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STRUCTURAL RELIABILITY
Module # 03 Lecture 2
Course Format: Web

Instructor: Dr. Arunasis Chakraborty Department of Civil Engineering Indian Institute of Technology Guwahati

2. Lecture 02: First Order Second Moment Method (FOSM)

In the previous lecture, we derived an expression for when and are both normal and independent which is given by = =

3.2.1

In the above expression ' ' is measure of the reliability for the limit state . It was proposed by Cornell and hence, is termed as Cornell's Reliability Index. Figure 3.2.1 below shows the definition of Cornell's Reliability Index graphically. G<0 fG(g) G>0

pf

0 Figure 3.2.1

Graphical representation of Cornells Reliability Index

It can be observed that corresponds to the area of the left side of origin i.e. 0 while the mean ( ) of the limit state lies at a distance of from origin. On further investigation of Course Instructor: Dr. Arunasis Chakraborty 1

Lecture 02: First Order Second Moment Method (FOSM) Eq. 3.2.1, one can easily conclude that the random variables are characterized by their first two moments only i.e. and . This is achieved by first order approximation of the non-linear function and hence, the method is termed as First Order Second Moment (FOSM) method. In the above definition of Cornell's Reliability Index, the limit state is assumed to be linear combination of the random variables. Let us extend this model to consider any non-linear function of basic random variable i.e. = 0. The first two moments for this function may be estimated approximately by series expression of about any point = 1 2 . With this in view, let us expand = 0 using Taylor's series expression at around which is given by
1 , 2 , ,

+
=1

+
=1

2 2

3.2.2 +

In the above expression, . denotes the value of the respective function (.) at . Let us assume, = and evaluate the first two moments. Considering first two terms in the Taylor's series expression and taking expectation on both sides one can prove that = () 1 , 2 , , + 0
2 Var = =1 =1

3.2.3 3.2.4

Cov ,

Using Eq. 3.2.3 and Eq. 3.2.4 in Eq. 3.2.1, the probability of failure for any generalized can be evaluated. In this context, one can notice that the first two moments of are evaluated at around mean value. Hence, the method is often referred as Mean Value First Order Second Moment (MVFOSM) method. Although, MVFOSM provides the mathematical framework to consider the non-linearity of , it has major drawbacks. These are listed as below Mean is considered to be the reference point. However, in most of the cases does not necessarily lie over the limit state and hence, evaluation at this reference point introduces significant error. Only first two terms are considered in Taylor's series expression i.e. the limit state is linearized at about mean of the random variables. However, in all practical cases, limit states are highly non-linear. Hence, its linearization at around mean point of basic random variable contributes huge error.

Course Instructor: Dr. Arunasis Chakraborty 2

Lecture 02: First Order Second Moment Method (FOSM) This method provides completely different results for the same limit state but in different formulation. Let us consider the limit states below
= =1

3.2.5 3.2.6

Although, both of them are different representation of the same limit state, the probabilities of failure as per MVFOSM are completely different. This is due 'Lack of Invariance'. Examples: Ex # 01. A steel cantilever beam of a rectangular cross section subjected to point load at its free end is considered. The limit state of serviceability for maximum deflection at the free end is defined by Eq. 3.1.1 where , , and are representing point load, length, modulus of elasticity and cross sectional moment of inertia of the beam respectively. , and are random variables following normal distribution whereas is deterministic and equal to 3.4133 108 mm4. Two cases are considered where limit state is defined by Eq. 3.2.5 and 3.2.6. The statistical properties are given as Random Variable () (N) (mm) (N/mm2) 60000 2500 2 105 9000 125 1 104

S. No. 1 2 3

Solu.: Case 1
=

3 325 3 3.4133 108 2500 60000 25003 325 3 3.4133 108 2 105 25003 3 3.4133 10 2
8

3 325 1.024 109 3.1146 7.6294 105

105

Course Instructor: Dr. Arunasis Chakraborty 3

Lecture 02: First Order Second Moment Method (FOSM)

=

1 3 60000 25002 325 3 3.4133 108 2 105 60000 25003 3 3.4133 108 22 1010 7.6294 105 9000
2

2.4163 103 2.2888 105

+ 2.4163 10 + 2.2888 10
5

125
4

2 2 0.5

0.7843

1 10

3.1146 0.7843

= =

3.9712 3.5756 105

= 3.9712

Case 2 3 2 3.1508 106

8 = 1 3 3.4133 10

325

= 1

= 1 =

60000 25002 3.1508 106 2 105

= 0.4049 = 9.9181 106

25002 3.1508 106 2 105 2 60000 2500 3.1508 106 2 105

= 4.7607 104

60000 25002 3.1508 106 22 1010 9.9181 106 9000 2 + 4.7607 104 125 2 + 2.9754 106 1 104 2

= 2.9754 106

0.5

= 0.1113

Course Instructor: Dr. Arunasis Chakraborty 4

Lecture 02: First Order Second Moment Method (FOSM)

=

0.4049 0.1113

= 3.6379 = 1.3744 104

= 3.6379

In this lecture, we have learned the definition of Reliability Index as proposed by Cornell for linear combination of random variables. This is further extended to MVFOSM to consider any non-linear limit state. However, before we conclude this lecture, let us revisit Cornell's definition of Reliability Index for the limit state given by Eq. 3.2.1. Let us consider the following transformation 1 = 2 = ( ) ( ) 3.2.7

3.2.8

Using these two transformation in Eq. 3.1.2 one can show that the limit state becomes 1 2 + = 0 D Failure Failure Safe C R Q O Safe u1 u2 P 3.2.9

(a) Figure 3.2.2

(b)

Linearized Limit State; (a) Original Space and (b) Standard Normal Space

In this context, it may be noted that the random variables and in Eq. 3.1.1 are in their original space while 1 and 2 are in Standard Normal Space. These different versions of the same limit state in two different spaces are shown in Figure 3.2.2. Note that and are the intercepts of the limit state on two orthogonal axes 1 and 2 respectively. Using trigonometry, Course Instructor: Dr. Arunasis Chakraborty 5

Lecture 02: First Order Second Moment Method (FOSM) one can find out the normal distance of the limit state [i.e.] from the origin in standard normal space which is given by = ( ) 2 2 1/2 = ( + )

3.2.10

Above expression for the normal distance is the Reliability Index as proposed by Cornell. Hence, we get a more robust definition of Reliability Index.

Definition: Reliability Index is the shortest distance of the linearized limit state from the origin in the Standard Normal Space.

The above definition of reliability index is commonly known as Hasofer-Lind Reliability Index who developed this model.

Course Instructor: Dr. Arunasis Chakraborty 6