RELIABILITY ANALYSIS ON HYDRAULIC DESIGN

OF OPEN CHANNEL
By
Ke-Zhong HUANG, Associatie Professor
Departement of River Mechanics and River Engineering
Wuhan Institute of Hydraulic and Electric Engineering
Wuhan, CHINA
ABSTRACT
In this paper the reliability on hydraulic design of a trapeziodal
open channel designed to convey a specified discharge from sluice gates
is assessed by three different methods, which are the first-order secondmoment analysis, the inequality analysis, and the Monte Carlo method.
The principles of the methods are applicable to the reliability analysis for
any hydraulic system and for other technical fields.
INTRODUCTION
Analyses of uncertainties and risk in hydraulics have been
developed during the past thirteen years. Although hydraulicians have
made significant contributions in the reliability of storm sewer design,
pipe design, and of the theory of safety facrtors (e.g., Yen and Ang,
1971 ; Tang and Yen, 1972; Yen and Tang, 1976; yen,1977,1979),
reliability of the hydraulic design of open channels has not been studied.
It should be mentioned that uncertainties are unavoidable in an open
channel to convey a specified discharge released from sluice gates or
weirs.
Engineers encounter many factor which factors whith possess some
degree of uncertainties affecting the determination of the channel
capacity. Uncertainties occur in the hydraulic factors in the discharge
formulas of the open channels and sluice gates or weirs. These factors
include the roughness coefficient of the open channel, the discharge
coefficient of teh sluice gates or weirs, etc. In the traditional deterministic
design approaches, such uncertainties are not accounted for.
Consequently, the safety factor is evaluated in a deterministic manner
despite its inherent probabilistic nature. In this paper three different
methodes are presented to assess the probability of safety of the capacity
of a trapezoidal open channel to convey a specified design discharge
released from a set of sluice gates.

THE FIRST - ORDER SECOND - MOMENT ANALYSIS

In general, L represents the loading and R is the resistance. Here
the former means the discharge from the sluice into the channel. The
latter means the channel capacity. The probability of safety P and the
probability of failure Pf (i.e., risk) are defined as
P = P ( R L) = P ( S 1) .......................................................

(1)

....

and
Pf

= 1

= P ( R < L)

= P (S

< 1) ............................ (2)

...
in which

S =

R
L

is the safety factor. Since both R and L are random

variables, therefore, if the probability density functions are known, the

probability of safety can be evaluated. For example, if R and L are
statisfically independent variates of normal distribution, E q . 1 yields
R

......................
(3)
(R ) + (L )
in which R and L are the mean values of the resistance and loading,
respectively; R and L are their standard deviations : R and L are
the coeficiens of variation; and ( x) denotes the cumulative standard
normal distribution evaluated at x . Likewise, if R and L are
statistically independent variates of lognormal distribution, we have
P =

2
R

2
L

ln

1 + 2L
1 + 2R

R
L

ln
P =

[ (1

+ 2R )

The first order simplification of

ln
Pf

2
R

Eq

+ 2L ) ]

.......................................... (4)

.4 is

L
R

(1

2
L

..............................................................

The formula for discharge through a set of N identical sluice gates is

(5)

Q = Cd N W e

2g H

L ...........................................

(6)

.
in which H is the head above the crest at the upstream side of the gates;
C d is the coefficient of discharge; is a submerge coefficient; W is the
width of each gate; e is the height of the sluice opening; and g is
gravitational acceleration. The parameters H , C d , , W , and e are
assumed to be indepandent random variables. By using the first-order
approximation of Taylors series expansion (Benjamin and Cornell, 1970)
for E q . 6, we obtain the mean of the loading, L , as
Q = Cd X N W

2g H = L

.......................................... (7)

..
and
1 2
= 2L
4 H

Q2 = C2 + 2 + W2 + e2 +

.....................

(8)

Traditionally, the hydraulic design of open channel deals with

uniform flow using mannings formula. For trapeziodal open channels,
the discharge Q in SI units is
Q =

[(b

(b

+ m h) h] 3

+ 2h

1+ m

2
2 3

i
(9)
= R ...................................
n

in which is the deepth; b is the bottom width; m is the slope (horizontal to

vertical) of the channel banks; i is the longitudinal slope of the channel;
and n is the Manning roughness coefficient. The variables h, b, m, i, and
n are assumed to be random and independent. Using the first order
approximation of Taylors series expansion for E q . 9 we have
Q =

[(b

+ m h) h] 3

b + 2h

1 + m

2
3

i
n

= R

...........................

(10)

and

Q2 = 2n

1
+
i2 +
4

h
3

5 ( b + 2 m h)
( b + m h) h

4
b

1 + m

+ 2h

1 + m

2h

m h
3

4 m

5
b

+ m h

1 + m

+ 2 h

1 + m

2m

b
3

5
b + 2 h

1 + m

b2 ..................................................................

(11)

In order to calculate the values of the mean and coefficient of

variation of C d , , W , e , H , h , b , m , i , and n , triangular
distribution is assumed for each of them in terms of their respective
design value c as the mode and a range from to u ( < c < u ) ,
which are determined through other information such as the experimental
error, constructional error, and posibble variations due to siltation and
erosion. The triangular probability density is
2 ( x )
(c ) (u )
2 (u x)
f ( x) =
(u ) (u c)
0

for x c

(12)

for c x u ..............
elsewhere

The mean and coefficient of variation of the triangular distribution can be

computed from the following equations :
x =

1
( + c + u )
3

................................................................(13)

.
2x

1
2

1
6x

(c + c u + u) ........................................... (14)

..
Thus, we can obtain the probability of safety from
together with E qs . 7, 8, 10, 11, 13, and 14.

E qs

. 3 or 4

THE INEQUALITY ANALYSIS

In the first-order second-moment analysis described above, the
distributional types or R and L are assumed. Although the probability
of failure is not sensitive to the type of distribution for a risk level of 10 -3
4

or larger (Ang, 1970; yen and Ang 1971), the acceptable probability of
failure would be in the order of 10-4 or smaller for major hydraulic
engineering designs in China. In orther to avoid the sensitivity to the
types of distribution, we derived the greatest lower bound of the
probability of safety by using the Chebyshev inequality.
The Chebyshev inequality can be written as

P s

d <

d )2 ]

E [ (s

in which S is again the safety factor; and d is a real number for every
> 0 . Let d = k S > 1 , and = k S
1 , then
P ( s

< )

P (1 < S < 2 k S

E [ (s

d ) 2 ] = S2 + S (1

1) P ( S 1) = P

and
k)2

It follows that
P 1

where
y =

S2 + S

k)2

(1
1) 2

(k S

In order to obtain the greatest lower bound of the probability of safety,

take

d y
dk

= 0,

then
S2

k =

S (S

1)

+ 1

and
y =

S2
S2 + ( S

1) 2

Hence, we obtain the greatest lower bound of the probability of safety on

the basis of k S > 1 ,
P = P ( S 1) 1

S2
S2 + ( S

1) 2

.................................(15)

...
where

and

can be assessed by using the first order

approximation of Taylors series expansion for

S =

R
L

S =

R
L

...................................................................................(16)

..

2
S

R
L

2
R

+ 2L )

................................................ (17)

The greates lower bound of probability of safety plays an important

role in the reliability analysis on major hydraulic engineering design,
when the data of R and L used directly for computing the mean and
coefficient of variation can be collected.
MONTE CARLO METHOD
The safety probability evaluation by using the first-order secondmoment method is sensitive to the type of distribution of R , L , and the
first-order approximation of E qs . 6 and 9. In order to avoid these
sensitivities, the Monte Carlo method is applied to estimate the
probability of safety.
We assume the distributions of C d , , W , e , H , h , b , m , i ,
and n to be tringular. The pseudo-random tringularly distributed
numbers may be obtained through generating pseudo-random uniformly
distributed numbers on a computer. A relation that connects random
number x having a triangular distribution and number r having a uniform
distribution (0,1) can be derived from the formula (Shreider, 1964)
X

f ( ) d

...................................................................(18)

....
in which

f ( )

is teh triangular probability density ( E q . 12). Thus,

(c

(1

(u

) (u

c)

....................
A sample value of

)
(u

for
)

for

c
u

>

c
u

(19)

R
L
Cd

can be determined from E qs . 6 and 9 in

terms of the sample values of
, , W , e , H , h , b , m , i , and n .
Suppose that M o is the sample number of S and M is the number of
S 1 . If M o is sufficiently large, on the basis of the law of large
numbers, the probability of safety can be estimated as
S =

Factor
w

H
Cd

Sluice Gates
Design Value
Range
4,50 m
4,46 m - 4,55 m
4,20 m
4,16 m - 4,2 m
6,50 m
6,40 m - 6,60 m
0,484
0,471 - 0,497
1
7
P =

P ( S 1)

M
M0

Factor
b

m
i
h

Open Channel (20)

Design Value
Range
50.0 m
45.0 m 55.0 m
1.5
1.35 1.65
-4
20.00 x 10
(1.9 2.1) x 10-4
7.5 m
7.13 m 7.88 m
2.52 x 10-2
(2.32 2.75) x 10-2

.......................................................

..
It may be seen that this method prossess some merits in
comparison with the first-order second-moment analysis as follows:
(a) The assumption of the types of distribution of R and L as
well as the first-order approximation can be avoided.
(b) The theoritically, the types of distribution of R and L must
be determined by deriving the distributions function from E qs . 6 and 9 in
terms of the types of distribution of C d , ......, and n, respectively, but
these integral operations are very difficult, if possible. Therefore, there is
a contradiction of the distributional assumption in the first-order secondmoment analysis. On the contrary, the Monte Carlo method may evade
this fault in theory.
The deficiency of the Monte Carlo method is that it must assume
the distributions for C d , ......, and n. Becase we do not have enough data
to establish these distributions, the deficiency is unavoidable when the
acceptable profitability of failure is in the other of 10-4 or smaller for
major engineering designs.
EXAMPLE APPLICATION
A trapezoidal open channel is designed to convey a specified
discharge released from a set of seven identical sluice gates. The data of
the sluice gates and the trapezoidal open channel are given in Table 1.

TABLE 1. Parameter values of Example

Using the method of the first-order second-moment analysis, we

obtain
from

m3
L = Q = 732
s
Eq

m3
R = Q = 848
s

1.17

= 0.991

. 4.

A digital computer was used for the calculations of the Monte

Carlo method. Taking M 0 = 2000 , P = 0.997 is obtained.
If L , L , R , and R are calcualted by using E qs . 7, 8, 10, and
11, respectively, we obtain the greatest lower bound of probability of
safety P 0.833 from inequality 15. This result may be used as a
reference value.