Harnessing The Use of Ordinary Monte Carlo Simulation

InCiTe 2012 (BAYLON & GARCIANO)
Harnessing Ordinary Monte Carlo Simulation in Computing the Performance of a Transportation Lifeline in the Philippines, the Light Rail Transit System under a large magnitude earthquake
Michael B. Master subtitle style Click to edit BAYLON Instructor Far Eastern University East Asia College Lessandro Estelito O. GARCIANO Associate Professor De La Salle University
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inCiTe 2012 (BAYLON & GARCIANO)
Introduction
Assessment Mass Railway Transit Serviceability Retrofitting
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Specific Objectives
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Objective
Assessment of a Transportation Lifeline
in Manila
Reliability Index Ordinary Monte Carlo Simulation
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Technology
Software:
MatLab Script for Newmark Method MatLab Script for Ordinary Monte
Carlo Simulation
Hardware:
Reinforced Concrete Column
Confinement Model
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methodology
Click to edit Master subtitle style
Preliminaries & Case Study
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Flow of Methodology
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Contents
Preliminaries Case Study
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Preliminaries
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Case Study
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Performance Function, g
a.k.a. limit state function
where: R = resistance or capacity S = load or demand
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Probability of Failure
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Sample of R vs. S plot
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Probability of Failure
Alternatively,
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Reliability Index
Hasofer-Lind Reliability Index of 1974
or
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Limit State Function (2D)
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Crushing Failure vs Buckling Failure
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Confinement Model
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Case study
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Structural Plans
Figure 2. A Typical Elevation View of LRT 1 Pier
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Structural Plans
Figure3. A Typical Section View of LRT 1 Pier
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General Notes
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Resistance, R
a.k.a. capacity Ultimate Axial Strength, Pu
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Resistance
Statistical parameters of material properties and dimensions
Property Mean value coeff.of variation standard deviation
Concrete compressive strength fc = 3 ksi 2.760 ksi 0.18 fc = 4 ksi 3.390 ksi 0.18 fc' = 5 ksi 4.028 ksi 0.15 1 ksi = 6900 Pa; 1 in = 25.4 mm A range of values is presented in some instances because data from multiple sources were used. Source: Ellingwood, Galambos, MacGregor, and Cornell, 1980.
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Buckling
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Confined vs. Unconfined

Stress-Strain Diagram of Confined and Unconfined Concrete Column. (Source: Miller, 2006)
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Load, S
1 Dead Load + 2 Seismic Load Dead Load = self-weight of the pier
Deterministic
Seismic Load (Probabilistic)

Level 1: Imperial Valley Eq (El Centro of 1940) Level 2: Tohoku-Kanto Eq of March 2011. Mean & Std. Deviation of Spectral Acceleration by
Newmark Beta Method
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Newmark Beta Method
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Parameters of Variables
Table3. Summary of parameters of variables
Variable RESISTANCE fco fyh s LOAD 1PEQ 2PEQ Lognormal Lognormal 4580 kN 2442 kN 4001 kN 2440 kN ----Normal Normal Normal 23.734 MPa 312.33 MPa 1.171E-03 --36.542 MPa 1E-06 0.18 0.116 --Distribution Mean Standard Deviation Coefficient of Variance
1Using Newmark Beta Method for Tohoku-Kanto Earthquake 2Using Newmark Beta Method for El Centro Earthquake
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Performance Function, g
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Ordinary Monte Carlo Simulation
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RESULTS
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Simulation Results (1E5 data points)

Unconfined Confined % diff Unconfined Confined El Centro 0.00026 3.47 --23.73 0.00005 3.89 299.9 23.75 81% 12% % diff Tohoku-Kanto Earthquake ( M9.0) Pf Mean s, mm Mean fco, MPa 0.00122 3.03 --23.74 0.00045 3.32 300 23.76 63% 10%
Mean fyh, MPa Mean rho Q, Newtons
312.3 0.017107 6097894
312.4 0.017107 6092409
312.2 0.017107 3450067
312.4 0.017107 3459735
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Load vs. Resistance of Unconfined Column (Tohoku - Kanto EQ), Pf=0.001220, =3.03
x 00 0 0
0
0 0
Load
0 0
0 Resistance
0 0
0 0 x 00
0
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Load vs. Resistance of Confined Column (Tohoku - Kanto EQ), Pf=0.000450, =3.32
x 00 0 0 0 0
0
0 0
0 Load
0 0
0 Resistance
0 0
0 0 x 00
0
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Load vs. Resistance of Unconfined Column (El Centro EQ), Pf=0.000260, =3.47
x 00 0 0
0
0 0
Load
0 0
0 Resistance
0 0
0 0 x 00
0
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Load vs. Resistance of Confined Column (El Centro EQ), Pf=0.000050, =3.89
x 00 0 0
0
0 0
Load
0 0
0 Resistance
0 0
0 0 x 00
0
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Specification of Machine Used in MCS & NBM Implementation
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ANALYSIS
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ANALYSIS
there is a significant decrease of Pf
From 122% to 0.045%, per cent difference of 63%,
Introduction of confinement model to the RC Pier Tohoku-Kanto Earthquake simulation For El Cenro Earthquake simulation:
higher per cent difference of 81%
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ANALYSIS
In the ordinary MCS of the Tohoku-Kanto
Earthquake,
Resistance range of approx. 2x107 N to
8x107 N has changed to a range of 3x107 N to 9x107 N

Due to the change RC column
configuration, i.e. confinement.

Approx. same with El Centro
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ANALYSIS
In terms of the load range from approx. zero magnitude As high as 11x107 N on both earthquake
simulations.
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ANALYSIS
For the software side ordinary MCS and Newmark Beta Method (NBM) Made possible and relatively easier to compute
MatLab built-in functions Inherent matrix or vector manipulation
Specifications of the machine used for fast computing.
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ANALYSIS
MatLab Built-in Function/Description Syntax normrnd(mu,sigma) Task generates random numbers from theUsed in simulation of values for normal distribution with meanparameters, e.g. tie spacing, specified parameter and standard deviationconcrete strength, steel yield strength, parameter . steel ratio
lognrnd(mu,sigma)
returns an array of random numbersUsed in simulation of values for load generated from the lognormalfunction, e.g. Tohoku-Kanto Earthquake distribution with parameters and . induced inertial force
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ANALYSIS
MatLab Built-in Function/Description Syntax norminv(P,mu,sigma) Task computes the inverse of the normal cdfUsed in computing the Holzen-Lind using the corresponding mean andreliability index, , from the computed standard deviation at theprobability of failure, Pf. corresponding probabilities in P.
plot(X1,Y1,...,Xn,Yn)
plots each vector Yn versus vector XnUsed in plotting the Load-Resistance on the same axes. relationship which is important in determining the Failure and Safe zones by visualization.
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Discussion
Conclusion Master subtitle style Click to edit & Recommendations
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CONCLUSIONS
The reliability indices: 3.03 (unconfined) and 3.32 (confined)
simulated under a Tohoku-Kanto Earthquake.
3.47 (unconfined) and 3.89 (confined).

the simulation of El Centro Earthquake
effectiveness of the confinement model used in
this simulation
average of 11.5% improvement of confinement in the
reinforced concrete pier.
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CONCLUSIONS
Efficient use of MatLab in carrying out the
implementation of MCS and Newmark Beta Method.

generating random values for the simulation process
MatLabs built-in functions Inherent matrix and vector operations

Produce 2D plot of important Load-Resistance
relationship
The capacity of computer used in the source code
runs while using the software MatLab

number 8/20/12
InCiTe 2012 (BAYLON & of 5. of iterations reached an orderGARCIANO)
CONCLUSIONS
Based from the ordinary Monte Carlo
Simulation, the light railway transit, in its maiden structural form, can withstand seismic forces.
IT IS SAFE.
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RECOMMENDATIONS
A more sophisticated method of
structural reliability is suggested to obtain the value of reliability index or probability of failure of the structure
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RECOMMENDATIONS
A series of known ground motion data,
specifically ground acceleration which taking into account the soil type, must be used to compute for the reliability index.
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RECOMMENDATIONS
Instead of a simple SDOF lumped
mass model, structural modeling thru the use of finite element methods must be used for an accurate account of the physical properties of one of the LRTs reinforced concrete pier.
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RECOMMENDATIONS
Since this research dealt only one part
of the structural system, i.e. column, a more detailed structural reliability study of the system can be implemented using the as-built plans of a certain line of the LRT System.
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REFERENCES
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[1] ORETA A.W.C. and KAWASHIMA K., Neural Network Modeling of confinedCompressive
Strength and Strain of Circular Concrete Columns, ASCE Journal of
Structural Engineering, Vol. 129, No. 4, April 2003. [2] NOWAK, A.S. and COLLINS, K.R., Reliability of Structures, McGraw-Hill International Editions, New York, 2000. [3] ANG, A.H-S. and TANG, W.H., Probability Concepts in Engineering: Emphasis on Applications in Civil & Environmental Engineering (2nd ed.), John Wiley & Sons, Inc.,New York,
2007.
[4] JIN-KEUN KIM and JOO-KYOUNG YANG, Buckling Behaviour of Slender High-Strength
Concrete Columns, Engineering Structures, Vol 17, No. 1, November 1993, pp 39 51.
[6] SZERSZEN, M.M. and NOWAK, A.S., Reliability-Based Sensitivity Analysis of RC
Columns Resistance, ICOSSAR 2005, Millpress, Rotterdam, ISBN 90 5966 040 4, pp 2525 to 2530. Building Code Requirements For Structural Concrete (ACI 318-02) and Commentary (ACI 318R-02), ACI, (c) 2002
[7] AMERICAN CONCRETE INSTITUTE 318 COMMITTEE, STRUCTURAL BUILDING CODE,
[8] SADEGHI, K. and NOUBAN, F., A New Stress-Strain Law For Confined Concrete Under [9] MICHAEL, A.P., HAMILTON, H.R., and ANSLEY, M.H., Concrete Confinement Using
Cyclic Loading, International Journal of Academic Research, Vol. 2, No. 4, July 2010, pp 6-15. Carbon Fiber Reinforced Polymer Grid, pp 991 1009.
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[11] YAMAZAKI, F. and SHINOZUKA, M., Safety Analysis of Stochastic Finite Element Systems By
Monte Carlo Simulation, Proceedings of Japan Society of Civil Engineers, Structural Engineering / Earthquake Engineering, Vol. 5, No. 2, October 1988, pp 313-323.
[12] PAULTRE, P. and Lgeron, F., Confinement Reinforcement Design for Reinforced Concrete
Columns, Journal of Structural Engineering, (c) ASCE, May 2008, pp 738-749.

[13] CHUNG, W.Y-M, LAM, E.S-S, and WONG, Y-L, Confinement Action of Reinforced Concrete
Columns With Non-Seismic Detailing, 4th International Conference on Earthquake Engineering, Taipei, Taiwan, Paper No. 304.
[14] FRANGOPOL, D.M., IDE, Y., SPACONE, E., and IWAKI, I., A New Look At Reliability of
Reinforced Concrete Columns, Structural Safety, Vol. 18, No.2/3, Elsevier Sciece Ltd., (c) 1996, pp 123 - 150
[15] MITROPOULOU, CH.CH., LAGAROS, N.D., and PAPADRAKAKIS, M., Life-Cycle Cost
Assessment of Optimally Designed Reinforced Concrete Buildings Under Seismic Actions, Reliability Engineering and System Safety, 2011, pp 1311-1331.
[16] TORREGOSA, R., SUGITO, M., and NOJIMA, N., Assessment of Seismic Hazard and
Microzoning in the Philippines, Journal of Structural Mechanics and Earthquake Engineering,

[17] RIEDERER, K.A., Assessment of Confinement Models For Reinforced Concrete Columns
Subjected To Seismic Loading, Masters Thesis, University of British Columbia, (c) 2006.
[18] DER KIUREGHIAN, A., HAUKAAS, T., and FUJIMURA, K., Structural Reliability Software At The
University of California, Berkeley, Structural Safety 28, (c) 2006, pp 44-67.

[19] GARCIANO, L. E. and YOSHIDA, I., Reliability analysis of a brittle fracture due to crack
instability using sequential Monte Carlo simulation, Proceedings of the Internationl Conference on the Applications of Statistics and Probability, pp 2949 -2956, 2011.
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Preliminaries & Case Study

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where: R = resistance or capacity S = load or demand

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Sample of R vs. S plot

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Limit State Function (2D)

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Crushing Failure vs Buckling Failure

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Figure 2. A Typical Elevation View of LRT 1 Pier

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Figure3. A Typical Section View of LRT 1 Pier

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Confined vs. Unconfined

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Seismic Load (Probabilistic)

Newmark Beta Method

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