Strurel: Sysrel: Users Manual Demo - Version

RELIABILITY
CONSULTING
PROGRAMS
STRUREL
A STRUCTURAL RELIABILITY ANALYSIS PROGRAM-SYSTEM
SYSREL: USERS MANUAL

Demo - Version
Componental Reliability Analysis
Using Built-in Symbolic Processor

This manual is part of the program system STRUREL for structural reliability analysis by
RCP GmbH.
Copyright 1991 2009 RCP GmbH. All rights reserved.
No part of this manual may be copied or distributed, transmitted, transcribed, stored in a

retrieval system, or translated into any language, in any form or by any means without prior
written permission of RCP GmbH.
The software described in this document is delivered solely under condition of the end-users
agreement to the license conditions that are accompanying the shipment in an extra leaflet.
Any installation of this software on any computer is only permitted when the purchaser is
fully aware of the license conditions and has agreed to them by sending off the corresponding
declaration. Should you be in lack of either the license conditions or the statement of
agreement, please contact RCP.
RCP GmbH reserves the right to continuously revise and update the software including the
documentation with no obligation of RCP GmbH to notify any person or any organization of
such revision. RCP GmbH assumes no responsibility for any errors that may appear in the
software or in the documentation. RCP GmbH wishes to point out that the use of complex
computer programs based on most recent theoretical developments may lead to
misinterpretations by both programmers and users. RCP GmbH cannot accept responsibility
for such misinterpretations. (For full extent of warranty and liability issues see the general
license conditions.)
R C P Consult GmbH
Ismaninger Str. 75
81675 MNCHEN
Federal Republic of Germany
Windows NTTM, Windows 98TM, Windows MeTM; Windows 2000TM; Windows XPTM; Windows VistaTM are
trademarks of Microsoft Corporation.
TABLE OF CONTENTS
TABLE OF CONTENTS
1. GENERAL INFORMATION ...........................................................................................................................4

1.1 GETTING STARTED; INSTALLATION ....................................................................................................................4
1.1.1 Demo-Version Issues .................................................................................................................................4
1.1.2 Working with SYSREL..............................................................................................................................4
1.2 SOFTWARE AND HARDWARE REQUIREMENTS .....................................................................................................5
1.3 SYSREL FILES .....................................................................................................................................................5
1.4 TECHNICAL SUPPORT ..........................................................................................................................................6
1.5 CONVENTIONS FOR FILENAMES IN SYSREL .........................................................................................................6
1.6 DIFFERENCES BETWEEN SYSREL (9.6) AND EARLIER VERSIONS OF SYSREL ........................................................7
2. INTERACTIVE USE OF SYSREL..................................................................................................................8
2.1 INTRODUCTION ...................................................................................................................................................8
2.2 MAIN MENU ITEMS .............................................................................................................................................9
2.3 FILE MANIPULATIONS .......................................................................................................................................10
2.4 DEFINITION OF THE FAILURE CRITERIA: FUNCTION ..........................................................................................11
2.5 DEFINITION OF THE STOCHASTIC MODEL..........................................................................................................12
2.5.1 Overview on Menu Items in Model .........................................................................................................12
2.5.2 The Stochastic Model in Detail................................................................................................................16
2.6 THE LOGICAL MODEL FOR SYSREL ................................................................................................................20
2.6.1 Definition of Cut-Sets and of the Conditional Event ...............................................................................20
2.6.2 Variables in Criteria .................................................................................................................................23
2.7 PERFORMING THE RELIABILITY ANALYSIS: PROCESS .......................................................................................23
2.7.1 Control of Computation Options in Detail ...............................................................................................24
2.7.2 The Starting Solution Window.................................................................................................................26
2.7.3 Solution Strategies for SYSREL ..............................................................................................................27
2.7.4 Reliability Computation: Run ..................................................................................................................27
2.8 GRAPHICAL POST-PROCESSING.........................................................................................................................28
2.8.1 Menu Items in Display .............................................................................................................................28
2.8.2 Controlling Screen Layout: Window .......................................................................................................31
2.8.3 Formatting of Plots: Options ....................................................................................................................31
3. INTRODUCTORY EXAMPLES FOR SYSREL ..........................................................................................33
3.1 A SIMPLE EXAMPLE (LIFE.ISY FOR LIFELINE SYSTEM) .................................................................................33
3.1.1 State Functions .........................................................................................................................................35
3.1.2 Stochastic and Logical Model ..................................................................................................................36
3.1.3 Run and Text Output (SYSREL)...............................................................................................................37
3.1.4 Graphical Post-Processing (SYSREL).......................................................................................................42
3.2 A SIMPLIFIED CASE OF RELIABILITY UPDATING BY AN OBSERVATION OF CRACK LENGTH (CRACKSCAL.ISY)43
4. ADDITIONAL ILLUSTRATION EXAMPLES FOR SYSREL .................................................................48
4.1 DIFFERENT FAILURE MODES - A SERIES SYSTEM (PFRAME) ............................................................................48
4.2 SEVERAL EVENTS MUST HAPPEN TO CAUSE FAILURE - A PARALLEL SYSTEM (CRASH) ...................................50
5. STOCHASTIC MODELLING .......................................................................................................................53
6. INDEX ..............................................................................................................................................................58
SYSREL Demo Manual RCP Consult, 2009 Page 3

GENERAL INFORMATION
1. GENERAL INFORMATION
1.1 Getting Started; Installation
1.1.1 Demo-Version Issues
This manual is for the Demo version of SYSREL only. It basically consists of a few excerpts
from the full version manual for Comrel and SYSREL Symbolic, giving you the guidelines
how to install and handle the programs. As to the shortening method applied in compiling the
Demo manual, void or unclear references might happen to arise in spite of our efforts to avoid
them.
After having downloaded the Demo package you should read and agree to the terms of the
user license accompanying the software (file License_D.txt). Then carefully read the
installation instructions and latest information in the file Demo_9xx.txt (where xx stands
for the actual version, at the time of producing this manual V.9.60 yielding Demo_960.txt).
After having run Setup.exe your chosen directory will contain the Demo program along with
several examples both for Time-Invariant (TI) and Time-Variant (TV) componental reliability
analysis.
See Section 3) in Demo_9xx.txt for the functional restrictions of the Demo version.
1.1.2 Working with SYSREL
The basic steps to perform are:
1. typing the State Functions in standard mathematical notation (in SYSREL each State
Function defines a Component of the system),
2. preparation of the Stochastic Model for the variables (input file), selecting computation
options,
3. definition of the Logical Model (arrangement of the Components in a series or parallel
system or in a cut-set),
4. saving the model (input) file to disk,
5. performing the reliability analysis with the embedded Symbolic Processor,
6. checking the results file and graphical post-processing.
All these tasks are controlled and executed from the interactive pre- and post-processors
under Windows. Steps 1 and 2 can be interchanged.
The Theoretical Concepts underlying the functionality of the software can be studied in the
Program Help function, Theory section
Page 4 RCP Consult 2009 SYSREL Demo Manual

GENERAL INFORMATION
This manual contains a table of the most important distribution functions (see Stochastic
Modelling)
1.2 Software and Hardware Requirements
SYSREL is a 32-Bit executable for application on different types of hardware supporting

Windows Me, Windows 2000 and Windows XP. They should also still run under
Windows 9x but no thorough testing was performed on these outdated platforms. The
hardware necessary is dictated by the Windows version you use. The files for SYSREL
occupy ca. 6 MB on your hard disk.
This manual describes the version of SYSREL with a built-in Symbolic Processor, which
parses and interprets the state functions. Thus, no Fortran compiler is needed.
1.3 Sysrel Files

Files necessary to run SYSREL:
Sysrel.exe Interactive pre- and post-processor for Windows including the
Symbolic Processor
Sysrel.err Error messages file
Sysrel.hlp Help file
Sysrel.FTS Index file for the help
Sysrel.cnt Contents of help file
Systheor.cnt Contents of theoretical part of help.
The subdirectory \Examples\ copied to your hard disk contains model (input) files with
stochastic model and state functions of Examples for Sysrel described in the equally named
section of this manual. It also contains the result and plot-data files for all the examples for
easy reference.

GENERAL INFORMATION
1.4 Technical Support
Our license includes free technical support via telephone or Fax for the installation of the
software. For technical support please contact:
R C P Consult GmbH
Ismaningerstr. 75
81675 Mnchen
Germany
Tel.: +49-(0)89-28 52 52
Fax : +49-(0)89-28 51 70
E-mail, general issues: admin@strurel.de
E-mail, technical questions: gollwitzer@strurel.de
E-mail, theoretical questions: rackwitz@strurel.de
Homepage of RCP: http://www.strurel.de
1.5 Conventions for Filenames in Sysrel
As for all other programs in the STRUREL system also for SYSREL there are file name
conventions which should help to group the files for each application and which assure to
have unique names. The basic concept is to define a jobname for each application, which is
used as the name for all files connected to this Job. Both programs support long file names
but the extension is fixed. The extension is used to distinguish between the various files
created in one Job. The last two characters of the extension are connected to the program,
".?sy" for SYSREL. The first character describes the nature of the file: i for input file, r for
results file, m for monitoring file and p for plot file.
The following table presents the file extensions used by the Demo version of Sysrel:
File extension Description

bsy Input file containing control data, the stochastic model, the logical model
and the state functions for the Symbolic Processor in binary form
rsy Results file, ready to print
msy Monitoring file containing the history of the iteration to find the -point
and further debugging information, to be consulted in case of problems
psy Data for graphical post-processing
For backup purposes it is enough to keep the input files. Additionally you may keep the
results files or a hard copies of them.

GENERAL INFORMATION
1.6 Differences between Sysrel (9.6) and earlier versions of Sysrel
In Sysrel (9.6) you can now perform parameter studies also for the distribution parameters
in the Nataf- and Hermite model.
In Sysrel (9.6) it is also possible to run parameter studies over correlation coefficients.
A new, more general definition of -values (so called representative -values), valid
also for dependent variables, allows a consistent computation of Partial Safety Factors in
Sysrel (9.6).
The Symbolic Processor in Sysrel (9.6) offers new features to create debug prints from the
failure functions, from User Defined Functions and from Reference Functions.
Sysrel (9.6) supports long file names.
The implemented help facilities, available from the main menu of Sysrel were updated and
improved in Sysrel (9.6).

INTERACTIVE USE OF SYSREL
2. INTERACTIVE USE OF SYSREL
2.1 Introduction
A job can be divided into three sequential steps:
Pre-Processing:
Usually the first step is the definition of the state functions (failure criteria, events,
components, etc.) by means of a function written very easily in symbolic notation.
Subsequently, those criteria will be denoted by Function for simplicity. In case of SYSREL
you usually will have several components, which are treated simultaneously. Nevertheless.
Next you set up the Stochastic Model in terms of a proper description of the basic random
Variables (X-variables). The failure criteria are formulated as functions of these X-variables
(plus additional deterministic Constants). The X-variables and also the constants have names
(Character Identifiers), which are common to the stochastic model and to Function. These
names are automatically exported from Function to the stochastic model and vice versa. In
addition to the stochastic model you will have to define the logical connection of the failure
criteria (Logical Model). In pre-processing you also specify whether you want to perform a
parameter study and the like. Further you can define certain computational options.
Variables from the Stochastic Model can be imported into the state functions using the
right mouse button in the Function window.
Processing:
In this step you Run the Reliability Analysis in order to produce all result- and interface-files
for the post-processing part. Access to all parameters controlling the various algorithmic
options of the programs is via some dialog boxes.
The Reliability Analysis takes all input from disk (from the model file). You must save all
input and you are requested to do so if you click on the Run button (or invoke Run from
the menu).
Post-Processing:
The fact that SYSREL is a Windows based application provides many graphical tools to
analyse the results. You may display bar charts and pie charts of sensitivities and plots of
various quantities from a parameter study. All information for graphical post-processing is
stored in so called plot-files (ASCII data files). The MDI technique employed gives the
possibility to view results of several runs from different plot-files on the same screen for
comparison. All graphical output can be exported to the Clipboard or to WMF-files. In

post-processing you also have access to ASCII files with results and monitoring information.
You can select any text editor on your system to display and edit these files.
A click on the right mouse button gives you quick access to all formatting options in plots.
2.2 Main Menu Items
The task main menu of SYSREL is organised in a way that one performs the essential steps in
a reliability analysis as outlined in the introduction by going through the menu items from left
to right. Since SYSREL has the same type of interface as earlier COMREL-versions, some of
the menus carry slightly different names than in COMREL (8.x): Process corresponds to Job
in COMREL, Display to View.
File Management of the model (input) file (Open, Save, etc.), Printer control
Function Pre-processing part: Type in the state function(s) for the symbolic processor
Model Pre-processing part: Definition of the stochastic model
Process Processing part: Set algorithmic options, run the reliability analysis
Display Post-processing part: Display results as plots or in text form
Window Post-processing part: Arrange results windows (MDI), copy to other applications
Options Post-processing part: If a plot has been generated it can be formatted
Help Gives access to SYSREL-help contents. Displays the SYSREL logo, and switches the
hint bar on or off.

Operations with any item in the menu list as well as with any sub-item are explained in the
status line at the top of the screen. Many operations and options can also be addressed
simply by buttons for further acceleration of your analysis. If you hold the cursor on them
for a moment a short description of their function will be given as in other modern
Windows applications.
More context sensitive help is available by a click on the ?-button on the toolbar and
subsequently clicking on any highlighted item in the window.
2.3 File manipulations
Under File you can open an existing input file containing the state function(s) and all
previously defined data or open a new file, which later has to be stored.
Open With Open you can open an existing input file *.isy.
New The item New provides a new and empty model (input) file to enter your state
function(s) and data. When a new problem together with its data is started the (default)
jobname is Untitled. It is advisable to save it under a specific name as soon as possible - in
any case before running the new problem.
Save The Save operation will save the file under the current jobname. The current jobname
can be seen in the window caption SYSREL-[...] together with its path.
Save As The Save As operation will save the modified file under a new jobname.
Print / Printer Setup You can also directly Print the state function and change the
properties of the printer via Printer Setup.
Exit With Exit you leave SYSREL.

A COMREL (V.7.x) input file can be read in SYSREL, you just have to provide a Logical
Model (1 Cut-Set, 1 Component) and select all variables in the one failure criterion
(Variables in Criteria). Note: COMREL V.8 input files are not supported in
SYSREL V.9.x.
2.4 Definition of the Failure Criteria: Function
The pop up menu in the main menu deals with specification of the state function containing
the failure criterion or several failure criteria distinguished by a number and possibly a
comment.
With the next item to the right Function you can edit the state function by the usual operations
Undo, Copy, Cut, Paste, Copy All
as used from many other Windows based text processors.
The state function(s) are typed in usual mathematical notation. With a click on the right
mouse button in the edit box you have quick access to the full set of features of the symbolic
processor. These features are explained in detail in the Help, section Technical Reference.
Exit The Exit item closes the current job and returns to the main menu where you can
start another SYSREL-task (session) with a different Jobname.
Each failure criterion has the mandatory name FLIM followed by its number in parenthesis
and possibly a comment in parenthesis or in braces. Here is a typical example:
FLIM(2){crack propagation failure} =
ln (Acr / A0) / (PI * Cp*1E-10 * deltas^m * nue0) - t
Variables and constants in the state function are always defined by Character Identifiers,
which must be restricted to 8 characters. There are some more syntax rules and conventions,
which must be fulfilled (see Technical Reference). You can insert line breaks, blanks, etc.
You can define so-called Reference Functions which you can use later when specifying
parameters of basic variables in the stochastic model. There is also the possibility to use the
so-called User Defined Functions to emulate the Fortran subroutine calls of the professional
versions. If you want to use some of the built-in functions you may select them from the list
under Expressions and copy them to the cursor position. Also, the list of variables and
parameters already defined is present there and you may copy a name to the cursor position. If
you finished editing the state function you should proceed to definition of stochastic model
before saving everything to disk into the input (model) files.

By a click on the right mouse button you get quick access to expressions and to the Basic
Variables and Constants (parameters) defined in the stochastic model.
2.5 Definition of the Stochastic Model
2.5.1 Overview on Menu Items in Model

U X Transformation
The first group is entered by the item U X Transformation. In addition to the (default)
Rosenblatt transformation for transforming Basic Variables from U- to X-space there are the
options Nataf transformation and Hermite-Transformation, respectively. The Nataf model
allows to define correlations between arbitrary non-normal variables. In consequence, in the
box for the definition of the correlation matrix also the distribution types of selected basic
variables are displayed. In the Hermite model all marginal distributions are required to be of
Hermite type. A correlation coefficient matrix can also be inputted. Note that for the
Rosenblatt transformation only Normal/Lognormal variables can be correlated whereas in
Nataf transformation almost all types of variables can have correlations (except for
distribution types without moments as e.g. the Cauchy distribution). For the Hermite model
there are certain restrictions to the third and forth parameter (standard skewness and curtosis).
Note further that both Nataf and Hermite models require after transformation positive definite
correlation matrices. Therefore, not all correlation coefficient matrices are admissible. See
also the Theoretical Concepts for further details.
Stochastic Model
The second group Stochastic Model of menu items is concerned with the description of all
marginal basic random variables (X-Variables) and deterministic Constants. It is the central
part of the modeler used to define the names (Character Identifiers) and the stochastic model
(distribution types and parameters) for all basic random variables.

The window above is described in detail below, see: The Stochastic Model in Detail.
Deterministic Constants are also denoted parameters because you can perform a
systematic variation of such a value in a Parameter Study.
Essentially, in Model you modify and produce all data concerning the stochastic model. This
is the major part of the data on in the input files. Reference is made to the Help, section
Technical Reference where the many possibilities of stochastic modelling are explained in
detail.
Correlations
In Correlations you can enter the correlation coefficients for multivariate Gaussian models as
well as for the Nataf and the Hermite model. Note the difference between Rosenblatt
transformation and Nataf/Hermite transformation. You will find the valid combinations
accessible in the graphical representation of the correlation matrix. You select any accessible
combination by a double click on the corresponding matrix element (regardless whether in
upper or lower triangle) and enter a value {-1 < coefficient < +1} and then store it with the
Apply button.
With OK you leave this window keeping all input and with Cancel you discard all input
(previous state is restored).
You can enable/disable all correlations without having to edit the matrix by
checking/unchecking the Enable checkmark. If you have defined several correlations and
if you want to perform a test run without correlations you can uncheck Enable so that all
correlations are ignored. You can always restore the entire correlation matrix from memory
as long as you do not leave SYSREL.

Parameter Study
Parameter Study is used to enter the name, lower and upper limit and the increment
(decrement) of a constant to be varied systematically like shown below for parameter xsi.
It is also possible to run a parameter study for a correlation coefficient. Check the Correlation
Coefficient button and then open the correlation matrix using Select. There you select any
accessible pair of variables (you might even edit the entries in the matrix on the fly) and
return (OK) to the parameter study window to define bounds and increment.
The box Create STATREL Data can be used to generate data to be further analysed by
STATREL. If this option is switched on a sample is generated from the parameter study on a
file <Jobname>.ist, which can be analysed in STATREL.
You can enable/disable the parameter study without having to edit anything by
checking/unchecking the Enable checkmark.
Logical Model and Variables in Criteria
A separate section The Logical Model for SYSREL is dedicated to this crucial part of
SYSREL.

Characteristic Values
As a facility useful in some practical application an option for defining Characteristic Values
is also included. By default, the mean values are set as characteristic values during the
reliability analysis (in this box you will just see their initialisation to zero in that case)
because the mean values may not be known yet (input of distribution parameters).
The Partial Safety Factors are computed from the characteristic values.
You can set the characteristic values to their default (mean values) by unchecking the
Characteristic Values checkmark.
2.5.2 The Stochastic Model in Detail
In SYSREL you are only using non-ergodic variables (R-variables), in the same way as in
COMREL-TI. The stochastic model describes the statistical properties of the basic random
Variables) in terms of the Types of the distribution functions and their Moments or
Parameters. All kinds of dependencies including Correlations are defined here. Constant
(deterministic) parameters are treated as a special case of variables. Reference to both
Variables and Constants is made by their names, the so-called Character Identifiers (case
sensitive, 8 characters). See also the Help, section Theory for further details of stochastic
modelling and transformation.
The upper part of the stochastic modeler window contains the List of Variables which is
empty for a new job. If you have already defined your state function(s) you will see a
complete list of variables and parameters specified in the state function(s). For each basic

random variable and for each deterministic constant this list provides the items below. Access
to any item in this list (checking or editing) is by a double click to load its description into the
edit boxes in the lower part of the stochastic model window.
Character Identifiers
Comment (arbitrary comment up to 60 characters without embedded commata)
Type of Variable: In the case of SYSREL this always type R
R-variables are random variables whose distribution parameters can vary

deterministically in time. This is the only type used in COMREL-TI and SYSREL.
Distribution type (Normal, Lognormal, Exponential, etc.)
type of input Mom/Par (Moments or distribution Parameters)
indicator whether computation of Sensitivities is required (Yes/No)
You can Add a new Variable or Constant after having provided its unique name (Character
Identifier), its type of distribution and its mean value, standard deviation or its distribution
parameters (Mom/Par switch).
The Comment is optional (default is Undefined). It is printed to the results file for the large
print option (to be set in: Process Control).
You find (deterministic) Constant on top of the scroll box with the various distribution types.
Fixed freezes a basic random variable to its mean value (or first parameter, if no mean
exists). A fixed variable remains an entry in the vector of basic variables in the state function
whereas a constant is stored and handled like a deterministic parameter. Below Fixed you will
find a long list of types of distribution functions the more important of which are located at
the top of this list.
If you want to edit a variable or deterministic constant you double click on the string in the
List of Variables. After the necessary alterations do not forget to Apply your alterations to it.
Note that you cannot change (edit) the identifier of an already defined variable or constant.
You must Delete the variable, then change its name and then Add the variable to the
stochastic model. You cannot delete a variable, which is defined already in an existing failure
criterion unless you delete it there before. All properties remain in the various windows, so if
you Delete/Add in direct sequence you minimise the amount of data to be typed in again.
Variables, which are not used in an existing failure criterion, are shown in a different colour.
They can be deleted directly.

The button New resets all boxes in the stochastic modeler to default values ready to define a
new variable from scratch.
The Sensitivity switch is set to Yes by default. For all basic random variables with this setting
sensitivities and elasticities of the reliability index with respect to distribution parameters
and mean value and standard deviation will be computed. For deterministic Constants the
sensitivities/elasticities refer to the value of the constant. Sensitivities/elasticities cannot be
computed for basic random variables, which have their distribution parameters assigned to
other variables or constants or even to functions. These are not technical but rather theoretical
restrictions. Note that you get a full print of all sensitivities/elasticities for the Large print
option (to be set in: Process Control).
A maximum of four distribution parameters is provided. The four columns for the type of
distribution parameters can have entries Value, Parameter or R-Variable. The four columns
in the list in the upper part of the Stochastic Model window reflect the four columns of edit
boxes and scroll boxes to describe the numerical values of the parameters for any basic
random variable in terms of Moments and/or Parameters of the distribution function. If you
load the description of an existing variable by double-clicking in the list or if you create a
new variable and selected its distribution you will note that the captions on top of the four
columns change according to the type of distribution. The captions also change according to
setting of the Mom/Par switch. The meaning of the captions is explained in the Help, section
Theory.
Input by Moments is to provide mean and standard deviation and, if necessary, additional
distribution parameters as e.g. a shift parameter. For some distribution types input as
moments is not possible. The stochastic modeler will automatically handle these exceptions
and also ask for all additional parameters, see the tables in section Stochastic Modelling.
Internally, COMREL/SYSREL work with parameters only.
You may use the facilities in STATREL (Task Distribution Functions) to compute moments
from parameters or parameters from moments. Also, the form of the selected distribution and
density function may be viewed there.
For both types of input all unused columns have the caption None and are inaccessible, for
example columns 3 and 4 for all two-parameter distributions.
The default type of moment or parameter is Value, i.e. the quantity is simply defined by its
numerical value, which you type in the edit box with the same caption.
For parameter type input only you may define general dependent models by assigning
distribution parameters to other Variables and Parameters and only if you have switched to

the Rosenblatt model previously. You can even make assignments to Reference Functions
RFxx, i.e. an equivalent use of the functions YFUNxx from the professional versions of
SYSREL, see the Help, section Technical Reference.
In the scroll box Variable you get a list of the already defined random variables but also of
the deterministic constants. As concerns the stochastic modeler no difference is made between
an assignment to a variable or to a constant. Yet, if you assign a distribution parameter of
variable X to a random variable Y and if you have switched on the option Rosenblatt, in the
general case you generate a so called sequence of conditional distributions (SCD). The
distribution function of X is conditional on the realisation of Y; F(x|y). The Rosenblatt-
Transformation employed in all STRUREL programs must transform first y = T(u) in order to
be able to compute x = T (u|y). This calls for a certain sequence of the transformation. See
also the Help, section Technical Reference, Stochastic model, Probability Transformation.
If you have added or deleted variables, it is recommended to exit the Stochastic Model and
reopen it to see the resorted model.
No problems arise if you build up a new stochastic model from scratch as you can only make
assignments to existing quantities. But care must be taken if you introduce such assignments
in an existing model. Suppose you want to have variable Mass of the Crash-example with
uncertain parameter m assigned to a variable mMass and uncertain dispersion parameter s
assigned to sMass. You create the new variables mMass and sMass and then change the
settings in the description of Mass. When you leave the stochastic modeler the random vector
(X) is resorted such that mMass and sMass have ROrder-numbers smaller than Mass, in
other words the variable Mass is sorted below the variables it depends on now.
You always leave the stochastic modeler using the Exit button. Having made changes in an
existing model it is important to note that you can still discard all your alterations by re-
opening the old model file. A warning is issued in such a case (Continue ? Yes means to
continue the open-action and to discard previous alterations; No cancels open). If you leave
SYSREL completely, your input in the stochastic modeler and in the state functions is lost if
you do not save it to disk previously (File Save).

2.6 The Logical Model for SYSREL
The logical connection of the components in a system, which are represented by their failure
criteria, forms the Logical Model. It has to be provided in the Logical Model window, which
is accessible from the main control window of SYSREL under Model. If you activate item
Logical Model the dialog box shown below is opened. Here you enter the logical
representation of the system in terms of Cut-Sets (intersections of failure events).
2.6.1 Definition of Cut-Sets and of the Conditional Event
Each row in the dialog box corresponds to one Cut-Set. A double click toggles between
inclusion or omission of a failure event (Component or Constraint) which you control by the
colour change in the group Constraint Type. By clicking once on any cell in the logical model
you load the current Cut-Set number and constraint (component) number into the boxes in the
lower part of the window. Note that you have as many columns as the number of all
constraints, which you defined for the Symbolic Processor in the State Functions window.
Each row corresponds to one Cut-Set.
Using the Add or Insert buttons in the group Cut-Set you create new rows in the dialog box in
order to define new Cut-Sets. Delete will remove the row (Cut-Set) indicated by the small
pointer from the Logical Model.

The last group, named Event Type, allows to specify whether you want to include a failure
event of type Inequality or Equality. By default a failure event is of type InEquality. The
special case of equality type failure events typically applies to observations. Note that
including an equality constraint automatically triggers a Conditional computation in
SYSREL. You can remove an equality constraint only if you first removed it from the
Conditional Event row.
The Conditional Event row of the Logical Model box is only filled with events if you want to
compute a conditional failure probability. Set theory demands that any event, which is
included in the conditional row, must occur in all Cut-Sets. Also you will note that equality
events will be sorted into the first columns of the logical model (this is just a technical
restriction of SYSREL). Computation of a conditional probability is according to:
I(A C)
P(A C ) = .
I(C)
with (A) the Cut-Sets in the upper part of the dialog box and (C) the conditional event in the
extra row. The operator I is used in the above equation to point out that in the general case
(equalities included) both numerator and denominator are surface integrals.
The following screenshot is taken from the lifeline example including a conditional event
(Lifecndf.isy) in the additional examples.

Note that SYSREL allows some variants when computing a conditional probability. In the
Computation Options dialog box you have access to control flag KCOND. Its default value is
Yes which runs a complete conditional probability computation. The options Numerator and
Denominator of this flag will force SYSREL to compute just the numerator or denominator
according to the above equation. Finally, the I=E option will perform a complete conditional
probability computation with the peculiarity that equality type events will be converted
(temporarily) to inequality type. This last option is simply a short cut as compared to redefine
the equalities in the logical model.
If you want to remove a component from the conditioning event and thus from the
complete system you must remove it from all Cut-Sets. Else it will be included by
SYSREL on runtime for consistency of theory.
To leave this dialog box click on the OK button. Do not forget to Save all input later on
before you Run the reliability processor.
The Cancel button restores the logical model as it was defined when you entered this dialog
box.

2.6.2 Variables in Criteria
If you activate item Variables in Criteria a dialog box similar to the Logical Model box will
be displayed. It tells SYSREL which basic random variables are used in each of the failure
criteria (components). It saves quite a bit of computation time. In SYSREL-Symbolic it is
purely informative (automatically set up). It is kept here also for compatibility with SYSREL-
Pro.
The cells in this matrix are organised in a way that the columns refer to the Failure Criteria
(components) and the rows correspond to all basic variables defined in the Stochastic Model.
To leave this box click on the OK button.
2.7 Performing the Reliability Analysis: Process
This menu comprises all items to Control and Run the reliability computation of your system
of state functions. Here you set algorithmic control parameters, change the amount of output
and define an optional starting solution, etc.
The Control option gives access to Computation Options, definition of Starting Solution and
to the Solution Strategies.
If you altered the stochastic model and/or state function(s) and/or control settings, when
clicking the Run button, you will be asked to save the input file (model file *.isy) and run
the reliability computation to produce the output files:

*.msy, *.rsy, *.psy .
2.7.1 Control of Computation Options in Detail
Under Control the first submenu is Computation Options which allows to set all algorithmic
control parameters and all flags controlling the output. Usually, you will work with the
defaults. This section describes all Computation Options which are available in SYSREL.
Monitoring Device: (MONF) A minimum of messages from the executable is always directed
to screen. Most of the algorithmic messages are written to the monitoring File by default.
Directing these messages to Screen should be necessary only for special situations (messages
to MONF generated by your example).
Amount of Results to File *.rsy: (NPRI) The extension of name of the result file always
starts with a r (*.rsy in SYSREL). The Small option generates a short output in tabulated
form for reports. The Large option prints the complete stochastic model, all properties of the
-point and all sensitivity information computed. Switching it to debug or even Debug
creates additional output to the monitoring devices (*.msy) and should be necessary only in
case of problems.
Note that in SYSREL this flag controls both the amount of prints to the results file (*.rsy) and
to the monitoring file.
Amount of Monitoring Information: (IMON) This flag is not used in SYSREL.
Method of Probability Integration(IMET) allows to switch between the various methods of

probability integration The options FORM (First-Order Method) and SORM (Second-Order

Method) are the most important options and are present in all programs. Default is FORM.
The following lists the available methods in SYSREL:
FORM provides a first order approximation of the failure probability.
SORM computes a second order approximation, obtained from FORM (small

intersection) and a correction factor (derived from the curvatures).
Crude FORM computes the failure probability using a small intersection with
individually linearized constraints. It provides the same results as FORM in case
of large intersection.
Inactive Constraints: (LACT) For the default setting Skip the inactive constraints are not
included in the evaluation of the probability content of the Cut-Sets in the system. Only in
rare cases it may be necessary to Include these constraints.
Ditlevsen Bounds on Final Union: (IDITL) If, for some reason, only the probability content
of the Cut-Sets in the system are of interest you may switch off evaluation of the bounds on
the final union of the Cut-Sets.
Method to Compute Sensitivities: (ISENS) The default (Asymptotic) for this flag controlling
evaluation of sensitivities minimises the computational effort for this task. As the name of the
default indicates switching it to Weighted should be necessary only for the non-asymptotic
case (large probabilities).
Convergence Criterion for Beta-point Search: (EPSCON) and Armijo Line-search

criterion: (SMU)
Defaults are 0.001 for the convergence criterion and 0.1 for SMU. Changing these defaults
should be necessary only in rare cases. See the Help, section Algorithmic Settings in the
Technical Reference. Illegal input (EPSCON = 0 for example) will be discarded in favour of
the last valid value entered.
Relative Error of Upper Bound in Union: (CONDIT) The algorithm computing the
Ditlevsen bounds on the final union is run until the probability content of the neglected Cut-
Sets (which is added to the upper bound) is less then 10% of the probability of the lower
bound. This holds for the default setting 0.1. Setting CONDIT = 0 forces the algorithm to run
through all Cut-Sets.
Computation of Sensitivities: (IALFA) None allows to suppress (temporarily) computation

of all sensitivity information without having to switch all variables and constants to
(Sensitivity: No) in the stochastic modeler. For ConstPar sensitivity information of only the

constants will be computed (if there are any), for DistPar only for distribution parameters
(and means, standard deviations). Usually this switch should be set to Both for full sensitivity
information.
Conditional Probability: (KCOND) This flag is automatically managed when defining or

changing the logical model. If the conditioning event is defined some variants of conditional
probability evaluation can be performed using this switch.
Maximum Number of Iterations in Algorithm #1: (MAX1) gives the maximum allowed
number of iterations in RFLS algorithm-1 (inexact line search) to find the -point u*. For the
NLPQL-algorithm MAX1 defines the maximum number of gradient steps. For the alternative
algorithm JOINT3 MAX1 determines the maximum number of iterations. The algorithm has
to be selected under Solution Strategies (see below).
Maximum Number of Iterations in Algorithm #2: (MAX2) gives the maximum allowed
number of iterations in the RFLS-algorithm-2 (exact line search), or MAX2 determines the
maximum number of iterations in the line searches of the NLPQL algorithm. Defaults are 10
iterations for both algorithms. Changing these defaults should be necessary only in rare cases.
See the Help, section Algorithmic Settings in the Technical Reference.
2.7.2 The Starting Solution Window
Starting Solution allows to define an optional starting point for the -point search in standard
space (U-space). In this window you can also provide fixed bounds on the U-variables which
can be useful to prevent the -point search algorithm entering a numerically or physically
inadmissible region. The starting point has to be defined in U-space as in COMREL.

Default is vector U = 0 which is equivalent to a starting point at the median values in X-

space. The default U-space bounds are -30.0 Ui +30.0 which represents the full interval of
numerical feasibility of the transformation U X.
Under Strategy you have two options:

User allows you to define other starting points than the default.
Random selects a random starting point inside the U-space bounds.
You can enable/disable the Starting Solution without having to edit anything by
checking/unchecking the Starting Solution checkbox (checkmark is set if starting solution
is enabled). .
If you narrow down these bounds be aware that you will get no convergence if the -point
is actually located outside the bounds.
2.7.3 Solution Strategies for SYSREL
In SYSREL you have two algorithms available under Solution strategies.
As in COMREL you also have NLPQL (as default here) and as an alternative JOINT3 which
is the (multi-constraint) equivalent to RFLS from COMREL. All other SYSREL specific
options in this window are explained in detail in the Help, section Algorithmic Settings in the
Technical Reference. It is necessary to change the default options only if you encounter
convergence problems in SYSREL.
2.7.4 Reliability Computation: Run
Run starts the reliability computation. During runtime a few messages are always directed to
screen to control performance. Termination of the run is indicated by a message (Program
Terminated ...). You may scroll through the messages, but note that you should not re-run
the computation (with altered input) unless you closed this window.
Inconsistencies in the input (stochastic model) or algorithmic errors are indicated by a non-
zero error flag IER. Detailed messages can be found in the results and monitoring files.

If fatal numerical errors occurred in the symbolic processor a message box is displayed
indicating the problem (overflow, division by zero, etc.). The same messages can also be
found in the results and monitoring files. In rare cases it may happen that a fatal numerical
error occurs outside the symbolic processor. This will lead to a (Fortran) STOP which
inevitably terminates the whole application. Restart, reopen the input (model) file, set
monitoring and print options to debug state and rerun. Then (restart and reopen again), check
the monitoring and the results files to find an error traceback.
A run can be stopped by pressing the Esc button.
2.8 Graphical Post-Processing
2.8.1 Menu Items in Display
This pop up menu is the entry to all post-processing facilities of SYSREL. You may view the
results in text and graphical form.
The first option, Viewer - Notepad.exe, allows to register any text editor (e.g. NOTEPAD,
WRITE (default)) for viewing monitoring and results files (text files). This setting is stored
permanently and will remain also if you leave COMREL or SYSREL.

If you switched to another text editor you may have redefined the current path to the
directory of the editor. Open any (input, monitoring, results) file to reset the path to your
working directory or restart the program.
Monitoring will open the monitoring file (*.msy) in the selected editor.
Results will open the results file (*.rsy) in the selected editor.
Before you enter graphical post-processing you have to register an interface file generated by
a previous run. These so called Plot Files has the extension *.psy. Plot File will open a box
for file selection. A double click on the selected file will register it and several graphical post-
processing options (described below) will become active, depending on the type of
information contained in the interface file.
The Multiple Document Interface technique used throughout COMREL and SYSREL is
especially valuable in graphical post-processing. You may first register the interface file from
your current Job, create some plots (and iconize them if necessary). Then, you register
another file from a previous run (other Job with different stochastic model on basically the
same problem, say), create further plots and finally compare both sets of plots on one screen:
Reactivate the iconized plots, Window Tile.
Rename: Assume that you ran the Lifeline-example with SORM option and a parameter study
and you want to run the same example with FORM for comparison. The first run will produce
Life.pti. Using this option you can rename this file to Life_s.pti for example, then rerun with
FORM creating Life.pti, rename it to Life_f.pti and finally compare the results. Note, that you
have done all these operations under one Jobname: Life.
Representative Alphas of Variables displays a piechart of the sensitivities of all U-space

variables (so called representative alphas). The vector of alphas is normalised to one, but the
pie chart is filled according to the squares of the -values. In difference to earlier versions of
COMREL and SYSREL the representative alphas provide a direct relation between the U-
space variables and the basic random variables (X-space) also for correlated and also in case
of general dependency structures in the stochastic model.
Componental Sensitivities shows the influence of the components (failure criteria) of the
system on the system reliability index. It is displayed as a piechart similar to the sensitivities
of the U-space variables. Consult also the Help for interpretation.
Elasticities of Constant Parameters creates a barchart of the influence on the reliability index
of a variation in any of the constant parameters. Sensitivity information is computed only for
those constants which were selected in the stochastic modeler (Sensitivity Yes). If
denotes a constant, its sensitivity is / and the elasticity is the dimensionless quantity


. Note that the elasticities are undefined for = 0 (and become meaningless for close

to zero). In the results file both sensitivities and elasticities are printed.
Elasticities of Mean Values and Elasticities of Standard Deviations create barcharts of the
influence on the reliability index of a variation in the mean value and standard deviation of
any basic variable (X-variable). The same remarks as above apply. These quantities are
computed from the sensitivities/elasticities of the distribution parameters which are printed in
the results file.
Partial Safety Factors creates a barchart of the ratios x*/xc where x* is the design value (in
original space) and xc is the characteristic value. The characteristic values of each variable are
the at their means unless other values have been inputted previously.
Parameter Study allows to plot the results of runs with a systematic variation of a Constant if
you required this when setting up the input in the stochastic modeler (see Model
Parameter Study). Several plots can be generated:
Reliability Index displays the reliability index as a function of the systematic variation
of a Constant (parameter) in the parameter study.
Cost Function opens a box for entering the Initial Cost C0 , the Marginal Cost Cm (p)
and the Failure Cost H, p stands for the parameter. Three lines are displayed with
ordinates (y):
blue: y = Co + Cm(p) p
green: y = H Pf, Pf is the failure probability ()
red: y = Co + Cm(p) p + H Pf
The minimal point of the cost function is marked by a black rectangle. Note that usually
a non-trivial optimum only shows up if Pf increases with the parameter (i.e. if the line
over p decreases in the reliability index plot).
Representative Alphas allows to see how the sensitivities of the U-space variables
change throughout the parameter study, see also remarks to the piechart of
representative alphas above.
Partial Safety Factors allows to see how the partial safety factors change throughout
the parameter study, see also remarks to the barchart of partial safety factors above.
For the following plots of results from time variant analysis see Theoretical
Concepts, section Other Exceedance Measures.

2.8.2 Controlling Screen Layout: Window
The first three items comprise the usual facilities of Windows to arrange the various windows
(and also icons) on your screen:
Tile
Cascade
Arrange Icons
Close Plots
At the bottom of the list of options in the pop up menu Window you find a list of the currently
created windows in the post-processor including the iconized ones.
2.8.3 Formatting of Plots: Options
This menu is only accessible in the post-processor if you have loaded one or more interface
files (*.psy). Its contents depend whether the interface file contains information from a
standard run, i.e. reliability index, failure probability and sensitivities or from a run to
generate data for viewing the state function (run for state function plot).
The first three items are tools for formatting the graph.
Horizontal Axis allows to define the interval and the number of labels on the abscissa.
Vertical Axis allows to define the interval and the number of labels on the ordinate.
A Grid should be plotted after you have formatted abscissa and ordinate.
The formatting windows can also be activated by a right mouse click on the active
window.

The other two items allow to export the generated graphs into your reports:
Export Metafile is the most useful option for inserting graphs into your reports. It creates a
Windows Metafile (*.wmf) with a name prompted from you (default name is Jobname.wmf).
Copy Viewport copies the graph into the Clipboard in a format comparable to WMF (Metafile
picture format, and not the whole window as a bitmap using PrtScreen).

INTRODUCTORY EXAMPLES FOR SYSREL
3. INTRODUCTORY EXAMPLES FOR SYSREL
3.1 A Simple Example (Life.isy for Lifeline System)
In this section a complete session with the SYSREL software will be explained. The first
section is about the user defined state functions (also denoted as failure criteria or - in a
system context - as components). It is very similar to COMREL because both programs share
the same interface to the state functions. The definition of the logical model (this is SYSREL-
specific) and the stochastic model (equal to COMREL) and further program control data will
be explained next. Finally the runtime information and the output of the Lifeline example are
commented.
Like in COMREL the names of all files read and generated by SYSREL (*.isy, *.rsy etc.)
depend on the jobname, which is restricted to 8 characters by default. For the example at hand
the jobname is LIFE. After installation of SYSREL you will find the input (model) file with
name LIFE.ISY. We will take this example to explain the structure of SYSREL and its input
and output.
Consider a system as shown in Figure 3-1. Two sources S1 and S2 supply two areas A1 and
A2 by a network of lifelines. The arrows indicate the possible direction of flow. The system is
exposed to some extreme event, e.g. an earthquake. The system is said to fail if either of the
areas are no longer supplied. The system failure event can be written down directly or by
construction of a fault tree.
F = { [F1 (F2 F3 ) (F3 F4 F5 )] [(F1 F5 ) (F3 F4 ) (F2 F3 F5 )] }
3
S1 S2
3 2 1 1 2 4
1 4
2 4 3 1 2 5
5
A1 A2 1 3
2 3 1
3 5
5
3 4 5
5 4 5
Fault Minimal
Tree Cut Set
Figure 3-1: Lifeline System

A (minimal) Cut-Set system representation is obtained employing the expansion and

absorption rules of set theory.
F ={(F1 F3) (F3 F5) (F4 F5) (F1 F2 F4) (F1 F2 F5)}
The Cut-Set form of the logical structure of the system which needs not to be a minimal Cut-
Set (i.e. a Cut-Set representation with all subsets removed) has to be provided as the Logical
Model. For the example the logical model in matrix form reads (index i: line- or Cut-Set
number; index j: column or component number)
j
i 1 2 3 4 5
1 I O I O O
2 O O I O I
3 O O O I I
4 I I O I O
5 I I O O I
We assume the componental failure events:
P(Fi) = P({Xi - Y 0}) = P(Zi -i) = ()
where the Xi's are independent normally distributed "Resistances" with mean mxi = mx and
standard deviation x,i = x whereas Y represents an independent normally distributed "Load"
with mean my and standard deviation y.
It follows that = i = (mx - my ) / (x2 + y2)1/2 and = Corr[Zi,Zj] = y2 / (x2 + y2). Let
the parameters be chosen such that = 3, i.e. P(Fi) = 1.35 10-3 and = 0.5. The system has 5
components (KALL=5). The number of basic variables in the whole system is NX = 6. The
minimal Cut-Set representation from above has 5 Cut-Sets (MALL=5). The parameters are
chosen as mx = 10, x = 2, my = 1.515 and y = 2. The identifiers for the load and the 5
resistances can be seen in the Model.
In this case the exact failure probability can be evaluated by one dimensional numerical
integration. Because the resistance variables are assumed independent the conditional failure
probability (conditional on a given load) can be calculated by an exact expansion of the set.
After considerable algebra one arrives at the expression given below. The conditional
intersection probabilities in that expansion are obtained as products of the component
probabilities (after sub-set checking). The condition finally is removed by integration leading
to:

+
+ + t
Pf , sys = [3P ]
(t ) 4 P 4 (t ) + 2 P 5 (t ) (t ) dt with P(t) =
2

1
(.) is the standard normal integral. (.) is the standard normal density. For = 3.0 and
= 0.5 one obtains
Pf,sys = 2.32 10-4 or E,sys = --1(Pf) = 3.501
where the index E stands for "Equivalent".
3.1.1 State Functions
These are given as

FLIM(1){Component #1} = Scale_R1*Res1-Scale_Ld*Load
The definition of the state functions in SYSREL obeys exactly the same rules as in
COMREL. Therefore reference is made to the section describing this module in the COMREL
part. The only difference to COMREL is that for SYSREL several state functions (failure
criteria, components) must be defined, using different function numbers (unless you have a
"system" with one component only). Editing the state function and all other tasks related to
definition of the Failure Criteria and to generation of a Reliability Processor are accessible
via the main menu item Function.
The fact that SYSREL deals with several state functions at a time makes it mandatory that
you specify different numbers for the various state functions. The failure domains of the state
functions are referred to as the "components" in the logical model.
Before one sets up the Logical Model of the system (technically, the incidence matrix of the
Cut-Set system KMAT) one has to select the failure criteria, which will be used in the system.
One can select all or just a subset of the available failure criteria. Only the selected ones are
accessible in the definition of the Logical Model lateron.
Variables in Failure Criteria is the next item where you can define (or better control) all
variables in the various state functions.
For this example you may use the default control options and Run the reliability analysis
under main menu item Process. This run produces the results file Jobname.rsy, the monitoring
file Jobname.msy and finally the post-processing file Jobname.psy. In case at hand the
following files are produced:

Life.rsy, Life.msy and Life.psy.
Note that all these files for one job must be in the same directory, but this directory (the "job
directory") can be different from the directory where the vital files are stored (SYSRELs
"root directory"). It is recommended not to use the root directory for jobs in order to avoid
accidental deletion of vital files.
3.1.2 Stochastic and Logical Model
The definition of the stochastic model of the system in SYSREL, i.e. the joint distribution
function of the basic variables together with their parameters and dependencies is identical to
the concepts of COMREL. In addition to the Stochastic Model a system reliability analysis
requires the Logical Model of the system in term of a so-called (minimal) Cut-Set
representation, i.e. as a union of Cut-Sets. The module reading the input file in SYSREL will
check for minimality and reduce any given Cut-Set representation to its minimal form. The
Cut-Sets can include equality and inequality constraints (components). The Logical Model is
defined in form of an incidence matrix (internal name KMAT) with MALL rows and KALL
columns where MALL denotes the total number of Cut-Sets and KALL the total number of
components (failure criteria, events).
Also a conditioning event can be defined for a Conditional computation with the conditioning
event being formally the Cut-Set no. "MALL + 1". Note that the presence of equality
constraints makes mandatory a conditional computation and that any conditioning event will
be included in all Cut-Sets.
Finally, there is the item Variables in Criteria which is similar to the one for the Logical
Model. It is used by SYSREL in the numerical evaluation of gradients by a finite difference
scheme and can help to save unnecessary state function calls. Usually you simply Fill Up this
incidence matrix unless you have very complicated and time consuming state functions
(which certainly does not apply to the Demo version).
Remarks on differences between COMREL and SYSREL:
In SYSREL there is no menu item Task as it deals with time invariant analysis only.
SYSREL can deal with many components (state functions, failure criteria) arranged in a
Cut-Set system simultaneously.
SYSREL requires the Logical Model.
SYSREL uses the incidence matrix Variables in Criteria.

For all Cut-Sets SYSREL starts from the origin in U-space or from a user defined starting
solution when searching the joint -points. You may direct SYSREL to generate individual
-points for all components (state functions, failure criteria) which are taken to produce
starting solutions for the search of the joint -points of all Cut-Sets if you specify special
solution strategies.
A call of all state functions at zero will in any case be performed as it is necessary to scale
the functions internally and to determine the system structure.
Note that there are some restrictions in SYSREL which limit the size of the problem. There
are maximal 100 components and maximal 100 basic variables plus constant parameters.
For even larger problems you need the Pro-version of SYSREL requiring a Fortran
compiler.
3.1.3 Run and Text Output (SYSREL)
The contents of the text output file of SYSREL (*.rsy) are described here using the output
from the Lifeline example (Life.rsy). The contents of Life.rsy are reproduced here for the
small output option with parts of it reformatted to match the page size of this manual as
SYSREL prints 132 column wide output. Also some comments are added in [ ] which you also
note by the different font. Note that this file (\Examples\ subdirectory) is delivered with the
contents of the large print option. The graphical post-processing is addressed in the next
section.

-------------------------------------------------------------------
Job name ............ : life
Comment : Lifeline Example
Date(dd.mm.yy) ...... :
Time(hh:mm) ........ :
Transformation type : Rosenblatt
Optimization algorithm : NLPQL
SYSREL, (Version 9.6), (C) Copyright: RCP-GmbH 1989-2000
-------------------------------------------------------------------
----------------- I N P U T - E C H O ------------------
MALL= 5 KALL= 5 NU= 6 NPVEC= 6
------- Internal control keys of SYSREL derived from input --------
NPRI, IMET, IJOIN, LACT, IDITL, IALFA, ISENS, KCOND, IRHO, EPSCON,
1 0 1 0 3 1 0 0 1.0E-03
MAXIT, MAXFUN, IOPT, IDLIM, MAXDUM, ISYSST, HESDIA
10 10 0 0 10 0 0.00
[An echo of the stochastic model will be printed here when computing and checking the distribution parameters
if NPRI was set 2.]
[It follows a block of information describing user defined (JLIM) and internal numbering of the Failure Criteria
(components, constraints) an the Logical Model]
Input: Assignment of sequential Constraint numbers in SYSREL to JLIM-
numbers in LIMIT:
Constraint no.= 1; JLIM no.in LIMIT = 1 : Component #1
[Note that the JLIM numbers can be arbitrary, e.g. JLIM=111, 222, ..., say]
Input: K M A T (Cols.=Constraints; Lines=Cut-Sets):
1 2 3 4 5
1: I O I O O
2: O O I O I
3: O O O I I
4: I I O I O
5: I I O O I
Input: Occurrence of Basic-(X-)Variables in the state functions

(LIMIT).
Names of all ( 6) Basic Variables, followed by JLIM-numbers denoting
Constraints where they are used.
Load : 1, 2, 3, 4, 5,
Res1 : 1,
Res2 : 2,
Res3 : 3,
Res4 : 4,
Res5 : 5,
[This is the echo of the input in the box Variables in Criteria]
-------------------------------------------------------------------
[This ends the "Input-Echo" section of SYSRELs result file]
[Now some (minimal) information is given from the process of finding the joint -point and producing the linear
form of each Cut-Set in the system sequential ordering as found on input (on KMAT)]
Results for CUT-SET No. 1

===================================================================

Info. about linearized Cut-Set with 6 Basic Variables and 2

Constraints. The following Constraints were on input (JLIM- and
Constraint numbers) :
JLIM No. : 1 3
Constr.No.: 1 3
The Constraints marked with "0" in the next line are no more
considered the linearized Cut-Set :
Indicator: 1 1
[All constraints in this Cut-Set were active at the joint -point.]
After linearization of Cut-Set 1
No.of LIMIT-calls= 17 No.of gradient evaluations= 4
Results for CUT-SET No. 5

===================================================================
Info. about linearized Cut-Set with 6 Basic Variables and 3
constraints. The following constraints were on input (JLIM- and
constraint numbers):
JLIM No. : 1 2 5
Constr.No.: 1 2 5
The constraints marked with "0" in the next line are no more
considered the linearized Cut-Set :
Indicator: 1 1 1
After linearization of Cut-Set 5
No.of LIMIT-calls= 140 No.of gradient evaluations= 24
[LIMIT-calls and gradient evaluations are summed up throughout a SYSREL run]
===================================================================
[All Cut-Sets are linearized. It follows the evaluation of the bounds for the final union]
===================================================================
bounds for the final union are computed from up to 5 linearized Cut-
Sets
[As 5 Cut-Sets were linearized the bounds computation (its relative precision controlled by the parameter
CONDIT, set = 0.1 here) can run until inclusion of these 5 Cut-Sets. Note that the logical model of the system as
given on KMAT did not contain redundant Cut-Sets (it was a minimal Cut-Set system) and no Cut-Set was
sorted out already during linearization and therefore the MALL = 5 Cut-Sets were linearized.]
===================================================================
Survey of treatment of Cut-Sets as given on input:
Cut-Sets entered on KMAT(Input) : 5
Cut-Sets without subsets which were linearized: 5
Cut-Sets entered in Ditlevsen bounds iteration: 5
Cut-Sets treated in Ditlevsen bounds iteration: 4
[After inclusion of 4 Cut-Sets the convergence criterion as given by CONDIT was fulfilled and the iteration for
the bounds computation stopped. The "estimated error" is the sum of the probabilities of the Cut-Sets neglected
in the "Ditlevsen bounds iteration". The "relative precision" (compared to CONDIT) is: Estimated error / Lower
bound on P(F-system). Note that the error estimated above just reflects the relative error in the algorithm to
compute the Ditlevsen bounds. Error = 0 does not mean that lower and upper bounds coincide !]
In the union we arrived at a relative precision = 0.7030E-01

as compared to Input(CONDIT)= 0.1000
Estimated error (added to upper bound) = 0.1534E-04
Ditlevsen bounds of the final union on P(F-system) :

Lower bound on P(F-system)= 0.2182E-03
with corresponding reliability index= 3.517
Upper bound on P(F-system)= 0.2446E-03

with corresponding reliability index= 3.487

-------------------------------------------------------------------
[The following part of output is devoted to all types of sensitivity measures computed depending on the setting
of the control parameter IALFA. The second control parameter connected with this task is ISENS: =1
(asymptotic) or ISENS=2 ("exact").]
-------------------------------------------------------------------
With asymptotic metzhod the following sensitivities were computed:
(global weighting factor= 0.2655 included)
[The "global weighting factor" is the term ()/() with which the sensitivities of sys (lower bound on
Pf,sys) are multiplied after computing them from the sum of the weighted sensitivities of the individual Cut-Sets.
For further details refer to the Theoretical Concepts]
Elasticities for (KLP=) 6 selected CONSTANT Parameters

(Entry on PVEC:sensitivity)
( Scale_Ld ) ( Scale_R1 ) ( Scale_R2 )
( 1: -0.9112 ) ( 2: 0.1725 ) ( 3: 0.4125E-01)
( Scale_R3 ) ( Scale_R4 ) ( Scale_R5 )
( 4: 0.2625 ) ( 5: 0.1519 ) ( 6: 0.2831 )
[The Elasticities ep,i are the sensitivities times parameter value (P(i)) divided by sys; i.e. in the case at hand the
sensitivities divided by 3.521 as all PVEC(i) = 1. Note that the norm of the vector eP is not equal one. The
elasticities are better to interpret than the sensitivities as they are not dependent on the "format" of the
parameters. For example you obtain the same elasticity for a parameter given in (m) or given in (mm) provided
the state functions of the system are properly formulated in the respective units. The sensitivities would differ by
the factor 1000 in this case.]
Elasticities of Mean values for (KLVP=) 6 selected basic variables

( Load ) ( Res1 ) ( Res2 )
( 1: -0.1901 ) ( 2: 0.2354 ) ( 3: 0.5236E-01)
( Res3 ) ( Res4 ) ( Res5 )
( 4: 0.3660 ) ( 5: 0.2092 ) ( 6: 0.3922 )
Elasticities of Standard Deviations for selected basic variables
( 1: -0.7211 ) ( 2: -0.6287E-01) ( 3: -0.1111E-01)
( 4: -0.1035 ) ( 5: -0.5731E-01) ( 6: -0.1091 )
Normalized Representative alfa-U values with norm = .9913

( Load ) ( Res1 ) ( Res2 )
( 1: -0.8954 ) ( 2: 0.1679 ) ( 3: 0.3735E-01)
( Res3 ) ( Res4 ) ( Res5 )
( 4: 0.2611 ) ( 5: 0.1492 ) ( 6: 0.2798 )
[Like in COMREL-TI the representative -values are measures of the importance of the basic (X-space)
variables even if there are dependencies (correlations) between the X-variables.]
[For a single component in a single Cut-Set the normalised U-space gradient of the state function of the
component at the -point matches the results form COMREL-TI. For independent variables the normalised
representative -values are equal to the the normalised U-space gradient. For a general Cut-Set system the
vector of equivalent normalised U-space sensitivities u,eq. can be interpreted as the normal of an equivalent
hyperplane of the system in U-space with distance to origin equal to sys. These quantities are not shown here.
They are printed for the large print option only.]
===================================================================
Partial Safety Factors estimated from [X(i)-*_equiv.]/[(X(i)_c]

( Load ) ( Res1 ) ( Res2 )
( 1: 5.121 ) ( 2: 0.8829 ) ( 3: 0.9740 )
( Res3 ) ( Res4 ) ( Res5 )
( 4: 0.8179 ) ( 5: 0.8959 ) ( 6: 0.8049 )

[The partial safety factors refer to the mean values as characteristic values (the default) in this example because
no extra charactersitic values X(i)_c have been specified. The equivalent vector X-* _equiv.is computed from
u,eq. and sys using the U X transformation.]
===================================================================
Normalized sensitivity measures of (KALL=) 5 Components(constraints)

with norm = .9566 (JLIM-no.: sensitivity)
( 1: 0.3944 ) ( 2: 0.1089 ) ( 3: 0.5709 )
( 4: 0.3399 ) ( 5: 0.6254 )
[These importance measures refer to the components in the system. Each component is defined by one state
function (1...KALL) and occupies one column in the logical representation of the system on KMAT.]
-------------------------------------------------------------------
STATISTICS in SYSREL:
No.of state-function calls= 161 gradient calls= 24
(Estimated REAL-storage= 1395) Needed REAL-storage= 1362
Needed INTEGER-storage= 1063
[as compared to provided INTEGER*4=20 000 and REAL*8=50 000 storage units]
CPU-time overall : 1.320 seconds
CPU-time in *LIMIT* : 0.240 seconds
The error indicator (IER) at the end of SYSREL was = 0
-------------------------------------------------------------------
[Next, a table of results of the Parameter Study is printed (all other prints suppressed)]
---------- Parameter study for Parameter: Scale_Ld ----------
Par.Value,Lower Bd-Pf,L.Bd-beta,Upper Bd-Pf,U.Bd-beta,Sensit.,Elast.
0.7500 0.5738E-05 4.387 0.5944E-05 4.380 -3.947 -0.674
-------------------------------------------------------------------
1.000 0.2182E-03 3.517 0.2446E-03 3.487 -3.205 -0.911
[... and so on ]
-------------------------------------------------------------------
2.000 0.4636E-01 1.681 0.6162E-01 1.541 -1.212 -1.44
-------------------------------------------------------------------
[and the statistics is repeated with accumulated values]
STATISTICS in SYSREL:
No.of state-function calls= 851 gradient calls= 192
(Estimated REAL-storage= 1261) Needed REAL-storage= 1325
Needed INTEGER-storage= 1063
CPU-time overall : 6.700 seconds
CPU-time in *LIMIT* : 1.420 seconds
[The real working space is (conservatively) estimated at the start of SYSREL. The amount actually used is also
printed. In case real or integer storage is insufficient an error message with the size of the working array
required is printed. See also the print on the monitoring device.
The CPU-time allocation reflects the very "cheap" state functions in this example so that the main effort is
within SYSREL, especially in the evaluation of the multinormal integral.]

-------------------------------------------------------------------
-------------------------------------------------------------------

3.1.4 Graphical Post-Processing (SYSREL)
The Windows based interactive pre- and post-processor SYSREL(.exe) contains a graphical
post-processor which is very similar to COMREL.
SYSREL is capable to generate the following plots:
Representative Alphas of Variables - these are the representative -values in form of a

pie-chart. Because SYSREL deals just with time invariant analysis the R-Q-S types of
basic variables is irrelevant and all variables are R-type.
Componental Sensitivities - these are the squared normalised sensitivities of the

components (failure criteria, constraints) in the system in form of a pie-chart. See also the
notes above for "Sensitivities measures of Constraints".
Elasticities of Constant Parameters - the elasticities of the system reliability index sys
(see also remarks above) with respect to the constant parameters in all components (failure
criteria, constraints).
Elasticities of Mean Values - the elasticities of sys w.r.t. mean values of the uncertain
basic variables.
Elasticities of Standard Deviations - the elasticities of sys w.r.t. standard deviations of the
uncertain basic variables.
Parameter Study - leads to a sub menu with several plots of such a study
Reliability Index - graph of sys (lower and upper bound) over the systematically
varied constant parameter. Note that lower bound on sys corresponds to upper bound
on system failure probability and vice versa.
Cost Function - displays a cost function over the systematically varied constant
parameter based on the lower bound on sys (upper bound on Pf,sys) in the same
manner as the cost function in COMREL.
Elasticities - displays the elasticity of the constant parameter which is varied
systematically.
Alphas - plots the change of the representative -values during the variation of the
constant parameter.

3.2 A Simplified Case of Reliability Updating by an Observation of Crack

Length (Crackscal.isy)
Reliability updating by actual observations has become an important field of application of

SYSREL. In the following introductory example some simplifications are introduced for the
purpose of easy illustration. Let a structural component be subject to fatigue. Initially the
component is crack free. It takes the initiation time to grow a crack to a size a0 where the laws
of continuum fracture mechanics become valid. Then, it is possible to observe a crack. If it is
smaller than expected or not even existent at the observation time one concludes that the
component is more reliable than predicted. The later in time this favourable event is observed
the more reliable the component will become. If the crack length is larger than expected the
reliability is, of course, will be smaller than predicted.
General Relations
Crack growth is defined by Paris-Ergodans law:
da
dn
(
= C Y ( a ) S a
m
)= CY ( a )m S m a
m
(1)
with material constants m and C. S is the applied random stress range. Y(a) is a geometry
factor usually depending on crack length a and containing 1/2, see e.g. [1]. For this example,
Y(a) is the constant 1/2 and consequently Ym = m/2. Eq. (1) can be integrated:
a(t) = {aok + k C Ym E[Sm] N(t)}1/k m2 (2a)
a(t) = ao exp(C Y2 E[S2] N(t)) m=2 (2b)
with
2m
k= (2c)
2
[1] Broek, David, Elementary Engineering Fracture Mechanics, Fourth revised edition,
Martinus Nijhoff Publishers, Dordecht/Boston/Lancaster, 1987
For the time invariant case at hand (stationary loading) we compute N(t) from o t (o is
uncrossing rate of the mean of the load process denoted as parameter Rate, time is
parameter t). k is negative for any m > 2. Therefore, the expression (2b) can become
singular for some t and makes no sense for times larger than this explosion time. If the
stress variation is a narrow band Gaussian process, the stress range is Rayleigh distributed
and its expected value can be computed from:
(
E S m = 2 2 )m 2 +mm (3)

Failure is defined if the crack depth a(t) exceeds a critical limit acrit:
V = { acrit a(t) 0 } (4a)
Abbreviating C Ym E[Sm] N(t) as RHS (Right Hand Side) and using eqs. (2) the failure
domain is
ak ak
crit 0 RHS 0 |m 2 (4b)
k
a a exp( RHS ) 0 | m = 2.
crit 0
The slope parameter C
Starting from the failure events (eq. 4), C must be seen as a load variable. The common
practice of assigning a normal distribution to ln(C) means that C is lognormally distributed. If
the standard deviation is defined for ln(C) one has a coefficient of variation (CoV) for
C. For larger CoV (> 30%, say) this is problematic. The upper tail of the density gets very fat
for larger CoV allowing for extremely large values of C. Note that the lognormal density
f(x) 1/x exp[ (ln(x))2 ]. In essence, the lognormal model is not appropriate for a load-type
variable if CoV > 20%, say. Appropriate models are Normal or Weibull for C (not ln(C)) with
CoV =20% to 30%. Note the scaling of C in the failure function in order to avoid round off
errors in the stochastic model definition for this variable.
The Initial Crack Size a0
For the very same reasons (load type ...) the lognormal distribution for a0 is not appropriate.
Also the exponential model is not supported by any theoretical arguing. An appropriate model
is the Rayleigh distribution with a shift parameter > 0 which assures a0 > 0. = 0 leads to a
fixed CoV 52%. It then has only one parameter and Mean = ( / 2)1/2.
Stress Process S
The stress process S(t) is modelled by a stationary and ergodic normal narrow band process.
Integration over time as required in eq. (1) yields an explicit expression eq. (3). The mean
value of the uncrossing rate o is a constant with name nue0. For the time invariant case the
Time t is also a constant. The total number of up crossings N(T) = o t.
Paris m
Here it is assumed that the initiation time can be computed from the usual S-N-curves and
crack propagation is determined by the Paris-Ergodan law. In order to simplify the analysis
we take m = 2 which makes the crack propagation law easy to integrate. Crack propagation

failure is when the crack length exceeds a given critical crack length which is taken here as
50 mm. Note that we have introduced scaling constants to account for the extremely
small/large proportionality factors in the Paris/Whler relationships.
Due to the special case m = 2 we note:
(
E S m = 2 2 )m 2 +mm = 8 2
1 and Y m = m/2 =
We can define the following events:

FLIM(1){crack observation} =
Aobs * epsobs - A0 * exp (Cp*1E-10 *PI *8 *deltas^2 *nue0 *tobs)
FLIM(2){crack propagation failure} =

ln(Acr/A0) / (Cp*1E-10 *PI *8 *deltas^2 *nue0) - t
FLIM(3){initiation time} = Cw*1E13/((2*SQRT(2)*deltas)^n *nue0) - t
FLIM(4){failure after crack initiation} =

FUNC(41)*Cw*1E13 / ((2*SQRT(2)*deltas)^n * nue0) +
ln(Acr/A0) / (PI*nue0) - t*FUNC(41)
DEFFUNC(41)(){auxiliary quantity for scaling}=Cp*1E-10 *8 *deltas^2
The first event represents the observation Aobs at observation time tobs. It is an equality
constraint in the logical model. The second event is the failure event due to crack
propagation. The third event is the event of having completed the initiation time. The forth
event is the event of crack propagation failure after completed crack initiation. Clearly the
forth event includes the third event. The reference time is t = 2106.
Scaling of the state functions is another important consideration to improve convergence.

Whereas function FLIM(1), which is in the domain of crack length [about 50 mm], is well
scaled this is not the case for functions FLIM(2 to 4) which are expressed in the time domain
[106 seconds]. On the file Crackscal.isy we improved scaling of FLIM(4). Run this example
(which is essentially the same example but with a better scaling) and compare the state-
function values at U=0 in the monitoring file and compare the number of state-function calls
with the ones from above. This example converges well both with NLPQL and JOINT3
optimisers but it still needs Individual Linearisation in Solution Strategies.

The Stochastic Model
Variable / Constant Distribution function Mean Standard deviation

Crack length A0 Rayleigh 1 0.4
after initiation [mm]
Paris constant Cp Normal 0.5 10-10 0.1 10-10
Whler Constant Cw Lognormal 0.05 1013 0.015 1013
Observation error [mm] Lognormal 1 0.075
Standard deviation of Normal 30 3
load process s [Mpa]
Paris exponent m Constant 2 -
Observation time tobs Constant 1106 -
Crack length Constant 10 -
observation Aobs [mm]
Whler exponent n Constant 3 -
Cycle rate 0 Constant 1 -
reference time t Constant 2106 -
Critical crack Constant 50 -
length Acr [mm]
This example is numerically demanding. It will converge better if one chooses the JOINT3
optimiser and Individual Linearisation in Solution Strategies. The probabilities (SORM
method) of the second, third and forth event are given next for the data in the stochastic
model listed below. We also provide the number of gradient evaluations and the iteration
cycles needed to find the individual -point for each event.
FLIM(2): P(Tp - t 0) = 1.93E-02 ( = 2.068) 5 gradients, 4 iterations in Joint3

FLIM(3): P(Ti - t 0) = 0.983 ( = 2.111) 6 gradients, 5 iterations in Joint3
FLIM(4): P(Ti +Tp - t 0) = 1.43E-03 ( = 2.982) 6 gradients, 5 iterations in Joint3
In order to compute these probabilities you just have to activate the respective event in the
logical model and eliminate all other events. It is seen that the initiation time is completed
with high probability at the reference time and that the sum of initiation time and propagation
time still has rather high probability.

If now a crack length of Aobs = 10 mm is observed at tobs it can be shown that the conditional
failure probability computed from
P( I 4 E1 )
P( I 4 E1 ) = (where I denotes an inequality and E an equality constraint)
P( E1 )
can be significantly different depending on the observation time. For the data at hand
observing a crack of 10 mm already at time 1106 clearly is an unfavourable observation
yielding a conditional Pf = 1.953E-02 (corresponding = 2.063).
The results from the parameter study are displayed below.

Reliability Index [CRACKSCAL.PSY]
Beta
7.00
6.00
5.00
4.00
3.00
2.00
1.00
0.00
-1.00
-2.00
600000 700000 800000 900000 1000000 1100000 1200000 1300000 1400000
tobs
Figure 3-2: Reliability index as a function of tobs.
More realistic models involve partly complicated geometry functions and m > 2 so that the
integration of the Paris equation must be performed numerically. Also, the event that the
crack is detected at all should be added. In general such problems need great care in
modelling and also in scaling of the state functions to assure convergence. Note the large
setting of MAXIT and MAXFUN. Also note the scaling of CP and CW to avoid problems in
the transformation of these Normal/Lognormal variables.

ADDITIONAL EXAMPLES FOR SYSREL
4. ADDITIONAL ILLUSTRATION EXAMPLES FOR SYSREL
4.1 Different Failure Modes - A Series System (Pframe)
Consider one plane frame structure. Plastic hinge mechanisms leading to collapse of the
structure are considered and are analysed by utilising elastic-plastic stress-strain relations.
Hinges are thought to form at the end of elements or at points of load application only. The
height of the structure is a constant value h = 5 m; the width equals to 2*h = 10 m.
Variable Mean value Standard deviation

Z1 .... Z5 (kMm) 134.9 13.49
H (kN) 50 15
V (kN) 40 12
All variables are supposed to be independent and lognormally distributed.
Frame Sway
V V
H H
Z3 Z4 Z2 Z4
Z1 Z5 Z1 Z5
Beam
V
H
Z2 Z3 Z4
Figure 3: Plane frame structure with three plastic mechanisms.
The principle of virtual work give the three safety margins Mi, which are linear in this case.
The system is said to be in a failure state if one of the safety margin is negative. One calculate
then the system failure probability as:
Pf = P ( (M1 < 0) (M2 < 0) (M3 < 0) )

The expressions for the safety margins are:

FLIM (1) { Sway mode } = M1 + M2 + M4 + M5 - h*H
FLIM (2) { Vertical mode } = M2 + 2*M3 + M4 - h*V
FLIM (3) { Combined mode } = M1 + 2*M3 + 2*M4 + M5 - h*H - h*V
Results are presented in the following Table:
Sway mode Vertical mode Combined mode Final Union

SORM 2.724 3.448 2.768 2.55
Failure probability 3.22 10-3 2.83 10-4 2.82 10-3 5.34 10-3

4.2 Several Events must happen to Cause Failure - A Parallel System

(Crash)
The failure probability of a structural element under truck impact can be determined by
making use of the following simplified model. The impact force, based on energy balance, is:
2ad 2a d
Fc = k m 02 for v02 >
sin ( ) sin ( )

where:
v0 : initial velocity
k: equivalent stiffness
m: total mass
a: deceleration
: pay load factor (0 1)
: angle between collision course and track direction
02 sin ( )
d: distance from the structural element to the road; d
2a
The geometrical settings are illustrated in the Figure below.
y

d
r
b
Figure 4: Vehicle leaving a road and hitting an obstacle.

The stochastic model is:

Basic variable Distribution Mean value Standard C.o.V. Name of
deviation (%) Variable or
Constant
v0 (m/s) lognormal 22 2.2 10 Speed 0
k (kN/m) lognormal 300 60 20.0 Stiffness
m (t) normal 10.0 5.5 50 Mass
(no beta 0.7 0.1 0.14 Kappa
dimension)
a (m/ s2) lognormal 4 1.3 32.5 Decelera
() Rayleigh 10 5.21 52.1 Phi
Fc(kN) lognormal Median = = 0.10 0.10 Fc
2.0E6
d (m) constant 4.5(1.5) - - Dist
The mechanical and probabilistic models are taken from an analysis about vehicle impact by
T.Vrouwenfelder. There are three events to consider:
1. The event of failure of the structural element given that the truck reaches the
structural element.
2. The event that the truck does not come to a stop before hitting the target
3. The event that a truck leaves the road.
The various probabilities are as follows:
2.a.d
Unconditional probability: P Fc k . m.( v02 ) 0
sin( )
2.a.d
Hit probability given occurrence: P v02 0
sin( )
n t b
Occurrence probability: P U 1 0
sin( )
2.a.d n t b
Hit probability: P v02 0 U 1 0
sin( ) sin( )

Total probability:
2.a.d 2.a.d n t b
P Fc k . m.( v02 ) 0 v02 0 U 1 0
sin( ) sin( ) sin( )


U = auxiliary standard normal variable

n = number of vehicles per day =2500
t = reference time in days = 36500 days
= rate for leaving the track = 10-10
b = width of truck (or obstacle) = 2.5 m
The third event is introduced to model the discrete occurrence event. It depends on the
random hit angle. The formulation of the failure functions is as follows.
FLIM(1){crash}=1 - kappa*Mass*Stiffnes*
(Speed0^2-2.*Decelera*Dist/SIN(Phi*PI/180.)) / (Fc*Fc)
FLIM(2){cond.}=2.*Decelera*Dist/SIN(Phi*PI/180.)-Speed0^2
FLIM(3)(auxiliary limit for event probabilities)=

Uaux-ICPHI(t*n*lamda*b/SIN(Phi*PI/180.))
Note the special formulation for the first failure function which numerically is much more
convenient than the direct formulation. It avoids not only negative roots but is also well
scaled in that the second term is a number around unity. The details of the stochastic model
can be seen in the Stochastic Model window. This example is numerically a somewhat tricky
one. It requires a relatively large number of function calls and a careful setting of algorithmic
constants. The second event, of course, never should become active.
-----------------------------------------------------------------
**********************************************
------------ SYSREL (Version 9.6) ------------
----- (C) Copyright: RCP GmbH 1992-2000 ------
**********************************************
-----------------------------------------------------------------
Job name ............ : CRASH
Comment : Example for a Parallel System
Transformation type : Rosenblatt
Optimization algorithm: NLPQL
-----------------------------------------------------------------
*SYSREL*: Linearizing C U T - S E T No. 1
M.N.I. with dimension 2
Lower Bound Pf, L.B.-beta ,Upper Bound Pf, U.B.-beta , IER

0.8221E-04 3.768 0.8221E-04 3.768 0
Statistics in SYSREL:
No.of state-function calls= 195, gradient calls= 21
CPU-time overall 0.05, in St.Func. 0.00 seconds
It is recommended to study the stochastic model and then modify it moderately as well as play
around with the Computational Options, in particular with the parameters EPSCON and
MAX1 and MAX2. You may well experience non-convergence but appropriate modification
of the appropriate algorithmic constants will help.

STOCHASTIC MODELLING
5. STOCHASTIC MODELLING
The next page provides an overview about all distribution functions available in the
STRUREL programs. It follows a page with some notes and two more pages with a detailed
description of the most important distribution functions.
It is recommended to print out the next 4 pages for easy reference !

Parameters of Distribution Functions
(0: Moments, 1: Parameters)

Type J Name of Parameters on Type of parameter-
distribution VP: 1 2 3 4 input I (default)
0 Fixed v 1 (1)
1 Rectangular. (uniform) a, b 0 or 1 (0)
2 Normal (Gau) m, 0 or 1 (0)
3 Lognormal , 0 or 1 (0)
4 Exponential , 0 or 1 (0)
5 Gamma k, 0 or 1 (0)
6 Beta r, t, a, b, 0 or 1 (0)
7 Gumbel (max) u, 0 or 1 (0)
8 Frechet (max) v, k, 1 (1)
9 Weibull (min) w, k, 0 or 1 (0)
10 Shifted Lognormal , , 0 or 1 (0)
11 Rayleigh , 0 or 1 (0)
12 Student (standard) 1 (1)
13 Trapezoid a, b, c, d 1 (1)
14 Birnbaum/Saunders , 0 or 1 (0)
15 Cauchy , 1 (1)
16 Shifted Gamma k, , 0 or 1 (0)
17 Inverse Gau , 0 or 1 (0)
18 Gumbel (min) u, 0 or 1 (0)
19 Frechet (min) v, k, 1 (1)
20 Weibull (max) w, k, 0 or 1 (0)
21 Pareto a, k 0 or 1 (0)
22 Laplace , 0 or 1 (0)
23 Logistic , 0 or 1 (0)
24 Halfnormal m, 0 or 1 (0)
25 Chi-square 1 (1)
26 Fishers F 1, 2 1 (1)
27 Student m, , 1 (1)
28 Neville r, k, 1 (1)
29 Hermite m, , , 0 or 1 (0)
30 Pred.Gumbel (max) t, , n 1 (1)
31 Pred.Weibull (min) t, k, n 1 (1)
32 Pred.Frechet (max) t, k, n 1 (1)
33 Pred.Exponential , h 1 (1)
34 Pred.Normal (m unknown) , , n 1 (1)
35 Pred.Normal ( unknown) m, s, 1 (1)
36 Pred.Normal (m ) x , n, s, 1 (1)
37 Post.Gumbel (max) t, , n 1 (1)
38 Post.Weibull (min) t, k, n 1 (1)
39 Post.Exponential , h 1 (1)
40 Post.Normal (m) , 1 (1)
41 Post.Normal () s, 1 (1)
42 Post.Normal (m ) x , , n 1 (1)
43 Post.Frechet (max) t, k, n 1 (1)
44 4-Par. Lognormal , , , 1 (1)
Page 54 RCP Consult, 2008 SYSREL Demo Manual

Notes to Parameters of Distribution Functions:

Greek characters and other symbols used in this table are converted to plain text in the stochastic model
window (for example =lamda, =nue and x =xq).
The distribution types in the table above are ordered according to the internal Type no.(J). When selecting a
distribution type in the Stochastic Model you will find the distribution types in a different sequence
reflecting our guess of their importance in applications. Identification, however, is by names of distributions,
type numbers are just for internal use.
If you change the distribution type of any variable to type Fixed the first entry on VP (this caption in the
above table denotes the VP-matrix in the input file) for this variable is taken as the value "v".
For input of type 0 (= input of moments) the mean and standard deviation are the first and second entry for
each variable. If there are more than two parameters then parameter no.3 and optionally parameter no.4 have
to be supplied. So also for input of moments - in case of a distribution with more than 2 distribution
parameters - the distribution parameters 3 and 4 have to be provided in addition to the mean and standard
deviation.
COMREL and SYSREL internally work with the distributions in their parametric form as described in the
table above.
The distribution parameters of the univariate model of variable Xj are defined as deterministic (a fixed real
value on the matrix VP). The parameters of the conditional univariate model for variable Xj can be
stochastic, i.e. one of the previously defined stochastic variables. They can also be assigned to a
deterministic Constant in order to perform a Parameter Study on a distribution parameter.
Notes to Distribution Functions:

+
I. Complete Gamma function: ( a ) = t
a 1 t
e dt
0
x
II. Incomplete Gamma function: ( x , a ) = t
a 1 t
e dt;
0

(a ) (b)
III. Complete Beta function: B ( a , b ) = t (1 t )
a 1 b 1
dt =
0
(a + b)
x
IV. Incomplete Beta function: B ( x , a , b ) = t (1 t )
a 1 b 1
dt
0
V. Gaussian density. ( x ) = 1/( 2 ) exp x 2 / 2

x
VI. Gaussian distribution function: ( x ) =
(u ) du
VII.Error function: erf ( x ) = 2 ( x 2) 1
VIII.Euler number: C=0.577216

Typ. Name Density/Distribution Function Range Parameter Mean Standard deviation

No Restriction
2 Normal V,VI) 1 1 x m 2 1 x m
f X ( x) = exp =
2 2 < x < + >0 m
xm
FX ( x ) =

3 Lognormal V,VI) 1 ln ( x / ) 2
1
f X ( x) = exp >0 2 2
x 2
2
2 0< x < + >0 e 2
e 2
e 1
= Median
1 ln ( x / )
=
x Std.dev. =
Mean 2 = ln ( Cov 2 + 1)
ln ( x / ) Cov =
Mean Cov 2 + 1
FX ( x ) =

10 Shifted ln ( ( x ) / )
2
Lognormal VI) 1 1 < x<+ >0

f X ( x) = exp 2 2
( x ) 2 2
2
> + e2 e2 e 1

ln ( ( x ) / )
FX ( x ) =

( x )
4 Exponential f X ( x ) = exp 1 1
x<+ >0 +

FX ( x ) = 1 exp [ ( x ) ]
5 Gamma I,II) 1
( x ) exp ( x )
k 1
f X ( x) =
(k ) k >0 k k
0 x+ >0
( x, k )
FX ( x ) =
( k )

Typ. Name Density/Distribution Function Range Param. Restr. Mean Standard deviation
No.
6 Beta III,IV) xa
r 1
xa
t 1
1 a<b r rt
f X ( x) = ba ba
axb a + (b a ) (b a )
r>0 r+t ( r + t ) ( r + t + 1)
B ( r, t )( b a )
2
B ( y , r, t ) xa t>0
FX ( y ) = ;y=
B( r, t ) ba
f X ( x ) = exp ( x u ) exp 1
( x u ) < x < +
7 Gumbel C VIII)
>0 u+
(max. 6
Type I)
FX ( x ) = exp [ exp( ( x u ))]
8 Frechet k v
k 1
v k
f X ( x) = exp < x< + k >0
(max.
Type II) I) ( v ) x x v >
1
(v ) 1 + (v ) 2 1
1 2 1
k k k
v k ( k > 1)
FX ( x ) = exp (k > 2)
x
9 Weibull I) k x
k 1
x k
(min. f X ( x) = exp
Type III) ( w ) w w x<+
k >0 ( w ) 1 +
1
+ (w ) 2 1
1 + 2 1 +
w > k k k
x k
FX ( x ) = 1 exp
w
11 Rayleigh ( x )2
x
f X ( x ) = 2 exp
2 2
x< + >0 + 2
2 2
1 (x ) 2
FX ( x ) = 1 exp
2
2


INDEX
6. INDEX
Insert ..............................................................20
A
D
Add a new Variable or Constant.........................17
Alphas .................................................................42 Debug prints..........................................................7
Amount of Monitoring Information....................24 Default Characteristic Values .............................16
Amount of Results to File ...................................24 DEFFUNC ..........................................................11
Apply changes in variables (Sysrel)....................17 Demo restrictions..................................................4
Armijo Line-search .............................................25 Demo-Version Issues............................................4
Arrange Icons (Sysrel) ........................................31 Denominator .......................................................22
Display (Sysrel) ....................................................9
B
DistPar ................................................................26
Basic random variables .......................................16 Distribution (Sysrel) ...........................................17
Basic steps.............................................................4 Distribution functions (Table) ............................53
Distribution types (Sysrel) ..................................13
C
Distribution types (Table) ...................................53
Cancel - Logical Model ......................................22 Ditlevsen Bounds on Final Union: (IDITL)........25
Cascade (Sysrel)..................................................31
E
Cauchy ................................................................13
Character Identifiers............................................17 Elasticities...........................................................42
Characteristic Values ....................................16, 30 Elasticities of Constant Parameters.....................42
Set to Default..................................................16 Elasticities of Constants
Clipboard (Sysrel)...........................................8, 32 Barchart..........................................................29
Close Plots (Sysrel).............................................31 Elasticities of Mean Values ..........................30, 42
Comment.............................................................17 Elasticities of Standard Deviations ...............30, 42
Componental failure events ................................34 E-mail ...................................................................6
Componental sensitivities (Sysrel)................29, 42 EPSCON .............................................................25
Computation of Sensitivities: (IALFA) ..............25 Equality...............................................................21
Computation Options ..........................................22 Equality constraint ..............................................45
Computation Options (Sysrel) ............................23 Event Type..........................................................21
CONDIT .............................................................25 Examples for Sysrel ..............................................5
Conditional Event ...............................................21 Exit (Sysrel) ..................................................10, 11
Conditional Probability.......................................21 Exit(Stochastic Model) .......................................19
Conditional Probability: (KCOND) ....................26 Export Metafile (Sysrel) .....................................32
Constants.........................................................8, 13 Expressions .........................................................11
ConstPar..............................................................25
F
Constraint............................................................20
Constraint Type...................................................20 Failure Cost.........................................................30
Control (Sysrel)...................................................23 Failure criterion (Sysrel) .....................................11
Conventions for File names ..................................6 File (Sysrel) ..........................................................9
Convergence Criterion for -point Search: File *.msy............................................................28
(EPSCON) (Sysrel) ........................................25 File *.psy.............................................................29
Copy (Sysrel) ......................................................11 File *.rsy .............................................................29
Copy All (Sysrel) ................................................11 File *.wmf...........................................................32
Copy Viewport (Sysrel) ......................................32 Fixed ...................................................................17
Correlation matrix ...............................................13 FLIM...................................................................11
Correlations.........................................................14 FORM (Sysrel) ...................................................25
Disable ...........................................................14 Fortran compiler ...................................................5
Enable.............................................................14 Four distribution parameters ...............................18
Cost Function ................................................30, 42 Fracture Mechanics example (Sysrel).................43
Crack length observation example (Sysrel) ........43 Function ................................................................8
Create STATREL Data .......................................15 Function (Sysrel) ..................................................9
Crude FORM (Sysrel).........................................25
G
Cut (Sysrel) .........................................................11
Cut-Set ................................................................20 Grid (Sysrel) .......................................................31
Add.................................................................20
Delete .............................................................20

INDEX
H NLPQL ...............................................................26
NPRI ...................................................................24
Hardware requirements .........................................5
Numerator ...........................................................22
Help (Sysrel) .........................................................9
Hermite ...............................................................13 O
Hermite model ....................................................13
Occurrence probability (example) ......................51
Homepage .............................................................6
On/Off
Horizontal Axis (Sysrel) .....................................31
Starting solution (Sysrel) ...............................27
I Open (Sysrel) ......................................................10
Options (Sysrel) ....................................................9
IALFA.................................................................25
Identifier..............................................................17 P
Identifiers ........................................................8, 11
Parallel system (example) ...................................50
IDITL ..................................................................25
Parameter ............................................................18
IER ......................................................................27
Parameter Study................................14, 15, 30, 42
IMET...................................................................24
Disable ...........................................................15
IMON..................................................................24
Enable ............................................................15
Inactive Constraints: (LACT) .............................25
Parameter Study on correlation coefficient.........15
Inequality ............................................................21
Parameters.....................................................16, 18
Initial Cost...........................................................30
Partial Safety Factors ..........................................16
ISENS .................................................................25
Barchart..........................................................30
J Study (Sysrel).................................................30
Paste (Sysrel) ......................................................11
Jobname ..............................................................11
Plot File...............................................................29
JOINT3 .........................................................26, 27
Print (Sysrel) .......................................................10
K Print Option
Large ..............................................................18
KCOND ........................................................22, 26
Printer Setup (Sysrel)..........................................10
L Process (Sysrel) ....................................................9
LACT ..................................................................25 R
Large print option ...............................................18
Reference Functions .....................................11, 18
Lifeline System example (Sysrel) .......................33
Relative Error of Upper Bound in Union:
List of Variables............................................16, 17
(CONDIT)......................................................25
Logical Model...........................................8, 20, 36
Reliability Index ...........................................30, 42
M Reliability updating (Sysrel) ...............................43
Rename ...............................................................29
Marginal Cost......................................................30
Representative -values........................................7
MAX1 .................................................................26
Piechart ....................................................29, 42
MAX2 .................................................................26
Study (Sysrel).................................................30
Maximum Number of Iterations in Algorithm #1:
Restrictions in size of problem (Sysrel)..............37
(MAX1)..........................................................26
Restrictions of Demo version................................4
Maximum Number of Iterations in Algorithm #2:
Results (Sysrel) ...................................................29
(MAX2)..........................................................26
RFLS algorithm-1 ...............................................26
Method of Probability Integration.......................24
RFxx ...................................................................11
Method to Compute Sensitivities: (ISENS) ........25
Rosenblatt .....................................................13, 18
Minimal Cut-Set representation ..........................34
Run........................................................................8
Model (Sysrel) ................................................9, 14
Run and Text Output for Lifeline example.........37
Mom/Par .......................................................17, 18
Run the reliability computation ..........................27
Moments .......................................................16, 18
R-variable ...........................................................18
MONF.................................................................24
Monitoring (Sysrel).............................................28 S
Monitoring Device: (MONF)..............................24
Save (Sysrel) .......................................................10
Multiple Document Interface ..............................29
Save As (Sysrel) .................................................10
Multivariate Gaussian models.............................14
Scale state functions (Sysrel) ..............................45
N Sensitivities.........................................................17
Sensitivities/Elasticities ......................................18
Nataf....................................................................13
Sensitivity ...........................................................18
Nataf model.........................................................13
Series system (example) .....................................48
New (Stochastic Model in Sysrel)) .....................18
SMU....................................................................25
New (Sysrel) .......................................................10

INDEX
Software requirements ..........................................5 U

Solution Strategies ..............................................27
U X transformation ........................................13
Solution Strategies (Sysrel)...........................23, 37
Undo (Sysrel)......................................................11
SORM .................................................................24
User defined functions ........................................11
SORM (Sysrel)....................................................25
Starting solution V
(Sysrel) .....................................................23, 26
Off (Sysrel) ....................................................27 Value...................................................................18
On (Sysrel) .....................................................27 Variable
State function (Sysrel).........................................11 Add.................................................................17
STATREL ...........................................................15 Apply changes (Sysrel) ..................................17
Distribution Functions....................................18 Delete .............................................................17
STATREL Data Variables .........................................................8, 13
Create .............................................................15 List of .............................................................17
Stochastic Model.................................................13 Variables in Criteria......................................23, 36
syntax rules .........................................................11 Vertical Axis (Sysrel) .........................................31
Viewer (Sysrel) ...................................................28
T
W
Technical support..................................................6
Theoretical concepts .............................................4 Window (Sysrel)...................................................9
Tile (Sysrel) ........................................................31 Windows Metafile...............................................32
Truck impact example.........................................50 WMF-files (Sysrel) ...............................................8
Types of the distribution functions .....................16 Working with SYSREL ........................................4

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RELIABILITY

SYSREL: USERS MANUAL

Using Built-in Symbolic Processor

Copyright 1991 2009 RCP GmbH. All rights reserved.

No part of this manual may be copied or distributed, transmitted, transcribed, stored in a

1. GENERAL INFORMATION ...........................................................................................................................4

SYSREL Demo Manual RCP Consult, 2009 Page 3

1.1 Getting Started; Installation

1.1.1 Demo-Version Issues

1.1.2 Working with SYSREL

The basic steps to perform are:

Page 4 RCP Consult 2009 SYSREL Demo Manual

1.2 Software and Hardware Requirements

SYSREL is a 32-Bit executable for application on different types of hardware supporting

1.3 Sysrel Files

SYSREL Demo Manual RCP Consult, 2009 Page 5

1.4 Technical Support

1.5 Conventions for Filenames in Sysrel

File extension Description

Page 6 RCP Consult 2009 SYSREL Demo Manual

1.6 Differences between Sysrel (9.6) and earlier versions of Sysrel

Sysrel (9.6) supports long file names.

SYSREL Demo Manual RCP Consult, 2009 Page 7

2. INTERACTIVE USE OF SYSREL

A job can be divided into three sequential steps:

Page 8 RCP Consult 2009 SYSREL Demo Manual

2.2 Main Menu Items

Model Pre-processing part: Definition of the stochastic model

Display Post-processing part: Display results as plots or in text form

Options Post-processing part: If a plot has been generated it can be formatted

SYSREL Demo Manual RCP Consult, 2009 Page 9

2.3 File manipulations

Exit With Exit you leave SYSREL.

Page 10 RCP Consult 2009 SYSREL Demo Manual

2.4 Definition of the Failure Criteria: Function

Undo, Copy, Cut, Paste, Copy All

as used from many other Windows based text processors.

SYSREL Demo Manual RCP Consult, 2009 Page 11

2.5 Definition of the Stochastic Model

2.5.1 Overview on Menu Items in Model

Page 12 RCP Consult 2009 SYSREL Demo Manual

SYSREL Demo Manual RCP Consult, 2009 Page 13

Page 14 RCP Consult 2009 SYSREL Demo Manual

Logical Model and Variables in Criteria

SYSREL Demo Manual RCP Consult, 2009 Page 15

2.5.2 The Stochastic Model in Detail

Page 16 RCP Consult 2009 SYSREL Demo Manual

Comment (arbitrary comment up to 60 characters without embedded commata)

Type of Variable: In the case of SYSREL this always type R

R-variables are random variables whose distribution parameters can vary

Distribution type (Normal, Lognormal, Exponential, etc.)

type of input Mom/Par (Moments or distribution Parameters)

indicator whether computation of Sensitivities is required (Yes/No)

SYSREL Demo Manual RCP Consult, 2009 Page 17

Page 18 RCP Consult 2009 SYSREL Demo Manual

SYSREL Demo Manual RCP Consult, 2009 Page 19

2.6 The Logical Model for SYSREL

2.6.1 Definition of Cut-Sets and of the Conditional Event

Page 20 RCP Consult 2009 SYSREL Demo Manual

SYSREL Demo Manual RCP Consult, 2009 Page 21

Page 22 RCP Consult 2009 SYSREL Demo Manual

2.6.2 Variables in Criteria

2.7 Performing the Reliability Analysis: Process

.msy, .rsy, *.psy .