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CONTENTS
Introduction
II The application of probabilistic theory: from a basic example in Python to a real structure in Akantu
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17
ii
18
CONTENTS
Conclusion
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iii
INTRODUCTION
Part I.
Theoretical considerations and
principles of probabilistic approach in
civil engineering
1
ABOUT PROBABILISTIC AND DETERMINISTIC APPROACH
IN STRUCTURE DESIGN
1.1
Most engineering problems can be solved by the confrontation of the two following quantities:
solicitation or stress S
S can be the resulting bending moment in a beam subjected to well-defined
loads, deflection of a beam under a given load case or ground solicitation
due to external loads.
corresponding capacity or resistance R
R can be the ultimate resistant moment of a beam, the maximum allowable
deflection for a beam or the shear capacity.
Structural safety requires that R > S. Failure occurs whenever R < S. This general formulation is applicable to most civil engineering problems.
(These considerations are directly taken from course support [1])
1.2
Currently, deterministic approach is the method most widely used by civil engineers when designing structures.
Design of structural elements is done as follows: the design value of resistance
Rd is compared to the corresponding solicitation value Sd . Structural safety requires that
R d > Sd
(1)
(2)
Sk
S
(3)
Rk
M
(4)
The considerations of this entire section are mostly taken from course [1].
1.2.2 Considerations in relation to the 5% fracture percentile
It is interesting to notice that the deterministic design approach is nevertheless
based on probabilistic design. Indeed, the characteristic values are determined
through a fixed percentile via the normal law distribution (in most cases, but it
could theoretically also be another probabilistic law). With respect to this, it is
important to mention that the 5% fracile is not a fixed percentile, but depend on
the level of reliability that wants to be achieved. The higher the required level, the
smaller the resulting fractile and thus the bigger the characteristic value.
Moreover, the safety factors given in the Standard for the deterministic approach
hide a probabilistic procedure which they were determined with. The methodology for the determination of these safety factors will be explained in section1.3.
safe structures, but in reality it does not give a good understanding of the reliability of the structure. The probabilistic method exposed in 1.3 balances this lack of
quantification of reliability and suggests a way to evaluate reliability of structures.
According to the different possible verification formats, how can reasonable safety be
defined considering uncertainties related to different parameters? Chapter 7,[1]
An attempt to answer this question is done in section 1.3.
1.3
Z +
f S ( x ) FR ( x )dx
(5)
Z x
f R ( x )dx
(6)
Z b
a
f S ( x )dx
(7)
Z 0
(8)
This relation shows that probability of failure p f and the reliability index are
directly related and dependent of each other.
(9)
This shows that the reliability expressed through or the failure probability
p f of an element is compared to a limit value. This limit value fixes a minimal
reliability expected by society and shows an expectation of society with respect to
the structures. [1]
In the SIA Standards for new constructions, is fixed at 4.7, corresponding to
a failure probability of 106 . Guidelines are given for target reliability factors for
existing structures.
The design value defined through a probabilistic approach is defined as:
solicitation
Sm : mean value, =
S = Sm (1 + S S )
S
G :
resistance
Rm : mean value, =
(10)
S
Sm :
variation coefficient
R = Rm (1 R R )
R
G
(11)
R
Rm
=variation coefficient
1.3.3 Methodology for determining safety factors in the SIA Standard: interrelation
between probabilistic and deterministic design
In order to define safety factors prescribed in the Standard, following considerations have been done: one equalizes the design values obtained by the two
approaches, equation(3) = equation(10) and equation(4) = equation(11) obtaing
solicitation
Sd = S
S
Sd = k
S
S = Sm (1 + S S )
Sk
= Sm (1 + S S )
S
S =
resistance
Sm
(1 + S S )
Sk
(12)
Rd = R
Rd =
Rk
M
R = Rm (1 R R )
M =
Rm
(1 R R )
Rk
(13)
It goes without saying that the choice of the parameters , , and is a key choice
for the determination of the safety factors. A safety factor is a function of the
importance of the variable (defined with limit value p f and the reliability index
limit .[1]. The design values determined with the probabilistic approach are sensitive to the choice of these parameters. This was observed later in the project when
defining the values for the dam design verification.
All the safety factors in the standard should be determined following the foregoing procedure, even if, according to Professor Bruwiler,
Les normes SIA se
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2
M AT H E M AT I C A L A N D N U M E R I C A L T O O L S R E Q U I R E D F O R
A PROBABILISTIC APPROACH
In this chapter, we will describe the probabilistic approach for designing structures. First, the description of the random variables via probability density function will be discussed. Later, the Monte Carlo method will be explained, as well
as its advantages and limitations.
2.1
In a probabilistic approach we model the uncertainty linked to the input parameter such as material properties, applied loads and geometric properties with
various probability distributions.
For each parameter of interest, its uncertainties are taken into account by assigning a probabilistic law to that parameter. Depending of the nature of the
parameter, a different probabilistic law is chosen. The most relevant Probability
Density Functions (PDF) in the context of civil engineering are exposed in the
next paragraphs.
2.1.1 Uniform Distribution
The probabilitiy function of a uniform distribution is defined as
PDF =
1
for x e[ a, b]
ba
(14)
A parameter following this uniform law is equally likely when lying in the
range between a and b. This type of parameter is not relevant in the context of a
probabilistic design since the value will not vary. [5]
11
2.1 define probability density functions and the monte carlo method
PDF = f ( x ) = e 22
2
with : mean value and : standard deviation
(15)
The normal distribution is probably the most important one in science and
engineering. The central limit theorem states that averages of random variables
independently drawn from independent distributions are normally distributed,
which makes the normal distribution attractive to engineers and scientists. In
civil engineering, when providing a construction material, manufacturers give
the mean value and standard deviation characterizing the material strength or
size. These references from the factory can be used by engineers in order to estimate the variability of the material resistance and extrapolating it to the structural
reliability.[5]
2.1.3 Weibull Distribution
k x k 1 ( x ) k
e
with k: shape parameter and the scale parameter of the distribution.
PDF = f ( x ) =
(16)
From figure 2, it can be noticed that the shape parameter k has a strong influence on the type of the curve. When k=1, the function looks like an exponential
function, and when k is equal to 5, the Weibull is close to a normal law.
Figure 2 shows the Weibull law and the influence of the different parameters
and k.
12
2.1 define probability density functions and the monte carlo method
13
2.2
This method differs from the probabilistic distributions explained above in a way
that it does not proceed analytically, but is based on repeated random sampling
to obtain numerical results. It is widely used in numerical simulations when it is
14
15
Through the counter implemented in the code, the number of failure cases
in known at the end of the simulation. The probability of failure is then
obtained by dividing by the total number of Monte Carlo simulations N.
2.3
The main advantage of Monte Carlo is its easy numerical implementation, especially for complex cases where the analytical expressions are too complicated. The
results are reliable and accurate.
However, it may take a lot of time depending on the complexity of the problem
and the number of samples drawn.
16
Part II.
The application of probabilistic
theory: from a basic example in
Python to a real structure in Akantu
17
3
A N I L L U S T R AT I V E E X A M P L E O F T H E M O N T E C A R L O
T H E O RY I N P Y T H O N
3.1
18
The mean and standard deviation chosen for the inputs to define the state of
the beam are
for the applied force: = 2000 000 N and = 2000 N
for the cross-sectional area of the bar A: = 700 mm2 and = 0.2 mm2
for the tensile resistance of the steel bar R: = 330 MPa and = 10 MPa
The force F is chosen to follow a Weibull law with a shape parameter = 6 and
the area A and the resistance Rare chosen to follow a Gaussian law. The stress
in the steel bar subjected to tension is given by equation 18.
= F/A
(18)
Comment: The choice of the force following a Weibull distribution has only
been done for illustrative purposes. It does not make physical sense for a force to
follow a Weibull distribution. However, to stay as close as possible to the reality,
the shape parameter k of the Weibull distribution is chosen in order to have a
probability density function as close as possible to a normal law.
3.1.2 Methodology
In order to implement the Monte Carlo theory, a loop is introduced in the code in
order to compare for each loop passage the tensile strength induced in the bar
with the tensile resistance R of the bar. This methodology is deterministic since
it compares two values and draws meaningful consequences in terms of failure
probability and reliability of the bar.
19
(b) N=10e1, p f = 0
(a) N=1, p f = 0
(a) N=10e2, p f = 0
(b) N=10e3, p f = 0
20
(b) N=10e5, p f = 2e 5
(a) N=10e4, p f = 0
21
Failure probability p f
1
10e01
10e02
10e03
10e04
10e05
10e06
10e07
0
0
0
0
0
2.0e 05
1.1e 05
9.1e 06
22
The goal of this example was to estimate the failure probability of a basic example
via three methods, being the
analytical method
approximate method proposed first when typing failure probability on Google
and widely used for most civil engineering practises
Monte Carlo method
The results obtained with the three methods will be compared and relevant
conclusion can be drawn concerning the accuracy of each of the approaches.
The same model as in section 3.1 was chosen: a steel bar subjected to axial tension. The stresses induced in the bar are governed by equation 18.
For this example, the stresses in the bar are following a normal distribution
with a mean value of = 286MPa and a standard deviation of = 14.29MPa.
The resistance is following a Weibull distribution with the scale parameter chosen
to be = 360MPa and a shape parameter k = 20.
3.2.1 The analytical method
The exact solution of the failure probability is analytically defined as
pf =
f s ( x ) FR ( x )dx
23
(19)
pf =
Z x
f R ( x )dx +
Z
x
f s ( x )dx
(20)
the value where the probability density of both resistance and stress function
x:
is the same:
f s ( x ) = f R ( x )
(21)
24
25
Figure 11.: Failure probability calculated with 105 Monte Carlo simulations
3.2.4 Comparison between the three different methods
To estimate a failure probability of the order of 102 , according to Lemaires formula, the sample size N is suitable. On the other hand, the approximate solution
gives a result of an order of magnitude greater than the other results. This shows
that the approximate method is very conservative.
It is of interest to compare the different ways to calculate the failure probability
when the target failure probability decreases. This was done by increasing the
scale parameter , all the others parameters remaining the same. This causes a
shift to the right of the resistance curve.
The results are summarized in the table 2 with a fixed number of Monte Carlo
simulations N.
Table 2.: Influence of the R parameter on failure probability
s
MPa
s
MPa
R
MPa
kR
-
p f analytical
-
p f approx.
-
p f MonteCarlo
-
286
286
286
286
286
14.29
14.29
14.29
14.29
14.29
360
400
460
500
560
20
20
20
20
20
1.55e 02
1.92e 03
1.17e 04
2.21e 05
2.29e 06
8.79e 02
1.86e 02
2.05e 03
5.24e 04
7.91e 05
1.47e 02
2.07e 03
8.00e 05
5.00e 05
0.00e + 00
This example shows accurately how the Monte Carlo simulation can underestimate the failure probability if the target probability is very small. In that case, in
26
order to increase accuracy of the solution, a larger sample size is necessary. The
fact that for = 560MPa none of the samples failed shows that the sample size is
not big enough.
Another approach would be to change the sampling procedure by focusing on
the zone of interest e. g. the failure zone (in the context of this example). This
concept is called importance sampling or instrumental density and is explained
in a more explicit manner in the course [8].
The basic example of a steel bar in tension gave us the possibility to learn how
to
code in Python
implement a loop for the Monte Carlo simulation
compute failure probability analytically using mathematical functions defined in the theoretical part of this report
estimate failure probability with the Monte Carlo methodology and implement a code for the Monte Carlo simulations
compare Monte Carlo results with the analytical solutions and draw conclusions
evaluate the accuracy of Monte Carlo results with respect to the sample size
We also realized that the failure probability approach proposed in numerous
references and most civil engineering references has to be treated with caution
since it is only accurate for small probabilities. In fact, the idea that the failure
probability is equal to the area of intersection under the S and R curve is only
right for p f < 1010 and should not be systematically used. Instead, the correct
method proposed by equation 19 should be kept in mind for a general case.
The next step is to use Akantu via the Python interface in order to estimate
failure probability of more complex cases using the basic principles explained in
the above section.
27
4
A N I L L U S T R AT I V E E X A M P L E O F T H E M O N T E C A R L O
T H E O RY U S I N G A K A N T U
In order to learn the Akantus operation and the functions important for the rest
of the project, we did a couple of basic examples to get familiar with Akantu. First,
we made examples for a static and dynamic response of a beam, then did some
implicit and explicit simulations. We also learned the main differences between
the solid and structural mechanics part and the relevant functions that we would
use for the future example. We visualized most of our result in Paraview [13].
4.2
the model
28
The moments resulting in the steel beam can be easily computed using first principles of statics. This was useful in order to check the results obtained with Akantu.
4.4
results
The results of the simulations are shown in the figures 12,13,14. The evolution of
the sample distribution can be clearly seen on these figures.
29
4.5 results
(b) N=10e2, p f = 0
(a) N=10e1, p f = 0
30
4.5 results
The convergence rate analysis of this example is shown in the figure 15. The
convergence is not as smooth as the for the example of the steel bar in tension,
but it nevertheless converges to a value of 9.89e 4.
31
5
U S I N G A K A N T U F O R A N A P P L I C AT I O N O F T H E M O N T E
C A R L O T H E O RY
5.1
introduction
32
5.2
The mesh of the dam set up for the simuation is taken form another project of an
arc dam in Canton Bern, Switzerland. The dam does not exist yet and the geometrical properties have been taken from another semester project at the Laboratoire
de Constructions Hydrauliques (LCH) at EPFL.
The dam is modelled as a monolithic section, without joints. The connection of
the dam with the foundation and the rock is assumed to be rigid.
5.2.1 The methodology and principles implemented in the code
The analysis of the dam was done using Akantu through the Python interface.
Akantu was used for static solid mechanics analysis.
For each Monte Carlo simulation, the principal stresses in each element of the
dam are computed via a function directly computing the Eigenvectors and Eigenvalues. Then, the maximum of the principal stresses of all the elements is compared to the tensile resistance of concrete in order to determine whether or not
failure occurs. The same procedure is implemented for the compressive strength.
A counter is set up in the code and increases each time the tensile strength in
one element exceeds the concrete resistance or the compressive strength in one
element exceeds the concrete resistance in compression. Finally, the total number
of failure cases is divided by the number of Monte Carlo drawings in order to
determine the probability of failure.
The displacement of the midpoint of the dam is computed for each Monte
Carlo drawing and compared to an maximum allowable displacement, an arbitrary value fixed by the engineer. Even if the displacement is not relevant in
terms of structural safety (tensile stresses and compressive stresses will determine whether the structure will fail or not), it is interesting to study the evolution
of the displacement over the Monte Carlo drawings.
5.2.2 The mesh setting up
Our aim was to model a real example, with a complex 3D geometry due to a
double curvature of the arch and the presence of the cantilever, as well as the
asymmetry of the valley flanks.
33
34
18.
The loads applied on the structure are the dead load of the dam and the hydrostatic pressure. It is interesting to see that the relation between computation time
and the number of nodes on the mesh is almost linear.
Figure 17.: Influence of dam mesh size in m (on the x axis) on maximal displacement in m (on the y axis)
Figure 18.: Influence of dam mesh size in m (on x axis) on computation time in s
(on y axis)
Then, fixing the mesh size of the dam, we varied the mesh size of the bedrock
and performed the same calculations. The final mesh size has been chosen by doing a compromise between execution time and precision.The optimal mesh sizes
adopted for the Monte Carlo simulation are: for the dam hdam = 4m and for the
35
Figure 19.: Influence of bedrock mesh size in m (on the x axis) on maximal displacement in m (on the y axis)
Figure 20.: Influence of bedrock mesh size in m (on the x axis) on computation
time in s (on the y axis) and the number of nodes
It is important to note that this analysis has been done by considering only the
displacement. For a real life application it would be essential to perform the same
analysis considering the evolution of the stresses as well. In fact, the thickness of
the dam is in the range of 10m, with a mesh of 4m by looking at the cross-section
we realize that the mesh is rather coarse and the stresses caused by the bending
moment in the cantilever may not be accurate cf. figure 21.
Another issue occurred at the contact between the dam and the foundation. In
our simplified geometry there is a sharp edge at this interface dam-foundation,
36
which causes a local stress concentration cause by the model, but not necessarily
occurring in reality. Therefore, our model is accurate to compute displacements,
but not to compute stresses in the vicinity of the foundation and on the interface
on the side between the dam and the bedrock, as it can be seen in figure 21.
In order to avoid these stress concentrations at the interfaces between bedrock
and concrete dam, an additional physical volume has been created, which includes only the central part of the dam. In the Monte Carlo loop, the structural
analysis and stress comparison was only done in this inner region.
Considerations for future work: For a better estimation of the stresses over the
entire domain and for a more accurate model, the mesh model should be revisited
and sharp edges should be avoided, and a finer mesh should be chosen.
37
The density of the rock is set to 0 since we are only interested in the stresses
and displacements in the concrete and we are not performing a dynamic analysis
where the rock mass have an influence. Furthermore, we do not want to take
into account the deformation due to the wight of the rock-mass and can therefore
neglect the dead load of the rock for the purposes of our project.
5.2.4 The loads
The loads considered are the dead load of the dam and the hydrostatic pressure
due to the water considering a full lake (worst case scenario in term of magnitude
of hydrostatic pressure).
The dead load of the dam has been applied through a force vector at the
centre of every element. The hydrostatic pressure is applied on the dam at
the upstream face and is applied perpendicular to the surface via the function
model.applyHydrostaticPressure defined in Akantu and used through the
Python interface.
38
5.3
39
5.4 results
unit
Edam
dam
Erock
GPa
kg/m3
GPa
20
2500
20
1
100
2
occurred, hence no failure probability could have been computed, which would
be at no interest in the context of this project).
5.3.3 Material parameters used and description of the nature of these parameters
Two materials have been defined in the model: concrete and bedrock.
In this project, only the parameters related to the concrete of the dam are assessed with a probabilistic approach. We chose Youngs Modulus E and density
of the dam following a normal law, which accurately corresponds to reality since
the concrete quality in the dam is of high variability.
5.3.4 Sample size
The sample size required to estimate a failure probability in the order of magnitude of 106 (which corresponds to the estimated failure probability for an important structure and equivalent to a = 4.7 according to SIA Standard) would
require sample size N = 108 . Because of the limited computation time it was not
possible to produce such a big sample. The number of computations achieved
was N = 340000.
5.4
results
In the following paragraph the results of the Monte Carlo simulation will be
discussed. First the distribution of the maximal displacements and the stresses
will be presented, later we will study the evolution of the failure probability with
increasing sample size.
40
5.4 results
5.4.1 Distributions
Figure 22 shows the distribution of the maximal displacement in the central part
of the dam. The average displacement is d = 1.07 mm and its standard deviation
is 0.104mm.The average value is just above the arbitrary limit we imposed to be
dmax = 1mm. N.B.:This arbitrary value has been chosen in order to get an interesting
example and does correspond to displacement boundary values in reality
41
5.4 results
42
5.4 results
43
5.4 results
44
(c) Maximal displacement vs
5.4 results
45
5.4 results
46
(c) Maximal compressive
stress vs
Figure 27.: Parameters influencing the maximal compressive stress
5.4 results
47
(c) Maximal tensile stress vs
5.4 results
Figure 28.: Evolution of failure probability with sample size: Stress criterion
48
5.4 results
Figure 29.: Evolution of failure probability with sample size: Displacement criterion
To illustrate the evolution of the failure probability with increasing sample size,
we decided to introduce a fictive failure criterion by setting an upper limit to the
displacement capacity of the structure dmax = 0.001 m. This criterion is fictive in
the sense that displacement will not govern structural safety of dam. Figure 29
shows very clearly that p f slowly converges to its asymptote, and estimates the
failure probability of the dam to be p f = 0.264.
49
CONCLUSION
50
5.4 results
51
5.4 results
52
BIBLIOGRAPHY
Septembre 2012.
[2] Eugen Bruhwiler.
Polycopie du cours Structures existantes: Examen et interven
tions, notions de base. EPFL-ENAC-MCS, Septembre 2014.
[3] Eugen Bruhwiler.
Polycopie du cours Structures existantes: Examen et interven
tions, Chapitres choisis. EPFL-ENAC-MCS, Fevrier 2015.
[4] Laurent Vulliet. Polycopie du cours Fiabilite et securite des syst`emes civils. Partie
1, EPFL-ENAC-LMS, Juin 1997.
[5] Wikipedia: http://www.wikipedia.org
[6] Maurice Lemaire. Article scientifique Approche probabiliste de dimensionnement
et mondelisation de lincertain et methode de Monte Carlo. Reference BM5003,
publie le 10 avril 2014.
[7] Maurice Lemaire and Alaa Chateauneuf. Structural reliability. London ISTE,
2009.
[8] B. Sudret, Slides from lecture Structural reliability and risk analysis, Simulation
methods. ETH-Department of civil, environmental and geomatic engineeringChair of risk, safety and uncertainty quantification, November 2014.
[9] Anton J. Schleiss et Henri Pougatsch, Les barrages. Traite de Genie Civil, volume 17. Presses Polytechniques et Universitaires Romandes, 2011.
[10] Scientific modules for
http://www.scipy.org/
Python,
including
NumPy
and
Matplotlib:
http://mathesaurus.sourceforge.net/matlab-
53
Bibliography
[15] https://www.python.org/
[16] http://lsms.epfl.ch/akantu
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