PERGAMON Computers and Structures 67 (1998) 29±35

Time dependent reliability of structural systems subject to

deterioration
M. Ciampoli
Department of Structural and Geotechnical Engineering, University of Rome ``La Sapienza'', Via Eudossiana 18, I-00184 Rome, Italy

Abstract

A probabilistic procedure for the analysis of the current and future reliability of existing structural components
and systems is developed: they are assumed subject to deterioration over time, due to the e€ects of ageing and of
accidental events, such as thermal shocks or earthquakes. In particular, the following aspects are dealt with: the
identi®cation of probabilistic models for forecasting structural deterioration by ageing as a function of the initial
and operating conditions and of the presence and nature of aggressive agents; the formulation of a probabilistic
method for the assessment of the reliability of structural components subject to deterioration, that can be updated
should maintenance or repair operations be carried out. The adopted approach involves the solution of a stochastic
di€erential equation, which provides the time evolution of the reliability of a deteriorating structural component.
Once the reliability of each structural element is de®ned, it is possible to evaluate the decreasing reliability of the
structural system composed by these elements as a whole, taking into account its operating and behavioral logic.
# 1998 Elsevier Science Ltd. All rights reserved.

1. Introduction which the structure must be able to withstand all loads

Structural systems are subject to deterioration over
time, which is to say, to changes in their mechanical
characteristics that can jeopardize their ability to func-
tion and may be due to ordinary operation, to ex-
posure to an aggressive environment and to accidental
actions, as well as to improper use and maintenance.
Owing to deterioration, the reliability of the system,
as estimated at the time of design and monitored
during or at the end of the construction, is actually
time-dependent, and may decrease with time, thus
causing the risk of structural failure to accelerate.
Therefore, in checking the current and future re-
liability of an existing construction, whether the check
is aimed at introducing a change in its usage or at
extending its lifetime, or is motivated by the appear-
ance of signi®cant signs of distress, account must be
taken of the e€ects of deterioration, and of the changes
in the system response. In other words, the reliability
of a deteriorating system must be determined with
respect to a service life, de®ned as the period during
safely.
The objective of the study presented in this paper
(and illustrated in more general terms in Ref. [1]) is to
de®ne a probabilistic procedure for the analysis of the
current and future reliability of existing structural sys-
tems.
They are assumed to be subject to two di€erent
sources of deterioration: one has substantially continu-
ous e€ects, and is tied in general to environmental and
operating conditions; the other has e€ects that are
superposed occasionally to the ®rst e€ects, and are
usually related to external accidental actions or co-
actions. For simplicity, the former is usually identi®ed
with ageing, the latter with short-term phenomena (in
the following called shocks) that can be due to external
actions and also to sudden changes in the deterioration
mechanisms.
In particular the following topics are tackled:
± a short account of probabilistic models for fore-
casting structural deterioration due to ageing as a
function of the initial, operating and environmental

0045-7949/98/$19.00 # 1998 Elsevier Science Ltd. All rights reserved.

PII: S 0 0 4 5 - 7 9 4 9 ( 9 7 ) 0 0 1 5 3 - 3
30 M. Ciampoli / Computers and Structures 67 (1998) 29±35

conditions; the last are related to the presence and

nature of aggressive agents;
± the formulation of a probabilistic method for the
assessment of the time-dependent reliability of struc-
tural components subject to deterioration through age-
ing and shocks.
Mathematical models are identi®ed for the deterio-
ration mechanisms with special emphasis on reinforced
concrete structures. On the basis of these deterioration
models and of time-dependent stochastic models of the
strength and sti€ness of the structural components and
of the actions they are subject to during their envi-
sioned lifetime, the assessment of the condition and the
prediction of the residual service life of structures can
be performed. Fig. 1. Time evolution of deterioration, modelled by an expo-
The adopted approach involves the solution of a sto- nential law.
chastic di€erential equation, which provides the time
evolution of the reliability of a deteriorating structural
With speci®c reference to reinforced concrete and
component.
steel structures, the environmental factors and degra-
dation mechanisms that are more important in deter-
mining the service life are summarized in Table 1 [2].
2. Deterioration mechanisms If the deterioration depends on the quoted mechan-
isms, the parameter r in Eq. (1) can be taken equal to
1
Time-dependent reliability analysis of existing struc- 2 if the attack process is strictly di€usion-controlled (as
tures requires the identi®cation of time-dependent sto- it is the case of carbonation of concrete and di€usion
chastic models of the strength and sti€ness of each of chloride ions in concrete), or equal to 1 if the pro-
structural component. These models can be derived cess is rate-controlled (as it is the case of the depth of
from mathematical models of the e€ects of deterio- penetration of active corrosion) [2]. To model other
ration mechanisms and of external actions, and/or attack processes (like sulphate attack), a factor larger
from accelerated life testing. than 1 (sometimes 2) is suggested.
At the current state of the art [2], in most cases the In evaluating the e€ects of degradation mechanisms,
e€ects of deterioration mechanisms resulting from ser- account must also be taken of the fact that the causes
vice and environmental factors are known only quali- of deterioration may interact to change the strength
tatively: they can be modelled by extrapolating the and sti€ness of the structural component, both from
experimental data to calibrate the parameters of simple the geometric±mechanic and chemical±phenomenologi-
relationships, like the one depicted in Fig. 1, or a re- cal point of view.
lationship assuming the simpli®ed expression (Fig. 2) Shock e€ects can arise from thermal shock or from
 accidental actions, such as earthquake, blast loads, etc.
K1 t tRtI
X t† ˆ 1†
K2 t ÿ tI †r trtI

in which: X(t) is a relevant geometrical or mechanical

parameter (for example, the depth of corrosion of a
structural steel component, the length of cracks in a re-
inforced concrete beam, etc.); tI is the time required to
initiate degradation; t is the elapsed time; K1 and K2
are rate parameters depending on the aggressiveness of
the environment and on the mechanical characteristics
of materials in situ; r is a parameter depending on the
nature of the attack. In general, K1, K2 and tI must be
modelled as random variables, whose mean values and
standard deviations (at least) should be inferred by ex-
perimental data. Moreover, the ®rst e€ect of degra-
dation may appear already at the end of the
construction: in this case, Eq. (1) must be shifted by Fig. 2. Time evolution of deterioration modelled by the multi-
X(0). linear expression in Eq. (1).
 M. Ciampoli / Computers and Structures 67 (1998) 29±35 31

Table 1 of the element at that moment, will have, conditionally

Mechanisms a€ecting the performance of concrete and steel on the present, a future development that is indepen-
structures [2] dent of the past. This assumption makes it possible to
Concrete work in the state space of the component, through the
Chemical attack from sulfates and acids transition probabilities; it also allows a simplifying
Alkali-aggregate reaction generalization to the case of vectorial Markov pro-
Carbonation cesses, should the state of the component be de®ned
Freeze±thaw cycling by a vector of indicators like D(t).
Elevated temperature
Creep and shrinkage
The component collapses at time td*, which corre-
Deformed bar reinforcement sponds to the time of ®rst passage of the Markov pro-
Corrosion cess D(t) through the threshold d*.
Elevated temperature If the shocks are represented by Poisson processes,
Prestressing reinforcement the contribution to the (discontinuous) increase in
Corrosion from carbonation, chloride attack damage to a structural component during the time
Elevated temperature interval [t, t + dt] may be represented in the general
Detensioning
form
Structural steel
Corrosion
Elevated temperature
b t,D t††dn t† ˆ G t,D t†,u†n t, u†du 3†
U

where: n(dt, du) is the number of arrivals in [t, t + dt]

3. Assessment of the time-dependent reliability of a of shocks of intensity between u and u + du; U is the
structural component set of possible intensities u; G is a (deterministic) func-
tion of time, of the level of damage D(t) to the struc-
The time-dependent mechanical properties of a tural component, and of u.
structural component are related to the progress of de- The deterioration of the component by ageing will
terioration X(t) by means of some relations, generally contribute to the overall damage D(t) at time t by a
nonlinear, appropriate to each behavioral limit state of term of the type
interest, but usually dicult to infer directly. a t,D t††dt 4†
A Monte Carlo simulation can be used to derive a
probabilistic description of resistance and sti€ness of a and will therefore furnish a continuous damage incre-
structural component from the statistics of the basic ment.
random variables, taking into account the principle of If for simplicity only one shock source (with mean
structural mechanics, the errors introduced by model- occurrence rate l) is present, the damage to the struc-
ling and scaling e€ects, and the e€ects of environmen- tural component is given as the solution of the stochas-
tal stressors that cause deterioration. tic di€erential equation:
In some cases however, a more comprehensive dD t† ˆ a t,D t††dt ‡ b t,D t††dn t†: 5†
approach to assess the time-dependent reliability of a
structural component, that has been derived according Integrating, one obtains
to [3], can be followed. t t
Indeed, assume that the overall damage done to the D t† ˆ D 0† ‡ a t,D t††dt ‡ b t,D t††dn t† 6†
0 0
structural component by ageing and shocks can be
measured by an indicator D(t), a non-negative non- with: 0 < D(t) < d*, and D(0) representing the damage
decreasing function of t, directly related to the relevant already present at t = 0.
X(t): assume moreover that the component collapses This equation admits a unique solution under suit-
when D(t) exceeds a threshold level d* (possibly able assumptions on the coecients a and b, which in
de®ned within a tolerance interval). particular must be non-negative in the domain of de®-
The reliability R(t) of the component is then the nition and not-decreasing separately in their argu-
time-dependent function that measures the probability ments.
that the damage does not exceed d* in [0,t] under the The reliability of a structural component subject to
expected operating and environmental conditions Poisson shocks is given by [4]
R t† ˆ PfD t† < d*g 2† X1
lt†h ÿlt
Further assume that the damage indicator D(t) is a R t† ˆ e Ph 7†
hˆ0
h!
Markov process: this is the same as assuming that the
cumulated damage up to time t, which de®nes the state where
32 M. Ciampoli / Computers and Structures 67 (1998) 29±35

Ph ˆ PfD t†Rd*jh shocks in ‰0,tŠg 8†

If damage due to ageing is also present, the instant in
which collapse takes place is given by the relation:
td * ˆ infftr0;D t†rd*g 9†

and the expression for the reliability of the component

takes on the form:
X1
lt†h ÿlt
R t† ˆ Pftd * rtg ˆ e Ph t† 10†
hˆ0
h!
Fig. 4. Evolution of damage as a percentage of d* for the
where the terms Ph(t) depend explicitly on time. cases: a2>0 (Eq. (15)); a2=0 (Eq. (16)).
The above de®ned series may be truncated at a num-
ber of terms depending on t, if it assumed that, if h Take
shocks are present, there is an instant in which the
a t,D t†† ˆ a1 ‡ a2 D t† 13†
threshold of damage deemed admissible is exceeded.
Therefore, Eq. (10) becomes
b t,D t†† ˆ b1 ‡ b2 D t† 14†
X
y t†
lt†h ÿlt
R t† ˆ e Ph t† 11† where the coecients a1, a2, b1, b2 are all non-nega-
hˆ0
h! tive.
These damage models eliminate the explicit depen-
where dence on t and assume a dependence on D(t) that is
y t† ˆ supfhr0;Ph t† > 0g: 12† linear: therefore, the damage tied to ageing increases at
most exponentially, while the one tied to Poisson
Under the cited assumptions, if the time instants at shocks increases at most proportionally to the damage
which shocks take place are assumed as deterministic, itself.
the function R(t) will not be absolutely continuous, Using the stochastic calculus [5], and conditional on
but will display discontinuities at the time instants in the arrival of k shocks in [0,t] at the random instants
which the discontinuities in Ph are revealed, as quali- t1, t2, . . ., tk, one getsif a2>0:
tatively shown in Fig. 3 (as discussed in [3], some 
properties of the function R(t) can be easily demon- k a2 t
D t† ˆ 1 ‡ b2 † e D 0†
strated: in particular, it is evident that R(t) is not
increasing with t). X
k
a1
The assessment of the reliability of the element can ‡ eÿa2 tiÿ1 ÿ eÿa2 ti †
a
iˆ1 2 1 ‡ b2 †iÿ1
be brought back to the calculation of the terms Ph(t),
a1
which depend on the form taken for the damage func- ‡ eÿa2 tk ÿ eÿa2 t †
tions [Eqs. (3) and (4)]. a2 1 ‡ b2 †k
Xk 
b1 ÿa2 ti
‡ i e 15†
iˆ1 1 ‡ b2 †

if a2=0:
 X
k
k a1
D t† ˆ 1 ‡ b2 † D 0† ‡ ti ÿ tiÿ1 †
iˆ1 1 ‡ b2 †iÿ1
Xk 
a1 b1
‡ t ÿ t k † ‡ i : 16†
1 ‡ b2 †k iˆ1 1 ‡ b2 †

Since the value of D(t) (qualitatively represented in

Fig. 4 for the two cases of Eqs. (15) and (16)) depends
on k, on t and on the instants ti, it results

Pk t† ˆ Pt1 ,t2 ,...tk t1 ,t2 , . . . , tk †dt1 dt2 . . . dtk 17†

O
Fig. 3. Time-dependent reliability of a structural component
deteriorating due to ageing and shocks (Eq. (11)), and its ap- that is, the generic term Pk(t) is equal to the integral of
proximation by an exponential law (dotted line). the joint probability density of t1, t2, . . . , tk conditional
 M. Ciampoli / Computers and Structures 67 (1998) 29±35 33

on the occurrence of k shocks in [0,t], and extended to

X
y t†
lt†h ÿlt
the domain of values of t for which D(t) is less then or R t† ˆ e 22†
at most equal to d*. hˆ0
h!
It is possible to prove that
8 and is represented by a function that undergoes dis-
< k! 0Rt Rt continuities in the passage from k to k-1. Indeed, at tk
i
Pt1 ,t2 ,...tk t1 ,t2 , . . . ,tk † ˆ tk 18† the reduction of R(t) is equal to
:
0 elsewhere
ltk †k ÿltk
This relation makes it possible to evaluate the coe- DR t† ˆ e 23†
k!
cients Ph(t) contained in Eq. (11) and then to assess
the reliability of the element subject to deterioration and y(t) is reduced by one unit.
due to ageing and shocks. In the case: a2=b2=0, i.e. when the e€ects of ageing
Special cases of Eqs. (13) and (14) can be dealt with and shocks are constant, one gets, from Eq. (16)
in a reasonably simpli®ed manner. D t† ˆ D 0† ‡ a1 t ‡ b1 t 24†
Take for example: a1=b1=0: this is the case in
which it is assumed that the e€ects of ageing and of and
shocks are purely linear. Conditional on the arrival of
1
k shocks in [0,t], one gets from Eq. (15) td * ˆ d* ÿ D 0† ÿ kb1 †: 25†
a1
D t† ˆ 1 ‡ b2 †k ea2 t D 0†: 19†
The damage to the element (Fig. 5) is described by a
The evolution of D(t), that is qualitatively represented Poisson process with linear drift in t and constant
in Fig. 5, depends only on t and on k. In fact, by elim- threshold, or with a linearly varying threshold.
inating the randomness characterizing the time instants More interesting for practical purposes are the two
tk, it is straightforward to derive that the coecients cases: a2=0 and a1=0.
Pk(t) are equal to In the former case (a2=0), which corresponds to the
 e€ect of ageing propagating at constant speed, one
1 if tRtk
Pk t† ˆ 20† gets
0 if t > tk

and the time instants tk are given by the relationship: X

k
Pk t† ˆ PfD t†Rd*jk shocks in ‰0,tŠg ˆ Pf gi Rxk t†g
1 iˆ1
tk ˆ ln d* ÿ ln D 0† ÿ k ln 1 ‡ b2 ††, 26†
a2
k ˆ 0, 1, . . . , kmax 21† in which, the threshold
In the preceding relationship, t0rt1r. . . r tkmaxr0, and d* a1 Xk
b1
kmax is de®ned as the maximum value of k for which xk t† ˆ ÿ D 0† ÿ tÿ
1 ‡ b2 † k
1 ‡ b2 †k
1 ‡ b2 †iÿ1
tkr0 iˆ1

The reliability of the component (qualitatively rep- 27†

resented in Fig. 3 ± thick curve) is then given by the
and
relation:
b2 a1 ti
gi ˆ 28†
1 ‡ b2 †i

are correlated random variables.

In the latter case (a1=0), in which the e€ect of age-
ing proceeds at a speed proportional to D(t), one gets
X
k
Pk t† ˆ PfD t†Rd*jk shocks in ‰0,tŠg ˆ Pf di Rck t†g
iˆ1
29†
where the threshold is de®ned as
d*eÿa2 t
ck t† ˆ ÿ D 0† 30†
1 ‡ b2 †k
Fig. 5. Evolution of damage as a percentage of d* for the
cases: a2=b2=0 (Eq. (16)) and a1=b1=0 (Eq. (19)). and
34 M. Ciampoli / Computers and Structures 67 (1998) 29±35
b1 eÿa2 ti
di ˆ
1 ‡ b2 †i
In both cases the threshold decreases separately with k
and t, and it is relatively easy to evaluate the ®rst Pk(t)
terms, that give the signi®cant contribution to the
structural component reliability.
In Fig. 6 the evolution of the component reliability
(evaluated disregarding the randomness of time
instants) is qualitatively represented for the two cases;
analytical solutions of general validity, as well as nu-
merical examples are given in [6, 7].
Finally, the case in which the damage models are
represented in the form
a t,D t†† ˆ aD t†
b t,D t†† ˆ bD t†m
can be handled by solving the stochastic di€erential
equation
dZ t† ˆ a dt ‡ ln 1 ‡ beZ t† mÿ1† †dn t†
with
Z t† ˆ ln D t†
Z 0† ˆ ln D 0†
4. Conclusions
A probabilistic procedure for the analysis of the cur-
rent and future reliability of existing structural com-
ponents is presented; they are assumed subject to
deterioration, due to the e€ects of aggressive agents, of
regular operation and of accidental events such as
thermal shocks or earthquakes.
Fig. 6. Examples of the evolution of the reliability of a struc-
tural component whose deterioration is due to ageing and
shocks (as derived by Eqs. (26)±(29)).
Mathematical models of the deterioration mechan-
31† isms are brie¯y identi®ed, with special emphasis on re-
inforced concrete structures; also probabilistic models
are de®ned for the structural component mechanical
characteristics and the actions it is subject to during its
envisioned lifetime. On the basis of these models, the
time evolution of structural safety is evaluated by sol-
ving a stochastic di€erential equation.
Once the reliability of each structural element is
de®ned, it is possible to evaluate the decreasing re-
liability of the system as a whole by de®ning its operat-
ing or behavioral logic, that is, by evaluating its
structure, represented by the minimal paths to failure
or the minimal cut sets, as a function of a de®ned (set
of) limit state(s); obviously, the evolution of failure of
32† the system (that can be characterized by a semi-brittle
behavior) must be considered, for example by adopting
33† a Markov approach (discrete in states and continuous
in time) that considers the possible states of the sys-
tems in its evolution towards collapse [8].
In this paper only the basis of the procedure is illus-
34† trated; at present, the procedure is applied to some
speci®c examples, to evaluate the reliability of struc-
tural steel components subject to corrosion, or of re-
35† inforced concrete beams and walls, as reported in
Refs. [6, 7].
36† In future works, the procedure will be extended to
imply the possibility of updating the reliability assess-
ment in case of maintenance or repair operations, with
the aim of optimizing the program of inspection and
maintenance/repair operations on existing structure (as
suggested in Ref. [9]).
Acknowledgements
The author gives special thanks to Professor
Giuliano Augusti for his continuous encouragement
and helpful comments; thanks are also due to Emilio
Ranieri for his help in the elaboration of diagrams and
®gures.
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