Professional Documents
Culture Documents
prepared by
Andrzej S. Nowak
Department of Civil and Environmental Engineering
University of Michigan
Ann Arbor, MI 48109-2125
nowak@umich.edu
Table of Contents
Acknowledgments 3
1. Introduction 4
4. Evaluation/Review Criteria 7
5. Evaluated/Reviewed Texts 8
List of References 21
2
Acknowledgments
The presented work was partially sponsored by the Structural Engineering Institute (SEI)
as a Special Project, which is gratefully acknowledged. The co-sponsoring SEI
committee is Safety of Buildings with Chairs Maria M. Szerszen and Sofia Diniz.
During the initial phase of work, a considerable help was obtained from Jeffery A.
Laman, Penn State University.
The literature review was conducted by current and former students at the University of
Michigan. Thanks are due to Artur Czarnecki for preparation of the tables with a
summary of the results.
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1. Introduction
Structural reliability and probabilistic methods have continued to develop a growing
importance in modern structural engineering curricula in the US and across the World.
They are currently used in the development of new generation design codes, evaluation
of existing structures and probability risk assessment. The volume of structural
reliability literature and texts has considerably increased, and continues to increase at a
rapid pace, therefore, there is a need to organize the available background material,
including text books, related books, journal papers, conference papers, reports, and
computer software. This report categorizes, summarizes, and reviews the textbooks
covering the reliability of structures, so as to make it available in a single resource.
The objective of this report has been to survey the available textbooks on reliability and
structural safety and to present the results in report format. The project has produced
information for a broad range of potential recipients who are seeking condensed
information on the topic to facilitate decisions for instructional as well as research
purposes. This report will be particularly beneficial to junior faculty in the preparation
of graduate and undergraduate courses in structural safety and reliability. Graduate
students and researchers will recognize this report as a valuable beginning for initial
literature reviews. Practicing engineers will also find this report to be a valuable
resource for self-study literature on the topics of structural safety and reliability-based
design.
1. Questionnaire to researchers working in the area of reliability. The inquiry form was
sent to researchers and institutions working in the reliability field. This allowed the
collection of information on past and current research projects and published material.
Personal contact was also used to obtain information.
2. Literature survey. A comprehensive search of the literature was conducted, taking into
account developments in reliability in civil engineering and other related fields likely to
yield relevant information. The search included works in the US and other countries,
particularly Europe and Japan. Sources of information included text books and library
databases.
4. Preparation of journal and conference papers. The results of the project will be
published in a conference paper and a journal paper.
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2. Considered Structural Reliability Topics
The considered textbooks were reviewed to identify the topics and depth of coverage.
The content of a textbook dealing with reliability of structures may include some or all of
the following topics:
• Introduction
• Review of probability theory
• Review of statistics
• Safety measures and measurement procedures
• System reliability methods
• Applications
• Special topics
Some of the more advanced textbooks skip the theory of probability and statistics, based
on the assumption that the readers either have the required knowledge, or they can get
the background information from other sources. The typical topics within the theory of
probability needed for the reliability analysis of structures include random variables,
their parameters, cumulative and probability distribution functions, selected distributions,
correlations and regression analysis, conditional probability, joint distributions, sample
parameters, verification of hypothesis, and confidence intervals.
There are many safety measurement procedures available, including simple formulas for
the reliability index, iterative procedures, simulations and sampling techniques. Some
textbooks are focused on selected topics.
Textbooks covering the system reliability methods for structures can also include the
basic reliability analysis procedures for components, but there are other textbooks that
deal only with systems.
5
3. Structural Reliability Audiences
Four groups of audiences were considered as potential users of the textbooks:
• Graduate students. At this level, it is assumed that the students have a basic
knowledge of mathematics, or advanced knowledge of applied mathematics. In
addition, graduate students are assumed to have some design experience.
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4. Evaluation/Review Criteria
1. Contents
What material is covered and is that material covered in sufficient depth to allow the
reader sufficient comprehension to form a basis for more advanced reading?
3. Format (reader-friendly)
What is the style of the language used, arrangement of the chapters? Are there sufficient
figures and tables to supplement the text and illustrate the major points of each section?
4. Suitability as a Textbook
Is the text arranged in a suitable format for a university level course? Is the material
sufficient for one semester course?
6. Applications/examples
Are there sufficient examples to illustrate the major concepts in practice? Are the
examples easily to follow and do they flow well with the accompanying text? Are the
examples useful for classroom discussions? Are the examples illustrative of structural
engineering, or do the examples illustrate other fields of engineering?
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5. Evaluated/Reviewed Texts
Ang, A. H-S. and Tang, W. H., Probability Concepts in Engineering Planning and
Design (Volume II: Decision, risk, and reliability), 1984, John Wiley & Sons, Inc.
Contents: Statistical decision theory, Markov and queuing processes, and the statistical
theory of extreme values, Monte Carlo simulation, evaluation of the safety and reliability
of engineering systems, formulation of associated design criteria, last chapter devoted
specifically to the analysis of the reliability of technological systems.
Level: Graduate, advanced practicing use.
Augusti, G., Baratta, A., and Casciati, F., Probabilistic Methods in Structural
Engineering, Published in 1984 by Chapman and Hall Ltd.
Content: Part one: definitions and formulae of probability theory, models for structural
reliability; including filtering of input (loads) through an appropriate system (structure),
analysis of the response with respect to critical conditions, loading, two structural models
(elastic models and plastic models), structural design problems. Part two: numerical and
operative procedures, simulation procedures, probabilistic approaches in structural
regulations and codes, structural systems modeling.
Level: advanced graduate and postgraduate level.
Other comment: structural design as a decision problem, the maximum utility approach.
Appendices cover the mathematical background.
Ayyub, B. M., and McCuen, R. H., Probability, Statistics, & Reliability for Engineers,
1997 by CRC Press LLC, TA330.A99 1997
Contents: Introduction of types of uncertainty and decision analysis; Data description and
treatment of graphical analysis method, Fundamentals of Probability, Multiple random
variables with joint behavior, Fundamentals of statistical analysis, Regression analysis,
Simulation, Reliability and risk analysis, Bayesian methods.
Level: Senior undergraduate, first year graduate and practicing engineers.
Other comment: this book is broader than just structural engineering.
Benjamin, J. R., and Cornell, C. A., Probability, Statistics, and Decision for Civil
Engineers, 1970, McGraw-Hill Inc.
Contents: It covers elements of probabilistic theory, common probabilistic models,
elementary Bayesian decision theory, and decision analysis of independent random
processes.
Level: advanced undergraduate, graduate
Other comment: The book comprehensively introduces methods for analyzing data for
mathematical models, and for economic decisions in the face of uncertainty.
Elishakoff, I., Probabilistic Methods in the Theory of Structures, 1983, by John Wiley &
sons, Inc. TA646.E44 1983
Content: Role of probabilistic methods in the theory of structures, elements of the theory
of probability for a variable and variables, reliability of single and multivariable
structures, random vibration of single and multidegree-of-freedom structures, random
vibration of continuous systems, Monte Carlo method.
Level: advanced graduate level, with some chapters suitable for junior or senior level as
specified by preface of the book.
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Ferry B. J. and Castanheta, M., Structural Safety, 2nd edition – Lisbon, March 1971
Contents: This book deals with the fundamentals of structural safety considered from a
statistical point of view. Theoretical results are interpreted so as to be made directly
applicable in structural design and, principally, to supply a logical foundation for design
codes. It covers concept of safety in structural design, basic formulation of structural
safety, statistical theories of structures, structural safety for combination of loads and
definition of loads. However, it is an older book, and it does not include new
developments of the field. Interesting part deals with load combination models.
Level: Graduate, Advanced practicing engineers.
Frankel, E. G., Systems Reliability and Risk Analysis,1984, Martinus Nijhoff Publishers,
Call No: TA169.F73 1984
Content: This book is intended to provide a practical introduction to reliability analysis
and risk assessment that can be used by professionals in engineering, planning,
management, and economics to improve the design, operation, and risk assessment of
systems of interest. It includes concepts of probability and statistics, reliability function,
reliability of series and parallel systems, fault trees analysis, multivariate probability
distribution and stochastic processes, testing for Markov properties, the generalized
failure process for non-maintained systems, analysis of maintained system, strategies for
repair policies, effects of component interaction, application of fault tree and other
network techniques.
Level: advanced graduate students.
Other comment: The book comprehensively introduces methods for system reliability
analysis. But it is not specifically for structural engineering applications.
Grigoriu, M., Risk, Structural Engineering and Human Error, 1984, University of
Waterloo Press.
Contents: This book contains the texts of symposium papers presented at the University
of Waterloo. The first category is concerned with the underpinning of rational decision
making in structural design. The second part is about the structural reliability analysis.
The third and largest group of paper is concerned with human error.
Level: advanced graduate
Haldar, A. and Mahadevan, S., Reliability Assessment Using Stochastic Finite Element
Analysis, John Wiley & Sons, New York 2000.
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This book present the application of the Stochastic Finite Element Method (SFEM) for
the reliability analysis of structures. It includes essential risk concepts, risk evaluation
procedures, and the use of analytical and sampling methods in estimating risk. It also
introduces SFEM evaluation procedures, with detailed coverage of displacement-based
and stress-based deterministic finite element approaches. Linear, nonlinear, static, and
dynamic problems are considered separately. The risk or reliability estimation procedure
for each case is presented in different chapters, with theory complemented by a series of
examples. The book is intended for engineering professionals and students.
Level: advanced graduate.
Hart, G. C., Uncertainty Analysis, Loads, and Safety in Structural Engineering, 1982 by
Prentice-Hall, Inc., Englewood Cliffs, N. J. 07632. TA633.H37
Content: Uncertainty in structural engineering, Structural analysis incorporating
uncertainty, structural safety, structural loads.
Level: senior undergraduate and practicing engineers
Other comment: it is an old book, reference value for structural analysis incorporating
uncertainty.
Haugen, E. B., Probabilistic approaches to Design, 1968, John Wiley & Sons, Inc.
Contents: Part I treats probability theory and derives the formulas needed in design
processes. It also discusses two parameters statistical algebra, which makes tracing the
effect of both averages and variability through the solution of problems possible. Part II
contains many examples of probabilistic design and analysis computation drawn from the
various engineering discipline.
Level: graduate
Other comment: It is an old book, reference value for application of random process in
structural reliability analysis.
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Madsen, H. O., Krenk S. and N. C. Lind, Methods of Structural Safety, 1986 by Prentice-
Hall. Inc. Englewood Cliffs, New Jersey 07632
Content: An introduction to the general problem of consistent evaluation of the safety of
structures and associated methods of analysis. It contains an extensive account of safety
index methods in terms of limit states.
It covers reliability methods, multiple safety factor formats, second-moment reliability
index, level III reliability methods and system reliability, calibration, extreme-value
distributions and stochastic processes, stochastic response of structure, stochastic models
for material strength, stochastic models for loads.
Level: Graduate textbook and reference. Selected chapters can be suitable for senior
undergraduate students and practicing engineers.
Other comment: stochastic models and processes are emphasized in this book.
Marek, P., Gustar, M., and Anagnos, T., Simulation-Based Reliability Assessment for
Structural Engineers (New Directions in Civil Engineering), 1995, CRC Press.
Contents: Simulation-Based Reliability Assessment for Structural Engineers provides an
overview of the basic concepts in structural reliability and introduces procedures based
on Monte Carlo simulation techniques, parameter-generated histograms, using the
available personal computers. This approach is a powerful tool that allows (in accordance
with the Limit States Design philosophy) one to explore the effect of uncertainty on
design decisions. This book also discusses single- and multi-component load effects and
explores combinations of such effects. Limiting values are defined and applied to
reliability assessments with respect to carrying capacity and serviceability states.
Examples that illustrate the application of simulation techniques are provided, and the
potential of these techniques for use in design is reviewed. Also included are carefully-
selected examples that allow the reader to compare the deterministic Allowable Stress
Design (ASD), the semi-probabilistic Partial Factors Design (LRFD), and the
probabilistic Simulation-Based Reliability Assessment (SBRA) concept. Simulation-
Based Reliability Assessment for Structural Engineers includes a computer diskette that
contains five user-friendly computer programs capable of calculating load effect
combinations, resistance of structural components, and probability of failure. The use of
these programs is demonstrated in two hundred well-designed and realistic examples that
clearly identify the range of problems to which simulation-based reliability assessments
can be applied.
Level: undergraduate and graduate
Melchers, R. E., Structural Reliability Analysis and Prediction, Ellis Horwood Limited,
England, 1987.
Content: Measures of structural reliability, Structural reliability assessment, Integration
and simulation methods, Second-moment and transformation methods, reliability of
structural systems, Time dependent reliability, Load and Load affect modeling,
Resistance modeling, Codes and structural reliability, and Appendix for summary of
probability theory.
Level: senior undergraduate and graduate
Other comment: In this book, reliability is understood not just as reliability against
extreme events, but against the violation of any structural engineering requirements. And
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concern is less with details of stress calculations, or member behavior, but rather with the
uncertainties in such behavior and how this interacts with uncertainties in loading and in
material strength. Reader should have some background knowledge of probability.
Nowak, A.S. and Collins, K.R., Reliability of Structures 2000 McGraw-Hill, New York
2000
Content: This book provides the reader with practical applications of structural reliability
theory. It attempts to help the reader to measure the degree of safety of structures and
implement the optimum safety level in design. The material covered in this book is as
follows: Review of the theory of probability and statistics needed for derivation of
reliability analysis procedures: Random variables. Simulation techniques: The Monte
Carlo simulation technique, Latin hypercube sampling method and Rosenblueth's point
estimate method. Limit state and limit state functions, reliability, probability of failure,
load and resistance functions, simple second moment mean value formulas derivation,
and Hasofer- Lind reliability index. Load models: dead load, live load for buildings and
bridges, environmental loads and load combination techniques in reliability analysis.
Resistance models: statistical parameters for structural components. Development of a
reliability-based design code and code calibration procedure . Systems reliability: series
system, parallel system and mixed systems and correlation between structural
components on reliability. Overview of the Impact of Human Error on reliability of the
structure.
Level: Undergraduate seniors, graduate students and practicing engineers
Prerequisite: No prerequisites in probability and statistics are required as this book
features a review of the definitions and forms needed in reliability analysis.
Other Comments : This book provides ample examples related to structural engineering
with their detailed and clear solution and a simple yet technical language
Pages, A. and Gondran, M., Translated by Griffin, E., System Reliability: Evaluation &
Prediction on Engineering, English translation, 1986, North Oxford Academic
Publishers Ltd. Call No: TA 169.P34 1986
It comprehensively represents methods for system reliability analysis, but it is not
concentrated only on the structural reliability. The original feature of this book compared
with other works on reliability engineering is that it is concerned with presenting
methods of solving practical problems. It also introduces the critical operating states
method, which is based on the simple idea of various operating states of a system, some
of which are more ‘dangerous’ than others.
Level: Graduate, Reference value on research of system reliability analysis.
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Smith, G. N., Probability and Statistics in Civil Engineering, published by Collins
Professional and Technical Books 1986
Content: The parts of statistics and probability theory that are relevant to civil
engineering, such as basic probability theory, random variables, common probability
distributions, the second moment method of reliability analysis, applications of the
second moment method, matrix algebra, correlated and umcorrelated variables, the
reliability of geotechnical structures.
Level: senior undergraduate and practicing engineers
Other comment: it includes the reliability of geotechnical structures.
Thoft-Christensen, P., and Michael Baker, J., Structural Reliability Theory and its
Applications, Springer-Verlag Berlin, Heidelberg 1982,
Contents: The treatment of uncertainties in structural engineering, Fundamentals of
probability theory, Probabilistic models for loads and resistance variables, Fundamentals
of structural reliability theory, Level 2 methods, Extended Level 2 Methods, Reliability
of structural systems, Reliability bounds for structural systems, Stochastic process theory
and its uses, Load combinations, Applications to structural codes, Applications to fixed
offshore structures, Reliability theory and quality assurance.
Level: Senior undergraduate, first year graduate
Other comment: It is an old book, reference on application of reliability, and model of
wave forces.
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methods of β-unzipping, the branch-and-bound method in details, and finished with
optimization of structural systems.
Level: Advanced graduate, advanced practicing engineers.
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6. Summary of the Evaluated/Reviewed Textbooks
The considered textbooks and other reviewed publications are listed in Table 1. This is
an alphabetical list by the first authors name. For each item, the provided information
includes the author (at least the first author), title, year of publication, and comments.
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Table 1. Summary of the Reviewed References
Ang, A. H-S. “Probability Concepts in Engineering Planning and Design, Basic textbook in 1980’s, it is still relevant, but some
1984
Tang, W. H. Volume II: Decision, Risk, and Reliability.” John Wiley. new topics are not included.
“Uncertainty Modeling and Analysis in Civil Engineering.” A specialized book dealing with a more general
Ayyub, B. (editor) 1997
CRC Press. approach
Ayyub, B. M. “Probability, Statistics, and Reliability for Engineers,” CRC A good textbook, applicable to various branches of
1997
McCuen, R. H. Press, Boca Raton engineering.
Benjamin, J. R. “Probability, Statistics and Decision for Civil Engineers,” Until recently one of the best textbook on probability
1970
Cornell, C. A. Prentice Hall, New York. and statistics for engineering students.
16
Catuneanu, V. M. 1989 “Reliability Fundamentals”, Elsevier, New York.
“Uncertainty Analysis of Loads and Safety in Structural Good presentation of frequency histograms, and
Hart, G. C. 1982
Engineering.” Prentice Hall, Englewood Cliffs. introduction to applied statistics
17
Kapur, K. C. 1977 “Reliability in Engineering Design.” John Wiley, New York.
“Structural Reliability Analysis and Prediction.” Prentice A good textbook, with a considerable mathematical
Melchers, R. E. 1987
Hall, Englewood Cliffs . background, for an advanced graduate course
18
“Reliability Analysis and Prediction., A Methodology
Misra, Krishna B. 1992
Oriented Treatment.” Elsevier Science, New York.
19
Sinha, S. K. 1986 “Reliability and Life Testing,” New York, Wiley,
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List of References
Ang, A. H-S., and Tang, W.H., “Probability Concepts in Engineering Planning and Design,”
Volume II: Decision, Risk, and Reliability, John Wiley, 1984.
Ayyub, B. M. (editor), “Uncertainty Modeling and Analysis in Civil Engineering,” CRC Press,
1997, 528 pp.
Ayyub, B. M., and McCuen, R. H., “Probability, Statistics, and Reliability for Engineers,” CRC
Press, Boca Raton, 1997, 514 p.
Ayyub, B. M., and McCuen, R. H., “Solution Manual for Probability, Statistics, and Reliability
for Engineers,” 1997.
Barlow, R.E., Fussell, J.B., and Singpurwalla, N.D., (editors), “Reliability and Fault Tree
Analysis,” SIAM, 1975.
Barnes, J.W., “Statistical Analysis for Engineers and Scientists”, McGraw-Hill, New York,
1994. ISBN 0-07-839608-5.
Benjamin, J. R., and Cornell, C. A., “Probability, Statistics and Decision for Civil Engineers,”
Prentice Hall, New York, 1970.
Calabro, S.R., “Reliability Principles and Practices,” McGraw Hill, New York, 1962.
Casciati, F., “Mathematical Models for Structural Reliability Analysis,” CRC Press, Boca Raton,
July 1996, 384 p.
Chorafas, D.N., “Statistical Processes and Reliability Engineering,” Van Nostrand, Princeton,
1960.
Cox, S.J., “Reliability, Safety, and Risk Management: An Integrated Approach,” Butterworth-
Heinemann, 1991.
Dai, S-H., “Reliability Analysis in Engineering Applications,” Van Nostrand Reinhold, New
York, June 1992, 448 p.
Ditlevson, O., “Structural Reliability Methods,” John Wiley & Sons, New York, June 1996.
Gumbel, E., “Statistics of Extremes”, Columbia University Press, New York, 1958.
21
Haldar, A. and Mahadevan, S., “Probability, Reliability, and Statistical Methods in Engineering
Design,” John Wiley & Sons, New York 2000.
Haldar, A. and Mahadevan, S., “Reliability Assessment Using Stochastic Finite Element
Analysis”, John Wiley & Sons, New York 2000.
Harr, M.E., “Reliability-Based Design in Civil Engineering,” McGraw-Hill, New York, 1987.
Hart, Gary C., “Uncertainty Analysis of Loads and Safety in Structural Engineering,” Prentice
Hall, Englewood Cliffs, March 1982, 240 p.
Henley, E.J., “Reliability Engineering and Risk Assessment,” Prentice-Hall, Englewood Cliffs,
1981.
Hoel, P.G., Sidney, C.P., and Stone, C.J., “Introduction to Probability Theory,” Houghton
Mifflin Company, Boston, 1971.
Kapur, K.C., “Reliability in Engineering Design,” John Wiley, New York, 1977.
Leemis, L.M., “Reliability: Probabilistic Models and Statistical Methods,” Prentice Hall,
Englewood Cliffs, 1995.
Leitch, R. D., “Reliability Analysis for Engineers, an Introduction,” Oxford University Press,
New York, July 1995, 248 p.
Lloyd, M., Lipow, M., “Reliability, Management, Methods, and Mathematics,” 1982.
Lutes, L. D., Sarkani, S., “Stochastic Analysis of Structural and Mechanical Vibrations,”
Prentice Hall, New Jersey, 1997.
Madsen, H. O., “Methods of Structural Safety,” Prentice Hall, Englewood Cliffs, October 1985,
336 p.
Madsen, H. O., Krenk, S., and Lind, N.C., “Methods of Structural Safety,” Prentice Hall, New
York, 1986.
Marek, P., “Simulation-Based Reliability Assessment for Structural Engineers,” CRC Press,
Boca Raton, October 1995, 372 p.
McCormick, N.J., “Reliability and Risk Analysis : Methods and Nuclear Power Applications,”
Academic Press, New York, 1981.
22
Melchers, R. E., “Structural Reliability Analysis and Prediction,” Prentice Hall, Englewood
Cliffs, NJ, 1987.
Modarres, M., “What every engineer should know about Reliability and Risk Analysis,” M.
Dekker, New York, 1993.
Nowak, A.S., (editor), “Modeling Human Error in Structural Design and Construction,” ASCE,
1986.
Nowak, A.S., and Collins, K.R., “Reliability of Structures”, McGraw-Hill, New York, 2000.
Papoulis, A., “Probability, Random Variables, and Stochastic Processes,” McGraw-Hill, New
York, 1965.
Pugsley, A.G., “The Safety of Structures,” E. Arnold Publ. Ltd., London, 1966.
Rackwitz, R., “Reliability and Optimization of Structural Systems,” Chapman and Hall, New
York, June 1995, 324 p.
Rubinstein, R.Y., “Simulation and the Monte Carlo Method,” John Wiley, New York, 1981.
Schlaifer, R., “Analysis of Decisions Under Uncertainty,” McGraw-Hill, New York, 1969.
Sinha, S.K., “Reliability and Life Testing,” New York, Wiley, 1986.
Smith, D.J., “Reliability, Maintainability, and Risk: Practical Methods for Engineers,” 4th
edition, Butterworth-Heinemann, Boston, 1993.
23
Thoft-Christensen, P., “Reliability Theory and Its Application in Structures and Soil
Mechanics,” Kluwer Academic Publishers, Norwell, June 1983.
Thoft-Christensen, P., and Baker, M. J., “Structural Reliability Theory and Its Applications,”
Springer-Verlag, July 1982, 267 p.
Tichy, M.., “Applied Methods of Structural Reliability,” Kluwer Academic Publishers, Norwell,
July 1993. 416 p.
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