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STRUCTURAL RELIABILITY
Module # 03 Lecture 3
Course Format: Web

Instructor: Dr. Arunasis Chakraborty Department of Civil Engineering Indian Institute of Technology Guwahati

3. Lecture 03: First Method (FORM)

Order

Reliability

In the last lecture, we derived expression for perpendicular distance of the limit state from the origin in Standard Normal Space i.e. . However, the assumption behind this derivation is that the limit state has linear combination of basic random variables. So, the question remains what happens when the limit state is non-linear function of basic random variables. Figure 3.3.1 shows the non-linear limit state = 0 that divides the entire standard normal space into safe and unsafe domains. Let be the failure point that lies on the actual limit state. Now imagine another hypothetical linear limit state tangential to at . Since, is common in both the cases (i.e. optimal distance for both linear and non-linear limit state), the reliability obtained from both Cornell's model and Hasofer-Lind's model are same. This analogy tells us a more general definition of Hasofer-Lind Reliability Index for any non-linear limit state function. Definition: Reliability Index is the optimal distance of the limit state from the origin in the Standard Normal Space. With this definition in view, let us derive an expression for reliability index for any non-linear limit state function = 0. The objective is to find the optimal distance of the transformed limit state in the Standard Normal Space. For this purpose, let us apply the following transformation = + {} 3.3.1

where, is the diagonal matrix whose leading diagonal consists of the standard deviation of basic random variables and is the mean vector. Using variance algebra one can show that has zero mean and unit standard deviation. Using Eq. 3.3.1 in Eq. 3.1.2, one can transform the original limit state into Standard Normal Space i.e. = 0 3.3.2

Now, let us assume = 1 , 2 , 3 , be the optimal point [often called most probable point of failure (MPP)]. The distance of in Standard Normal Space is given by

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Lecture 03: First Order Reliability Method (FORM) = 3.3.3

U2 g(U) = 0 U*

Unsafe

Safe U1

Figure 3.3.1

Graphical representation of Reliability Index in Standard Normal Space

The objective is to optimize and find so that the constraint is satisfied i.e. = 0. In this context, || . || represents Euclidean Norm of the vector. To solve this optimization problem, Lagrange Multiplier technique is adopted. The Lagrangian in this case is given by = + () 3.3.4

In the above equation, is the Lagrange multiplier. From the above equation one can notice that the Lagrangian has ( + 1) unknowns. To solve these unknowns, following conditions are satisfied = + =0 = 1, 2, , 3.3.5

= 1 , 2 , , = 0

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Lecture 03: First Order Reliability Method (FORM) The solution of first equations provides optimal point while the solution of ( + 1)th automatically satisfies the constraint condition. Using matrix notation, the first equations can be written as + = 0 In the above equation, represents the gradient vector solution can be obtained as = 3.3.7

3.3.6

. Using these equations, the optimal

Where, = 1 . Finally, pre-multiplying both sides of Eq. 3.3.7 by and substituting , one can evaluate the optimal distance as = = 3.3.8

Using Eq. 3.3.8 into Eq. 3.3.7 one can find MPP as = =

3.3.9

Where, is the direction cosine of the tangent on the limit state = 0 at and is given by =

3.3.10

From the above model, one can notice that optimal distance in Eq. 3.3.8 needs prior information about MPP i.e. and needs to evaluate first. To solve this, an iterative algorithm proposed by Rackwitz is generally employed. The algorithm is as follows Transform the limit state function into standard normal space i.e. = 0. Evaluate the derivative of the transformed limit state with respect to standard normal variables (i.e. ) Assume initial value (generally, considered in range of 35) and choose direction 2 cosine in such a way that the summation of square of direction cosine is one ( = 1 ).

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Lecture 03: First Order Reliability Method (FORM) Write the limit state () in terms of and , substituting the values using Eq. 3.3.9. Solve the expression for new value. It can be shown as
, 1 , 2 , , =0

3.3.11

New is used to evaluate || || by

2

|| || =

=1

3.3.12

New direction cosines +1 are calculated employing Eq. 3.3.10. Now, check the difference in two successive iteration values of . Stop the iteration if it is less than stopping criteria otherwise go back to Step 5. Design point or MPP is evaluated by transforming the value as per Eq. 3.3.9 back to original space.

Alternate Proof of FORM An alternative proof of the optimal distance can be obtained using Taylor's series expansion also. Let us expand the limit state in the standard normal space which is given by

=
=0

1 !

=1

( )

3.3.13

Considering only first order terms, it can be shown that the mean and standard deviation of the limit state function () are

=
=1

3.3.14

=
=1

2 1/2

3.3.15

As only first order terms are used in Taylor's series [i.e. linearization of = 0], the reliability index may be obtained using Cornell's definition which is given by Course Instructor: Dr. Arunasis Chakraborty 4

Lecture 03: First Order Reliability Method (FORM) = = 3.3.16

Course Instructor: Dr. Arunasis Chakraborty 5