Professional Documents
Culture Documents
Egidijus R. Vaidogas
Vilnius Gediminas technical university, Lithuania
ERASMUS/SOCRATES program, 2007
What is the principal objective?
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To be brief
Foundations
Anchorages
Retaining structures
Embankments
Slopes
Excavations
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CONTENTS OF LECTURE
I. THEORETICAL PART
PART I
Introduction to structural reliability
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I. Structural reliability 1/10
Failures of structures
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I. Structural reliability 2/10
Design situations*
Failure can take place in one of the three situations:
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I. Structural reliability 4/10
Why should we be concerned about structural reliability
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I. Structural reliability 6/10
Failures of FORMULA 1 cars
TOP SPEED CHANCE OF
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I. Structural reliability 7/10
Structural reliability theory: arguments in favor
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I. Structural reliability 8/10
Structural reliability theory: arguments against
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I. Structural reliability 9/10
The need to bridge a gap: how to join quickly?
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I. Structural reliability 10/10
The textbook
PROBABILISTIC ASSESSMENT OF STRUCTURES USING
MONTE CARLO SIMULATION
Background, Exercises, Software
(P. Marek, J. Brozzetti and M. Gutar, P.Tikalski, editors)
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Reliability & failure probability
PART II
Reliability & failure probability of structures
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II. Reliability & failure probability 1/10
Basic definition
Reliability = 1 failure probability
Ps = 1 Pf
* ENV 1991-1: 1993. Basis of design and actions on structures. CEN, Brussels,
1993. 19
II. Reliability & failure probability 4/10
The way to failure probability
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II. Reliability & failure probability 5/10
The role of data
Statistical data reflects the ubiquitous uncertainty in
structural parameters and loads.
Statistical data is used to fit probability distributions
of the structural parameters and loads.
Statistical data determine the value of the failure
probability Pf in the end.
Visualisation
Visualisation of
of XX and
and xx
The case n=3 x3
X = (X1, X2, X3)
three-dimensional space
(x1,x2,x3)
x = (x1, x2, x3)
point in the space
x2 x1
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II. Reliability & failure probability 8/10
Probability density function (PDF)
f(x1) f(x2) f(xn)
x1 x2
... xn
univariate
univariate univariate
univariate univariate
univariate
PDF
PDF of
of XX11 PDF
PDF of
of XX22 ... PDF
PDF of
of XXnn
Joint
Joint PDF
PDF of
of basic
basic variables
variables
Limit state function: a function g of the basic variables, which characterizes a limit state
when g(x1, x2, ... , xn) = 0; g > 0 identifies with the desired state and g < 0 with the
undesired state [state beyond the limit state].
Basic variable Xi : a part of a specified set of variables, X1, X2, ... , Xn, representing
physical quantities which characterize actions and environmental influences, material
properties including soil properties, and geometrical quantities.
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II. Reliability & failure probability 10/10
The problem is an integral, not the reliability itself!
= ... f X ( x ) d x
Df
D f = {x | g ( x ) 0} x1 , x 2 , x 3 , ...
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Monte Carlo method
PART III
Monte Carlo method
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III. Monte Carlo method 1/10
The power of Monte Carlo method
MECHANICS STOCHASTICS
(ANALYSIS OF STRUCTURES) (PROBABILITY CALCULUS)
90
LEVEL LINES:
ENERGY OF MISSILE IMPACT
50
30
200 600 1000 1400
IMPACT MASS, KG
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III. Monte Carlo method 2/10
Where can it be useful?
Structural Reliability
Structural aspects of risk analysis
Solving special problems, e.g., sensitivity analysis
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III. Monte Carlo method 3/10
Only one small detail is necessary to run the business!
u1 = 0.405255
u2 = 0.764611
u3 = 0.041139
u4 = 0.013642
M
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III. Monte Carlo method 4/10
Only one small detail is necessary to run the business!
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III. Monte Carlo method 5/10
Only one small detail is necessary to run the business!
3. Generalization to the multidimensional case is beneficial
Evaluating multidimensional
integrals & solving integral
equations
Solving systems of
differential equations
See, e.g., Rubinstein, R. Y. (1981) Simulation and the Monte Carlo method, Willey.
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III. Monte Carlo method 6/10
How to evaluate multiple integral?
Pf = P( g(X) 0 ) = ... f X ( x ) d x
Df
Exact analytical methods
Classical methods of numerical integration
Approximate analytical methods (FORM/SORM methods)
SIMULATION (MONTE CARLO) METHODS:
Direct Monte Carlo method
1 if g ( x ) 0 ( failure )
I ( x) =
0 if g ( x ) > 0 ( survival )
= P ( I ( X ) = 1) = ... I ( x ) f X ( x ) d x =
all x
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III. Monte Carlo method 8/10
Estimate of failure probability
Number of failures N f
P fe =
Number of trials N
1 N
P fe = I(x j )
N j =1
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III. Monte Carlo method 9/10
Generating values of basic variables: inverse transform
y = FX ( x i ) 1
i xi = F ( y)
Xi
1
xij = FX ( u j )
i
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III. Monte Carlo method 10/10
Generating values of basic variables: in general
Generating individual values of basic variables
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