Safety, Reliability and Risk Analysis: Beyond the Horizon – Steenbergen et al.

(Eds)
© 2014 Taylor & Francis Group, London, ISBN 978-1-138-00123-7

The mixed lognormal distribution for a more precise assessment

of the reliability of concrete slabs exposed to fire

R. Van Coile, R. Caspeele & L. Taerwe

Ghent University, Ghent, Belgium

ABSTRACT:  Fire is one of the most severe loads for buildings and critical infrastructures. Therefore,
a correct assessment of the reliability of structural elements exposed to fire is very important. While
traditionally a lognormal distribution is used to characterize the resistance of structural elements, this
approximation may not be acceptable in case of fire. Based on physical considerations, the bending resist-
ance of a concrete slab during fire can be modeled by a mixed lognormal distribution, i.e. a weighted
sum of lognormal distributions. Examples illustrate the excellent performance of this improved modeling
technique.

1 introduction numerical tools have been developed that take

Traditionally, concrete structures are considered to
perform excellent during fire exposure. However,
recent examples like the partial collapse of the
Windsor Tower in Madrid (Spain) and the Faculty
of Architecture in Delft (the Netherlands) stand
testimony to the importance of better understand-
ing the reliability of concrete structures during fire.
Structural reliability calculations allow for calibrat-
ing safety factors, determining optimum design
solutions and can result in better performance
based designs. However, reliability methods like
FORM (First Order Reliability Method) require
the user to indicate the distribution of the stochas-
tic variables. Generally, a lognormal distribution
is considered to be appropriate for modeling the
resistance effect (Torrent, 1978). However, more
computationally intensive reliability methods,
like Monte Carlo simulations, allow to take into
account the empirical distribution of the variables
and to determine a histogram of the resistance
effect.
2 distribution of the bending
moment capacity during fire
2.1  The structural resistance of concrete
elements during fire
The strength characteristics of both concrete and
reinforcing steel reduce at elevated temperatures
(CEN, 2004). As the temperature distribution
over the element cross section is highly ­nonlinear,
into account the local temperatures and strength
­reductions, and calculate the resistance as a func-
tion of the fire duration. Kodur & Dwaikat (2008)
proposed a simplified calculation tool for deter-
mining the fire resistance of RC beams, based on
the assumption that plane sections remain plane,
and Caldas et al. (2010) used similar considerations
to calculate interaction diagrams. Other examples
are the models proposed by Meda et al. (2002) and
Sidibé et al. (2000).
A similar calculation tool was developed by Van
Coile et  al. (2011) describing the bending capac-
ity of concrete slabs exposed to the ISO 834 fire
curve, and taking into account the uncertainties
with respect to basic variables as e.g. the rein-
forcement yield stress at standard temperatures
fy(20°C), the concrete cover c, and the concrete
compressive strength reduction factor at elevated
temperatures kfc(θ). Consequently, the mean of
the bending moment capacity µMR,fi,t and the asso-
ciated standard deviation σMR,fi,t could be assessed
as a function of the fire duration. Assuming a log-
normal distribution of the bending capacity MR,fi,t,
fire ignition frequencies implicitly assumed by the
Eurocode have been calculated and compared with
Finnish (Rahikainen & Keski-Rahkonen, 2004)
and British (BSI, 2003) ignition frequencies (Van
Coile et  al., 2013). Furthermore, this lognormal
approximation has been used to develop a safety
format to be used for structural fire design with
Finite Element Models (Van Coile et  al., 2012a)
and to assess the evolution of the reliability index
as a function of the ISO 834 duration (Van Coile
et al., 2012b).

2693
 While applicable for normal design conditions
(i.e. at 20°C), a lognormal approximation may be
less appropriate in case of fire. This is assessed
through Monte Carlo simulations by compar-
ing the observed frequencies of MR,fi,t with the
expected frequencies when considering the lognor-
mal approximation.
2.2  The lognormal approximation
for the distribution of the bending
moment capacity
The distribution of MR,fi,t is assessed for the slab
configuration as characterized in Table 1, using the
model developed by Van Coile et  al. (2011). This
model calculates the bending moment capacity of
a concrete element cross section, based on a dis-
cretization of the cross section in square elements
with a width of 1  mm. Within every element the
local temperature, mechanical properties, strain
and stress are assumed to be uniform. The strain
distribution over the cross section is determined
based on the requirement of force equilibrium
and the Navier-Bernouilli hypothesis that plane
sections remain plane. By varying the strain of
the outer fiber, the moment curvature diagram is
obtained, the maximum of which is defined as the
bending moment capacity.
The nominal reinforcement cross section As,nom
is defined by a nominal reinforcement diameter of
10 mm and a horizontal spacing of the reinforce-
ment bars of 100  mm, with b the slab width of
1000 mm, and s the horizontal spacing of the rein-
forcement bars of 100 mm:
π∅2 b π 102 1000
As,nom = = = 785, 4 mm 2 (1)
4 s 4 100
Table 1. Probabilistic models for basic variables involved in the bending moment capacity calculations.
Property Distr
Concrete compressive strength LN
fc,20°C at 20°C (fck = 30 MPa)
Reinforcement yield stress LN
fy,20°C at 20°C (fyk = 500 MPa)
Reinforcement modulus of elasticity LN
Es,20°C at 20°C
Reduction factor kfc(q) for the Beta [μ ± 3σ]
concrete compressive strength at
θ°C (Van Coile et al., 2011)
Reduction factor kfy(q) for the steel yield Beta [μ ± 3σ]
stress at θ°C (Van Coile et al., 2011)
Concrete cover c Beta [μ ± 3σ]
Slab thickness h N 200 mm
Bottom reinforcement area As N 1.02 As,nom
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Through 10000 Monte Carlo simulations, a his-
togram of the bending moment capacity is deter-
mined as a function of the fire duration. The
observed histogram ‘A’ is visualized in Figure  1,
together with the lognormal approximation ‘LN’,
when considering a standard deviation of the con-
crete cover σc = 5 mm.
While at 0  minutes ISO 834 (i.e. at 20°C) the
lognormal approximation gives a good fit of the
observed histogram, significant deviations arise
during fire. Figure 1 indicates that the lognormal
approximation underestimates the frequency of
low MR,fi,t-values, and overestimates the frequency
of very high values. Consequently, the lognormal
approximation may be non-conservative.
2.3  A mixed lognormal approximation based
on physical considerations
As many international publications emphasize the
importance of the concrete cover during fire (Zha,
2003; Erdem, 2009; Choi & Shin, 2011), the vari-
ability of the concrete cover c is expected to have a
major impact on the variability of MR,fi,t. For slabs
with a low value of c, accelerated heating of the
reinforcement will occur and MR,fi,t will decrease
earlier in the fire. On the other hand, slabs with
a larger concrete cover will maintain their capac-
ity longer during fire exposure. Therefore, the
variability of the concrete cover introduces addi-
tional bending moment variations which are not
present at standard design situations (i.e. at 20°C).
This may explain why a lognormal approxima-
tion is acceptable at the start of the fire, but is no
longer applicable as fire progresses. Consequently,
if no variation of the concrete cover is taken into
account, a lognormal approximation may be well
capable of describing the distribution of MR,fi,t.
μ CoV
42.9 MPa 0.15
581.4 MPa 0.07
200 GPa 0.15
θ dependent conform θ dependent
EN 1992-1-2
θ dependent conform θ dependent
EN 1992-1-2
35 mm 0.14 (σ = 5 mm)
0.025
0.02

Figure  1.  Observed histogram ‘A’ of the bending
moment capacity MR,fi,t for different ISO 834 durations,
and lognormal approximation ‘LN’, with σc  = 5 mm.
Figure  2.  Observed histogram ‘A’ of the bending
moment capacity MR,fi,t for different ISO 834 durations,
and lognormal approximation ‘LN’, with σc = 0 mm.
This hypothesis can be verified by analyzing the
distribution of MR,fi,t when no variation of the con-
crete cover is considered, i.e. σc = 0 mm. As visu-
alized in Figure  2, the lognormal approximation
results in only minor deviations from the observed
histogram. It is concluded that the variation of the
concrete cover is indeed responsible for the devia-
tion from the lognormal distribution during fire
exposure. Furthermore, if σc = 0 mm, a lognormal
approximation is appropriate. This last statement
has been verified for many different nominal con-
crete covers, using the Kolmogorov-Smirnoff log-
normality test (p-value > 0.1) which indicated that
a lognormal approximation is indeed acceptable.
According to Table  1, the concrete cover is
described by a continuous Béta distribution. Fur-
thermore, MR,fi,t can be described by a lognormal
distribution when the concrete cover c is constant.
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Consequently, the overall distribution of MR,fi,t can
be written as:
µc − 3σ c
M R, fi ,t = ∫ fc (c )M R, fi ,t (c ) dc (2)
µc + 3σ c
with fc(c) the probability density function of the
concrete cover c, and MR,fi,t(c) the lognormal dis-
tribution describing the bending moment capacity
associated with a fixed concrete cover c.
For practical implementations, it is more fea-
sible to discretize the continuous distribution
of the concrete cover into a number of inter-
vals, each with a width ∆c, mean ci, and prob-
ability of occurrence equal to P[ci]. This concept
is illustrated in Figure  3 for σc  =  5  mm and
∆c = 2 mm.
The probability P[ci] is equal to the area of the
grey surface:
ci + ∆c / 2
P [ci ] = ∫ fc (c ) dc
ci − ∆c / 2
 ∆c   ∆c 
= Fc  ci +  − Fc  ci −  (3)
 2  2
with Fc the cumulative distribution function of the
concrete cover.
The continuous formulation of (2) can be dis-
cretized to:
M R, fi ,t = ∑ P [ci ] M R, fi ,t (c ) (4)
i
Consequently, the bending moment capacity
during fire is modeled as a weighted sum of log-
normal distributions. This composite distribution
is known as the mixed-lognormal distribution.
Figure 3. Probability density function for the concrete
cover c (cnom = 35 mm, σc = 5 mm, Béta[µc - 3σc; µc + 3σc])
and discretization in intervals with ∆c = 2 mm.
 and consequently, MGk can be calculated from
(CEN, 2002):

Figure  4.  Observed histogram ‘A’ of the bending
moment capacity MR,fi,t for different ISO 834 durations,
and mixed-lognormal approximation ‘Mixed LN’, with
σc = 5 mm.
The performance of (4) is visualized in ­Figure 4
for the slab configuration of Table 1 and σc = 5 mm.
Comparing these results with the initial lognormal
approximation of Figure  1 clearly illustrates the
improved fit.
3  EFFECt on structural
reliability calculations
As indicated, the traditional lognormal approxi-
mation may be non-conservative for describing the
moment capacity during fire. Consequently, it can
be expected that the reliability index during fire,
βfi,t, based on a lognormal approximation overes-
timates the actual value.
The index βfi,t is calculated based on the
assumption that for normal design conditions
MRd(20°C)  =  MEd(20°C) and assuming a uni-
formly distributed permanent load G and a
single uniformly distributed variable load Q.
Consequently, the limit state function Z can be
written as:
 χ 
γ G + ψ 0γ Q 1 − χ 
M Rd (20°C ) = MGk max 
χ 
ξγ G + γ Q 
 1 − χ 
(7)
The distributions of KR, KE, MG and MQ are
given in Table  2, based on (Holický & Sýkora,
2010) and (Holický et al., 2007), for a 50-year ref-
erence period.
As the impact of the different modeling approx-
imations is expected to be even larger for small
concrete covers and large concrete cover standard
deviations, two specific examples will be used to
assess the performance of the mixed-lognormal
approximation with respect to structural reliability
calculations.
3.1  Example 1: Nominal concrete cover
of 15 mm and standard deviation of 5 mm
For slabs with a small nominal concrete cover, the
variability of the cover can have a disproportion-
ately large effect on the bending moment capacity
during fire. The observed histogram, lognormal
approximation and mixed-lognormal approxima-
tion (with ∆c  =  2  mm) are given in Figure  5 for
the slab configuration of Table 1, but taking into
account the adjusted nominal concrete cover of
15 mm. As expected, the lognormal approximation
does not fit the observed histogram, but a mixed-
lognormal approximation is capable of taking into
account the effect of fire exposure.
When calculating βfi,t with a lognormal approxi-
mation, the reliability index is overestimated from
30 to 90  minutes of fire exposure (Fig.  6), while
the mixed-lognormal approximation only slightly
underestimates the actual reliability.
It is concluded that the mixed-lognormal approx-
imation results in both a precise and ­conservative

(
Z = K R M R, fi ,t − K E MQ + MG ) (5) Table  2. Probabilistic models for basic variables
involved in the limit state function.
with KR the model uncertainty for the resistance Property Distr μ CoV
effect, KE the model uncertainty for the load effect,
MQ the bending moment induced by the variable Model uncertainty for LN 1.1 0.1
load and MG the bending moment induced by the the resistance effect KR
permanent load. Model uncertainty LN 1.0 0.1
The characteristic values MGk and MQk can be for the load effect KE
related by introducing the load ratio χ: Moment induced by the N MGk 0.1
permanent load MG
MQk Moment induced by the Gumbel 0.6χ MGk 0.35
χ= (6) variable load MQ 1-χ
MGk + MQk

2696
Figure 5.  Observed histogram ‘A’ of MR,fi,t for different
ISO 834 durations, and mixed-lognormal approximation
‘Mixed LN’, with cnom = 15 mm and σc = 5 mm.
Figure 6.  Reliability as a function of the ISO 834 dura-
tion, based on the observed histogram ‘A’, a lognormal
approximation ‘LN’ and a mixed-lognormal approxi-
mation ‘Mixed LN’, for cnom  =  15  mm and σc  =  5  mm,
χ = 0.5.
estimation of βfi,t, while the traditional lognormal
approximation deviates considerably and is non-
conservative.
3.2  Example 2: Nominal concrete cover of
35 mm and standard deviation of 10 mm
The second example is especially interesting with
respect to existing structures. For this type of build-
ings there may be an increased uncertainty associated
with the positioning of the reinforcement. A com-
parison of the observed histogram ‘A’, the lognor-
mal approximation ‘LN’ and the mixed-lognormal
approximation ‘Mixed LN’ is given in Figure 7.
Again, the traditional lognormal approximation
is not capable of accurately describing the bending
moment capacity during fire. On the other hand,
2697
Figure 7.  Observed histogram ‘A’ of MR,fi,t for different
ISO 834 durations, and mixed-lognormal approximation
‘Mixed LN’, with cnom = 35 mm and σc = 10 mm.
Figure 8.  Reliability as a function of the ISO 834 dura-
tion, based on the observed histogram ‘A’, a lognormal
approximation ‘LN’ and a mixed-lognormal approxi-
mation ‘Mixed LN’, for cnom = 35 mm and σc = 10 mm,
χ = 0.5.
the mixed-lognormal approximation results in only
small deviations from the observed histogram. The
effect on the reliability index βfi,t is visualized in
Figure 8 for χ = 0.5.
Similar as in the first example, the lognormal
approximation results in a considerable overesti-
mation of the reliability during fire exposure, while
the mixed-lognormal approximation is capable of
accurately describing the evolution of βfi,t.
4 computational simplifications
for determining the mixed
lognormal approximation
The previous examples demonstrate the ben-
efits of using a mixed lognormal distribution to
describe the bending moment capacity during
fire. For practical implementations, evaluating the
discrete probabilities (3) is straightforward. How-
ever, calculating the mean and standard deviation
of MR,fi,t for a constant concrete cover may seem
time-consuming. The computational efforts can
be kept small by using advanced simulation pro-
cedures as e.g. Latin Hypercube Sampling (Ollson
et al., 2003). This method allows to calculate the
mean and standard deviation of MR,fi,t(c), while
requiring only a limited number of simulations. A
Latin Hypercube procedure with only 20 simula-
tions was used to describe the constituents in the
two examples given in the previous section.
For concrete slabs the calculations can be sim-
plified further by acknowledging that the concrete Figure  9.  Observed histogram ‘A’ of the bending
compressive area experiences only limited heating if moment capacity MR,fi,t for different ISO 834 durations,
the slab is exposed to fire from the bottom side only. mixed-lognormal approximation ‘Mixed LN LHS’, and
Consequently, no reduction of the concrete com- simplified mixed-lognormal approximation ‘Mixed LN
pressive strength needs to be taken into account and Taylor’, with σc = 5 mm.
the bending moment capacity can be calculated as:

 ∅ an excellent agreement with the observed histogram

M R, fi ,t (c ) = As k fy(θ ) f y,20°C  h − c − 
 2 and can readily be applied for practical applications.

(A k )
2
s fy(θ ) f y,20°C
−0.5 (8) 5  Conclusions
bfc,20°C

with variables as described in Table 1, and tak-
ing into account the local reinforcement tem-
perature θ.
Taylor approximations can be used to calcu-
late the mean and standard deviation of MR,fi,t(c).
Using Xi and g to refer to the different stochastic
parameters and function (8) respectively, the first
order Taylor approximations can be written as:
µMR, fi ,t ≈ g ( µ ) (9)
( )
2
n  ∂g µ
, fi ,t ≅ ∑ 
2
σ MR σ X2 i (10)

i =1  ∂X i

These equations can be used together with (4)
and (5) to describe the mixed-lognormal approxi-
mation and are readily understandable.
The performance of this computational sim-
plification is illustrated in Figure  9 for the slab
with cnom = 35 mm and σc = 5 mm, comparing the
observed histogram ‘A’, the original mixed-lognor-
mal approximation of Figure 4 ‘Mixed LN LHS’
(based on Latin Hypercube sampling) and the
simplified mixed-lognormal approximation based
on the analytical formulation of (8) and Taylor
approximations ‘Mixed LN Taylor’.
As a conclusion, the approximation determined
using the simplifications of the Taylor method gives
• While a lognormal distribution is generally con-
sidered appropriate for describing the resistance
effect of concrete elements, this approximation
considerably overestimates the reliability during
fire exposure.
• The non-lognormal behavior can be related to
the variability of the concrete cover and the
associated different heating rates of the steel
reinforcement. If the concrete cover is fixed
as a deterministic value, the bending moment
capacity of a concrete slab can be adequately
described by a lognormal distribution.
• Based on these considerations, the overall bending
moment capacity can be described by a weighted
sum of lognormal distributions. This distribution
type is known as a mixed-lognormal distribution.
The weighing coefficients are related to the prob-
ability function of the concrete cover.
• The mixed lognormal approximation results in
an excellent assessment of the reliability during
fire exposure. These results are of specific inter-
est for code calibration and for assessing the
structural fire resistance of existing structures.
acknowledgements
Ruben Van Coile is a Research Assistant of the
FWO Research Foundation Flanders. The authors

2698
wish to thank the FWO for the financial support
on the research project “Probabilistic formulation
of the structural reliability of concrete structures
subjected to fire in relation to risk-based decision
making and risk-transfer mechanisms”.
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