonic testing consists to measure the velocity v of the an ultrasonic wave in
the material. More exactly, one measures a travel time t between a transmitter and a receiver
separated by a known distance (figure 1.2). The measurement of the longitudinal or
compressive velocity can be easily obtained (it is the wave that arrives first at the receiver).
By using suitable and correctly directed receivers, it is possible to measure the transverse
velocity. The mass density being measured on samples, the two velocities a priori allow to
calculate the Young modulus E and the Poisson coefficient . Unfortunately, the concrete is
far from being a homogeneous, linear and isotropic material! It is a micro-cracked material
which contains water and whose mechanical characteristics are oriented according to the
casting direction. These properties strongly disturb the wave propagation in the concrete and
make impossible a good estimation of E and . It has to be noticed that the determined value
of E is appreciably higher than the value obtained by compressive tests (the variation can
reach 40 %).
3

7UDQVPLWWHU
&RQFUHWHZDOO

5HFHLYHU

Figure 1.2. Principles of the ultrasonic testing

In the case of non-destructive testing of concrete, these considerations thus have only little
practical interest. The method will thus be useful more to appreciate the homogeneity of a
concrete, to locate and to appreciate the importance of a defect or to give in certain cases an
estimate of the strength of the concrete, in correlation with a calibration on samples.
For a typical concrete, v values are about 4 000 m/s. A length of measurement is 1 to 2 m,
with a step of 10 or 20 cm. The measurement of the travel time thus comes out of the field of
the traditional clocks. Still ten years ago this measurement of time was done by means of an
oscilloscope (use of the delayed time-base sweep), the received signal being visualised on the
screen of the apparatus: the accuracy was better than the microsecond. Today, compact and
autonomous apparatuses are used. The time measurement is automatically done by and
electronic meter; the result directly appears in a numerical form.
The number of the points of measurements is function of the problem. In general a slotted
line per m2 is an order of magnitude. An interpretation of the results consists to plot isovelocity curves: the variations of quality of the concrete can be therefore visualised on a
general level. A crack will be seen by a discontinuity on the graph.
Industrial radiography is also used for a long date for the control of welded joints in steel
construction (control of the welds). Its application to prestressed concrete is much more
recent. Its development goes back to 1970. The principle is relatively simple: a gamma or X
source is placed on a side of the wall to study and the flow of radiation, after having crossed
the wall, comes to impress a photographic film. The photographic film is impressed
differently according to the received intensity. The presence of a body with higher density
than the concrete (a cable for example) is materialised by a clearer trace; the presence of a
vacuum (lack of grout for example) causes a more important blackening of the film (figure
1.3).

)LOP
&RQFUHWH

6WHHOEDU
(PLVVLRQ

9DFXXP
&OHDU

'DUN

Figure 1.3. Principles of the radiographic testing

The objective is thus to see inside the concrete and, of course, to obtain good quality photos.
The choice of the source, film, filters, screens, distances source-film, exposure time, are
function of the problem, the concrete thickness constituting the principal parameter in that
choice. The exposure time is inversely proportional to the activity of the source, is
proportional to the square of the distance source/film and grows exponentially with the
thickness of concrete crossed.
In the Seventies, the most current use of radiography on concrete was the control of the
injection of grouts during construction. In the Eighties and until now, its use was essential in
the study of deteriorated structures. One can even say that, in the case of prestressed concrete
bridges with disorders, one of the very first investigations after the detailed visit consists to
perform one radiographic analysis. Indeed, even if there is not any suspicion on the integrity
of the cables, it is wise to make sure of the injection quality: a crack offers an opportunity for
water to mitigate and the structural behaviour will be different according to whether a cable
is well or badly injected (figure 1.4).

Crack visualisation
Poor injection
Cable stress release
Figure 1.4. Some results obtained by the radiographic testing
(Photo LCPC)
!

Another method based on the measure of the electrochemical potential makes possible to
locate near the concrete surface the zones of steel corrosion. This determination is practised
while moving along the layout of the reinforcement and the surface of the concrete, a
5

reference electrode. This electrode is connected to a millivolt-meter which itself is connected

to the reinforcement. A certain number of conditions have to be respected so that
measurements are valid. Reinforcement must be electrically continuous, the concrete of the
zone of coating must have a sufficient water content to ensure a minimal conductivity, and
there should not be painting on the surface of the concrete which can act like electrical
insulator (figure 1.5).
Measurements of electrode potential can be performed in a specific way or continuously; it
is thus possible to isopotential maps whose interpretation relies on the definition of three
classes separated by values thresholds such as those provided by ASTM C 876-80:
Classify S
Classify M
Classify R E

- 200 mV < E
- 350 mV < E < - 200 mV
< - 350 mV

steels are "passivated"

the rust is possible
the rust is probable

It appears that the most negative values indicate the presence of zones where steels are
corroding. It is advisable nevertheless to precise that the application of this method is not
sufficient to give the state of corrosion of the reinforcements, but makes possible to indicate
the probability of presence of corrosion.
9ROWPHWHU

(OHFWURGH

6WHHOEDUV

Figure 1.5. Principles of potential difference measurements

!

The control depth of carbonation is carried out, with the assistance of an indicator, the
phenolphthalein, after having carried out notches with various depths in the concrete. The
reagent colours in pink the uncarbonated parts of the concrete and parts for which pH is
higher than 9. This standardised test is very easy to use.

The measure of surface permeability is made by a non-destructive method which consists in

putting an apparatus (bell shape) against the concrete surface, by making the vacuum inside
this bell, and by measuring the time to re-obtain the atmospheric pressure. This time is a
function of the characteristics of support permeability.

1.2. STRUCTURAL BEHAVIOUR

1.2.1. Global displacements measurements
Topography and the unloaded levelling can inform about the general state of the bridge, and the
measure of its deformations under loading informs about its structural behaviour.
1.2.1.1. Topographic checking
Upstream of the experimental assessment itself, it is necessary to assess the general geometry,
and in particular its levelling. This is especially interesting if the point-zero levelling has been
made.
When disorders occur in the foundations, they often appear by support displacements. Bridge
inspection thus must comprise the routine checking of the bearings stability (with the
topographic direction). In the case of an important bridge, the best solution consists in equipping
each support with targets. That allows, in addition to a periodic inspection, to easily carry out a
checking when unspecified disorders make suspect an instability of the foundations.
The same provisions can be made for the deck. Permanent deformations, in particular in
levelling, can indeed be the apparent sign of major disorders.
1.2.1.2. Deformation measurements under loading
The global structural behaviour under known loading can, in certain cases, give valuable
information. Bridge deflections are generally measured, but other measurements can be
performed.
The deflection measurements of the deck under loading can be obligatory before to put a bridge
into service. The test is used as a reference for all the later tests. In certain cases, loading tests
can be made on old bridges to study the way in which it reacts. It should be noted that, if the
bridge presents disorders suitable to affect its bearing capacity, one can have interest to proceed
to a progressive loading; a good method then consists in increasing loads that are stopped as
soon as the structural response becomes abnormal.
The deflection measurements are traditionally made at mid-span. A limitation is given by the
precision of measurements which is generally of the order of the millimeter.
The structural behaviour of a bridge under overloads can be studied by measuring supports
rotations or cross-sections rotations by using clinometers as well as the slope of piles or walls by
pendulum (figure 1.6). Even if deflection measurements are mostly used than measurements of
rotation, these last have the advantage to be more precise. There is a diversified range of
apparatuses making possible to measure rotations: that goes from the simple mechanical system
which has a sensitivity of 10-4 rd, to the clinometer provided by the company TELEMAC which
reaches a sensitivity of 10-8 rd. This type of inclinometer is extremely precise, but fragile,
requires an installation by a meticulous person as well as a solid protecting cover. Electric
clinometers can reach a sensitivity of 10-6 rd.

Figure 1.6. Clinometer fixed to a box-girder

(Photo LCPC)
In certain cases, the structural behaviour can be dynamically studied; mainly accelerometers or
seismographs are used. The latter can be employed to measure any component of a displacement
such as the dynamic component of the deflection, horizontal displacements of the heads of the
pile. For the accelerometers, the data which they provide require a double integration of the
signal to obtain displacements.
1.2.2. Force measurements
1.2.2.1. Measure of the support reaction
The main objective is to measure, with an objective of information on the phenomenon, or with
an objective of assessment, the time evolution of the load distribution. A very important
phenomenon to take into account is the incidence of heat gradients. To fix the ideas, this
redistribution can create, in the central span, a moment about half of the bending moment due to
the traffic load.
Like for the heat gradient, it leads to variations in the support reactions which can largely reach
20 % of the total capacity during the same day.

Figure 1.7. Support reaction measurement

8

The measurement is performed by a series of jacks which are used to raise the deck and to
measure the necessary force. In addition, comparators measure with precision the vertical
displacement of the deck (figure 1.7). If one graphically represents the necessary force versus the
displacement, one finds a curve where the first part of the graph corresponds to the release of the
bearings. The second part, linear, represents the deck bending, and its slope gives its stiffness;
the value corresponding to a zero displacement is the support capacity. This method has rendered
great services for the diagnosis of deteriorated bridges, but it also helps to clarify the importance
of the heat gradients.
1.2.2.2. Other direct measurements
A simple method of the tension measurement in a cable were developed on the theory of the
vibrating strings. This method is used for the suspended cables and stay cables. But it can also be
applied to determine the tension of the cables of external prestressing.
Measurement of concrete stresses has become a major tool in assessing the residual level of
prestress in post-tensioned concrete bridges Another method, called crossbow method, was
developed to measure local forces in wire or strands of interior prestress cables. The method of
the crossbow makes possible to measure the residual stress of cables, on the basis of the
principle that the force necessary to deviate a cable is related to its tension. In practice, the noisy
effects imply tests of calibration. The precision is approximately 3 %. The direct measurement of
the stresses is indeed of a major utility, not only to establish the diagnosis, but especially to
define a project of repair. With regard to the concrete, one of such methods is the stress release
method whose principle was developed initially in rock mechanics. The method makes possible
to directly consider the normal stress in the concrete. It consists in carrying out a local and
partial relaxation of the constraints by creation of a notch, followed by a compensation of
pressure controlled using an extra-flat jack introduced into this notch.

Figure 1.8. Crossbow and release methods

(Photo LCPC)
The stress relief method. provides a global picture of the state of stress in the bridge. The
technique has an accuracy of about 0.5N/mm2 in the laboratory and 1N/mm2 for site testing.
The gauge arrangement for a 75mm core comprises a central array of four 50mm Demec gauges
to measure stress releases on the core, an array of four 100mm Demec gauges across the hole to
measure the distortion of the hole and an array of eight 64mm vibrating wire gauges to measure
9

the release of stresses around the hole. The pattern can accommodate to some extent, lack of
concentric drilling and changes in material properties over a bigger area. Concrete should be
cored on the side of the section with the highest prestress component to improve the accuracy in
the back-calculation of the prestressing forces. At least three measurements are required at
representative positions. Areas with stress concentration or high stress gradient should be
avoided. For example, a reasonable distance should be kept from the corners of box girders,
transverse diaphragms and anchorage areas. Instrumentation should be carried out after the
surface of concrete is cleaned and a covermeter survey performed to avoid the steel bars. As
locked-in stresses due to differential shrinkage and temperature, and temperature restraints are
also released, tests should be carried out when these effects are at a minimum. Very cold or
warm weather would affect the results significantly. It should be remembered that the most
reliable piece of information is the difference between the magnitude of the principal stresses.
An in situ jacking system is developed so that by reloading the drilled holes, the in situ stress and
elastic modulus can be calculated. With the 75mm core, avoiding reinforcement is not difficult.
But cutting small diameter bars does not affect the results due to the relative size of the steel and
the core. However, coring close to large diameter bars affects the jacking test but has less
influence on the release strains.
1.2.3. Geometrical study of the cracks: crack mappings.
In a concrete bridge, the detailed statement of cracks, as well as its evolution in time, constitutes
an element of very important diagnosis. The cracks in concrete is indeed the external
demonstration external of the structural behaviour. A crack is in particular the witness of the
existence, at a certain time, of tensile stresses in the concrete; the fact that the crack exists
indicates that the tensile stress has reached, at a certain time, the resistance of the concrete.
Moreover, when there is a stress field, cracks occur perpendicular to the direction of the
principal constraint of traction. This information can also be very useful. The map of cracks is
very valuable for a diagnosis, in condition of being suitably drawn up.

Figure 1.9. Crack map in a prestressed concrete box-girder

10

1.2.4. Local measurements (strains, crack lengths)

Measurements of deflections, support reaction measurements, crack mappings, are processes
which can inform about the overall state of a structure. These methods generally do not make
possible to analyse the detail of the behaviour of the bridge in such or such precise point, and
must be completed by more specific measurements.
Generally, strain gauges are used for the measurement of local deformations under the effect of
various actions; crack lengths measurements consist to assess the relative displacements, under
the effect of external actions, of the two lips of a crack on the surface of a section.
The measurement of the deformations is in general used like means for evaluating the variation
of the stress field at that point. In linear elasticity, stresses and deformations (strains) are related
to the Lam equations. That makes possible to measure only variations of deformations
compared to an initial state (on a bridge, this initial state will be in general, its stresses under
dead loads). In steel construction, a value of 10 MPa constitutes a sufficient sensitivity value.
For reinforced or prestressed concrete, the reference is rather the tenth of Mpa.
The measurement of the relative displacements of the lips of a crack is often useful, to appreciate
overpressures in particular, under a given external action, in steels (passive or active) which
cross a crack. The sufficient sensitivity value is 0.01 mm. For prestressed concrete cracks, it is
sometimes 0.001 mm.

2. USE OF RELIABILITY TECHNIQUES

2.1. THE NEED TO DEAL WITH UNCERTAINTIES IN STRUCTURAL
SAFETY
For many centuries, the builder was left to his own intuition, to his professional ability, to his
experience and to that of his predecessors (the limits often being determined by the observed
accidents or collapses) for designing structures.
Such empiricism however did not allow the design of new structures with new materials. The
emergence of the science of building, with the mechanics of structures and the strength of
materials, occurred only much later and very gradually. The disappearance of empiricism to the
benefit of engineering sciences was largely served by the development of steel construction.
However, even at that stage, the concept of "structural safety" was not yet mentioned in the
technical literature and the use of reduction factors applied to strength appeared to be the true
expression of safety. The adopted safety principle consisted in verifying that the maximum
stresses calculated in any section of any part of a structure, and under worst case loading,
remained lower than a so-called allowable stress. This stress was derived from the failure stress
R f of the material by dividing the latter by a safety factor K, set conventionally. The structural
assessment aimed to verify:

11

S Rallowable =

Rf
K

(2.1)

where S is the applied stress.

The design method based on the principle of allowable stresses was used in the first part of this
century without the definition of these allowable stresses really being considered. Their values
were set arbitrarily on the basis of the mechanical properties of the materials used.
Allowance for improvements in the production of steel, as well as in the design and construction
of structures led to the raising of the allowable design stresses, by lowering the safety factors K.
Attempts to improve the design rules based upon the allowable stress principle to obtain a better
definition of loads and strengths revealed the scattered nature of the data and of the results. The
need to use tools dealing with these variabilities became obvious.
Furthermore, failure stresses were not necessary the most appropriate quantities. They are for a
material with fragile behaviour like iron, but they are not for ductile materials like mild steel or
aluminium for which the resistance limit is associated with very large deformations unacceptable
for a structure. The limit of elasticity is a characteristic almost also important that the failure
stress. Equation (2.1) does not take into account some adapting phenomena such as plasticity or
creep, and the diversity of loads which can be applied to the structures. In fact, two problems
were identified by using the allowable stress principle for assessing structural safety:

to replace the criteria of allowable stresses by other criteria such as limit states,
to rationalise the way to introduce safety.

For this reason, many engineers have tried to approach the problem from a different points of
view by defining safety by means of a probability threshold. Under the stimulus of some
engineers and scientists, the concept of probabilistic safety of structures was born. However, it
was not until the Sixties and Seventies that mathematical tools were developed for studying the
reliability of structures.
In a probabilistic approach, the stress S applied to a structural element, and the variable
characteristic of the strength R of this element, are randomly described because their values are
not perfectly known. If the verification of the criterion related to the limit state results in the
inequality:
SR

(2.2)

the failure of the component being related to the fact that this limit state is exceeded. The
probability Pf of the event S R will characterise the reliability level of the component with
regard to the considered limit state:
Pf = Prob(R S )

(2.3)

12

The semi-probabilistic approach used in many design codes schematically replaces this
probability calculation by the verification of a criterion involving characteristic values of R and
S, noted Rd and S d , and partial safety factors R and S which may be represented in the
following form:

S Sd

Rd

(2.4)

The partial safety approach is claimed to be semi-probabilistic, considering the application of

statistics and probability in the evaluation of the input data, the formulation of assessment
criteria, and the determination of load and resistance factors. However, from the designers point
of view, the application of the partial safety approach in specifications is still deterministic. The
partial factors approach does not provide relationships or methods that would allow the designer
to assess the actual risk or reserves in carrying capacity of structural members resulting from the
semi-probabilistic procedure.
Partial safety factors are designed to cover a large number of uncertainties and may thus not be
highly representative of the real need for evaluating the safety of a particular structure. For
exceptional or damaged structures, the evaluation of reliability may be overestimated or
underestimated.
Figure 2.1 shows a schematic of the three reliability approaches: allowable stress approach,
partial safety format (or semi-probabilistic approach) and probabilistic approach. In that figure,
the limit state is represented by a line R = S. In the cases of the allowable stress and semiprobabilistic approaches, the reliability assessment procedure is based first of all on the
definition of the so-called design point and corresponding characteristic value of the load
effect and the characteristic value of the resistance. The assessment procedure contains three
parts:
determination of the load effect S, representing the resulting combination of individual
load effects,
determination of the characteristic value of the resistance Rd ,
performance of the reliability check expressed by the condition S Rd .
Using a deterministic approach such as the allowable stress principle, the magnitude S d = S m
refers to the mean load effect and Rd = Rallowable refers to the mean resistance Rm reduced by a
the safety factor K. In the semi-probabilistic approach, the position of the design point leads to
R
the characteristic values S d = S S m and Rd = m . In a probabilistic approach, the

R
determination of the design point is completely bypassed and the probability of failure is
obtained by analysis of the safety function M = R - S. The reliability check is expressed by the
condition:
13

Pf Pconventional

(2.5)

where Pconventional is the conventional probability of failure which has not to be exceeded. We
shall come back later on that specific point.

5P

5P
'HVLJQ
SRLQW

5G
6P

'HVLJQ
SRLQW

5G
6P

3UREDELOLW\
RIIDLOXUH

6G
Figure 2.1. Reliability assessment approaches:
allowable stress, semi-probabilistic, probabilistic.

The introduction of uncertainties appear to be a need for rationalising the evaluation of safety.
This is motivated by various reasons:
the evolution of loads with time is often not handled,
the properties of materials are also liable to evolve in an unfavourable direction, for
example through corrosion, loss of durability or fatigue,
the combination of multi-component loads effects is badly introduced (such as the
combination of normal and moment effects),
real elements are often different from the specimens on which their performance was
measured,
studies on sensitivity to errors in modelling the behaviour of structures are generally
omitted,
poor workmanship is unfortunately statistically inevitable,
construction requirements discovered when the works are being carried out may lead to
alternative solutions which bring about an overall behaviour of the structure slightly
different from the one provided for in the design.
A method taking into account uncertainties on variables appears to be a realistic safety
assessment criterion. Therefore, probabilistic methods today constitute an alternative to semiprobabilistic approaches. They are based on:
the identification of all variables influencing the expression of the limit state criterion,
studying statistically the variability of each of these variables often considered to be
stochastically independent,
14

 deriving their probability function,

calculating the probability that the limit state criterion is not satisfied,
comparing the probability obtained to a limit probability previously accepted.
These methods are generally grouped under the name of reliability theory. Although extremely
attractive, the probabilistic reliability theory is limited by many factors:
some data are difficult to measure,
required statistical data often do not exist,
probability calculations quickly become insurmountable.
These considerations are decisive for determining what may be expected from the limits of
probabilism. They imply in particular that the probabilities suffer from the fact that they are only
estimates of frequencies (sometimes not observable) based upon an evolving set of partial data.
They also result from hypotheses (choice of type of distribution, for example) which make them
conventional. Consequently, the outcome of a probabilistic approach depends strongly on the
assumptions which are made about the uncertainties associated with variables. If these
assumptions are not founded on adequate data, estimates of safety will be misleading. Indeed,
probabilistic methods are often abused when variables are not carrefully modelled. It is therefore
essential that the quality of data and validity of assumptions are borne in mind when using a
probabilistic approach to make decisions about the apparent safety of a structure. This can be
assured by standardising the approach and by requiring how to use data with it (see deliverable
D1 /2/).
The widely used methods of bridge assessments are sometimes considered to be unduly
conservative. New more sophisticated methods are therefore needed, and the reliability theory
has so far been used only in a limited manner although the potential benefits are considerable. It
has remained a method for experts and most of the applications, at least for bridges, have been in
the context of design code calibration. However the method is being used increasingly for the
assessment of existing bridges, particularly for investigating optimal maintenance strategies.
Many bridge engineers and managers have heard of the reliability theory, but would be reluctant
to use it or recommend its use by consultants without knowing the advantages and drawbacks of
such application. The purpose of this report is to give an introduction about the potentialities of
reliability theory.

2.2. DEFINITION-HYPOTHESES
The theory of structural reliability is defined as the set of mathematical and numerical
techniques which, from a probabilistic description of the loads and of the strengths related to a
structure, aims to estimate the probability that the regular use conditions of this structure exceeds
a conventional failure probability. Some concepts introduced by this definition have to be
detailed.

15

2.2.1. Probabilistic description of strengths and loads

The essential parameters which characterise the structural resistance or the applied loads, cannot
be defined solely in terms of characteristic values reduced by partial safety factors, but in terms
of random variables characterised by means and moments.
Choice of stochastic models for resistance variables such as yield strength and modulus of
elasticity can be based on information from a number of sources:
experimental results/measurements: based on such data statistical methods can be used to
fit probability density functions, see below. One main problem with fitting probability
density functions on the basis of experimental results is that usually most of the data are
obtained in the central part of the density function whereas the most interesting parts from
a reliability point of view are the tails - for a resistance variable the longer tail and for a
load variable the upper tail.
physical reasoning: in some cases it is possible on the basis of the physical origin of a
quantity modelled as a stochastic variable to identify which stochastic model in theory
should be used. Below three examples of this are described, namely the normal, the
lognormal and the Weibull distributions. When a stochastic model can be based on
physical reasoning the above mentioned tail sensitivity problem is avoided.
subjective reasoning: In many cases there are not sufficient data to determine a reasonable
distribution function for a stochastic variable and it is not possible on the basis of physical
reasoning to identify the underlying distribution function. In such situations subjective
reasoning may be the only way to select a distribution function. Especially for this type of
stochastic modelling it can in the future be expected that for the most often stochastic
variables there will be established code based rules for which distribution types to use.
Note : The reader will find further information related to bridges in deliverable D5 /3/.

2.2.2. Mathematical and numerical techniques

2.2.2.1. Hypotheses
In the theory of structural reliability, it is assumed that the structural behaviour and its state are
completely defined by the realisations of a finite number of random variables and by a finite
number of relations between them. These variables can be characteristic of the structure
(geometry, resistance) or of the applied loads. The relations between variables can describe
component failures or total structural failure.
2.2.2.2. Component reliability
Let us consider a cantilever beam with perfect elasto-plastic behaviour on which normal and
bending effects are applied (figure 2.2):

16

Figure 2.2. Example of failure mechanisms

In this example, the maximal bending effect is located at the beam basis. The beam being under
axial compressive stress, buckling risk is maximal at the mid-section. Consequently, two failure
criteria can occur: buckling or yielding.
This example shows that the same structural element can be the place where more than one risk
of failure can occur. In structural reliability, a component will therefore be defined:
by a structural element which describes the geometry and the mechanical properties, i.e.
the place of a physical phenomenon,
by a set of loads and strengths variables,
by a failure criterion which describes the physical phenomenon, and a model which both
links loads and strengths variables,
by a probabilistic description of all the variables.
A bridge is therefore a system composed of components.
2.2.2.3. Reliability assessment
Let us come back to the beam in figure 2.2 and let us consider the failure component
corresponding to the yielding criterion:
MS MR

(2.6)

When the condition expressed by equation (2.6) is fulfilled, the structural element is said to be in
safe state versus the yielding criterion. The equality condition
MR = MS

(2.7)

is called limit state. If

MR MS

(2.8)

the regular use condition has exceeded the limit state to become an unsafe use condition: this is
the failure state. Consequently, the safety margin M = M R M S distinguishes three states
(figure 2.3):
17

 the safe state or safety domain expressed by equation (2.6): M 0 ,

the limit state expressed by equation (2.7): M = 0,
the unsafe state or failure domain expressed by equation (2.8): M 0 .
The probability of failure of this simple case is therefore:
Pf = P(M 0) = P(M R M S 0)

(2.9)

If the two variables are independent, then the joint probability density function is expressed by
the product of the individual density functions. That leads to:
Pf =

M R ,M S

(r , s )drds =

Df

MR

(r ) f M S (s )drds =

MR

Df

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

(2.10)

(r )FM S (r )dr

D f is the domain of failure.

=L
)DLOXUHGRPDLQ
J=

6DIHW\GRPDLQ
J=!
/LPLWVWDWH
J= 

=M

Figure 2.3. Limit state - Safety domain - Failure domain

When more than two variables are considered and if the safety margin is expressed by a non
linear function of the different variables, then the probability of failure is
Pf = P( g (Z ) 0) =

f Z ( z1,L, zn )dz1 L dzn

(2.11)

Df

18

where g (Z ) = M is the safety margin composed of n variables resumed in the vector Z.

The evaluation of equation (2.11) is often a very difficult task, except for linear limit states and
jointly normally variables. The probabilistic methods are divided in two families according to the
approach for calculating the probability of failure:
!

Exact -or level 3- methods based on simulations techniques leading to tim-consuming

computations /4/. Monte Carlo simulation is for instance a straightforward and easy to
understand method but requires a powerful computer for the type of problems encountered in
structural engineering. With Monte Carlo simulation, the probability density function and the
associated statistical parameters of the safety margin are estimated approximately. Random
sampling (using a pseudo-random number generator available in most computers) is employed to
obtain an outcome of the random vector X. The safety margin is then evaluated for this set of
values to ascertain whether failure has occurred. This procedure is repeated many times and the
probability of failure is estimated from the fraction of trials leading to failure divided by the total
number of trials. In this way the of failure is evaluated directly without the need of algorithms.
The procedure outlined here is the so-called Direct or Crude Monte Carlo method which is not
likely to be of use in practical problems because of the large sample required in order to estimate
with an appropriate degree of confidence the failure probability. Note that the required sample
(and the corresponding number of trial evaluations) increases as the failure probability decreases.
Simple rules may be found, of the form N > C / Pf , where N is the required sample size and C is
a constant related to the confidence level and the type of function being evaluated. A typical
value for C might be 100 or greater. The objective of more advanced simulation methods is to
reduce the size of the sample required for failure probability estimation. Such methods can be
divided into two groups, namely indicator function methods (such as Importance Sampling) and
conditional expectation methods (such as Directional Simulation). Advanced simulation methods
have been developed in recent years, and are nowadays used instead of or in conjunction with
approximate techniques. The need for the combined use arises in cases where it becomes
important to check the accuracy of approximate methods , such as multi-mode or multicomponent failure. The potentiality of Response Surface Methodology has also contributed to
the increasing use of various simulation techniques for structural reliability assessment.

Approximate -or level 2- methods which approximates the calculus of the probability of failure.
Because level 3 methods are very difficult to handle, level 2 methods try to provide quick and
reliable approximations. The most well-known methods are the FORM (First Order Reliability
Method) and SORM (Second Order Reliability Method) methods. The first step consists to
transform the problem into a space constituted of standard normal distributions. That means that
all the initial variables Z (which are random and may-be statistically dependent) are transformed
in a set of independent normal random variables U with zero mean and unit standard deviation
(called standard normal variable). When the initial random variables are independent, this
transform can be a one-to-one transform. In the standardised space, the nearest point to origin of
the new limit state gU (U ) = 0 is called design point and its distance from the origin is noted .
is the reliability index. The approximation of the failure surface at the design point could be
linear (the so-called FORM approximation) or indeed via some other approximate function, such
19

as a Taylor series with second order terms retained (as in the so-called SORM approximation).
The function U = T (Z ) is called the Rosenblatt transform /5/. That function is built in such a
way that the probabilities are not modified by the transform. Consequently, if gU (U ) = 0 is the
new failure surface in the U-space, then it comes:
Pf = P( g (Z ) 0) = P( gU (Z ) 0)

(2.12)

The reliability index has been introduced buy Hasofer and Lind in 1974 for characterising a
component reliability /6/. is often called the Hasofer-Lind reliability index (figure 2.4).

)DLOXUH'RPDLQ
%LGLPHQVLRQDOQRUPDOGLVWULEXWLRQ

/LPLWVWDWH

6DIHW\GRPDLQ

6250
)250

Figure 2.4. Geometrical representation of the reliability index

In the FORM approach, the failure surface gU (U ) = 0 is approximated by a tangent hyperplane
at the design point. (figure 2.4). The probability of failure is then approximated by:
Pf = ( )

(2.13)

where is the probability function of the standard normal variable.

In the SORM approach, the failure surface is approximated by an hyper-parabolod which
crosses the design point and which has the same curvature (figure 2.4). The probability of failure
is given by:
n

(1 )

Pf ( )

1 / 2

(2.14)

i =1

where i are the different individual curvatures at the design point.

20

Let us finally note that, when the random variables are all normal variables and if the limit state
is linear, it can be proved that, if g (Z ) = a0 +

a Z

i i

, then

i =1

E( Z 1 )
a 0 + [a1 ...a n ] M
E( Z n )
=
a1
[a1 ...a n ][C Z ] M
a n

(2.15)

where [C Z ] and E( Z i ) are the variance-covariance matrix and the mean value of Z i . That
index was initially introduced by Cornell in 1967 /7/.
2.2.2.4. Rosenblatt transform
As mentioned previously, initial varibales are transformed into standard normal variables
trhough the Rosenblatt transform T (.) . The T (.) transform is usually implicit, because there are
very few variables which have an analytical relation with a the standard normal variable, and
also because this relation is often difficult to get. For these reasons, the Rosenblatt transform is
obtained by only using the probability functions of the variables. For one variable, that gives:

(u ) = P(U < u ) = P(T ( Z ) < T ( z )) = P(Z < z ) = FZ ( z )

(2.16)

where u = 1 (FZ ( z )) . The derivative of the T-transform is:

f (z)
fZ( z )
du dT
=
= Z
=

dz dz
(u ) 1 (FZ ( z ))

(2.17)

For more than one variable, if the multi-dimensional probability function is known, a set of
independent standard normal variables is obtained by fixing the equality between the
probabilities of the two sets of variables (initial and standard):

(u1 ) = F1 ( z1 )
(u 2 ) = F2 (z 2 z1 )
M
(u n ) = Fn (z n z1 ,..., z n1 )

(2.18)

21

where Fi (z i z1 ,..., z i 1 ) is the conditional probability function of Z i according to Z i 1 ,..., Z1 . The

density conditional function is given by:
f i (z i z1 ,..., z i 1 ) =

f Z1 ,L,Zi ( z1 ,L , z i )

(2.19)

f Z1 ,L,Zi 1 ( z1 ,L , z i 1 )

i.e.
Fi (z i z1 ,..., z i 1 ) =

f Z ,L,Z (z1 ,L , zi1 , ) d

zi

(2.20)

f Z1 ,L,Zi 1 ( z1 ,L , z i 1 )

The T-transform is therefore written:

U1 = 1 (F1 (Z1 ))
U 2 = 1 (F2 (Z 2 Z1 ))
M
U n = 1 (Fn (Z n Z n 1 ,L , Z1 ))

(2.21)

and the inverse transform is successively obtained from the first variable:
Z1 = F11 ( (U1 ))
Z 2 = F2 1 ( (U 2 ) Z1 )
M
Z n = Fn 1 ( (U n ) Z n 1 ,L , Z1 )

(2.22)

In fact, the joint density function is rarely known, making impossible to assess the conditional
probability function. An approximation therefore used:
1. Each individual variable is transformed into a standard normal variable,
2. The correlation coefficients between the standard normal variables are assessed from the
correlation coefficients of the initial variables,
3. The dependent standard variables are transformed into independent standard normal
variables.
Table 2.1. provides some inverse Rosenblatt transforms frequently used in reliability analysis.
Variable
Normal with mean m and
standard deviation

Transform
Z = m + U

22

Lognormal with mean m

and standard deviation

Z=

m
1+

Exponential

2
m2

Z =

2
expU ln 1 + 2

ln[ ( U )]

Z = ln[ ln[U ]]
Gumbel with parameters
and
Table 2.1. Examples of Rosenblatt transforms

2.2.2.5. Algorithm for calculating the reliability index

When the variables are transformed in independent standard normal variables, then the reliability
index can be calculated. Since it is the distance of the closest point of the failure surface to the
origin, the reliability index is calculated as soon as the design point is determined. That
determination is modelled as a minimisation problem:

= min u t u

(2.23)

under the constraint gU (u ) = 0 .

Numerous algorithms can be used. The Rackwitz and Fiessler algorithm /8/ is certainly the most
widely used because of its easy-to-use characteristics and of the goods results that it provides.
Nevertheless, convergence problems occur in some cases.
The algorithm starts from an intial point u 0 (for example the origin) and the limit state
gU (u ) = 0 is linearised at the vicinity of u 0 . The intersection between the tangent hyperplane
with the variables plane gives an approximate linear failure surface. The closest point to the
origin on that surface is the new iteration point u1 . The procedure is then iterated.
The design point u* is the limit of the set of point u 0 ,u1 ,Lu k . If the orthonormal vector to the
trajectory
gU (u ) = gU u k

(2.24)

at u k going inside the failure domain is noted k , the it comes

k =

gU u k

gU u k

(2.25)

23

where gU (u )

is the gradient at u for gU (u ) .

The intersection point of the tangent hyperplane at u k for gU (u ) with the variables hyperplane
verifies:

( )+ gu (u )(u u ) = 0
n

gU u

k
i

(2.26)

i =1

The intersection point closest to the origin is the next iterated point u k +1 :

k +1

( )

( )
( )

( )

( )
(u )

( )
( )

gU u k gU u k u k g u u k
=
.
gU u k
gU u k

(2.27)

which gives:

k +1

gU u k gU u k u k
gU

(2.28)

The algorithm requires to know the limit state function gU (u ) = 0 , that is to be able to tranform
all the variables by the inverse Rosenblatt transform.
2.2.2.6. Sensitivity factors
It is sometimes useful to appraise the sensitivity of the probability of failure versus a particular
parameter. For that purpose, sensitivity factors have been given for a specific distribution
parameter and for a coefficient of the limit state /9/:

1 t

= u*
T z* , p
p i

p i

gU u * , p
p

= i
p i
gU u * , p

for a statistical parameter

for a coefficient parameter

It is also interesting to evaluate the opportunity to keep all the variables as random. The omission
coefficient /10/ provides such information:

i =

( Z i = mi )

(2.29)
24

for each variable Z i , replace by its median value. That coefficients express the influence of the
different variables on the reliability index. When the value is close to 1, the variable can be kept
as deterministic and equal to its median value. These coefficients can be approximated by :

1
1 i2

i 0

(2.30)

where i is the i-th component of the orthonormal vector to the tangent hyperplane at the design
point (towards the failure surface).

2.3. MODELLING OF STRUCTURAL COMPONENTS

In the previous sections, we have insisted on the fact that structural and failure components were
different. Indeed, a structural component can have more than one failure mode, and consequently
has to be viewed as a set of failure components. The reliability assessment of a structure, as a
system of structural components, requires to know the structural behaviour of each element,
especially after failure (post-failure behaviour). Two categories of failure components are mainly
used in reliability analysis: the ductile and the brittle behaviours. In a brittle behaviour, the
failure component is no longer considered after failure. In a ductile behaviour, the component
maintains its carrying capacity versus the failure mode (for instance yielding). Extra effects are
dispatched on the other components. These two post-failure behaviours do not describe all the
post-failure modes. Nevertheless, it is possible to include buckling, brittle and ductile behaviours
by introducing a parameter which assesses the difference between the rupture load f and
the pos-failure remianing capacity af = f . If = 0 , then the material is brittle, while, if

= 1 , it is ductile. If 0 < < 1 , a buckling behaviour is described by that model (figure 2.6).

25

/RDG

/RDG

'LVSODFHPHQW

D'XFWLOH

'LVSODFHPHQ

E%ULWWOH

/RDG

5
. 5

F%XFNOLQJ

'LVSODFHPHQW

Figure 2.6. Different post-failure behaviours

2.4. SYSTEM RELIABILITY

In that section, two kinds of systems are considered: parallel and series systems. These systems
plays major roles in the reliability analysis of structures.
Let us consider for instance the structure described on figure 2.7. That structure has an internal
hyperstaticity degree equal to 0. If on failure mode is applied to each structural component, the
structural failure, defined as the loss of stability, will occur as soon as one failure component will
be failed. The structure will be described as a series system where each structural component in
that case- is a failure component (figure 2.8).

Figure 2.7. Structure with no internal hyperstaticity

Figure 2.8. Formal description of a series system

Let us now consider the structure of figure 2.9. The structural failure will occur when a number
of failure components will fail. This set is called a failure mechanism.
26

Figure 2.9. Structure with internal hyperstaticity

A failure mechanism is formally described as a parallel system (figure 2.10a). The structure is
modelled by a series system where each component is a failure mechanism (figure 2.10b).

D3DUDOOHO

E*HQHUDO

Figure 2.10. Formal description of parallel and general systems

2.4.1. Some definitions
Definition.1: A system is a set of failure components. As a structural component is not
necessarily a failure component, a structure is not necessarily a system according
to that definition.
Definition.2: A failure mechanism is a subset of failure components which, when all failed,
leads to the system failure. The system failure occurs when all the components of
the same failure mechanism have failed.
Definition.3: A system where each failure mechanism is composed of only one component is a
series system. A system which has only one failure mechanism is called a parallel
system.
A system is, by definition, a set of components. Each component is functioning or is not
functioning (failure). As matter of fact, the failure component Ni can be described by a boolean
variable Fi which is equal to 1 if the component has not failed (otherwise, it takes the value 0).
Similarily, the system S, at time t, will be dependent on the state of its m constituting
components. The value of the system boolean variable FS is therefore function of the values
taken by Fi , allowing to express FS as the image of the variables (Fi )1im by a characteristic
system function :

27

FS = (F1 ,..., Fm )

(2.31)

S is a series system as soon as a failed component leads to the system failure. The characteristic
function is then :
m

( F1 ,..., Fm ) =

(2.32)

i =!

S is parallel system, if it works as ssoon as one of its component is functioning. The

characteristic function is :
m

( F1 ,..., Fm ) = 1

(1 F )
i

(2.33)

i =!

2.4.2. Formal system representation

A system can always be described as a series system composed of parallel subsystems. Two
approaches can be used: the link sets and the cut sets approaches. For the latter, the concept of
failure mechanism is also used.
A link L for S is a subset of components such as the system is functioning if all the components
of L are functioning and the components which do not belong to L are not functioning. If no links
L included in L exist, L is said minimal. A link L is therefore a series system, since it is no
longer functioning when one of its component has failed. The system S is then described as a
parallel system constituted of series subsystems which are minimal links.
A cut set (or failure mechanism) C for S is a subset of components such as the system is no
longer functioning if all the components in C have failed and the components not belonging to C
are functioning. If no cut sets C' included in C exist, C is said minimal, or, the failure mechanism
C is said fundamental. A cut set C is therefore a parallel system since it is functioning when one
of its component is functioning. The system S is decribed by a series system constituted by
parallel subsystems.
These two representations are essential in the analysis of the reliability of structures. They
facilitate the assessment of their failure probabilities.
2.4.3 Exemple
Let us consider the truss of figure 2.11.

28

2
5

Figure 2.11. Structure S

The failure of the structure S is defined by the loss of stability. The failure mode for each
structural component occurs when the compressive strength is exceeded. S can be viewed as a
system with 5 failure components. The minimal links can be easily deduced: (1,2,3), (2,3,4),
(1,2,4), (1,3,4),(1,2,5),(1,3,5),(3,4,5),(2,4,5). S is functioning if one link is functioning. The
system S and therefore the structure is represented by the parallel system of figure 2.12a.
The minimal cut sets are (1,4), (2,3), (1,2,5), (2,3,5), (2,4,5), (3,4,5). The cut set (1,2,3) is not
minimal since it exists a subset (2,3) include in (1,2,3) which is a cut set. The structure S is
decribed by the series/parallel system of figure 2.12b.


D5HSUHVHQWDWLRQZLWKPLQLPDOOLNVHWV

E5HSUHVHQWDWLRQZLWKPLQLPDOFXWVHWV

Figure 2.12.a-b. Formal representations of the structure S

29

2.4.4. Calculation of the failure probabilities of systems

2.4.4.1. Series systems
Calculations with bounds
We have seen in the previous sections, that the characteristic function of a series system is
expressed by
m

( F1 ,..., Fm ) =

(F )

(2.34)

i =!

If FS = 1 FS and Fi = 1 Fi , then it comes:

FS = F1 .F2 ......Fm 1 F1 .F2 ......Fm 1 Fm

(2.35)

which, when repeated m times, gives:

FS = 1 (F1 + F1 .F2 + F1 .F2 .F3 + L + F1 .F2 ......Fm 1 Fm )
or

(2.36)

FS = F1 + F1 .F2 + F1 .F2 .F3 + L + F1 .F2 ......Fm 1 Fm

Since the variables are boolean (values equal to 0 or 1), then it can be written:
max(Fi ) FS
i

(2.37)

i =1

Taking expected values, the probability of failure of the system is then bounded by the individual
probabilities of failure:
m

max

i( 1,m )

P fi

P fs

i
f

(2.38)

i =1

These bounds can be improved by taking into account the joint probabilities between individual
components. It can be shown:
F1 .F2 ......Fi max[1 (F1 + F2 + L + Fi );0]

(2.39)

F1 .F2 ......Fi F j for i < j

(2.40)

30

which gives:

FS F1 +
max Fi

i =2

FS

Fi .F j ;0

j =1

i 1

(2.41)

F max[F .F ]
i

i =1

j <i

i=2

(2.42)

Equations (2.41) and (2.42) allow to provide closer bounds:

max 0 , P i
+
f

i=2
m

Pfs

Pfi
m

Pfs

Pr ob ( g i ( Z ) < 0 ) ( g j ( Z ) < 0 )

j =1

i 1

(2.43)

P max Pr ob(( g ( Z ) < 0 ) ( g ( Z ) < 0 ))

i
f

i =1

i=2

j <i

These bounds are called the Ditlevsen bounds /11/.

The difficulty in the use of the Ditlevsen bounds is the computation of the joint probabilities of
g i (Z ) g j (Z ) . That can be made by linearising, in a first step, the limit states near their design

points, and, in a second step, by evaluating the joint probability with the bi-dimensional
distribution 2 ( X ,Y , XY ) where X, Y are two standard normal varibales with correlation XY .
Indedd, if the limit states gUj (U ) , in the U-space, are linearised near their design points, it
comes:
M j = gUj (U )

U
j

+ j = L j (U ) + j

j = 1,..., m

(2.44)

i =1

where j the orthonormal vector ate the design point (towards the failure set). The probability
of failure is therefore written:

(
)
1 Pr ob(( Li ( U ) > i ) I ( L j ( U ) > j ))
= 1 2 (1 ; 2 ; ij )
= 2 ( 1 ; 2 ; ij )

Pf = 1 Pr ob ( gUj ( Z ) > 0 ) I ( gUj ( Z ) > 0 )

(2.45)

31

Calculation by the multi-dimensional distribution

We have seen that a series system can be represented by the union of limit states. If they are
linearised near their design points in the U-space, the probability of failure can be approximated
by:
PR = 1 P(( gU 1( Z ) > 0 ) I ... I ( gUm ( Z ) > 0 ))

(2.46)

1 P(( L1( U ) > 1 ) I ... I ( Lm ( U ) > m ))

The second member of equation (2.46) is nothing else than the value of the probability function
of the multi-dimensional distribution m ( ; C ) where is the vector composed of the m
reliability indexes and C correlation matrix of the different linearised margins. The correlation
matrix is m m and is obtained from the j orthonormal vectors from each tangent
hyperplanes:
n

Cij =

(2.47)

ri rj

r =1

which provides the probability of failure:

Pf = m ( ; C )

(2.48)

For a series system, the reliability index is defined by:

S = 1 ( m ( ; C ))

(2.49)

A method for computing the multi-dimensional distribution is proposed by Hohenbichler /12/.

The method provides good results, but is difficult to implement.
2.4.4.2. Parallel systems
If gUj (U ) are the limit state functions for the m components in the standard normal space, then

the first step consists to linearise each function by a tangent hyperplane L j (U ) + j . The

probability of failure is therefore approximated by:

m
Pf = Pr ob ( Li (U ) < i

i =1
= m ( ,C )

(2.50)

The reliability index is defined by:

32

 S = 1 ( m ( ; C ))

(2.51)

2.4.4.3. Example of a series system

Let us consider the frame described in figure 2.13.

P
H

Figure 2.13. Example of a frame

Figure 2.14 gives two fundamental failure mechanisms.

Figure 2.14. Examples of failure mechanisms

For each mechanism, a limit state is defined by the equality between the works of external and
internal forces. It is therefore easy to obtain the two limit states functions as it follows:
M 1 = R1 + R2 + R6 + R7 L.H

M 2 = R3 + 2 R4 + R5 L.P

(2.52)

where Ri is the ultimate bending strength.

Let us assume that all the variables are normal variables as mentioned in Table 2.2. If we only
takes into account the two failure mechanisms, then the structure is formally described by a
series system where the two components are the failure mechanisms (figure 2.14).

33

Variable
R1, R2, R5, R3, R4, R6, R7
L
P
H

Mean

Coefficient of variation

135 kN.m

10%

5m
45 kN
55 kN

/
10%
10%

Table2.2. Statistical characteristics

Let us now assume that the strengths 1,2,6 and 7 are fully correlated ( =1), as the strengths 3,4
and 7. Under these hypotheses, the joint probability density function of the random vector M
composed of the safety margins is also normal:
R1
R1
R
R
2
2
R3
R3


R4

R4
1 1 0 0 0 1 1 L 0

M =
R5 = R5 = Z

0 0 1 2 1 0 0 0 L
R
R
6
6
R7
R7


H
H
P
P

(2.53)

which gives:
E (M ) = E (Z )

(2.54)

The correlation matrix can be easily deduced under the previous hypotheses:
1 1 0 0 0 1 1 0 0
1 1 0 0 0 1 1 0 0

0 0 1 1 1 0 0 0 0

0 0 1 1 1 0 0 0 0
[ ] = 0 0 1 1 1 0 0 0 0

1 1 0 0 0 1 1 0 0
1 1 0 0 0 1 1 0 0

0 0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 0 1

(2.55)

That provides the 9 9 correlation matrix between the initial variables Z:

34

 ( Z1 ) 0
0

CZ =

( Z1 ) 0
0




[ ]




0
0 ( Z 9 ) 0
0

0
0 ( Z 9 )
0

(2.56)

i.e.
C M = .C Z .t

(2.57)

The vector composed of the different reliability indexes is then:

E( M 1 )
C M1M1 4.373
=
E( M 2 ) 5.385

C M 2M 2

(2.58)

It is now possible to calculate the probability of failure of the series system:

!
by the bi-dimensional distribution: PfS = = 0.612 10-5
by the Ditlevsen bounds: 0.612 10 5 PfS 0.618 10 5

2.5. EVENT MARGINS

The concept of safety margin has been introduced in the previous sections in order to describe
the limit sate between failure and safety. Other sets of margins can be defined: the event
margins.
Qualitative or quantitative information can be given by inspections. Each of these results is an
event, associated to an event margin H and to an occurrence probability. Qualitative inspection
results are information upon the detection or the non detection of an event related to a particular
phenomenon. The information is expressed by:
H 0

(2.59)

Quantitative inspection results correspond to measurements of an event related to a particular

phenomenon. The information is expressed by:
35

H=0

(2.60)

Let us assume that we are studying the reliability of a component described by its safety margin
M. Let us also assume that different qualitative and quantitative inspection results are available
and described by a set of event margins H quant ,i
and H qual , j
. Then the probability

)1 i n

)1 j m

of failure of the component when these qualitative and quantitative information are known is
given by the conditional probability:

Pfupdated

= Pr ob M < 0 /

IH

quant ,i

= 0

I IH

qual , j

< 0

(2.61)

The calculation of this updated probability of failure is difficult to handle when the two sets of
events are simultaneously present. When quantitative or qualitative information are available, the
calculations are more amenable. We send back the reader to reference /13/ for details.
2.5.1. Reliability updating with quantitative information
When a set of quantitative information is only available, it can be shown /13/:

updated =

t
MH
HH H

t
1
MH
HH
MH

(2.62)

where , H , MH , HH are respectively the reliability index for M before updating, the vector
of reliability indexes given by the event margins, the correlation matrix between the safety and
the event margins, and the correlation matrix between the event margins.
2.5.2. Reliability updating with qualitative information
For a set of qualitative event margins, the updated probability of failure is given by /13/:

Pfupdated

m +1 ; MH
H

=
m +1 ( H ; HH )

(2.63)

2.6. CONVENTIONAL PROBABILITY OF FAILURE

The structural reliability theory assesses that no code or standard is able to warrantee full safety.
Consequently, reliability theory tries to estimate the risk that a structure or one of its component
can fail, according that this assert has been previously defined.
36

2.6.1. Reference period

Reliability requirements to an existing structure, as well as for a new one, is expressed in terms
of probability of failure corresponding to a specific reference period. Remaining service life
predetermined at the assessment is often considered as a reference period. Shorter reference
period might be reasonable for ultimate limit state.
2.6.2. The problem of the minimum safety definition
The theory of structural reliability described in the next sections does not in itself give rules for
the choice of the reliability level. The open problem is what level should be required in order that
the structure - or one of its component - in the light of the available information, can be declared
to be sufficiently safe. Without the existence of a universal consensus, it is a widespread attitude
that the safety level should not be changed drastically when an authority introduces a new code
of practice or revises an old standard. Changes should be made in a prudent evolutionary way,
beginning with a calibration against existing design practice. It is nevertheless obvious that it is
necessary to formulate some superior principles for rational control of this evolution of the
reliability. Decision theory seems today to offer new trends in defining minimum safety in codes
and standards.
This problem is more drastic for existing bridges. A large percentage of existing bridges no
longer satisfy current standards, and the funds available to upgrade them are limited. This puts
strong economic pressure to determine fully, without compromising human safety, both the
capacity and life of bridges.
Current bridge design safety factors are based on a criterion of structural safety. The reliability
index used to determine design safety factors for the ultimate limit states is generally 3.5 or 3.8
based on a 50-year reference period. This basic criterion results in the same design safety factors
for all bridge components irrespective of the different consequences of failure for different
components. Epidemiological evidence -because of the high safety level of current codes - is the
lack of bridge failures in recent years. The use of a single safety level for bridge designs,
however, economical because the marginal difference in cost for failure situations where the
criterion could be reduced is small. For assessment, even a small difference in the criterion, can
result in a major cost of bridge repairs.

2.6.3. Life-safety criterion

The probability of death or injury due to structural failure is equal to the probability of structural
failure times the probability of death or injury given that the failure occures. For design based on
the theory of structural reliability, the latter probability is taken equal to 1.0. Experience shows
that some failures are much less likely to result in death or injury than others. To take into
account the life-safety aspects of structural failure, the Canadian Standards Association (1981)
has adopted for bridge assessment /14/:

37

Pconventional =

A.K
W n

(2.64)

where Pconventional is defined as the target annual probability of failure based on life-safety
consequences, K is a constant based on calibration to existing experience which is known to
provide satisfactory life safety, A is the activity factor which reflects the risk to human life
associated with activities for which the structure is used, W is the warning factor corresponding
to the probability that, given failure or recognition of approaching failure, a person at risk will be
killed or seriously injured, and n is the importance factor based on the number of people, n, at
risk if failure occurs (this is essentially an aversion factor that takes into account the
proportionately greater public concern for hazards that may result in many facilities as opposed
to those that can result only in a few).
For highways, the CSA recommends to take A=3. For the importance factor n , the number of
people at risk, if a bridge collapse, is equal to the number of people who drive into the gap after
collapse. The latter depends on the traffic and visual circumstances such as weather, time of day,
lighting and geometry of approach. For normal bridges on heavily used highways under normal
traffic and visual conditions, n is assumed equal to 10. For W, a value equal to 1.0 is chosen (no
warning of collapse).
2.6.4. Calibration
For bridge elements, the reliability index for 1 year, corresponding to a reliability index of 3.5
for 50 years, is comprised between 3.5 for elements carrying dead load only and 4.0 for elements
carrying traffic load only. A base probability of failure of K = 2.3 10 4 has therefore been
adopted. This takes into account that regular inspection programs and years of satisfactory
performance have identified and corrected design and construction errors, thereby reducing a
principal cause of most failures.
2.6.5. Adjustments
The CSA proposes to adjust target reliability indexes depending on the behaviour of the element
and on the behaviour of the structural system given failure of the element. If an element , such as
a girder in a multi-girder bridge, fails without collapse because of redundancy, then the risk to
life is reduced. If an element fails gradually, (by yielding for instance), then the failure is likely
to be noticed before collapse takes place. In summary, structural behaviour affects the warning
factor W.
Experience shows that avoidance of bridge failures and inspection are closely related. The better
and more systematic the inspection is, the more likely it is that damaged components will be
identified and evaluated and steps taken to avoid failure. Of course, some components can be not
inspected. In summary, structural behaviour affects the warning factor W.
Finally, the adjustment in the reliability index for traffic category is depending on the activity
factor A.
Table 2.3 provides the 1-year time interval for all traffic categories except for permit controlled
and supervised vehicles, where the reliability index is based on a single passage.
38

 = 3.5 (E + S + I + PC ) 2.0
Adjustment for element behaviour
Sudden los of capacity with little or no warning
Sudden failure with little or no warning but retention of post-failure capacity
Gradual failure with probable warning

E
0.0
0.25
0.5

Adjustment for system behaviour

Element failure leads to total collapse
Element failure probably does not lead to total collapse
Element failure leads to local failure only

S
0.0
0.25
0.5

Adjustment for inspection level

Component not inspectable
Component regularly inspectable
Critical component inspected by evaluator

I
-0.25
0.0
0.25

Adjustment for traffic category

All traffic categories except PC
Traffic category PC

PC
0.0
0.6

Table 2.3. Reliability index for bridge assessment

(from /15/)

3. APPLICATION
For prestressed bridges, to check structural capacity at the Serviceability Limit State implies to
properly assess the prestress value. Unlike reinforced concrete and in absence of degrading
phenomena, the prestress value is subject to losses which fall into two classes:

instantaneous losses due to the anchorage technology and the cable profiles
time-depending losses due to concrete delayed strains and steel stress losses

The two classes introduce uncertainties the engineer has to deal with. For the instantaneous
losses, they can sufficiently be precise. The major source of uncertainties concerns the value of
the friction and wobbles coefficients et used in the exponential formula for assessing the
frictional losses. The second class of losses requires more carefulness. There are basically to
types of uncertainties: external and internal. External uncertainties arises from the uncertainty in
the influencing parameters (humidity,...). Internal uncertainties are that inherent in the creep,
shrinkage or relaxation mechanisms. Roughly speaking, they depend on the material models
used. Other important uncertainties come from the structural analysis itself. Loads, geometrical
parameters are as many parameters which can be treated as random variables.
The french code B.P.E.L.91 (B.P.E.L., 1991) provides predictive models for creep, shrinkage
and steel relaxation which allows to calculate the prestress time-depending losses. The study
39

presented in this paper starts from these models and then assumes as random the different
variables introduced by these models. In the same way, the Serviceability Limit State (SLS) is
chosen as the set of limit functions defined by the B.P.E.L.91 code /16/.

3.1 TIME-DEPENDING LOSSES

3.1.1. Losses due to concrete shrinkage
Shrinkage is a time-depending shortening phenomenon of unloaded concrete. It is the linear
superposition of two basic shrinkage phenomena:

the autogeneous shrinkage induced by the concrete hardening

the drying shrinkage linked to hydric exchanges between concrete and environment

Different formulas have been introduced by all the design codes in order to transcribe the
influence of the different parameters upon concrete shrinkage. The B.P.E.L.91 code proposes the
following expression for the induced strain at time t since time t 0 :

r (t ,t 0 ) = r [r (t ) r (t 0 )]

(3.1)

where r is the shrinkage final value. r (t ) is a function defined on [0,+[ with values in [0,1[:
r( t ) =

t
t + 9.rm

(3.2)

t is expressed in days and rm is the mean radius of the section (i.e. the ratio of the cross-section
area over its outline length in contact with air). The french code provides some values for r
relative to the french territory and comprised between 1.5 and 5.

= r [r (t ) r (t 0 )]Ec

(3.3)

where Ec is the concrete Young modulus.

3.1.2 Losses due to concrete creep

Unlike shrinkage, concrete creep implies a slow strain evolution under time-sustained stress.
Different parameters have an effect upon this phenomenon:

the time t where the calculus is performed

the initial time when the concrete piece has been loaded
the number of cables which limit the creep phenomenon
40

the mean radius rm

the relative humidity h

The B.P.E.L.91 code proposes an approximate evaluation of the total losses due to creep

cr = 2 c

Es
Ec

(3.4)

where c is the ultimate compressive stress. Ec and Es are respectively the concrete Young
modulus at the ultimate stage and the steel Young modulus. The delayed losses can be calculated
by multiplying the previous equation by the r (t ) function defined for shrinkage.
3.1.3. Losses due to steel relaxation
Relaxation is tension slackening phenomenon with constant length. That only appears for cables
for which stresses are greater than 30%-40% of their rupture limit. That depends on the steel
properties, on its treatment. Steels can be separated into two families: steels with normal
relaxation and steels with very low relaxation. A steel is characterised by its relaxation at 1000
hours, 1000 and its relaxation loss is given by the B.P.E.L.91 code as it follows:

r =

6. s initial
0 s initial 1000

100. rupt

(3.5)

where s initial is the steel initial tension (i.e. after instantaneous losses), rupt the certified
rupture limit and 0 a coefficient taken equal to 0.43 for TBR, 0.3 for RN and 0.35 for others.
The previous loss can be time indexed by multiplying it by the function r (t ) .
3.1.4. Determination of the concrete strength
According to the B.P.E.L.91 code and for time t 28 days, the compressive concrete strength is
taken constant and equal to the 28 day compressive strength 28. The tensile strength is then
deduced from this strength by the expression (in MPa)

t 28 = 0.06 c 28 + 0.6

(3.6)

Let us note that for t t28, c (t ) = c 28 and t (t ) = t 28 .

3.1.5. Probabilistic models
The previous models introduce numerous variables which may be expressed in probabilistic
terms. The difficulty to probabilise variables lies in the choice of adequate probability functions
41

and related parameters. Different models are available for these random variables. For instance,
the admissible stresses can be chosen as normal or lognormal. Nevertheless, the lack of statistical
information concerning the other variables is an handicap for properly modelling them. As
matter of fact, research efforts are still necessary in this field. The B.P.E.L.91 provides some
interesting value ranges for some parameters. They are helpful for fixing appropriate coefficient
of variations. In the next sections, we have chosen to probabilistically model the losses
themselves rather than the parameters which calculate them. Indeed, it is in general easier for
engineers to assess the coefficients of variation of the different prestress losses than the other
parameters.

3.2. RELIABILITY OF PRESTRESSED SECTIONS

The B.P.E.L.91 code assumes that the structure behaviour at S.L.S is linear. It requires that, for a
cross-section, the compressive and tensile stresses must not be exceeded under minima and
maxima load effects at the bottom and the top of the beam. To check a cross-section at S.L.S.
requires to validate four inequalities:
P Pe0 vn M p vn
+
+
t sup
In
S
In
P Pe0 v' n M p v' n

c inf
S
In
In
P Pe0 vn M p vn (M t + M s )vn
+
+
+
c sup
S
In
In
In
P Pe0 v' n M p v' n (M t + M s )vn

t inf
S
In
In
In

(3.7)

where
Mp, Ms, Mt are respectively the moments implied by the dead loads, the superstrutures
and the traffic loads,
P, e0 are the prestress value and the cable profile position,

Ih, In, Sn are the homogenised cross-section inertia, the net cross-section inertia and area.
The net section is the total cross-section diminished of all holes which will be fulfilled
later. The homogenised section is the net section put 5 times on the longitudinal steel
area. These definitions are issued from the B.P.E.L. code,
c sup , c inf , t sup , t inf are the admissible tensile and compressive stresses at the top
and the bottom of the beam,
v,v' are the distances of the bottom and top of the beam from the cross-section centre of
gravity.

Consequently, to assess the reliability of a cross-section versus the Serviceability Limit State
implies to study a series system composed of four components. The limit states function are
respectively:
42

P Pe0 vn M p vn
+
+
t sup = G1 (t )
S
In
In
M p v' n
P Pe v'
+ 0 n+
+ c inf = G2 (t )
S
In
In
M p vn (M t + M s )vn
P Pe v
0 n

+ c sup = G4 (t )
S
In
In
In
P Pe0 v' n M p v' n (M t + M s )vn

t inf = G3 (t )
S
In
In
In

(3.8)

3.3. THE VAUBAN BRIDGE

The models described in Section 3.1. and 3.2. have been applied to the Vauban bridge in
Strasbourg. This bridge belongs to the family of Viaducts with simply supported spans and
prestressed concrete beams and so called VI-PP in France. The Vauban bridge has been built in
1957. This bridge was 137.49m long and was composed of four spans of respectively 36.60m,
41.20m, 41.20m and 21.15m long. In this paper, the attention has been focused on the 36.60m
long span. Figure 1 gives a diagram of the median cross-section of the bridge beams.
The computations have been made by the First-Order Reliability Method and Table 3.1. gives
the mean and the coefficient of variation (C.O.V.) of the basic random variables used in the
calculus (fourth beam of the bridge and limit state G3 ). Distributions are taken from literature as
well as the coefficients of variation /17/. The mean values are issued from the technical notes
and experiments. As mentioned earlier and by sake of simplicity, the instantaneous and timedepending losses have been randomised instead of directly using the variables introduced in
Section 3.1. In this case, the prestress variable at time t is written as:
P(t ) = Pinitial Pinst Ptime dep r (t )

(3.9)

where Pinitial, Pinst and Ptime-dep are respectively the initial prestress value, the prestress
instantaneous losses and the final prestress delayed losses.
The live load effects are Gumbel-distributed. The parameters are fitted on histograms issued
from computations using the corresponding bridge influence line and a special highway traffic
record (french highway A10) similar to the traffic going across the bridge. The live load effects
for a 100 year reference period are extrapolated from a one-week period.

43

Variable
Mean C.O.V Type Unit
Dead load
3.780 5%
N
MN.m
Superstructures
1.335 5%
N
MN.m
Initial prestress
8.081 10% N
MN
Instantaneous losses
1.240 10% N
MN
Final losses
2.087 10% N
MN
v'/In
3.248 10% N
m-3
v'/Ih
2.800 10% N
m-3
Sn
0.930 1%
N
m2
e0
-1.309 10% N
m
Tensile concrete stress
-2.700 5%
LN MPa
Traffic load
1.313 1.991 G
MN.m
Table.3.1. Characteristics of the variables of the study case for the limit state G3 (t )
(N=normal; LN=Lognormal; G=Gumbel)
(from /19/)
The computations have been made for the limit state G3 (t ) only and for the series system (four
conditions). G3 (t ) is weakest component in the set of the four conditions. It is particularly
interesting to assess if we can reduce further studies to this limit state only, instead to work on all
the four limit states. Figure 2.15 shows that, for the Vauban bridge and under the chosen
hypotheses, the reliability indexes given with G3 (t ) alone and with the four conditions are
roughly identical after 25 years. Under 25 years, computations with a series system are
necessary.
2.3
2.2
2.1

Condition 3 alone

Reliability index

2
Updating

1.9
1.8
1.7
1.6
1.5
System

1.4
1.3
0

10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100 105
Years

44

Figure 2.15. Reliability index evolution

Figure 2.15 shows that, for this bridge and according to the calculus hypothesis, the reliability
indexes are lower than the usual design reliability index fixed to 2 for the Serviceability Limit
State defined for instance in the Eurocode 1.

3.4. RELIABILITY UPDATING

3.4.1. The measurement techniques
The Crossbow Method and the Release Method were applied to a Vauban bridge for assessing
the prestress value of undamaged beams at 30 years. These two measurement procedure are
complementary and enable to reason in terms of stresses rather in terms of strains, which is
commonly made. They provide immediate accesses to the applied forces and moments located at
the instrumented cross-section.
3.4.2. Updating
As expressed earlier, additional information of different types may become available during the
bridge life. They are not restricted to prestress measurements, but can also concern deformations,
strains, loading measurements, humidity,.... These information can be used to update the
probability of failure of the component or, more generally, of the structure. Furthermore, they
sometimes refer to one of the basic random variables taken into account in the reliability
calculus. This is especially the case of the prestress measurements which provide valuable
information for updating the prestress distribution. Updating procedures have been extensively
presented and successfully applied to fatigue crack growth modelling.
Let us note (Pm ,i )1 i n n measured prestress values at time t=ti. These n observations can be
expressed by the equalities:
H i = Pm ,i P(ti )

(3.10)

The updated failure probability is therefore given by the conditional probability

Pf ,updated (t ) = Pr ob(M (t ) H1 L H n )

(3.11)

Madsen /13/ provides an expresssion for the updated first-order index upd according to the
measurements (Pm ,i )1 i n

upd ( t ) =

}[

( t )t M ( t )H i H i H j

}[

1t M ( t )H i H i H j

] {
1

{ i }

M ( t )H }

(3.12)

45

where {i}, [HiHj] and {M(t)Hi} are respectively the vector of the reliability indexes from the
events (Hi0), the correlation matrix between the margins Hi and Hj and the correlation vector
between the margins Hi and M(t). The different correlation coefficients are the inner products of
the unit vectors composed of the sensitivity coefficients from the different margins. In the
present study, an alone measurement has been performed at t = 30 years.
Margin
(30 years)

Reliability
Index

1.49

Correlation
between
M and H
-0.349

0.164
Updated
1.65
Reliability
Index
Table 3.2. Updated reliability index

The measurements provide the value Pm = 5500 kN /18/. Assuming a 10% error measurement,
the updated reliability index can be calculated. Table 3.2. synthetises the different results
concerning the margins M(t30) and H. It means that the model describing the prestress losses is
conservative and over-estimates them. The measurement permits to slightly fit a better
estimation of the failure probability of the considered median cross-section at time t=30 years.
The same approach can be applied to different times t 30 years. That permits to predict the
updated reliability loss after the inspection instant. Figure 2.15 illustrates the new evolution of
the reliability index taking into account the measurement at time t = 30 years. It can be shown
that the discrepency in the reliability level is maintained along the bridge lifetime. A time t=,
the safety level is 0.25 times higher than the initial predicted safety level

4. PROOF LOAD TESTING

The notion that further testing provides additional information for models of structural or
material strength is not new. All structural design is based ultimately on such practical
information /20/. Usually testing is performed on components and on materials. Only seldom are
whole structures tested. In a sense proof-loading of an existing in-service structure is the ultimate
test, but what does it actually reveal about the structure?
If the proof load is highly correlated to the matter of interest, such as measuring stiffness to make
inferences about ultimate strength for reinforced concrete beams, a proof load test can be useful
/21/. Also a proof load test can determine the minimum strength or capacity of a component,
such as a reinforced concrete beam. The load supported by the beam then can be applied to the
probability density function for its strength to truncate it below the proof load. Typically, this
increases the reliability index /22/, /23/. But the test itself may:

damage the structure or the material(s) of which it is composed

46

and/or

fail the structure.

Generally, only higher levers of proof load have a significant effect on the predicted reliability.
There are only rather general guidelines for load testing given in some structural design codes.
Typically, they require satisfactory performance under test that correspond to the factored loads
for gradual (bending) failure and to slightly load levers (e.g. 10% higher) for shear (brittle)
failure /2/.
A typical load test consists of the following steps:
(1) slow application of loading in several approximately equal increments, al sufficient time
between increments for the structural response to become reasonably steady (say about
one hour)
(2) continued application of load steps until code specified proof load lever is reached,
provided that at each stage it is considered safe to continue loading
(3) measurement of deformations at each stage and noting of cracking patterns and other
signs of possible distress
(4) at maximum load lever holding the load for, say, 24 hours and continuing to monitor
structural behaviour
(5) slow unloading of the structure, monitoring deformations.
For steel and reinforced concrete structures the proof load test often is considered successful if
the eventual deformations of the structure are less than about 25% of the maximum
deformations, suggesting that inelastic behaviour of this magnitude is tolerable for the types of
steel used. For modern reinforced concrete using steels with less pronounced yield level this may
be optimistic. Importantly, the proof-load test says nothing about how close the proof-load might
have been to the ultimate capacity of the structure, how much ductility remains, and whether
there has not been some damage caused by the test itself. Also, a proof load test result supplies
little information about how the structure compares with the requirements of the relevant design
code.
Traditionally, design code rules for proof-load testing are rather arbitrary. However, probabilistic
arguments might be invoked to make sensible use of the information illustrated in the simple
example below.
Let us consider a simply supported bridge under proof-loading at mid-span (Figure 2.16).

Figure 2.16. Example of a proof-load testing

Let us assume that, at mid-span, the failure domain is defined by
47

Mu Ma

(4.1)

where M u is the ultimate bending moment and M a the applied bending moment. The initial
risk can be assessed by the probability of failure:
Pf = Pr ob(M u M a 0)

(4.2)

Now, let us consider a test to be performed at mid-span. This test provides a bending effect M t .
The risk test, defined as the risk that the structure fails under the test, is evaluated by the
probability of risk test:
Pf = Pr ob(M u M t 0 )

(4.3)

If the test succeeds, then the residual risk is therefore the risk of failure after the test is
performed. This risk can be assessed by the conditional probability of failure:
Pf = Pr ob(M u M a 0 M t M u 0)

(4.4)

The probability of failure given by Equation (4.4) can be calculated from the multi-dimensional
integral from Equation (2.63).
As a result of cooperative research projects EXTRA I + II, supported by the German Ministry of
Training, Science, Research and Technology a new technique of experimental assessment was
developed by the universities of Bremen, Dresden, Leipzig and Weimar. Equal to calculation
methods it bases on a comparison of limit states and results in information on the ultimate limit
state (ULS) or the serviceability limit state (SLS).
If a structure is loaded by a increasing test load it shows different reactions which are measurable
to a large extent. Structural damage starts if a ultimate test load obsRu is exceeded. In the frame
of an extensive test program this limit is determined in situ and has to be kept strictly during the
load test. From the ultimate test load obsRu the calculation value of structural resistance expRd is
determined by taking safety values into account. In general this rate exceeds the calculated rate
by Od. It serves to increase the permitted load or to balance structural faults. Major
prerequisites are:
Ductile structures
Careful analysis of the structure
Flexible and adjustable loading equipment and safety mechanisms
On-line data logging and presentation
Experience
Currently this method is under discussion in Germany. A draft guideline for application in civil
engineering but without bridge structures has been presented in 1998. For more information refer
to /28, 29/.
48

5. REFERENCES
/1/

Calgaro, J.A.; Lacroix R., Maintenance et Reparation des Ponts, Presse de lENPC, 1997

/2/

Deliverable D1, Review of current procedures for assessing load carrying capacity,
BRIME, 1999

/3/

Deliverable D5, Development of models (traffic and material strength), BRIME, 1999

/4/

Marek, P., Gustar, M., Anagnos, T., Simulation-based reliability assessment for structural
engineers, CRC Press, 1996

/5/

Rosenblatt, M., Remarks on a multivariate transformation, The Annals of Mathematical

Statistics, Vol.23, 470-472, 1952

/6/

Hasofer, A.M., Lind, N.C., Exact and invariant second moment code format, Journal of
the Engineering Mechanics Division, Vol.100, 111-121, 1974

/7/

Cornell, C.A., Some thoughts on "Maximum Probable loads and Structural safety
insurance, Memorandum to ASCE Structural Safety Committee, MIT, 1967

/8/

Rackwitz, R., Fiessler, B., Structural reliability under combined random load sequences,
Computers and structures, Vol.9, 489-494, 1978

/9/

Madsen, H.O., Krenk S., Lind N.C., Methods of structural safety, Prentice-Hall, 1986

/10/ Madsen, H.O., Omission sensitivity factors, Structural Safety , N.5, 35-45, 1988
/11/ Ditlevsen, O., Narrow reliability bounds for structural systems, Journal of Structural
Mechanics, Vol.7, 453-472, 1979
/12/ Hohenbichler, M., An approximation to the multivariate normal distribution, Euromech
155 (DIALOG), Danish Engineering Academy, Lyngby, Denmark, 1982
/13/ Madsen, H.O., Model Updating in First-Order Reliability Theory with Application to
Fatigue Crack Growth, 2nd International Workshop on Stochastic Methods in Structural
Mechanics, Pavia, Italy, 1985
/14/ CSA S-136,1981; CSA S-6, 1990, Supplement N1 to CAN/CSA-S6-88

49

/15/ Allen, D.E., Criteria for Structural Evaluation and Upgrading of Existing Buildings,
NRCC, Ottawa, Ontario, 1991
/16/ B.P.E.L., Rgles Techniques de Conception et de Calcul des Ouvrages et Constructions
en Bton Prcontraint suivant la Mthode des Etats-Limites, Fascicule N62, Titre 1,
Section II, 1991
/17/ ASCE, Journal of the Structural Division,Vol.104, ST9, 1978
/18/ Abdunur, C., Testing and Modeling to Assess Prestressed Bridges Capacity,
International Colloquium on Remaining Structural Capacity, Copenhagen, Denmark, 353360, 1992
/19/ Cremona, C., Mise Jour de la Fiabilit de Ponts Prcontraints au moyen de mesures de
la force de prcontrainte, Bulletin de Liaison des LPC, 199, 63-70, 1995
/20/ Hall, W.B., Tsai, M., Load testing, structural reliability and test evaluation, Structural
Safety, 6, 285-302, 1989
/21/ Vaneziano, D., Galeota, D., Giammatteo, M.M., Analysis of bridge proof-load data I:
Model and statistical procedures, Structural Safety, 2, 91-104, 1984
/22/ Fujino, Y., Lind, N.C., Proof-load factors and reliability, Journal of the Structural
Division, Vol.103, ST4, 853-870, 1977
/23/ Fu, G., Tang, J., Risk-based proof-load requirements for bridge evaluation, Journal of
Structural Engineering, Vol.121, N.3, 542-556, 1995
/24/ Nowak, A.S., Tharmabala, T., Bridge reliability evaluation using load tests, Journal of
Structural Engineering, Vol.114, N.10, 2268-2279, 1988
/25/ Jungwirth, D., Beyer, E., Grbel, P., Bauerhafte Betonbauwerke, Beton-Verlag,
Dsseldorf, 1986
/26/ Grube, H., Kern, E., Quittmann, H.-D.: "Instandhaltung von Betonbauwerken", in:
Betonkalender 1990, Verlag Ernst und Sohn, Berlin, 1990
/27/ Krieger, J, Erprobung und Bewertung zerstrungsfreier Prfmethoden fr Betonbrcken,
in Berichte der Bundesanstalt fr Straenwesen, Heft B 18, Wirtschaftsverlag NW,
Bremerhaven 1998
/28/ C. Bucher et. al., EXTRA II Pilotobjekt Weserwehrbrcken Drakenburg, in: Bautechnik
74, 1997, Heft 5
/29/ K. Steffens et. al., Experimentelle Tragsicherheitsbewertung von Massivbrcken, in:
Bautechnik 76, 1999, Heft 1
50