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The performance of a structure [23] is assessed by its safety [1], serviceability [1] and economy [1]. Since we do not know the exact details of loads [4] acting on a structure at any time, there is always some uncertainty about the total loads on structure. Thus random variables (means stochastic variable) of loads and other parameters are the main criteria of design variables [18]. They vary with space and time. The input variables is never certain and complete. The safety factor provided in the existing codes and standers primarily based on practice, judgment and experience, may not be adequate and economical. Using the techniques presented earlier, we can design or analyze individual members in the contest of structural reliability [2][3][22][24]. However we are not examined how the system performs [23] or how to calculate the reliability of the structure as a whole.

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STOCHASTIC PARAMETERS

Biswajit Barman

Asst. Prof., Dept. of Civil Engineering,

Bengal College of Engineering &Technology, Durgapur, West Bengal, India.

ABSTRACT

The performance of a structure [23] is assessed by its safety [1], serviceability [1] and economy [1]. Since we

do not know the exact details of loads [4] acting on a structure at any time, there is always some uncertainty

about the total loads on structure. Thus random variables (means stochastic variable) of loads and other

parameters are the main criteria of design variables [18]. They vary with space and time. The input variables is

never certain and complete. The safety factor provided in the existing codes and standers primarily based on

practice, judgment and experience, may not be adequate and economical. Using the techniques presented

earlier, we can design or analyze individual members in the contest of structural reliability [2][3][22][24].

However we are not examined how the system performs [23] or how to calculate the reliability of the structure

as a whole.

KEYWORDS: Economy, Loads, Random Variables, Reliability, Stochastic, Safety, Uncertainty.

I. INTRODUCTION

The design parameters[21] of loading and load carrying capacities of structural members are not

deterministic[20] quantities, but variable quantities except dead load (i.e. self weight of structure).

Since we do not know the exact details of loads acting on a structure at any time, there is always some

uncertainty about the total loads on structure. Thus random variable of loads are the main criterion of

design variables. Hence safety of structure is uncertain. A reasonable safety level is always accepted

which recommends IS Code. When safety of structure becomes certain, there is zero probability of

failure[12]. It means that reducing the probability of failure is the increasing of reliability i.e.

structural safety[12] level.

Partially knowing about an event sometimes we make statements are probabilistic[8][15][19][20] in

nature, such as a child to born will be a son, or it may rain tomorrow, or India will win in a cricket

match, or a bus will arrive on time, and so on. Now questions may arise, what is the characteristic

feature in all the above phenomena? Answer is that they all lack a deterministic nature. The above

phenomena are random phenomena. In the deterministic study parameters, parameters may be

considered as a function of time (i.e. time variant). Similarly probabilistic study are time variant but in

some cases it is time variant (e.g. Wind load, earthquake load etc.). When a random variable assumes

values as a function of time the variable is called a stochastic variables

In the earlier days engineers were not confident to applying probability theory or evaluating of safety.

A master builder often tried to copy a successful structure. Heavy stone arches often had a

considerable safety reserve. Actually the procedure was essentially trial and error method. The first

International Journal of Advances in Engineering & Technology, June, 2017.

IJAET ISSN: 22311963

mathematical formulation of structural safety problem can be attributed to Mayer(1926),

Streletzki(1947). They recognized that load and resistance parameters are random variables and

therefore, for each structure, there is a finite probability of failure. It was further developed by

Freudenthal (1950)

Deepthi C. Epaarachchi et .al.(2002) develops a probabilistic model to estimate the probability of

structural collapse significant proportion of reinforced concrete Building structural failures occur

during construction Carper 1997 observe, a system failure will occur when the slab capacity in

flexure or shear is exceeded. Failure of shores or re-shore nonstructural element failure is not

considered a system failure unless it leads to structural failure of the slab. J.W. van de Lindt et

.al.(2004) develops a basic method to better estimate the effect of earthquake duration on structural

reliability using (1) an ultimate strength and a (2) low-cycle structural damage-based on limit state

function. This study is unique in that it allows variation in the peaks of the highly non-linear

structural response without actually performing time domain analyses, which are commonly

employed in earthquake engineering analysis. A simple measure was introduced and termed the

duration effect factor (DEF) and is defined as the slope of a best-fit line for multiple reliability

indices plotted against duration.

IV. OVERVIEW

PROBABILITY DENSITY FUNCTION (PDF):

For continuous random variables, the probability density function (PDF) is defined as the first

derivative of cumulative distribution function(CDF). The PDF [fx(x)] and the CDF [Fx (x)] for

continuous random variables are related as follows.

Standard deviation of random variable, X. The standard deviation of X is defined as the positive

square root of the variance:

x = x2

The non dimensional co-efficient of variation Vx, is defined as the standard deviation divided by the

mean

Vx = x/x

This parameter is always taken to be positive by convention even through the mean may be negative.

An important relationship existing among the mean, variance, and second moment of a random

variable X:

x2=[E (X2) - x2]

Many structures can be considered as a combination of series and parallel systems. Such systems are

referred to as hybrid or combined systems. The following figure is a schematic of a hybrid system in

which elements 1 and 2 are in parallel, and the combination of 1 and 2 is in series with element 3.

International Journal of Advances in Engineering & Technology, June, 2017.

IJAET ISSN: 22311963

1

2

P

Fig 1: Hybrid System or Combined System

In the definition, there are four significant elements viz. (i) Probability, (ii) Intended function, (iii)

Time and (iv) Operating conditions. Because of the uncertainties, the reliability is a probability. A

structure will reliable, if it perform a certain function or functions satisfactorily for which it has been

designed i.e. safety against shear or flexure or torsion, etc. The reliability is always related with time.

In case of structure, it is related to the lifetime of the structure. The operating conditions establishes

the actions or stresses that will be imposed on the structure. These may be loads, temperature, shock,

vibrations, etc. It is note that reliability is also changes with respect to quality control, workmanship,

production procedure, inspection etc.

Let, R = reliability

Pf = Probability of failure

Reliability = 1/(Probability of failure)

or, R = 1/ Pf.

= M/M

Where M and M are the mean value and standard deviation of M.

When both basic variables R & Q are normal and independent,

M =R - Q

and M = (R2+Q2)1/2

So, = (R -Q) / ( R2+ Q2)

For any specific value of g((ZR, ZQ),the above eqn. represents a straight line in the space of reduced

variables ZR and ZQ. The line of interest to us in reliability analysis is the line corresponding to g

(ZR,ZQ) = 0 because this line separates the safe and failure domains in the space of reduced variables.

Table 1 : Values of Reliability Index, g(x) with variable values of c.o.v.

C.O.V. Mean Value Standard Deviation Reliability Index Probability of Failure

(g(x)) ( g(x) ) ( g(x) ) ( Pf )

5% 50.85 x 106 7.5848 x 106 6.71 0.000000001%

10% 50.85 x 106 15.1697 x 106 3.35 0.04%

6

15% 50.85 x 10 22.7545 x 106 2.24 1.25%

20% 50.85 x 106 30.339 x 106 1.68 4.65%

25% 50.85 x 106 37.924 x 106 1.34 9.01%

30% 50.85 x 106 45.509 x 106 1.12 13.1%

International Journal of Advances in Engineering & Technology, June, 2017.

IJAET ISSN: 22311963

8 16

6 12

Reliability Index () 8

4

4

2

0

0 7 14 21 28 35

0

0 7 14 21 28 35 C.O.V.

C.O.V.

Table 2 : Values of Reliability Index, g(x) with variable values of

Values of Mean Value Standard Deviation Reliability Index Probability of Failure

Load (g(x)) ( g(x) ) ( g(x) ) ( Pf )

(w)

5 56.475x 106 15.2400 x 106 3.72 0.01%

10 50.85x 106 15.2060 x106 3.35 0.04%

15 45.225x 106 15.1546 x106 2.99 0.014%

20 39.6x 106 15.0814 x106 2.63 0.43%

25 33.975x 106 14.9870 x 106 2.27 1.16%

30 28.35x 106 14.8700 x 106 1.91 2.81%

Compressive Strength (fck) vs Mean Value () Compressive Strength (fck) vs Reliability Index ()

90 3.8

Reliability Index ()

75 3.6

Mean Value ()

60 3.4

45

3.2

3

30

10 15 20 25 30 35 10 15 20 25 30 35

Table 3 Values of Reliability Index, g(x) with variable values of d

Values of Mean Value Standard Deviation Reliability Index Probability of Failure

Depth (g(x)) ( g(x) ) ( g(x) ) ( Pf )

(d)

250 31.875x 106 10.5033x106 3.04 0.12%

300 50.85x 106 15.1697x106 3.35 0.04%

350 73.275x 106 20.6737x106 3.55 0.02%

400 99.15x 106 27.02x 106 3.67 0.01%

450 128.475x106 34.207x 106 3.76 0.01%

500 161.25x 106 42.239x 106 3.82 0.007%

International Journal of Advances in Engineering & Technology, June, 2017.

IJAET ISSN: 22311963

4

165

3.8

Reliability Index ()

130

Mean Value ()

3.6

95

3.4

60

3.2

25

3

225 300 375 450 525

225 300 375 450 525

Depth (d)

Depth (d)

Values of Depth Mean Value Standard Reliability Index Probability of

(d) (g(x)) Deviation ( g(x) ) Failure

( g(x) ) ( Pf )

250 31.875x 106 10.5033x106 3.04 0.12%

6

300 50.85x 10 15.1697x106 3.35 0.04%

350 73.275x 106 20.6737x106 3.55 0.02%

400 99.15x 106 27.02x 106 3.67 0.01%

450 128.475x106 34.207x 106 3.76 0.01%

500 161.25x 106 42.239x 106 3.82 0.007%

44

165

Standard Deviation ()

130

Mean Value ()

32

95

20

60

25 8

225 300 375 450 525 225 300 375 450 525

Depth (d) Depth (d)

4 0.16

Probability of Failure (Pf)

3.8

0.12

Reliability Index ()

3.6

0.08

3.4

0.04

3.2

3 0

225 300 375 450 525 225 300 375 450 525

VI. OBSERVATION

1) Mean Value is constant with increasing of C.O.V.

2) Standard deviation is increasing with increasing of C.O.V.

3) Standard deviation is increasing with increasing of compressive strength

4) The reliability index is remarkably decreasing up to first 10% increasing of c.o.v. and then

decreasing very slowly with further increasing of c.o.v.

International Journal of Advances in Engineering & Technology, June, 2017.

IJAET ISSN: 22311963

VII. CONCLUSION

The results are the nature of variation are consistent with result obtained by Schueremans (Int.

conf.,Canada, 1999) The decreasing safety index is found to be remarkably more after certain level

of load and uncertainty(instead of a straight line) variation. Hence sensitivity of reliability index is

widely varying depending on the uncertainty and parametric values. Hence extrapolating of reliability

index without knowing its variation is dangerous.

Future Scope of Work: To incorporate different types of uncertainty

Application on realistic structures, e.g. building frame under seismic excitation.

REFERENCES

[1]Allen, J. K., Krishnamachari, R. S., Masseta, J., Pearce, D., Rigby, D., and Mistree, F. (1992). Fuzzy

Compromise: An Effective Way to Solve Hierarchical Design Problems.Structural Optimization, 4, 115-120.

[2]Akgl, F., and Frangopol, D. M. (2003). Rating and reliability of existing bridges in a network.J. Bridge

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[3]Akgl, F., and Frangopol, D. M. (2004). Computational platform for predicting lifetime system reliability

profiles for different structure types in a network,J. Comput. Civ. Eng., 18(2), 92104

[4]Bommer, J. J., and Mendis, R.(2005). Scaling of spectral displacement ordinates with damping ratios.

Earthquake Eng. Struct. Dyn., 34(2), 145165.

[5]Chan, C. M., and Zou, X. K. (2004). Elastic and inelastic drift performance optimization for reinforced

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Structural Dynamics, and Materials Conference and Exhibit, St. Louis, MO, 2860-2874.

[9]Das, P. C. (1999). Prioritization of bridge maintenance needs.Case studies in optimal design and

maintenance planning of civil infrastructure systems, D. M. Frangopol, ed., ASCE, Reston, Va., 2644.

[10]Elseifi, M., A., Gurdal, Z., and Nikolaidis, E. (1999). Convex and Probabilistic Models of Uncertainties in

Geometric Imperfections of Stiffened Composite Panels. AIAA Journal, 37(4), 468-474.

[11]French, S. (1986). Decision theory: An introduction to the Mathematics of Rationality, Ellis Horwood Ltd.,

Chichester.

[12]Frangopol, D. M. (1997). Application of life-cycle risk-based criteria to bridge assessment and design.

Safety of bridges, P. C. Das, ed., Thomas Telford, London, 151157.

[13]Frangopol, D. M. (1999). Chapter 9: Life-cycle cost analysis for bridges.Bridge safety and reliability, D.

M. Frangopol, ed., ASCE, Reston, Va., 210236.

[14]Giles, R. (1982). Foundations for a Theory of Possibility. Fuzzy Information and Decision Processes,

North-Holland.

[15]Gao, X. W., and Bao, A. B. (1985). Probabilistic model and its statistical parameters for seismic load.

Earthquake Eng. Eng. Vibration, 5(1), 1322.

[16]Klir, G. J., and Yuan, B. (1995). "Fuzzy Sets and Fuzzy Logic-Theory and Applications", Prentice Hall,

Upper Saddle River.

[17]Li, G. _1998_. Reliability and performance based optimal design for seismic high-rising structures.

Ph.D. dissertation, Dalian Univ. of Technology, China.

[18]Lee, S. H., Min, K. W., Hwang, J. S., and Kim, J. (2004). Evaluation of equivalent damping ratio of a

structure with added dampers.Eng. Struct., 26(3), 335346.

[19]Maglaras, G., Nikolaidis, E., Haftka, R. T., and Cudney, H. H. (1997). Analytical-Experimental

Comparison of Probabilistic Methods and Fuzzy-Set based Methods for Designing under Uncertainty.

Structural Optimization, 13(2-3), 69-80.

[20]Maglaras, G., Ponslet, P., Haftka, R. T., Nikolaidis, E., Sensharma, P., and Cudney, H. H. (1996).

Analytical and Experimental Comparison of Probabilistic and Deterministic Optimization. AIAA Journal,

34(7), 1512-1518.

[21]Nikolaidis, E., Chen, Q., and Cudney, H. (1999). Comparison of Bayesian and Possibility-based Methods

for Design Under Uncertainty. 13th ASCEEngineering Mechanics Division Conference, ASCE, Baltimore,

Maryland.

International Journal of Advances in Engineering & Technology, June, 2017.

IJAET ISSN: 22311963

[22]Nikolaidis, E., Hernandez, R. R., and Maglaras, G. (1995) Comparison of Methods for Reliability

Assessment under Incomplete Information.AIAA/ ASME/ ASCE/ AHS/ ASC, 36th Structures, Structural

Dynamics and Materials Conference, 1346-1353.

[23]Structural Engineers Association of California (SEAOC). (1995). Vision 2000, "performance based seismic

engineering of buildings". Part 2: Conceptual framework, Sacramento, Calif.

[24]Thoft-Christensen, P., Jensen, F. M., Middleton, C. R., and Blackmore, A. (1997). Assessment of the

reliability of concrete slab bridges. Reliabilityand optimization of structural systems", D. M. Frangopol, R. B.

[25]Wen, Y. K., and Kang, Y. J. (2001). Minimum building life-cycle cost design criteria. I: Methodology. J.

Struct. Eng., 127(3), 330337.

[26]Zou, X. K., and Chan, C. M. (2005a). An optimal resizing technique for seismic drift design of concrete

buildings subjected to response spectrum and time history loadings.Comput. Struct., 83, 16891704.

BISWAJIT BARMAN, was born in MALDA, West Bengal, India ,in the Year. 8th January

1964. Passed BE(Civil Engg.) from Jalpaiguri Govt. Engg. College, Jalpaiguri under the

University of North Bengal in 1989. And passed ME(in Structure) from BESU, Shibpur,

Howrahin the year 2008 Presently I am working as an Asst. Prof. in CE Dept. at MCET,

Berhampur, Murshidabad West Bengal, India and try to complete my Ph. D. Work from NIT

Durgapur.

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