RISK AND RELIABILITY OF CIVIL

INFRASTRUCTURE SYSTEMS
(CE60112)

ARITRA CHATTERJEE
DEPARTMENT OF CIVIL ENGINEERING
SPRING 2024
LECTURE 6 – STRUCTURAL RELIABILITY COMPUTATION WITH INCOMPLETE
INFORMATION (I.E. WITH KNOWLEDGE OF MOMENTS BUT NOT FULL
DISTRIBUTIONS)
SECOND MOMENT RELIABILITY
METHOD
Cx D X
Recall formulation in terms of the safety margin
g x
Let us define reliability index  =--1(Pf) Pp
C β
In the special case for jointly normal C, D:

TILDE
In this case  =
MZ
Tz
MEAN TO STDEV RATIO
….is NOT generally equal to reliability index

Yet, it is often of interest in the context of reliability analysis, and often

(mistakenly) called the reliability index. In our class we will call it ~, to
emphasize that this is not the true 
C D
β Mg g
g moment estimate:
For example, consider the mean-centered, first order, second

gex gCMx T Fgm X Mx

β g Mx EFFETE
LACK OF INVARIANCE OF MCFOSM
Consider example 5.1 of ADK textbook

X X2 2 2
g
g X X2 1
2
FIRST-ORDER SECOND-MOMENT
RELIABILITY METHOD
Consider a linearized limit state
a tatx
g X a EI a X
Consider transforming random variables X into uncorrelated standard variables
U, U=AX+B, MU=0, covariance matrix of U is a unit matrix

AM B 0 D AMX
Mu
A A I
 Dx Rx Dx
more

rxx.fi i
i
I
A Dx Rx Dx AT
Decomposition on Rx
Use Cholesky
lower triangular
Rx LLT L
decomposition
cholesky

A DX LL DX A
I of Rxx
90 in ADK
see Pg
A L Dx
U AXTB
AX AMX

f IDICX.MILAND

D.IT
Mx
IX J DxL
Ju L Dx Jo u
CONVERSION OF A SET OF RANDOM
VARIABLES TO THEIR STANDARD
VARIATES
L is lower
Mx DX LU triangular
Cholesky
decomposition
of Rxx
LINEARIZED LIMIT STATE EXPRESSED AS
A FUNCTION OF STANDARD VARIATES
g x a otalx
LU
at My DX
G U got
bo btw 8s
bT aTD only
a army bo
b No
115112
β T b Ib
INTERPRETATION OF ~

bot bTU NONLINEAR

GCU
CASE

LINEAR
CASE
DESIGN POINT U*
Point on the limit state G(U) where G(U)=0, i.e., G(U*)=0

At this point gradient of G passes through the origin

It represents the point on the limit state with least distance from the origin

If the point U* can be found, we can compute the first order, second moment
reliability index, which is invariant with respect to the limit state

Question – why is this estimate invariant w.r.t. the limit state?

 u u

U U
TG UA
U bot bTU
NOTE 6
U
bo F G UA
T G U
by
But β
If
u

WHERE
II
NORMALIZED GRADIENT
VECTOR U

NORMAL DIRECTED
UNIT DOMAIN
TOWARDS FAILURE

β 2 U

α β
POINT
DESIGN
FAILURE POINT
MOST LIKELY