Nuclear Engineering and Design 75 (1982) 179-189 179

North-Holland Publishing Company

COMBINED DYNAMIC EFFECTS OF CORRELATED LOAD PROCESSES *

Yi-Kwei WEN a n d H o w a r d T. P E A R C E
Professor and Research Assistant, respectively, University of lllinois at Urbana, IL 61801, USA

Received 15 February 1983

A large number of loadings on structures, particularly nuclear structures, are random and dynamic in nature and may be
generated from common or related sources (e.g., storms, earthquakes, and accidents). The combination of load effects which
may be nonlinear, dynamic and statistically dependent is therefore an important issue in the assessment of safety and
performance of a nuclear structure over its lifetime. This paper summarizes the latest developments in this area with emphasis
on the versatile method of analysis based on a consideration of load coincidence. The validity and accuracy of this method is
established by comparison with other methods and Monte Carlo simulations. Parametric studies are carried out and effects of
dynamic response and load dependencies are examined. The accuracies of some of load combination rules are also studied and
ranges of validity of each rule are identified such that some risk-consistency can be achieved if such rules are to be used.

1. Introduction of the structure. In the following, a brief account of the

Most loadings o n structures fluctuate in time a n d
space and are stochastic in nature. In view of the
uncertainties involved, the satisfactory p e r f o r m a n c e of a
structure can be assured only in terms of the probability
of prescribed limit states not being exceeded over its
lifetime u n d e r all loadings, including the possible com-
b i n e d actions of different loads. This ' l o a d c o m b i n a -
tion' p r o b l e m has been traditionally handled o n an
empirical a n d j u d g e m e n t a l basis. Recently, researchers
b e g a n to re-examine this p r o b l e m more rigorously by
treating the time varying loads a n d load effects as
r a n d o m processes rather t h a n as r a n d o m variables or
deterministic quantities. Most probabilistic studies of
the load c o m b i n a t i o n p r o b l e m have been concentrating
o n the linear c o m b i n a t i o n of i n d e p e n d e n t static loads
a n d load effects.
As m a n y loadings capable of causing adverse effects
in a nuclear structure are d y n a m i c a n d m a y be corre-
lated in occurrence time, d u r a t i o n a n d intensity; also
the structural response m a y well be in the n o n l i n e a r
range, a methodology is clearly needed to include these
factors into consideration in the evaluation of the safety
* Full text of invited session lecture of the 7th International
Conference on Structural Mechanics in Reactor Technology,
Chicago, Illinois, USA, August 22-26, 1983.
latest developments of such a methodology is given
including (1) modeling of micro- a n d macro-scale time
varying r a n d o m loads a n d load effects, (2) load coinci-
dence m e t h o d for linear a n d nonlinear combinations,
(3) modeling a n d effects of load dependencies, a n d (4)
errors in load c o m b i n a t i o n rules currently in use.
2. Modeling of micro- and macro-scale time varying load
effects
Time varying loads can be described in terms of their
scales of fluctuation being in the vicinity of the natural
periods of the structure (micro-scale) or m u c h larger
(macro-scale), or both. While live load, snow load, etc.
vary primarily with a macro-scale; wind, wave, earth-
quake loads, etc., in addition have i m p o r t a n t micro-scale
variation causing significant d y n a m i c effects. A simple
a n d flexible model for macro-time variabilities is the
pulse process in which the loading is characterized by a
r a n d o m occurrence time, r a n d o m d u r a t i o n and inten-
sity. The shape of the pulse can be determined in
accordance with the intensity variation within each oc-
currence. Most load modelers assume these parameters
to be statistically independent. In this case, the process
c a n be specified by an occurrence rate A, m e a n d u r a t i o n
/~d a n d a r a n d o m intensity; e.g., W e n [1], Larrabee a n d
Cornell [2]. Sample functions of rectangular pulse pro-

0029-5493/83/$03.00 © 1983 N o r t h - H o l l a n d
180 Y.K. Wen, H.T. Pearce / Combined dynamic effects of correlated load processes

S I (t) Wen [4]. When, in addition, the within-occurrence mi-

~Ixl H d, I'-
=.
S I "OJ~ X2/~d2- I
I auto-covariance function (or power spectral density
$2 (t}I i function) and probability structure (e.g., Gaussian). Such
,r-r o
Fig. 1. Poisson pulse process for macro-scale load effect varia-
bilities.
cess are shown in fig. 1. Note that ~k/.td indicates how
often the process is " o n " , e.g., X~d = 1 corresponds to a
square wave whereas h ~ d = 0 ( ~ =g: 0) gives a spike pro-
cess. However, this restriction can be relaxed, i.e., occur-
rence times may be correlated within each load as well
as between loads, and the same is true for duration and
intensity. The modeling and effect of such dependencies
has been studied extensively by Wen and Pearce [3] and
cro-scale variabil'ity is also important, it can be modeled
by a continuous random process conditional on a given
set of the macro-time parameters described in the pulse
process. The micro-scale random process is char-
ii ...........
acterized by its usual descriptors such as mean function,
a composite random process is referred to hereafter as
'intermittent continuous process (I.C.P.)'. Sample func-
tions are shown in fig. 2. Note that the within occur-
rence mean value corresponds to the intensity in the
pulse process.
A quantity of interest is the maximum value R over a
time period T. If the occurrence of the event (storm,
earthquake, accident loading, etc.), is modeled by a
Poisson process, one can show that the probability
distribution of R is
FR(r)=exp(-)~T[1- Fxm(r)]) (1)
in which X m = the within-occurrence maximum value.
For pulse processes, X m = the height of the pulse; for
I.C.P.'s if the within-occurrence process is assumed to
be a piece-wise stationary Gaussian process from ran-
dom vibration theory and based on a Poisson level
crossing assumption, one obtains

Sl(t) L ~

(2)
in which/~x, °x and r are mean response, r.m.s, response
o, x Occurrence Time Point Process and apparent frequency, conditional on the excitation
sz( t ) intensity Y = y . Note that the excitation intensity varies
from pulse to pulse and is treated as a random variable,
e.g., the maximum mean wind velocity in a storm, the
maximum ground acceleration in an earthquake.

3. Load Coincidence (L.C.) method

_ ~ } ~ . ~ x ( t ) , Sxx ((~) When time-varying load effects are combined, the

~ contribution from the part that the process coincide

plays a significant role in the probability of maximum
load effects. A method with a consideration of this
coincidence effect has been developed for linear combi-
nation of independent processes [1] and extended to
I_
i- ", [~d] _1
-i nonlinear combination as well as combination of dy-
Fig. 2. Intermittent Continuous Process (I.C.P.) model for namic and dependent load effects, e.g., details can be
macro- and micro-scale load effect variabilities. found in Pearce and Wen [5].
 Y.K. Wen, H.T. Pearce / Combined dynamic effects of correlated load processes
3.1. Linear combination
For linear combination of two random load effects,
the lifetime combined maximum R m, has the following
distribution function,
FR.,( r ) = exp[ -A,TF~,( r) - ~2TF~2( r ) - hl2TF~q2( r) ]
(3)
in which F~., = 1 - Fx. The first two terms are contribu-
tions from individual process (eqs. (1) and (2)). The
third term is the contribution from the coincidence of
events, and A]2 ~-'/~lX2(~d, +~d2) , the mean rate of
coincidence. For rectangular pulse processes, Xl2 = X l
+ X2; for I.C.P.'s
F:,2(r)
X fr, ( Y, )fv2( Y2)d y,d y2, (4)
in which ul2, #x,2 and Ox,2 are respectively the apparent
frequency, mean response and r.m.s, response of the
combined process given the coincidence and the excita-
tion intensities being Y1 =Yl and Y2 =Y2. Eqs. (2) and
(4) can be modified to include the within-occurrence
intensity variation with time. /~d,~= the mean duration
of the coincidence of two loads• = I~a,t*d2/(l~d, + /~d2)"
For combination of multi-(n) load effects,
FRm(r)-~ e x p { - [ ~i=l ~iF~c'(r)+i=lj=i+l
~ ~ ~°F~":(r)
i=l j=i+l k=j+]
I
(5)
in which X,j = mean rate of coincidence of load S,(t)
and Sj(t), tUk = mean rate of coincidenceof load Si(t),
~ ( t ) and Sk(t ), e t c . = % i ) k j A k ( ~ c l i ~ d : - [ - ] / d : ~ d k +
l~dlXa,) F;~ J r ) = conditional probability of r being ex-
ceeded given the coincidence of Si(t ) and ~ ( t ) , and
• .- , etc.
A major advantage of the L.C. method is the simplic-
ity in its formulation and required calculation. Also, it
can be easily extended to consider the effect of load
dependencies and nonlinear combination.
The accuracy of the L.C. method for pulse processes
has been established by comparison with other methods
and extensive Monte Carlo simulations. For I.C.P.'s, the
181
accuracy depends mainly on those of eqs. (2) and (4)• It
is found that the errors introduced by using the simple
Poisson approximation in eqs. (2) and (4) are quite
insignificant because of the usually much larger macro-
scale uncertainties [5], and in the study of structural
safety only high threshold levels are of concern. Eq. (5)
generally gives good, conservative results.
A method based on the upcrossing rate (U.R.) has
also been proposed for Poisson pulse processes by Lar-
rabee and Cornell [2] and for the combination of I.C.P.'s
by Winterstein [6] and Shinozuka and Tan [7]. The
accuracies of these two methods have been compared
for Poisson rectangular and triangular pulse processes
for a wide range of load parameters and no appreciable
differences were found. For combination of I.C.P.'s, one
can show that the two methods coincide as r--* 0o.
However, for finite r, long T and long occurrence or
coincidence durations (e.g., hours instead of seconds),
the U.R. method has a tendency to give unduly con-
servative results. This is due to the fact that in the L C .
method, through eqs. (2) and (4), failure (upcrossings) is
counted at most once in each occurrence (pulse), where
in a U.R. method they may be counted a large n u m b e r
of times even at very high threshold levels• The dif-
ference is specially important when the variation of
Threshold r
3 4 5 6
15'
~6 3
-- -- CROSSING RATE ~ k<~
..... sRss \\
----- TR \
X;,o0 T 5, sots \ \
A/~ = 0.0027 \
16 6 A 2 /yr
Fig. 3. Comparison of probabilities of lifetime maximum com-
bined response being exceeded.
182 Y.K. Wen, H.T. Pearce / Combined dynamic effects of corre&ted load processes
intensity from occurrence to occurrence is taken into
consideration. A comparison of the results for such a
case based on these two methods is shown in fig. 3. The
method has been recently modified to correct some of
the preceding shortcomings by Cornell and Winterstein
t81.
3.2. Nonlinear combination
Nonlinear combination of load effects arises when
the limit state function of a linear structure is nonlinear
(e.g., failure of a beam-column) and where the structure
response becomes nonlinear (e.g., plastic collapse of a
structure frame). In either case, the performance func-
tion (or failure surface) is nonlinear, and the reliability
problem in general cannot be easily formulated as the
resistance exceeded by the maximum combined load
effects as in the linear combination.
A method which is analogous to the First Order
approximation for the time invariant problems by
Rackwitz [9] is to linearize the failure surface at the
point where the mean crossing rate out of the tangent
plane by the vector load effect process reaches a sta-
tionary value as indicated in Pearce and Wen [5]. A
more practical and computationally more efficient ap-
proach is to generalize the load coincidence method,
since the nonlinearity of the problem does not affect the
time domain behavior of the processes, hence the coinci-
dence analysis remains valid. The probability that a
nonlinear limit-state E being exceeded in (0, t) is
P(E,t)-- 1-exp {["
- Y')~,P,+
i=1 i=l i=.i-~ I
X,jP, j
q"LE E~kijkPijk~-... IT).
i=l j=i4l k=j+l
in which P~ = conditional probability of limit state E
being exceeded given the occurrence of Si(t ), Pu and
P, jk are the corresponding conditional probabilities given
the coincidence of Si(t ) and Sj(t), and S;(t), Sj(t) and
Sk(t ). This formulation can be applied with ease to a
large class of nonlinear combinations according to the
nature of load and structural behavior. Such a classifica-
tion of combination is shown in table 1.
Categories (1) and (4) have been treated in the
foregoing. For categories (2) and (3), when only a single
failure has to be considered the advance first order
second moment [9] is most appropriate for evaluation of
the conditional probability, since given the coincidence
the problem reduces to that of the classical reliability
Table 1
Classification of combination of load effects
Load type a Structure Limit state
response
Static Linear ~ Linear (l)
(macro-scale) Nonlinear (2)
Nonlinear - - Nonlinear (3)
Dynamic Linear ~ Linear (4)
(macro- and Nonlinear (5)
micro-scale) Nonlinear - - Nonlinear (6)
'~ Scale of fluctuation with time with respect to the fundamen-
tal natural period of the structure.
analysis. When there are a large number of failure
modes, such as the static plastic collapse problem, one
can use a probability network (PNET) method by Ang
and Ma [10] or a bounding technique to find approxi-
mate solutions or bound to P;] and P,j~, etc. For
category (5), since the system is still linear, the re-
sponses can be modeled, at least approximately, as the
components of a Gaussian vector process, methods by
Veneziano et al. [11] can be used for this purpose. When
the structural response is both dynamic and nonlinear
(and inelastic for most structures), category (6), meth-
ods based on a linearization of the structural system,
e.g., Baber and Wen [12] appear to be most tractable. In
short, such a formulation utilizing the most efficient
method for evaluation of the conditional probabilities is
synthetic in nature and versatile.
The analytical bases of eq. 6 are (1) the failure rate is
the sum of failure rates under individual and combined
loads which are equal to occurrence (or coincidence)
(6) rate multiplied by the conditional probabilities of failure
(using the frequency interpretation of probability) and
(2) the failure events are statistically independent. The
second condition gives generally conservative results
since the failure events often are correlated through
common structural resistance (from occurrence to oc-
currence of load), permanent or infrequently changed
loadings. Such dependencies cause a lower failure prob-
ability compared with the case when independence is
assumed.
Comparison of the L.C. method with other methods
and Monte Carlo simulations indicates that as long as
the coincidence term is accurately calculated, the accu-
racy would generally be satisfactory. For example, the
accuracy of the outcrossing (failure) rate using eq. (6) of
a 2-D vector Poisson pulse processes from a circular
 Y.K. Wen, H.T. Pearce / Combined dynamic effects of correlated load processes
kl/k 2
0 2 4 6
i i
I - - Exact
. . . . L.C.
=0.1
16'
0.5-
o.I-
10-4~ / ~ Sl' S2
Fig. 4. Accuracy of load coincidence method for nonlinear
combination.
safe domain by the L.C. method is shown in fig. 4.
Similar results were found in a study of lifetime plastic
collapse probability in Wen [13] where the safe domain
is a polygon.
4. Modeling and effects of load dependencies
The L.C. method has been generalized to include the
dependencies between load parameters into considera-
tion for pulse processes [3,4]. The same approach is used
here for the combination of dependent I.C.P., i.e., the
macro-time parameters (occurrence time, duration and
intensity) are modeled as correlated random variables.
The within-occurrence r.m.s, intensity is assumed to be
proportional to the intensity random variable (e.g., Y~in
eq. (4)). Examples are the r.m.s, fluctuation of wind
velocity being approximately proportional to the mean
wind in a storm and the r.m.s, acceleration to the
maximum acceleration in an earthquake. The micro-
scale variabilities, therefore, are also correlated in an
indirect way. It is a reasonable model for the real
physical process. Details of the model and analysis
procedures can be found in ref. [5]. The features of the
183
analytical models and the findings are summarized in
the following.
r=2
Probabilities of lifetime maximum combined re-
sponse for the dependent and independent cases are
compared. The structural parameters are: natural
frequency ~0 = 3 r a d / s , damping ratio ~"= 0.05. The
within-occurrence load intensity is assumed to be Gaus-
sian with a coefficient of variation = 0.3. The time period
r=3 considered is 50 years. The dependencies are described
in terms of whether they are within or between loads.
To examine the effect of each type of dependence
individually, when one load parameter is considered to
be dependent, the other parameters are assumed to be
independent.
,:4
4.1. Within-load dependencies
Loads under combination are assumed to be statisti-
cally independent of one another, but, occurrence, in-
tensity and duration within each load may be corre-
lated.
4.1.1. Dependence between intensity and duration
For example, storms with longer duration usually
have higher intensity, therefore, these two parameters
may be correlated within each load. The occurrence
times are assumed to be statistically independent, i.e.,
modeled by Poisson processes, therefore the occurrence
and coincidence rates in eq. (5) remain unchanged.
However, a longer duration causes a higher coincidence
rate and at the same time a higher probability of maxi-
m u m response since the load intensity is more likely to
be higher. Therefore, ;kij and Fx," cannot be separated,
also terms F~(, and F~,j will be affected by the correla-
tion since the maximum dynamic response increases
with duration. These interdependencies of the load
parameters can be easily included in the L.C. method.
For example, eq. (2) is replaced by a double integration
over the intensity and duration. The coincidence term in
eq. (3) is replaced by
~klX2~lldl [ l -fo~L(rlYl)Mtfr,(yl)dyl]
+XlX2Fd2(l - fo~L(rly2)M2fr2(y2)dy2], (7)
in which
L ( r l y , ) = fo g S(rlyl,y2)fr2(y2)dy2, (8)
where S(r I Yl, Y2) = probability distribution of the max-
184 Y.K. Wen, H.T. Pearce / Combined dynamic effects of correlated load processes

imum response given Yl and Y2 (see eq. (4)) and

°o, ( Yl - t~Y, ]
m 1 = 1 + PD,,Y~-- - - " (9) 0.999
or, \ oy~ !
//
,/
p = 0,99

• • •, etc.
The duration D and excitation intensity Y are as-
0.995
sumed to be bivariate normal and po, v = correlation
coefficient. The results of comparison with the indepen-
0.99
dent case (PD.Y = 0) are shown in figs. 5 to 7. It is seen
that this correlation causes a higher maximum com- 0,98
bined response. However, the difference is small enough
that it would not significantly affect any design deci-
0.95
sion.

0.9
4.1.2. Occurrence dependence (clustering)
A c o m m o n phenomenon of occurrence dependence
0.8
is clustering; examples are main and after shocks of
0.7 / w : .0
earthquake, a large number of tornadoes spawned by a
single storm and a sequence of S R V loads, etc. In ref.
0.6
~,////// ,/ V. : 000137
O.S
1/ - - INOEPENDENT
[3], such dependence in occurrence time for static re- 0.4 !i :iill .........
0.3
0.2
0.1
0.05

0.01

0.99g 3.0 4.0 5.0 6.0

Fig. 6. Effect of dependencies in intensity and duration on

probability of combined dynamic response (X/Ld = 0.0027).

0.9!
sponse is modeled by a point process with clusters of
0.98 random length; within each cluster the occurrence fol-

0.95
// lows a Poisson law. Comparisons of results with inde-
pendent occurrence time indicated that the overall ef-
fect of clustering can be described as only moderate and
it causes lower lifetime combined maximum• Since the
i,J=3.0 within-occurrence dynamic response is not affected by
X =0.5
0.8 I~ : 0 . 0 0 0 3 4 2 the occurrence time. The conclusion would hold for the
- - - - INDEPENDENT
dynamic case as well.
0.7

0.6 / .

. .
.

.
-

.
.

. .
.

. .
WITHIN
BETWEEN
LOAD dNTENS[TY

LOAD I~TENSITY

DURATION . INTENSI Ty D E P E NOE NCE

4.1.3. Intensity dependence
0.5
OA Certain types of pressure transients caused by dis-
0.3
charge of a relief valve due to buildup of pressure may
0.2
0.1
exhibit intensity dependence from occurrence to occur-
0.05

001
/, rence.
This dependence between load pulses in a single
process is achieved by imbedding a Gauss Markov
3.0 4.0 50
sequence in the renewal pulse process. The value of the
Fig. 5. Effect of dependencies in intensity and duration on mean component of one pulse is dependent on the value
probability of combined dynamic response (h/~ d = 0.00017). of the mean of the previous pulse as follows:
 Y.K. Wen, H.T. Pearce / Combined dynamic effects of correlated load processes 185

/,/ where S(rWyl) is the probability that maximum re-

sponse is less than r given that the load intensity is Yl

//i0!0.99
0.999
(see eq. (2)), etc. The joint density fy2y,(Y2' Y l) is derived
from the product of a conditional density and a margi-
nal density. The conditional density is obtained from
the relationship given in eq. (10). Considering the Pois-
son character of the occurrence of load pulses, the
0.995
//' probability the maximum of a single process not exceed-
0.99
ing a threshold r in T years is approximately given by
[3]:
0.98

P(R l <r)- Fz'(r) exp[-•lT(1-L(Z2lZ,))].

0.95 / ,!,, / 0=099 - L(Zzl Z,)
(14)
0.9
The coincident pulse sequence is also treated as
0.8 Markovian and an equivalent one-step correlation coef-
ficient is used. The probability distribution of the maxi-
0.7

0.6
m u m of the coincidence part can be derived in a similar
0.5 manner. The results are then combined to obtain the
0.4 // ~ = 0.0027 overall lifetime maximum probabilty [5].
0.3
For correlation coefficients less than 0.9 there is no
0.2
0.1 visible difference between the dependent and indepen-
0.05 dent cases. As the coefficient goes from 0.9 towards 1.0
0.01 the difference increases at low thresholds but the inde-
pendent case is always conservative. For perfect correla-
4,0 5,0 6.0 7.0
tion (p = 1.0) all the pulses in the process have the same
Fig. 7. Effect of dependencies in intensity and duration on static component and the exceedance probability is
probability of combined dynamic response (~/1 d = 0.022). greatly reduced at low thresholds (figs. 5 to 7).

4.2. Between load dependencies

Yk+, = PYk + ~11 _ p2 Vk"
Yk is the mean of the k th pulse in the process. Vk is an
i n d e p e n d e n t n o r m a l variate with E [ V k ] = E [ Y ]
V/(1 - O ) / ( 1 + O) and ox = Oy. Note that the correla-
tion structure is completely specified by the coefficient
O; e.g., if P = 1 the process is perfectly correlated, i.e.,
all ~ ' s are equal. Let the maximum response in a single
pulse, the sum of the static and dynamic components,
be Z i for the ith pulse. Then the conditional probability
of Z 2 gives Z~ is
L ( Z 2 I Z , ) = P ( Z 2 < r I Z, < r) = F z z z , ( r , r ) / F z , ( r ) ,
in which
Fz,(r)= S(rly,)fy,(yl)dy 1,
F 2z,(r, =f f f f S(rly:)S(rly:)Iy ,(y:y,)dy2dy,,
(10)
Loads under consideration may be correlated with
one another in occurrence time or intensity.
4.2.1. Intensity dependence
Natural dynamic loads such as wind, wave and surge,
or wind and snow in a storm, may be quite correlated
for short times around their occurrence.
Times of arrival and load durations are independent
and intensity correlation is given by conditional auto-
and cross-correlation functions given that pulse
processes are 'on'. Intensities are sampled from a con-
tinuous vector process with correlation matrix
(ll)
R,,(,) R,2(,) ] (15)
(12)
R2,(,) R22(,)1
e.g., R l2 (~') = the cross-correlation function between the
processes, ~-= occurrence time lag. The within-load in-
tensity is accounted for approximately using the Gauss-
(13) Markov result given above with an equivalent correla-
186 Y.K. Wen, H.T Pearce / Combined dynamic effects of correlated load processes

tion coefficient a multivariate point process. Individually, each load (or

O, = [ R . ( 1 / X , ) - E2(y~)]/o2. (16)
Since the maxima of the individual processes are now
correlated, a Gumbel type B bivariate extreme value
distribution is utilized to find the distribution of the
combined noncoincident maximum [3].
For load durations much smaller than the cross-cor-
relation time, as will happen when coincidence occurs,
R I2 (1") is approximated by R I2 (0). The correlation coef-
ficient between the load intensities of the two processes
is given by
P(Y,, Y2) = [ R , 2 ( 0 ) -E[Yi]E[Y2]]/oY,°F2. (17)
Using eq. (17), with a knowledge of the distribution
of ,YI and Y2 (a bivariate Gaussian is used here) one can
obtain the conditional exceedance probability of the
maximum response given coincidence as
load effect) is modeled as a Poisson pulse process,
however, collectively, there is a clustering among loads
to reflect the physical processes by which these loadings
are generated.
In ref. [4] it was found that between load occurrence
clustering can cause a tremendous increase in the coin-
cidence rate, therefore would cause a large increase in
the probability of exceedance of the combined response.
This is illustrated by the combination of dynamic ef-
fects due to earthquake and SRV loads. The SRV load
may occur independently as pressure builds up in the
vessel or may be triggered by an earthquake with a
random delay (lag) time. The SRV load effects is ideal-
ized as an impulse response of random amplitude while
the earthquake is modeled as a Gaussian shot noise
(modulated white noise). The probability that an earth-
quake triggers an SRV load is Ps. For exponentially
distributed earthquake duration and SRV lag time one

F~2(r ) = forefore[ l - S(r[ yl, Y2)]fy, y2(yi, Y2)d YidY=,

(18) CLUSTERING ........... /

in which S(rlyl,yz)=probability of maximum re- INDEPENDENT

sponse given Yl and Y2 (see eq. (4)). The distribution of : 3.0 /
the maximum response due to the coincident process is : 0,05

X = 1 /YR /
FR,2(r) = exp[ - XtzTF?2 (r)]. (19) x~ = 4 /,,R /
I~, = 20.0 s
The maxima due to the noncoincident and the coinci- % : I0,0 s
dent parts of the combined process are then assumed
F's : 0.7 / /
independent to compute the overall maximum.
The results indicate that when I.C.P.'s are correlated
in intensity both within load and between loads, two /, J
//
/

counteracting effects can be seen. For extremely sparse

process (X#d << 1), the coincidence effect is negligible, // '/ /

the main effect is that of the within load correlation i ///

which causes a lower combined maximum at the medium //
and low levels (fig. 5); whereas when X/~d increases, the
coincidence term takes effect and the between load
//
• /
correlation becomes important, causing a much higher
exceedance probability, e.g., by a factor of 65 at high
// [-
thresholds (fig. 7). // 'oU,E -~wvv~vvVVV.......
/
4.2.2. Occurrence clustering among loads
SRV I
Examples are extreme wind, wave, snow, rain-on- ~/v~A
snow load and SRV or L O C A load triggered by earth-
quakes or accidents in nuclear structures. These load- L I I
ings may have different arrival times, intensities, but
may be clustered around a common point in time that 5.0 6,0 7.0
there is a much higher change of coincidence. Such Fig. 8. Effect of between load occurrence clustering on proba-
occurrence clusters are taken into consideration by using bility of combined earthquake and SRV load response.
 Y.K. Wen, 1-1.T. Pearce / Combined dynamic effects of correlated load processes 187

2 3 4 5 6 2 3 4 5
I ~ ~ " , ~~% - 1 I 1

',, "~\\ 'l - - L c

',\'\ w-mSRSS
,.°
~-~ SRSS
16' - ~ \ • . . . . TR I 0-I- - ~\ t . . . . TR
, Xp • 0.00017
\ \\ ~, .ooz2 =o " I0.0
~,, '~ **o -10.0
-2
161-- t"~*,~ , I0

163 _

IC J l J I ;6 5 l t I I
3 4 5 6 7 2 3 4 5 6
I L ~\ ~ , \ f i i "~ r-,,,, i [ r
\ N "\ LC • LC
\\
'°-"\ \\ ~ \ -----SRSS
,d'i
\ ~,
\\ -.-~Rss
~. .,. .T~
"\ • 0.00017
, \\ .o.,o \ , .50

- ,~,. \

163 --

"~ - I I I I
4 5 6 7 3 4 5 6 7
l\~ ~1 ~,, I I

\\ \ ~,,,.oooo,7
-, wo • 3.0
10-2 _ ,6' - \~ \

,6
•

-
'\ \\
\,\ ,
,o-,- 5::i!
X/= = 0.022
10-4 wo = 3.0 .>2 \\ ~.

io~ , , , s\~\~
\\ I~5 jJ I \~\\
' \\,,\, \,

Fig. 9. Error of load combination rule for dynamic effects.

188 Y.K. Wen, H.T. Pearce / Combined dynamic effects of correlated load processes
can show that the coincidence rate is
Xes = XeXs ( ~e _{_~ls) .+_X e p s ~e (20)
/~e + P~O '
in which h e, ),~ = occurrence rate of earthquake and
independent SRV load. /x¢, /~s and #0 are the mean
values of earthquake duration, SRV load duration and
SRV lag time. The first term is the coincidence due to
the independent SRV and the second term is that tri-
ggered by earthquakes, #e, /~s and ~0 are of the same
order of magnitude, i.e., seconds. Therefore, the second
term usually dominates. For example, for h e = l / y r ,
~s = 4 / y r , Ps = 0.1, /% = 20 s, /to = 10 s and /~s = 5 s,
Xe~ = 0.066/yr. If the dependence is not considered,
Xes = 2 × 1 0 - 6 / y r .
The conditional probability of a given threshold
being exceeded by the combined response given coinci-
dence can be evaluated analytically regarding the SRV
effect as time-dependent threshold. The probabilities of
lifetime maximum combined earthquake and SRV re-
sponse is compared in fig. 8. It is seen that the probabil-
ity of exceedance increases significantly due to occur-
rence dependence.
When both intensity and occurrence dependence ex-
ist between loads, the effects are multiplicative which
can cause a much higher probability of exceedance at
the high threshold levels.
5. Error of load combination rules
Simple rules for load combination are useful and
perhaps necessary in routine safety checking and code
formulation. However, since such rules are mostly judg-
ment-based, structures designed according to such pro-
cedures may not have the intended safety level. It is
therefore important to examine the accuracies of such
rules. This is done by comparing the probability of the
combined load effect implied by such rules with analyti-
cal results. For the combination of dynamic responses,
the rules examined here are the Square Root of the Sum
of the Squares (SRSS) and Turkstra's Rule (TR).
The popular SRSS rule for combination of modal
responses in structural dynamics has been suggested for
combination of loadings on nuclear structures, e.g., by
Mattu [14]. The maximum combined load effect is
calculated according to
Max[Sl(t ) + S2(t)] = ~+ R2 , (21)
in which S i l t ) are load effect processes and R~ are their
maximum value over a time period T.
Turkstra [15] suggested a simple method for combin-
ing loads, i.e.,
Max[ S~(t) + S z ( t ) ] ~ M a x [ R l + $2, R 2 + Sl] , (22)
in which S, are the arbitrary-point-in-time values. This
procedure has been used in recent code studies. See,
e.g., Ellingwood et al. [16]. In general, the accuracy of
the rule depends on load and structural system parame-
ters as well as probability level. Typical comparisons of
results are shown in fig. 9, for systems with various
natural frequencies and damping factor ~"= 0.05. The
load intensities are modeled by gamma variates with
/%. = 10 and or. = 0.3. The r.m.s, value of the dynamic
oscillation is proportional to the intensity. Because most
stochastic dynamic loadings are infrequent and brief,
only small values of X/% are considered. T = 50 yrs. It is
seen that the SRSS rule is generally very conservative,
perhaps too much so when X~d is very small (loads
which are extremely infrequent and brief). But, in gen-
eral, it gives comparatively better results than in the
static load effect combination [13]. The effect of chang-
ing natural frequency can be seen from the results. As
structural stiffness increases, SRSS is less conservative
and may become unconservative at low risk level, say
10 4. The TR, on the other hand, consistently gives a
lower bound estimate which is good only when ~'~d is
extremely small and does not seem sensitive to changes
in structural system parameters.
The conclusions given in the foregoing are valid for
combination of load or load effect processes which are
statistically independent of one another. For dependent
loads, as shown in the foregoing, inter-(between) load
dependencies may significantly increase the probability
of threshold level being exceeded by the combined load.
Since all load combination rules do not consider effects
of such dependencies, they would give results more on
the unconservative side when such dependencies exist.
6. Conclusions
The conclusions reached in this study are sum-
marized in the following
(1) The pulse process and intermittent continuous
process are efficient models for the macro- and micro-
scale variabilities of time varying loads and load effects.
They capture the essential features of most loadings and
structural responses including dependencies and yet al-
low tractable analytical treatments of the probabilistic
combination problem.
(2) The load coincidence method is well suited for
probabilistic combination of dynamic load effects, in-
 Y.K. Wen, 11. T. Pearce / Combined dynamic effects of correlated load processes
cluding nonlinear c o m b i n a t i o n a n d load effects which
m a y be correlated in occurrence time, d u r a t i o n and
intensity. Uses of m e a n d u r a t i o n a n d Poisson crossing
a s s u m p t i o n are f o u n d to be generally sufficiently accu-
rate a p p r o x i m a t i o n as far as the lifetime probability is
concerned.
(3) The effect of load dependencies or c o m b i n e d
d y n a m i c response in general follow the trends observed
for c o m b i n a t i o n of static load effects. The types of
correlation which need most scrutiny are the between
load intensity dependence, between load occurrence
clustering a n d to a lesser extent, duration-intensity cor-
relation. A c o m b i n a t i o n of these factors could have very
serious consequences.
(4) C u r r e n t rules for c o m b i n a t i o n of d y n a m i c re-
sponses are not satisfactory in terms of giving consistent
results for all probability levels a n d c o m b i n a t i o n s of
load type a n d structural parameters. A l t h o u g h the re-
sults are better t h a n in the static load effects case. The
inaccuracy is primarily due to their failure to properly
account for the coincidence effect which generally plays
a d o m i n a n t role at the low risk (or high response) levels.
Acknowledgment
This study is supported by N a t i o n a l Science F o u n d a -
tion u n d e r G r a n t N S F C E E 82-07590.
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