1.

Introduction - Overview of STRUREL

The necessity to analyse and to verify probabilistically the reliability of technical

components and systems has evolved in several areas such as offshore and marine
engineering, nuclear and aerospace engineering and in the wide field of civil engineering.
A reliability question always arises if there is some random demand on a random
capacity of a system and where demand and capacity depend on a number of random
variables or random processes. The same concepts are applicable when designing
service systems, in econometrics and in many other fields. The program system
STRUREL has been developed to perform the computational tasks in a user friendly
environment based on the most recent theoretical findings. It originated from applications
in structural reliability but can be interpreted as a general uncertainty manipulator and,
thus, is applicable in many fields.

STRUREL consists of several independent but highly interrelated programs which are:

STATREL: A module for the reliability-oriented statistical analysis of data including

simulation and analysis of time series
COMREL: A module for time-invariant and time variant reliability analysis of components
with many alternative analysis methods
SYSREL: A module for the reliability analysis of systems
PERMAS-RA: A module combining COMREL with the FE-code PERMAS (by Intes
GmbH)

All programs have a user friendly graphical interface on PC´s. The graphical user
interface includes a rich HELP facility not only for operating the programs but also on
theoretical concepts. The user can work either with a Symbolic Processor to formulate
his problem or can write a Fortran program and compile and link it with the reliability
algorithms.

2. How STRUREL Programs Work Together

General

The STRUREL software covers the preparatory steps, all computational tasks and many
post processing options in technical reliability, decision making under uncertainty and
statistical analysis. The programs have applications in structural engineering and code
making, in the nuclear power plant, offshore, ship and aerospace industry, in hydrology,
operations research, financial planning and statistics.

Input to the STRUREL programs is rather short in terms of failure criteria and stochastic
models for the basic random variables. Fully interactive input and a rich online help
function facilitate setting up the input data. The programs come with a rich set of
examples and an exhaustive technical reference in the printed manuals.

The STRUREL programs provide short and clear result files but in case of problems a
detailed error traceback can be generated. From parameter studies one can compute
and plot failure probability, reliability, partial safety factors, hazard functions, expected
cost and, of course, various sensitivity measures. Report writing is fast and simple by
versatile formatting, export and print options like export to Clipboard or write to *.wmf,
*.bmp files. True Type Fonts are used throughout all plots.

STATREL
The first module in the sequence of the STRUREL system is STATREL for the statistical
analysis of data. For all models included in other STRUREL modules STATREL performs
parameter estimation by different methods, confidence interval and quantile estimation
as well as hypothesis testing including tests for sample validity, distribution functions and
parameters. STATREL also provides rich facilities for simulation and analysis of random
processes. Import of data from spreadsheet programs like Excel and export of stochastic
models to COMREL and SYSREL is possible.

COMREL
Both the time invariant COMREL-TI and the time variant COMREL-TV for componental
reliability analysis can deal with arbitrary dependence structures in the stochastic model
(Rosenblatt-, Hermite and Nataf-models). The full set of stochastic models offered by
STATREL is supported (44 models) and can be inputted either in parameter form or in
terms of the first two moments and additional parameters if necessary.

In COMREL-TI and COMREL-TV several failure criteria can be defined in one job and be
analysed one after another in one job. For larger sets of failure criteria one may use
predefined 'Archives' of stochastic models and state functions connected to predefined
'Reliability Processors'.

SYSREL
System reliability evaluation with multiple failure criteria is covered by SYSREL. System
modelling includes not only the representation by a (minimal) set of parallel systems in
series but also the important case of conditional events (observations). The features for
stochastic modelling are the same as in COMREL. The interface to the failure criteria is
essentially the same as in COMREL making it straightforward to check the failure criteria
individually in COMREL before using them in a system reliability analysis.
3. Short Description of Reliability Theory of STRUREL Programs

3.1. Time-Invariant Component Reliability

COMREL-TI is designed to solve numerically the following problem. Let X=(X1,....,Xn)T

be a vector of random variables with joint distribution function FX(x) and g(x) a state
(performance) function or failure function such that g(x) > 0 denotes the safe state, g(x) =
0 the limit state and g(x) <= 0 the failure state. g(x) = 0 will also be denoted by failure
surface. The failure probability then is

where the second formulation is valid if the probability density exists. The simplest
problem of this kind is when failure occurs if a demand S on a system exceeds its
capacity R. Then, the performance or state function is given by g(x) = r - s. If capacity
and/or demand are random the probability of failure simply is a volume integral extended
over the failure domain. This formulation does not only apply to structures but has many
other applications, for example, in hydrology, mathematical statistics, control theory,
econometrics and financial planning. Especially for large n and complex state function an
exact evaluation by numerical integration can require considerable computational effort.
Therefore, some special methods have been devised which can do the integration
efficiently. These are FORM, SORM and various sampling techniques.

3.2. Time-Variant Component Reliability

Time-variant reliability is much more difficult to compute than time-invariant component

reliability. Note that one is hardly interested in the time dependent failure probability
function Pf(t) where t is treated as a parameter but in quantities like the probability of first
passage into the failure domain, the total duration of exceedances into the failure
domain, the duration of individual exceedances and other related criteria. The quantity

will rather be denoted by non-availability so that A(t) = 1 - N(t) is the availability. Both
quantities are easily determined.
COMREL-TI can handle criteria of the first mentioned type. In principle, the basic
formulation then is

where T is the random time of exit into the failure domain and [0,t] is the considered time
interval. If the component does not fail at time tau = 0 failure occurs at a random time
and the distribution function of T must be known. Unfortunately, this is rarely the case.
Exceptions are the failure times of non-structural components (electronical or other)
where often rich statistical material is available. Then it is also possible to use time-
invariant reliability analysis by COMREL-TI because the limit state function then simply is
g(x) = T - t < 0. In all other cases T must be inferred from the characteristics of the
random processes affecting the performance of the component. T must be considered as
a first passage time, i.e. is the time where the component enters the failure domain for
the first time given that the component was in the safe state at time tau = 0. Exact first
passage time distributions are known for only very few types of processes which
generally are of little practical interest.

In COMREL-TV the so-called outcrossing approach is implemented for the determination

of the probability of first passage failure. As in time-invariant component reliability there
exists a state function depending on random vectors and on random process variables.
More specifically, COMREL-TV distinguishes between three types of variables:

R is a vector of random variables as in time-invariant reliability. Its distribution

parameters can be deterministic functions of time. This vector is used to model
resistance variables. The most important characteristics of this type of variable is that
they are non-ergodic.

Q is a vector of stationary and ergodic sequences. Usually, it is used to model long term
variations in time (traffic states, sea states, wind velocity regimes, etc.). Quite in general
these variables determine the fluctuating parameters of the random process variables
described next.

S is a vector of (sufficiently mixing) not necessarily stationary random process variables

whose parameters can depend on Q and/or R. The vector S is further subdivided into a
vector J of rectangular wave renewal processes and a vector D of differentiable
procceses (Gaussian and non-Gaussian).

The safe state of the component is defined for g(r,q,s(t),t) > 0, the limit state for
g(r,q,s(t),t) = 0 and the failure state for g(r,q,s(t),t) <= 0 , respectively. Note that the state
function can contain time as a parameter, too. A rate of outcrossings into the failure
domain conditional on q and r can be defined.

F denotes the failure domain {g(s(t),t/r,q) <= 0}. In order to exist it is necessary that the
limiting operation can be performed. This excludes certain processes which fluctuate too
rapidly in time. Further, in a small time interval there is at most one crossing. The
probability of more than one crossing is negligible small. Then the process of crossings is
called a regular point process.
The mean number of crossings in the time interval [t1,t2] conditional on q and r can be
determined from

Thus, the outcrossing rates are additive for a regular process. Then, it has been shown
that an upper bound to the conditional failure probability is (Bolotin, 1981)

If further the process is strongly mixing it holds asymptotically for (Cramer/Leadbetter,

1967):

The conditions can be removed by integration. Whereas the expectation operation with
respect to the condition on q can be performed inside the exponent by making use of the
ergodicity property of Q it cannot be done with respect to the R-variables.

Schall et al. (1991) showed that for the upper bound solution

These are the basic formulae for time-variant component reliability. COMREL-TV offers
for the general case upper bound solution together with a not always close lower bound
solution. In most cases Pf(t1) is negligible small. It will always be calculated if the upper
bound solution is chosen. For the upper bound solution R-variables are treated like Q-
variables. For all computations a probability distribution transformation into standard
space as in time-invariant reliability will be performed. The outcrossing approach cannot
be improved easily (Engelund et al. 1995).

3.3. Time-Invariant System Reliability

Quite generally, a system in the reliability sense is a system where the failure event is
given as a union or intersection or combinations thereof of componental failure events.
One distinguishes basic types of systems depending on the logical structure. In a parallel
system the system failure event is the intersection of the componential events. In a
series system the system failure event is the union of the componential events. Both
types of elementary systems can be combined to form either parallel systems in series or
series systems in parallel. In SYSREL systems must be given in terms of minimal unions
of intersections, i.e. by

Fsys is the system failure event while Fij = {gij(x) <= 0} denotes the j-th failure event in
the i-th intersection of the system. Other representations must be converted into Uni
representations outside SYSREL. Whether this is a minimal cut set is tested to some
extent in SYSREL but you must take care by yourself that your representation is a valid
representation.
A system representation is also used for computing conditional probabilities, for example
in

where B is some conditioning event.

Evaluation of system failure probabilities in SYSREL is based on FORM/SORM

concepts. See Hohenbichler et.al., 1987, in literature for details.