Risk and

Reliability in
Structural
Engineering
 Risk and
Reliability in
Structural
Engineering
Theoretical Basis

Naiwei Lu and Mohammad Noori

MOMENTUM PRESS, LLC, NEW YORK

Risk and Reliability in Structural Engineering: Theoretical Basis

Copyright © Momentum Press®, LLC, 2019.

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 Abstract

A structure should be designed taking into account safety, reliability and

economy. Reliability is the probability of successful function, and risk is
the potential for unwanted negative consequence of an event. In structural
engineering, risk analysis involves the investigation of the probability of
rare events. Risk analyses are typically made on the basis of information,
which is subject to uncertainty. These uncertainties may be divided into
inherent or natural variability. The objective of a structural design is the
assurance of successful performance over the useful life of structures or
engineering systems.
The primary purpose of this book is to introduce risk and reliability
concept into structural design. The book will cover and review r­ eliability
theory and risk analysis to solve structural engineering problems. The
book was formed from the easy to the difficult and complicated concepts.
The content was written from the basic concepts of uncertainties, struc-
tural safety analysis, structural reliability under repeated load and fatigue
reliability. Based on the introduction of failure modes and bounds theory,
structural system reliability theory was subsequently discussed. Numerical
formulation and examples will be provided to enhance the study efficiency
of students, engineers and researchers. Once the numerical examples
are understood, these applications to actual engineering ­examples will
be clear.
This book is suitable for adoption as a textbook or a reference book
in a structural reliability analysis course. Furthermore, this book also pro-
vides a theoretical foundation for better understanding of the structural
safety assessment.

KeyWords

structural reliability; fatigue; system reliability; resistance; failure

probability
 Contents

List of Figures ix
List of Tables xi
Acknowledgments xiii
1 Introduction 1
1.1  Introduction of Probability Concepts 1
1.2 Fundamentals of Probability and Statistics 2
1.3  Analysis of Probability 4
1.4 References 4
2 Structural Evaluation 5
2.1 Introduction 5
2.2 General Concepts and Bases for Reliability Analysis 5
2.3  An Idealized Case 6
2.4  Practical Cases 9
2.5 References 15
3 Analysis of Structural Safety 17
3.1 Resistance R and Applied Load S17
3.2  Case Studies 18
3.3  Load and Resistance Analysis 20
3.4  Formulation of Design Criteria 26
4 Structural Reliability Under Repeated Loads 39
4.1 Reliability Function and Hazard Function 39
4.2 Distribution of Lifetime Maximum Load 42
4.3  Extreme Value Distribution 44
5 Models for Fatigue Reliability 53
5.1 Characterization of Fatigue and Failure (S–N curves) 53
5.2 Probabilistic Models for Fatigue under Constant
Amplitude Loading 57
5.3  Fatigue with Variable Stress Range 62
viii  •   Contents

5.4  Analysis of Uncertainty ΩN67

5.5  Design for Fatigue 69
5.6 Reliability under Multiple Load Spectra 76
5.7 References 85
6 Models for Failure and Bounds on Structural
Reliability 87
6.1  Multiple Modes of Failure 87
6.2  Failure in Combined Modes 94
7 Safety and Reliability of Structural Systems 99
7.1  System Damage Probability 99
7.2 Statically Determinate versus Redundant Systems 103
7.3 Collapse Probability of Redundant Systems 107
7.4 Collapse Probability of Plastic Frameworks 119
7.5 References 127
About the Authors 129
Index 131
 List of Figures

Figure 2.1.  Dimensions of a beam. 11

Figure 2.2.  Loads on a beam.  12
Figure 4.1.  A characteristic hazard rate curve of a norm structure. 42
Figure 4.2.  Probability density function of the variable. 45
Figure 5.1.  A fatigue stress–time history. 54
Figure 5.2.  An S–N curve. 54
Figure 5.3.  An S–N curve plotted in logarithmic coordinates. 55
Figure 5.4.  S–N curves for cyclically varying stresses. 55
 List of Tables

Table 3.1.  Numerical results in the example 30

Table 3.2.  Measured Mean value for the materials 34
Table 3.3.  Mean Measured value for the structure 35
Table 3.4.  Relationship between PF and θ 35
Table 3.5. Relationship between factored mean shear stresses and
probability of failure 36
Table 3.6.  Alternative value for ∆ 1.33 36
Table 3.7.  Relationship between PF and electrode 37
Table 3.8. Numerical results of the reliability analysis of the design
code for filet welds 37
Table 5.1.  Comparison between the two equations 60
Table 5.2.  Summary of uncertainties in fatigue parameters 70
Table 5.3.  Gamma function 72
Table 7.1.  Parameters and numerical results in the example 101
Table 7.2.  Numerical results in the example 106
Table 7.3.  Numerical results 113
Table 7.4.  Moment capacities of the example 121
Table 7.5.  Numerical result of the example 123
Table 7.6.  Parameters in Example II 125
 Acknowledgments

This book was supported by the National Basic Research Program (973
program) of China (Grant 2015CB057705), the National Science Foun-
dation of China (Grant 51378081), the Hunan Natural Science Funding
(2018JJ3540), and the funding in Hunan Province Engineering Laboratory
of Bridge Structure (18KC01, 18KD02). In addition, the authors would
like to sincerely express their appreciation to the following researchers:
Dr. Yuan Luo, who has contributed to Chapters 2 and 3; Dr. Yafei Ma,
who has contributed to Chapter 4; and doctoral student Fanghuai Cheng,
who has contributed to Chapter 5, and doctoral student Bowen Wang who
has contributed to Chapter 6; doctoral student Shengtao Xiang who has
contributed to Chapter 6. The help from the authors’ research team is also
highly appreciated. Finally, the first author would like to appreciate his
parents and his wife for their unconditional love and dedication. The sec-
ond author also wants to express his sincere gratitude to his wife, Nahid
Bozorgi. without whose unconditional support, sacrifice and encourage-
ments, through-out our many years of companionship, writing this book
would not have been possible.
 CHAPTER 1

Introduction

1.1  Introduction of Probability Concepts

The criteria for structural design are safety, economy, serviceability and
aesthetics [1]. In particular, safety and economy are opposed to each
other. In order to fulfill these criteria, a structure should be designed with
enough safety and economy. Some probabilistic measures have been
taken into account in U.S. codes, and some consistent rational factors
exist for establishing safety factors in the codes.

1.1.1  Reliability Concepts

The parameters with variability and uncertainty are loads, for example,
dead load and live load, and material’s strength. In addition, the con-
struction practice leads to the risk of the structures [2]. For instance,
an engineer does not have a measure to ensure the welds have enough
accuracy.
So the reliability theory has been applied to engineering structures.
Current developments in reliability theory and applications are focused on
reliability of structural assemblages, optimal design considering reliability
constraints, fatigue and fracture reliability, probabilistic load description
and reliability of existing structures [3][4].

1.1.2 Structural Reliability

Reliability is the probability of successful function. The primary cases for

reliability are the time-varying strength, for example, fatigue corrosion,
repeated loads. On the other hand, the strength is constant, for example,
yielding strength, brittle fracture, and serviceability [5].
2  •   Risk and Reliability in Structural Engineering

For loads on structures, we should consider the dead load, the live
load, wind load, snow loads and the earthquake load [6]. The extreme
loads are emergency loads, such as fire and flood.
For a non-time-varying case, it is easy to predict the strength and
loads on a structure, and the reliability can be written as [7]

∞
R = ∫ 1 − Fs ( r ) f R ( r ) dr (1.1)
−∞

where R and S respectively are the resistance and the load effect on a
structure, and Fs(r) and fR(r) are the cumulative distribution function and
probability density function, respectively.

1.1.3  Risk Analysis

Risk is the potential for unwanted negative consequence of an event. In

structural engineering, risk analysis means investigating the probability of
rare events. Thus, the goals and strategy for the investigation are describe
probability tools, develop a framework for reliability analysis, consider
current and/or proposed design provisions in light of reliability, bounds on
reliability of systems and optimization.

1.2 Fundamentals of Probability and

Statistics

Suppose in an experiment, all possible outcomes of the experiment ωi,

i = 1, 2, 3, …, n, which is called basic events are gathered together into a
set Ω. Each experiment is a basic event, and the set is the sample space.
Define a subset A of Ω as an event. For instance, select a certain number
of the outcomes ωi ∈ Ω of interest and group them in A. Then we group
the set of all such subsets into a class Q, which is the class of all events.
The sets Ai, which can be either finitely or infinitely many of them,
may be combined using Boolean set operators. We are still in particular
interested in the following set operations:

(a) Union: A1  A2 = {wi : wi ∈ A1 or wi ∈ A 2 } (1.2)

(b) Intersection: A1  A2 = {wi : wi ∈ A1 and wi ∈ A 2 } (1.3)

 Introduction   •  3

(c) Subsets: A ⊂ B ⇒ ∀ wi ∈ A and wi also in B

A ⊃ B ⇒ ∀ wi ∈ B and wi also in A  (1.4) (1.5)

(d) Complementation: Ac = {wi : wi ∉ A and wi ∈ Ω} (1.6)

The class Q must satisfy the following requirements:

(a) If A1 , A2 ∈ Q , then A1  A2 ∈ Q

For instance, if A1 and A2 are events, then A1  A2 is an event.

(b) If A1 , A2 ∈ Q , then A1  A2 ∈ Q
(c) If A ∈ Q , then Ac ∈ Q

In particular, Ω is in Q, for

Ω = A  Ac ∀ A ∈ Q (1.7)

In addition we will want a set

f = ΩC ∈ a (1.8)

where φ is called the null or impossible event. Since our experiment is

bound to have some outcome ωi, and wi ∈Ω, then Ω is certain to occur
at every trial. Thus Ω is called the certain event. It follows immediately
from the set operations that all finite unions and intersections of events in
Q are again in Q.
Further, we have the De Morgan’s rules: If A, B and C are events,
then,

( A ∪ B ∪ C )c = Ac ∩ B c ∩ C c (1.9)

( A ∩ B ∩ C )c = Ac ∪ B c ∪ C c (1.10)

Frequently, it is convenient to represent events graphically using a

Venn diagram.
4  •   Risk and Reliability in Structural Engineering

1.3  Analysis of Probability

Evaluation of probabilities of failure for the individual components and

sub-systems may be based on, in principle, two different approaches: fail-
ure rates for example, electrical and production systems or methods for
structural reliability for structural systems as buildings and bridges [8].
Risk analyses are typically made on the basis of information,
which is subject to uncertainty. These uncertainties may be divided
into inherent or natural variability, for example, the yield strength of
steel modeling uncertainty: (i) uncertainty related to the influence of
parameters not included in the model, or (ii) uncertainty related to the
mathematical model using statistical uncertainty.

1.4  References

[1] Schneider, J. 2006. Introduction to Safety and Reliability of Structures, Vol. 5,

Iabse.
[2] Fung, I.W., V.M. Tam, T.Y. Lo, and L.L. Lu. 2010. “Developing a Risk
Assessment Model for Construction Safety.” International Journal of Project
­Management 28, no. 6, pp. 593–600.
[3] Nowak, A.S., and K.R. Collins. 2012. Reliability of Structures. CRC Press.
[4] Moses, F. 1982. “System Reliability Developments in Structural Engineer-
ing.” Structural Safety 1, no. 1, pp. 3–13.
[5] Koutsourelakis, P.S., H.J. Pradlwarter, and G.I. Schuëller. 2004. “Reliabil-
ity of Structures in High Dimensions, Part I: Algorithms and Applications.”
Probabilistic Engineering Mechanics 19, no. 4, pp. 409–17.
[6] Frangopol, D.M., and K. Maute. 2003. “Life-Cycle Reliability-Based Optimi-
zation of Civil and Aerospace Structures.” Computers & Structures 81, no. 7,
pp. 397–410.
[7] Paik, J.K., and R.E. Melchers., eds. 2014. Condition Assessment of Aged Struc-
tures. Elsevier.
[8] Elishakoff, I. 2012. Safety Factors and Reliability: Friends or Foes?. Springer
Science & Business Media.
 Index

A reliability index, 26
Applied load, 17–18 for safety, 27–37
Approximation I, 88–89 Design for fatigue, 69–76
Approximation II, 90 Ductile systems, 116–117
Approximation III, 91–94
Asymptotic distribution, 49–50 E
of largest values, 46–47, 48–49 Extreme value distribution
of smallest values, 47–48 asymptotic distribution, 49–50
asymptotic distribution of largest
B value, 46–47, 48–49
Bases for reliability analysis, 5–6 asymptotic distribution of
smallest value, 47–48
C overview of, 44–46
Codified live load evaluation, 25 selection of extreme
Collapse probability distributions, 50–52
conceptual mode, 107–114
ductile systems, 116–117 F
normal resistances and normal Failure and bounds models
loads, 117–118 in combined modes, 94–98
of plastic frameworks, 119–127 multiple modes of failure, 87–94
product rule comments, 116 Fatigue limit effects, 83–85
of redundant systems, 107–118 Fatigue reliability models
statistically independent member design for fatigue, 69–76
failures, 114–116 fatigue and failure
Combined modes of failure, characterization, 53–57
94–98 fatigue under constant amplitude
Conceptual mode, 107–114 loading, 57–62
Constant amplitude loading, reliability under multiple load
fatigue under, 57–62 spectra, 76–85
uncertainty analysis, 67–69
D variable stress range, 62–66
Dead load, 24
Design criteria formulation H
numerical example, 26–27 Hazard function, 39–42
132  •   Index

L fatigue limit effects, 83–85

Lifetime maximum load
distribution, 42–44
Live load, 23–24
codified evaluation, 25
Load analysis
codified live load evaluation, 25
dead load, 24
live load, 23–24
overview of, 22–23
stress/load effect analysis, 24–25
Lognormal, 82–83
M Statistics, fundamentals of, 2–3
Multiple modes of failure
approximation I, 88–89
approximation II, 90
approximation III, 91–94
overview of, 87–88
N practical cases, 9–14
Normal resistances and loads,
117–118
P lifetime maximum load
Plastic frameworks, collapse
probability, 119–127
Probability
analysis of, 4
concepts, 1–2
fundamentals of, 2–3
Product rule comments, 116
R load analysis, 22–25
Rayleigh distributed fatigue, 78–82
Redundant systems
collapse probability of, 107–118
statically determinate vs., 103–107
Reliability
concepts, 1
structural, 1–2
Reliability function, 39–42
Reliability index, 26
Reliability under multiple load
spectra
fatigue under Rayleigh
distributed, 78–82
lognormal, 82–83
overview of, 76–78
Resistance analysis, 20–22
Risk analysis, 2
S
Statically determinate systems,
103–107
Statistically independent member
failures, 114–116
Stress/load effect analysis, 24–25
Structural evaluation
bases for reliability analysis, 5–6
general concepts, 5–6
idealized case, 6–8
overview of, 5
Structural reliability
extreme value distribution,
44–52
distribution, 42–44
overview of, 1–2
reliability function and hazard
function, 39–42
Structural safety analysis
case studies, 18–20
design criteria formulation,
26–37
resistance analysis, 20–22
resistance and applied load,
17–18
System damage probability,
99–102
U
Uncertainty analysis, 67–69
V
Variable stress range, 62–66