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Vamva-Dolsek prSS2011 EquivConstantRates
Vamva-Dolsek prSS2011 EquivConstantRates
Structures
Abstract
Analytical, closed-form solutions are derived for the computation of equivalent constant rates of limit-state exceedance for structures
under seismic loads whose capacity is degrading with time. Seismic guidelines currently designate constant, time-independent
probabilities or mean annual frequencies of exceedance that are assumed to remain invariable for the entire design life. These are
at odds with the time-dependent, ever-increasing exceedance rates of ageing structures. Based on the concept of social equity and
discounting of societal investments, the equivalent constant rate provides a basis for judging the safety of structures with time-
dependent capacity by allowing comparisons with the code-mandated rates of limit-state exceedance. Starting from the simple
SAC/FEMA solution and assuming a power-law degradation of capacity with time and a linear change in the combined epistemic
and aleatory variability of capacity, we provide general solutions for the equivalent constant rate and for the limiting case of the
average rate over the design life of the structure. The solutions are formulated both in the demand-based and in the intensity-based
format, the latter being suitable for all limit-states, even close to global collapse. By using a 7-story reinforced concrete building as
an example, we demonstrate the accuracy and the practicality of these approximations for the assessment of an existing structure.
Keywords: structures, performance-based earthquake engineering, mean annual frequency, equivalent constant rate, ageing,
capacity degradation
1. Introduction have been greatly simplified by SAC/FEMA [2] that has cod-
ified a comprehensive compatible framework based on closed-
The ageing of existing infrastructure has become a major is- form solutions to estimate the MAF of limit-state exceedance
sue in the field of design and analysis. Structures are still be- for steel moment-resisting frames. While such significant ad-
ing designed without due consideration of the ageing and the vances have taken place in this field, they all incorporate the as-
weathering that they are subject to. Design codes typically sumption that the structure will remain practically indefinitely
contain only some prescriptive requirements, e.g., mandating in the same initial condition. In other words, the MAFs cal-
a certain thickness for concrete cover or specific corrosion pro- culated for the initial state are assumed to be time-independent
tection measures for steel members. It is simply implied that and to extend to the entire design life of the structure, without
such measures will let the structure retain the required capacity any consideration for weathering effects. This is a concept that
for the duration of its design life. In a seismic environment, it is integrated in our design methodologies as we typically think
is precisely this unaccounted for, actual level of capacity that of, e.g., the “10% in 50yrs” or the “2% in 50yrs” exceedance
will determine whether a failure will occur or not. Thus, while probabilities as typical design objectives for buildings. While
both the seismic capacity and the weathering of structures have the current PBEE approach may provide a comprehensive so-
received a lot of research interest, it is the combined effect of lution to seismic assessment, it also introduces a large question
the two that matters most in many situations. mark for structures that are subject to weathering effects and
On the seismic side, performance-based earthquake engi- their capacity tends to degrade with age.
neering (PBEE) has recently emerged to explicitly enable the Such effects may indeed not be critical for structures that are
assessment of structural performance under seismic loads. This not exposed to severe environments, but they may be detrimen-
is exemplified by the framework adopted by the Pacific Earth- tal for many others. Recent literature has come to acknowl-
quake Engineering Research (PEER) Center to estimate the edge this problem, especially in the case of bridges (for exam-
mean annual frequency (MAF) of exceeding designated limit- ple [3–5]). Several ideas have been put forward to deal with
states in terms of costs, casualties, downtime or simply struc- such degrading-capacity problems in a rational way, often fo-
tural response (Cornell and Krawinkler [1]). Such approaches cusing on the life-cycle cost (e.g., [6]). Unfortunately, applying
these methods is not trivial: Estimating life-cycle cost can be
an elaborate and difficult operation, especially since one needs
∗ Correspondingauthor to address the cost and the frequency of maintenance schemes.
Email address: divamva@ucy.ac.cy (Dimitrios Vamvatsikos) Furthermore, inspection and maintenance actions are not the
Preprint submitted to Structural Safety May 24, 2013
norm for most, if not all, buildings and many bridges. On the Qe−ατ at time zero. If λLS (τ ) is the instantaneous rate of LS
contrary, any weathering consideration is typically assumed to violations at τ , then the probability of such an event happening
be provided via a proper initial design meant to maintain the in [τ , τ + dτ ] is approximately λLS (τ )dτ . Accordingly, the ex-
desired level of safety throughout the design life. pected amount that society should invest at time zero to prevent
Thus, it becomes attractive to maintain a code-compatible a violation of LS at τ is approximately Qe−ατ λLS (τ )dτ .
format based on the MAF by reconsidering the typical PBEE For the same structure and limit-state LS and for a given de-
approach. When capacity degradation is present, the use of a sign life, or period of interest, Td , we define λLSECR as the time-
constant-rate homogeneous Poisson process of limit-state ex- independent exceedance rate within [0, Td ] that is “equivalent”
ceedance events is not feasible anymore; the actual rate in- to the time-dependent rate λLS (τ ). Paralleling the definition in
creases with the age of the structure. Still, it is always useful [10], “equivalence” means that the expected investment for pre-
to derive a constant rate that will, in some reasonable sense, venting violation of LS in the future is the same for both cases.
be representative of the ever-changing risk faced by the build- Compared to the previous, time-dependent case, the only thing
ing over its design life. In other words, we need some way that changes is the probability of an “equivalent” limit-state ex-
to transform time-dependent rates to the usual time-invariant, ceedance event in [τ , τ + dτ ]; it is now λLS ECR dτ . Hence, the
constant-rates that are so ingrained in our design philosophy. expected amount of societal investment to prevent a violation
The early seeds of such an approach can be found in the defi- of LS around time τ is now Qe−ατ λLS ECR dτ approximately.
nition of the average rate of exceedance proposed, e.g., by Cor- In both of the above cases, i.e., for the time-dependent λLS (τ )
nell and Bandyopadhyay [7], Amin et al. [8] and also indirectly and the constant λLS ECR , the total expected investment over the
by Torres and Ruiz [9]. The latter actually provide estimates lifetime of the structure can be found by integrating the “in-
for the expected number of limit-state exceedance events over a stantaneous” amounts over the interval [0, Td ]. If, according to
time interval, which, when divided by the interval length, pro- our equivalence definition, we equate these totals we get:
duces the average rate, a useful indicator in itself. Neverthe-
less, it is not obvious that such indiscriminate averaging is the ∫Td ∫Td
best solution. For example, from the owner’s perspective, ex- λLS
ECR
Qe−ατ dτ = λLS (τ )Qe−ατ dτ . (1)
ceedance events close to the end of a building’s lifetime might 0 0
not matter as much as events that happen while it is still new.
If we cancel out Q, integrate the left side and arrange terms to
Seeking a more useful measure, we have turned to the equiv-
separate λLS
ECR , we reach the following fundamental result:
alent constant rate (ECR), based on the concept of social equity,
as introduced by Yeo and Cornell [10] and applied in [11] for
∫Td
decision-making in an aftershock environment. Here, we shall α
λLS
ECR
= λLS (τ )e−ατ dτ . (2)
reformulate the ECR considering the problem of ageing struc- 1 − e−α Td
0
tures under seismic loads and we will focus on the generation
of closed-form, simple-to-use expressions based on the popular In the sections to follow, we shall develop closed-form ap-
SAC/FEMA [2] approach. proximations to the above equation using two different but
equally popular formulations, the IM -based and the EDP -based.
2. Definition of ECR for ageing structures In the meantime, we will briefly discuss the time-independent
estimation of λLS and derive these two formulations.
In order to formulate the ECR for ageing structures we will
adapt the work of Yeo and Cornell [10] where it was origi-
nally defined for a structure subject to a time-varying aftershock 3. Estimation of the MAF of limit-state exceedance
threat. Throughout this section we will closely follow in their Estimating the mean annual frequency (MAF) of exceeding
footsteps, modifying their derivations and definition to fit our a certain requirement can be conceptually described using the
case of time-dependent capacity of ageing structures. framing equation adopted by the Pacific Earthquake Engineer-
First, let us introduce the concept of “seismic-safety technol- ing Research Center [1, 14],
ogy”, i.e., a repair or rehabilitation scheme that, when imple-
∫∫∫
mented on a structure, will improve its performance. Then, for
λ (DV ) = G (DV |DM ) · |dG(DM |EDP )| ·
a given structure in a given state at time τ = 0 and for a specific
limit-state LS, let Q be the amount that, when invested by soci- |dG(EDP |IM )| · |dλ (IM )| . (3)
ety into such technology at time τ > 0 in the future, it instanta-
neously prevents the violation of LS due to a seismic event at τ To simplify the above equation and the ones to follow, we will
(Paté [12]). In order to properly account for the time-value of loosely use λ (X), f (X), F(X), and G(X) to denote the MAF
money between τ = 0 and the time of LS exceedance, we define function, probability density function (PDF), cumulative distri-
α as the discount rate (adjusted for inflation) that is appropri- bution function (CDF), and the complementary CDF (CCDF),
ate for societal investments in seismic-safety technologies, hav- respectively, of their arguments. For example, f (X) actually
ing typical values in the range of 3-5% (see Paté-Cornell [13]). means fX (x) and is a different function from f (Y ) ≡ fY (y).
Assuming interest compounding in infinitesimal time-intervals Actually, Eq. (3) is mostly a conceptual way to explain how
then, if the event is certain to happen at τ , we will need to invest the exceedance of a key decision variable DV can be defined
2
by breaking up the calculation according to the total probabil- the other hand, equation 6 is more difficult to apply, as both
ity theorem into smaller, one-step-dependence calculations in EDP given IM and EDPc (which is independent of IM ) are ran-
consecutive steps that involve the damage measure DM , the en- dom variables. In this case we need to use the total probabil-
gineering demand parameter EDP and the intensity measure IM . ity theorem to calculate this probability by breaking it up into
It does not necessarily represent the most practical way to cal- smaller, more tractable pieces. By conditioning on the value of
culate the MAF. As discussed in Vamvatsikos and Cornell [14], the EDP :
if we are not interested in estimating decision variables such as
cost, downtime, casualties etc., we can simplify the above equa- ∫+∞
tion by using indicator variables for DV and DM to leave only P(C < D|IM ) = P(EDPc < x |EDP = x, IM )P(EDP = x |IM )dx
the MAF of exceeding a certain limit-state LS computed on the 0
basis of EDP and IM . Actually, in such cases, it will be quite ∫+∞
convenient to forego the complex Eq. (3) and try to derive the = FEDPc |EDP =x (x) fEDP |IM (x)dx
MAF of limit-state exceedance from first principles. We will 0
take this route, simply to improve understanding of the two ba- ∫+∞
sic methods that can be used to calculate the MAF and will be = F(EDPc |EDP ) f (EDP |IM )dEDP (7)
fundamental for the remainder of our development. 0
Let us start with the hazard curve λ (IM ) which represents the
MAF of exceeding a certain IM value. At any given IM , the rate where we have dropped the conditioning of EDPc on IM , since
of IM exceedance in its neighborhood [IM , IM + dIM ] is approx- we consider EDPc a property of the structure and not of the load-
imately constant: dλ (IM ). Thus, “locally” we have a Poisson ing level. Similarly to Eq. (5), F(EDPc |EDP ) represents the CDF
process of seismic events that exceed the designated level of IM . of the EDP -capacity, or actually the CDF value at the level of
The “local” rate of limit-state LS exceedance dλLS defines an- EDP . This distinction becomes helpful in the integrals to fol-
other Poisson process whose constant rate can be derived from low; therefore we have kept this “conditioning” of EDPc on EDP
the seismic IM -exceedance process by filtering it (e.g., [15]) by and IMc on IM in all expressions despite there being no real de-
the probability of limit-state exceedance for a given IM as pendence per se.
In summary, there are two equivalent ways to estimate the
dλLS (IM ) = P(C < D|IM )dλ (IM ) (4) probability of exceeding a certain limit-state LS in the EDP -
IM plane. The first one is based on the IM , and although con-
where C is the capacity associated with the limit-state and D ceptually simpler it has been traditionally termed the indirect
the corresponding demand generated by seismic loads. Now method, (e.g., Shome et al. [17]). The other method, called the
the interesting part begins: The probability P(C < D|IM ) of direct one, is based on the EDP and needs an additional integra-
limit-state exceedance given the IM , often termed the fragility tion to work properly.
or vulnerability function, can be calculated in two equivalent The reason behind this historical naming convention is the
ways: apparent difficulty in estimating P(IMc < IM ) when operating
outside an IDA setting, since the way timehistory analyses are
P(C < D|IM ) = P(IMc < IM ) = F(IMc |IM ) (5)
run is that one prescribes the IM and estimates an EDP response.
Assuming that the LS capacity is defined based on the values of
or
response parameters, it seems more natural to express the ca-
P(C < D|IM ) = P(EDPc < EDP |IM ) (6)
pacity in EDP terms rather than IM , as one should iterate on the
In other words, a structure violates LS if the (random) EDP prescribed IM value to get the proper responses that will define
demand due to earthquake (at a given level of IM ) is above capacity and ultimately get the proper IMc . This is akin to the
the (random) EDPc capacity of the structure or the IM of the classic way of estimating response statistics for single-degree-
earthquake is above the (random) IMc capacity of the structure. of-freedom oscillators as ductility µ given the force reduction
To understand the above formulations it is useful to visualize R-factor, which needs no iteration, or as R-factor given the duc-
the cloud of capacity points associated with LS in the EDP -IM tility µ , which requires iterations on R. Actually, in an IDA
i , I i ) coordinates.
plane, each i-th point placed at its own (EDPc setting such iterations can be easily removed by clever post-
Mc
For readers familiar with IDAs (Vamvatsikos and Cornell [16]) processing [14], thus equating the computational needs of both
these can be visualized as one point per single IDA curve, or approaches. Therefore, since the original thinking behind these
ground motion record, that signifies the level above which the names is no longer as intuitive as it used to be, we will hence-
limit state is violated, both in EDP and in IM terms. forth name them according to the variable that they are based
Eq. (5) is straightforward to understand, as IM is given and on, as for example was done by Jalayer [18]. Thus, method 1
IMc is a random variable. Thus P(IMc < IM ) is simply the CDF (the indirect) will be the IM -based and method 2 (the direct) the
of the capacity IMc (actually the CDF value at the level of IM ), EDP -based.
easily estimated from the cloud of capacity points in the EDP -IM Actually, in theory both of the above methods are equiva-
plane. For example, we can just make the popular assumption lent. There is no theoretical advantage in using one or the other.
of lognormality and estimate its mean-log and standard devia- Still, in practice, the extra integration needed for the EDP -based
tion of the logs of the IM -ordinates of the capacity points. On method, together with the thorny issue of collapse tends to tilt
3
the balance towards the IM -based way. The problems arise both These equations have appeared in several forms in the past (e.g.,
analytically and numerically when we need to estimate the in- see Bazzurro et al. [20] and references therein) and they are
tegral in Eq. (7). When trying to implement closed-form solu- the same as the ones found in Vamvatsikos and Cornell [14],
tions, this immediately becomes a bit of a problem that needs the only difference from the latter being that we derived them
some extra approximations to be analytically integrable. The from first principles rather than transforming the PEER-integral
matters are further complicated due to the eventual collapse of appearing in Eq. (3).
the structure above a certain IM -level, where essentially small From now and on, we will use, as customary for most appli-
increases in the IM lead to disproportionately large increases in cations, Sa as the IM and θ as the EDP , thus remaining faithful
the response EDP , leading to practically “infinite” value of re- to the basic derivation by Cornell et al. [19]. It should be noted,
sponse (e.g., [16]). These values may be difficult to deal with though, that different scalar quantities can be used as intensity
numerically but become even worse analytically, especially in or response without any problem, as long as the approxima-
closed form. The reader is directed to Jalayer [18] for a com- tions discussed below are respected. Actually, there have been
prehensive treatment of this subject. several recent proposals for better scalar IM parameters, e.g.,
In our opinion, it suffices to say that we prefer the IM -based in [21–24], that can improve the reliability of such calculations
method for three basic reasons: dramatically.
a) The case of “infinite” (or very large) EDP -capacity due to
global instability is automatically taken care of. While this 4. IM-based formulation
is not important for serviceability, it needs special attention
for near-collapse limit-states in an EDP -formulation. In order to estimate the ECR via Eq. (2), we first need a
closed form solution to Eq. (9). This has been presented by Cor-
b) There is no need to discuss correlation between demand and
nell et al. [19] and explained in detail by Jalayer [18], whose re-
capacity (e.g., see Cornell et al. [19]).
sults we will present here. First, we assume that the IM -capacity
c) As we will see later on, a closed-form solution can be de-
is lognormally distributed and adopt the first-order assumption,
rived without the need to approximate the EDP -IM relation-
i.e., we assume that the epistemic uncertainty does not influ-
ship.
ence the median value, only the dispersion around the median.
With that in mind, let us now discuss the estimation of λLS . This assumption is not entirely accurate, as shown e.g., by Liel
For both formulations, this can be done via a simple integration et al. [25] and Vamvatsikos and Fragiadakis [26], but still rea-
of dλLS (IM ) from Eq. (4) over all values of IM : sonable. Furthermore, we assume that the hazard curve H(·),
i.e., the λ (IM ) function of mean annual frequency of exceeding
∫+∞ ∫+∞ values of the IM , or Sa , can be approximated in the area of the
λLS = dλLS (IM ) = P(C < D|IM )dλ (IM ) median IM capacity, or Ŝa,c , by a power-law form, or, equiva-
0 0 lently, a straight line in log-log coordinates:
∫+∞
dλ (IM ) λ (IM ) = H(Sa ) = k0 (Sa )−k . (11)
= P(C < D|IM ) dIM (8)
dIM
0 Then, as shown in [18], the mean annual frequency of ex-
Note that when changing variables from λ (IM ) to IM the limits ceeding a limit-state LS can be approximated as
of integration are inverted: As IM goes to 0, λ (IM ) goes to +∞ ( 2 )
k
and vice-versa. To retain the original integration limits we can λLS = H(Ŝa,c ) exp (β + βUSa )
2 2
(12)
2 RSa
either introduce a negative sign that is canceled out eventually
by the negative values of the λ (IM ) derivative or take the abso- where βRSa is the record-to-record dispersion (the standard de-
lute value of the derivative. As typically done (e.g., [18]), we viation of the log-data) around the median capacity Ŝa,c and
chose the second option. βUSa represents the corresponding epistemic uncertainty. The
Now, depending on the formulation that we choose to repre- reader is referred, for example, to [26, 27] for a comprehensive
sent the conditional probability of limit-state exceedance P(C < discussion of how these two quantities, especially βUSa , can be
D|IM ), we get two different versions of Eq. (8) or, equiva- estimated in the case of model parameter uncertainty.
lently, two different ways to calculate the same λLS . For the The typical way that such equations are used is under the as-
IM -formulation we have: sumption that the various parameters, Ŝa,c , βRSa , βUSa are con-
stant over time. Thus, we may consider Eq. (12) as valid for
∫+∞
dλ (IM ) the entire design life of the structure. This is an assumption that
λLS = F(IMc |IM ) dIM (9)
dIM provides a very clear meaning to the typical design situations
0
e.g., of “10% in 50 years”, signifying that for a homogeneous
while for the EDP -based one: Poisson process with a constant rate of λLS we can directly con-
nect λLS to the probability p = 10% of exceedance over the
∫+∞∫+∞ lifetime Td = 50yrs as
dλ (IM )
λLS = F(EDPc |EDP ) f (EDP |IM )dEDP dIM . (10)
0 0
dIM p = 1 − e−λLS Td . (13)
4
Unfortunately, for the more realistic case of structures sub- while δ > 1 denotes an accelerating degradation case and δ < 1
ject to environmental actions that slowly degrade their capac- a decelerating one. Each of these may be appropriate for differ-
ity over time, e.g., due to fatigue, corrosion or other processes, ent situations and case studies.
the above assumption of a constant rate λLS may not be ade- Regarding the dispersions βRSa (τ ) and βUSa (τ ), we may ei-
quate. In other words we have to consider λLS as λLS (τ ). In ther assume that they are constant or take them to vary linearly
such cases, we should treat Eq. (12) as a time-dependent func- with τ . Again, both of these assumptions make no difference
tion that is strictly valid only for a given time-instance τ . This for the analytical treatment of Eq. (2), thus we will use the sec-
is possible as its derivation does not make use of any time- ond and more powerful option:
invariance assumptions, thus making it also useable in a time-
2
variant framework. In the context of Eq. (2), Eq. (12) can ac- βRUSa 2 (τ ) = βRSa 2 (τ ) + βUSa 2 (τ ) = βRUSa
0
+ cβ τ (15)
tually be thought of as the result of an intermediate or internal
integration to derive λLS (τ ). As discussed in previous sections, where √
it now becomes important to estimate an equivalent constant βRUSa
0
= 0 2 +β0 2
βRSa (16)
USa
value that is possible to use just like λLS in Eq. (13).
is the combined aleatory and epistemic uncertainty in the me-
4.1. IM-based equivalent constant rate dian Sa capacity at time τ = 0. Note that the above formula-
tion allows us to deal with various phenomena that are inher-
Even with a closed form estimate for λLS , Eq. (2) is not
ent in ageing. For example, the uncertainty associated with the
amenable to analytical solution, unless we assume simplified
degradation process may change over time, probably increas-
expressions for the, potentially time-dependent, parameters in
ing. While at time zero there is no degradation-related uncer-
estimating λLS via Eq. (12).
tainty (assuming that we know the present state of the structure,
First of all, we will assume that Ŝa,c does not degrade dra-
or no degradation has occurred yet), once it starts its influence
matically. Then, we can use the same approximation for the
will increase with time. The above framework allows us to cap-
hazard curve for all times τ . Thus, in the form of Eq. (11) we
ture this fundamental effect with relative ease.
will assume that the constants k0 and k are time-independent.
By employing the above assumptions, the time-dependent
In order to apply this practically, we cannot fit the hazard curve
λLS (τ ) can be written with the use of Eq. (12) as:
via Eq. (11) just at the Ŝa,c point as proposed by Cornell et al.
[19]. The problem is the potential overestimation of the hazard ( 2 )
k
rate for low Sa ’s. Since the hazard rates there are exponentially λLS (τ ) =H(Ŝa,c (τ )) exp βRUSa 2 (τ )
2
higher, this is the area with the most significant contribution to [ ( )]−k ( 2 )
the integral in Eq. (9). Actually, as discussed by Vamvatsikos γτ δ k 2
=k0 Ŝa,c 1 − 0
0
exp (β 0
+ cβ τ )
and Cornell [14], both a global fit and a tangential point-fit at Ŝa,c 2 RUSa
a given Ŝa,c may sometimes be appropriate and other times in ( )−k ( 2 )
gross error. Extensive testing [28] has shown that a better, more γτ δ k
=λLS 1 − 0
0
exp c τ (17)
robust approximation can be achieved through a local area-fit. Ŝa,c 2 β
For example, for a given Ŝa,c it is better to fit within [0.25Ŝa,c ,
1.25Ŝa,c ], rather than right at Ŝa,c . This is a good strategy to where
achieve a robust estimation even just at the Ŝa,c point for τ = 0, ( 2 )
0 , with Eq. (12). As discussed later in the example’s 0 −k k 0 2
namely Ŝa,c λLS
0
=k0 (Ŝa,c ) exp βRUSa
section, if we slightly extend this interval around Ŝa,c 0 to cover 2
( 2 )
even lower values then, depending on the degradation rate of the k 0 2
=H(Ŝa,c ) exp β (18)
capacity, we can also achieve a good fit for multiple Ŝa,c values 2 RUSa
as τ grows. Therefore, such a local area-fit strategy helps both
ways. is the rate of limit-state exceedance λLS at time zero, i.e., at the
In approximating λLS ECR , the form of the degradation for the start of the period of interest Td .
Ŝa,c capacity of the structure over time τ is also important. Ini- At its present form, Eq. (17) cannot be integrated analytically
tially, we will assume that capacity degradation occurs (or con- unless k is an integer. Even then, the resulting expression will
tinues) immediately from τ = 0, without delay, and it may fol- depend on k’s value. Thus, we need to approximate the term
low either a linear or a power-law form. Since, the latter choice (·)−k with a simpler form. When the rate of degradation is rela-
will make no difference on the approximations we need to em- tively close to linear, as observed in several cases (e.g., [9, 29]),
ploy to make Eq. (2) integrable analytically, we will go with the then we can use a single-parameter exponential function:
second and more powerful option. Thus, we assume that [ ]−k
( ) ϕτ γτ δ
e ≈ 1− 0 . (19)
δ γτ δ Ŝa,c
Ŝa,c (τ ) = Ŝa,c − γτ = Ŝa,c 1 − 0
0 0
(14)
Ŝa,c
ϕ can be estimated through regression or, simply, by matching
0 is the median S capacity at time
where, as stated earlier, Ŝa,c a the two functions at times τ = 0 and τ = ρ Td , where 0 < ρ ≤ 1.
τ = 0. If δ = 1 we have the linear degradation case [e.g., 9], Since the fit at τ = 0 is guaranteed by the exponential form
5
9 8
exact exact
ρ=1 ρ=1
8
ρ=0.9 7 ρ=0.9
7
6
6
5
LS
LS
λLS/λ0
λLS/λ0
5
4
4
3
3
2 2
δ= 0.5 δ= 0.9
γ=0.034 γ=0.0071
1 1
0 10 20 30 40 50 0 10 20 30 40 50
time τ (yrs) time τ (yrs)
(a) δ = 0.5 (b) δ = 0.9
8 8
exact exact
ρ=1 ρ=1
7 ρ=0.9 7 ρ=0.9
6 6
5 5
LS
LS
λLS/λ0
λLS/λ0
4 4
3 3
2 2
δ= 1.2 δ= 2.0
γ=0.0022 γ=9.6e−005
1 1
0 10 20 30 40 50 0 10 20 30 40 50
time τ (yrs) time τ (yrs)
(c) δ = 1.2 (d) δ = 2.0
Figure 1: The exponential approximation to the (·)−k -term for different values of δ for Ŝa,c (50yrs) = 0.6 Ŝa,c
0 . Values δ > 2.5 and δ < 0.4 may introduce errors,
especially if the Ŝa,c degrades to low values. The ρ = 0.9 approximation is more accurate but the ρ = 1 is slightly conservative in most cases.
itself, we only have one parameter and one condition to fulfill, shown in Fig. 1, when these conditions are respected, the fit is
leading to [ ] generally good.
k γ (ρ Td )δ By introducing the exponential approximation in Eq. (17),
ϕ =− ln 1 − . (20) the latter becomes:
ρ Td 0
Ŝa,c
( 2 )
k ( )
The above form has proven to be an accurate approximation λLS (τ ) = λLS
0
exp cβ τ + ϕ τ = λLS
0
exp ϕ ′ τ (21)
when using a value of ρ ∈ [0.85, 1] and assuming the rate of 2
degradation is not too rapid or too slow. Actually, it works best
when, within the period of interest Td , Ŝa,c will not degrade with ϕ ′ = ϕ + k2 cβ /2 representing the rate of degradation.
0 , or in other terms γ T δ < 0.5Ŝ 0 , and Now, we can easily integrate Eq. (2) to get:
to less than 50% of Ŝa,c d a,c
δ is not too far from 1, i.e., δ ∈ [0.4, 2.5]. The first condi- α 1 − e−(α −ϕ )Td
′
3.5
2.5
3
λLS/λLS
λLS/λ0LS
0
2.5
2
1.5
1.5
δ= 0.5 δ= 0.9
γ=0.034 γ=0.0071
1 1
0 10 20 30 40 50 0 10 20 30 40 50
design time Td (yrs) design time Td (yrs)
(a) δ = 0.5 (b) δ = 0.9
3.5 2.8
ECR ECR
ECR (apprx) 2.6 ECR (apprx)
AVG AVG
3 AVG (apprx) AVG (apprx)
2.4
2.2
2.5
λLS/λLS
λLS/λ0LS
2
0
1.8
2
1.6
1.4
1.5
1.2
δ= 1.2 δ= 2.0
γ=0.0022 γ=9.6e−005
1 1
0 10 20 30 40 50 0 10 20 30 40 50
design time Td (yrs) design time Td (yrs)
(c) δ = 1.2 (d) δ = 2.0
Figure 2: The exact λLSECR and λ AVG versus their closed-form approximations for ρ = 0.9, α = 4% and various values of δ . The error varies from just 1% up to 25%
LS
for values of δ further from 1 and large Ŝa,c degradation.
while in the case of linear Ŝa,c degradation and constant βRUSa First of all we need the approximation of the hazard by a
we get the analytically “exact” expression: power-law, as expressed by Eq. (11). In addition, we need a
( )1−k power-law approximation of the relationship between the inten-
T 0 sity Sa and the median response θ̂ . This is typically obtained by
1 − γ Tdi
Ŝ
λLS
AVG
= λLS0 i
+
a,c
− 1 . (31) a linear regression in log-log coordinates and, in the framework
Td γ Td (k − 1) 0
Ŝa,c
of IDA, it can be thought of as an approximation of the median
IDA curve:
5. EDP-based formulation θ̂ ≈ aSa b . (32)
As discussed in previous sections, λLS can also be defined A complete description of the several possible ways one can
on the basis of an EDP -formulation. Therefore, using a closed- practically estimate the parameters a and b for the above equa-
form solution of λLS in EDP -terms, we can develop a λLS
ECR and tion can be found in Jalayer and Cornell [31]. For our purposes,
λLS approximation on the same basis. Actually, Cornell et al.
AVG it suffices to say that in general b is approximately one for most
[19] and Jalayer [18] have developed exactly such a solution, cases and a can be estimated by a few nonlinear dynamic anal-
where the mean annual frequency of exceeding a limit-state LS yses. Alternatively, they can both be easily estimated through
can be approximated via an analytical formula if we use some IDA [14]. Still, the approximation needs to be used with care
well-known approximations. when fitting close to the global-instability region, as discussed
8
for example in [18]. In general, the conditioning on no-collapse 6.1m 6.1m 6.1m
9
0
10 1.2
hazard curve
mean annual frequency of exceedance
local fit
median Sa,c(τ)
−1 1.1
10
median Sa,c(τ)
−2
10
0.9
−3
10
0.8
−4
10
0.7
power law
k=2.58 linear fit δ=1.23
−1 0 1 γ=0.0024
10 10 10 0.6
0 10 20 30 40 50
Sa(0.8s,5%) (g) τ (years)
Figure 4: Approximating the hazard curve at T = 0.8s by a straight line in Figure 5: Approximating Ŝa,c (τ ) with a linear and a power-law fit.
log-log coordinates.
0.4 0.02
0.35 0.018
0.016
0.3
0.014
0.25
0.012
(τ)
λLS(τ)
RU
0.2 0.01
2
β
0.008
0.15
0.006
0.1
0.004
0.05 exact
0.002 variable−k
c =0.0019 constant−k
β
0 0
0 10 20 30 40 50 0 10 20 30 40 50
τ’ (years) τ (years)
Figure 6: Approximating βRUSa (τ ) with a linear fit. Figure 7: The exact λLS (τ ) versus its approximations via Eq. (12) assuming a
τ -dependent or a constant hazard-curve slope.
randomizing by adding some white noise. Thus, we assumed values are quite accurate as numerical integration results to
that due to reinforcement corrosion the Ŝa,c capacity degrades 0.0097. In all cases, the error is in the order of 15%. In gen-
with time, βRSa slightly decreases due to the lower record-to- eral, though, our experience from a range of tests with the same
record variability at lower Sa -values while βUSa increases due structure shows that the error may reach up to 20% or 25%,
to extra epistemic uncertainty, e.g., due to the corrosion process especially when the hazard curve fit lies in its steeper, more
itself. All such degradation processes start immediately from rapidly-changing part and the changes in Ŝa,c are larger over Td .
τ = 0 since at this time the structure is already several decades This may be better understood by looking at Fig. 7 where we
old, thus it is reasonable to assume that Ti = 0. The final results show the estimates of λLS found via numerical integration ver-
appear in Table 1. sus the approximations calculated analytically via Eq. (12). The
Having gathered all the data, we need to follow five discrete closed-form approximation remains accurate enough when we
steps to determine λLS ECR and λ AVG , the first two of which are
LS are allowed to fit the hazard curve locally. Still, as Ŝa,c moves
actually the same ones we would use to determine the λLS of 0 with time, the constant k-slope assumption that
away from Ŝa,c
any structure according to the SAC/FEMA guidelines [2]: we have made for all τ will start to hurt us and drive the λLS
estimate away from its true value. Although we never directly
a) Fit the hazard curve with a power-law to obtain k [Eq. (11)]. estimate λLS (τ ) for any time other than τ = 0, its estimation
b) Estimate λLS 0 [Eq. (18)].
via a constant k is actually incorporated into our analytical so-
c) Fit Ŝa,c vs. τ with a power-law to get γ , δ [Eq. (14)]. lutions. Nevertheless, in practice we do not expect dramatic
d) Fit βRUSa vs. τ with a straight line to get cβ [Eq. (15)]. changes with ageing, therefore, within such rational limits, the
e) Estimate λLS ECR and λ AVG [Eqs (22), (25)]. proposed formulas can be considered reasonably accurate for
LS
practical use.
Fitting the hazard curve is probably the most critical step. We In conclusion, as promised from the start, we can now un-
need to make sure that the line is fitted in such a way as to be ap- derstand the effect of corrosion on the seismic safety of the
propriate for all the degraded states of the structure, i.e., for low structure over its design life. If we ignore it for this exam-
enough values of Ŝa,c . Since the structural Sa -capacity degrades ple, we will determine a mean annual frequency of collapse
by 20% at the end of Td = 50yrs, we chose to fit in the region of λLS
0 = 0.0063, or once every 160 years on average. On the
[0.8 ∗ 0.25Ŝa,c
0 , 1.20Ŝ 0 ]. The resulting line appears in Fig. 4
a,c other hand, if we take ageing into account, then, for a soci-
with a slope of k = 2.58. We used the results to estimate λLS 0 at
etal discounting of 3%, we will get an equivalent mean annual
the initial, non-weathered state of the structure. This came out frequency of λLSECR = 0.0087, or once every 115 years. The al-
as λLS
0 = 0.0064 via the closed-form solution of Eq. (12), a very
most 20% decrease in Ŝa,c resulted in a roughly 40% increase in
accurate result as verified by a numerical integration of Eq. (9) the frequency of limit-state violations. Although such numbers
that results to just 0.0063. come from a, largely, virtual example and should not be taken
The fitting of the Ŝa,c values with time is also simple and it is at face value, they hint at the potential effects of ageing and
shown in Fig. 5. Care needs to be exercised, though, when us- showcase our simple and practical way to factor them into the
ing the power-law form: Fitting a straight line in log-log coordi- performance-based analysis and design of structures, at least in
nates via linear regression may not be robust to small changes cases where inspection and maintenance schemes are not con-
in Ŝa,c for early τ -values. Due to the log-log transformation, sidered.
the higher changes in Ŝa,c that appear later get severely down-
played, sometimes leading to an overall mediocre fit. Thus, it is
often better to fit directly in the power-law form via nonlinear 7. Conclusions
regression. This is what we did to find γ = 0.0024 and δ = 1.23.
In such cases though, especially if δ is close to 1, it is simpler We have presented closed-form expressions for the estima-
and almost as accurate to just fit a straight line in linear coor- tion of the equivalent constant rate of limit-state exceedance
dinates and avoid nonlinear regression. Fig. 5 presents both of for ageing structures with degrading, time-dependent capacity.
the above choices. Based on the idea of societal investment discounting and social
Next, we need to fit the epistemic uncertainty βRUSa (τ ). We equity, the equivalent constant rate is a time-invariant measure
can either use the average βRUSa and ignore the changes with that allows direct comparison with code-mandated values typ-
time, or perform a linear fit. The results are shown in Fig. 6, ical of seismic guidelines. Alternatively, another possible but
where the slope for the second option was determined to be less theoretically-attractive candidate is the average rate which
cβ = 0.0019. represents the limiting case of no discounting.
Finally, we have everything we need to apply Eq. (22). For For each case, two equivalent formulations are possible. The
α = 3% discounting and over the period of Td = 50yrs, we first is based on the engineering demand parameter, i.e., the re-
found λLS ECR = 0.0100. Direct numerical integration of Eq. (2) sponse, and while more intuitive it is only useful for limit-states
results to 0.0087, confirming the above result. If the aver- away from global instability. The second is directly based on
age rate is sought, it can be calculated via Eq. (25) to find the intensity measure and is both simpler and more robust to
λLS
AVG = 0.0115, higher than λ ECR as expected. Alternatively,
LS use, being applicable to the full range of structural behavior.
11
Using as a basis the SAC/FEMA approximation of the mean [18] Jalayer, F.. Direct probabilistic seismic analysis: Implementing non-
annual frequency of limit-state exceedance, simple analytical linear dynamic assessments. PhD Dissertation; Department of Civil
and Environmental Engineering, Stanford University; Stanford, CA;
formulas can be derived using only a few assumptions. Most 2003. [Oct 2008]; URL http://www.stanford.edu/group/
importantly, as long as the structural capacity does not degrade rms/Thesis/FatemehJalayer.pdf.
excessively and the rate of degradation does not change too rap- [19] Cornell, C.A., Jalayer, F., Hamburger, R.O., Foutch, D.A.. The prob-
idly with time, the closed-form solutions remain accurate for all abilistic basis for the 2000 SAC/FEMA steel moment frame guidelines.
ASCE Journal of Structural Engineering 2002;128(4):526–533.
practical purposes. Using an ageing 7-story reinforced concrete [20] Bazzurro, P., Cornell, C.A., Shome, N., Carballo, J.E.. Three proposals
frame as an example, we present a comprehensive and simple for characterizing MDOF nonlinear seismic response. ASCE Journal of
to follow example showing the practicality of our approach. Structural Engineering 1998;124:1281–1289.
[21] Cordova, P.P., Deierlein, G.G., Mehanny, S.S., Cornell, C.A.. Devel-
opment of a two-parameter seismic intensity measure and probabilistic
assessment procedure. In: Proceedings of the 2nd U.S.-Japan Workshop
8. Acknowledgments
on Performance-Based Earthquake Engineering Methodology for Rein-
forced Concrete Building Structures. Sapporo, Hokkaido; 2000, p. 187–
The authors wish to acknowledge the support of the Cyprus 206.
Research Promotion Agency under grant CY-SLO/407/04 and [22] Vamvatsikos, D., Cornell, C.A.. Developing effcient scalar and vector
the Slovenian Research Agency under grant BI-CY/09-09-002. intensity measures for IDA capacity estimation by incorporating elastic
spectral shape information. Earthquake Engineering and Structural Dy-
namics 2005;34(13):1573–1600.
[23] Luco, N., Cornell, C.A.. Structure-specific, scalar intensity measures for
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12