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It is often the case that the performance measure i from a Monte Carlo simulation
can be viewed as a function of various parameters"* used in the simulation. These
parameters can pertain to the distributions used in the simulation and to the mech-anism under which the simulation is carried out. A typical setting is where i is the
expected output of a random variable Y whose value is dependent on a simulation
parameter vector 0, such that

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Fire by Monte Carlo Simulation

Kaihang Shi1, Qianru Guo2 and Ann E. Jeffers3,*

1Undergraduate Student Researcher 2Graduate Student Research Assistant

3Assistant Professor

Arbor, MI 48109, USA

Abstract

This paper describes a preliminary study to explore the use of Monte Carlo simulation to

assess the reliability of structures in fire given uncertainty in the fire, thermal, and

structural model parameters. The methodology requires (1) the probabilistic

characterization of the uncertain parameters in the system, (2) a stochastic model for the

thermo-structural response, and (3) a limit state function that describes the failure of the

system. The study focuses on assessing the failure probability of a protected steel beam

under natural fire exposure. The system was modeled stochastically using a series of

sequentially coupled thermo-structural finite element analyses that were embedded

within a Monte Carlo simulation. Although the example considered here is relatively

simplistic in that it focuses on member level performance, it effectively demonstrates the

application of the proposed reliability method and provides insight into the practicalities

of extending the approach to more complex structural systems.

Steel

1. INTRODUCTION

In the broad context of fire protection engineering, a significant amount of research has focused on the

performance-based design of fire safety systems. Risk assessment is a key component of performance-

based design, as it enables the fire protection engineer to study tradeoffs in cost and utility to determine

the best engineered solution for a given target level of performance [1]. For the design of fire safety

systems, probabilistic methods, such as those based on event tree or fault tree analyses, are often the most

useful because such methods provide a quantitative measure of the risk associated with the design [2].

While the fire protection engineering discipline regularly uses risk-based methods in the

performance-based design of fire safety systems, the fire resistant design of building structures is

carried out in a purely deterministic manner, without direct consideration for uncertainty in the

governing parameters. The current methodology has resulted in a practice in which the reliability of

structures in fire is indeterminate [3-4] and inconsistent with the design for other types of hazards [5].

Furthermore, the current approach is in disagreement with empirical evidence suggesting that there are

a large number of uncertainties in the nature of the problem and that the response is highly sensitive to

a number of significant parameters [6-9]. These factors suggest that a probabilistic assessment of

structural fire resistance could provide key insight into the safe, economical design of structures

threatened by catastrophic fire. Furthermore, the quantification of structural reliability is a necessary

advance in the field of structural fire engineering because risk analysis is essential to performance-

based design.

A review of literature reveals that the topic of structural reliability in fire dates back to the early

works of Magnusson and Pettersson [10], who provided an initial framework for the reliability

38 Stochastic Analysis of Structures in Fire by Monte Carlo Simulation

assessment of structures in fire. More recently, reliability theory has been applied in the field of

structural fire engineering to derive probability-based load and resistance factors [5, 11-12], to account

for uncertainty observed in the analysis of fire resistance tests [6-9], and to support risk-based structural

fire design [3-4, 13-14]. Research to date has resulted in important advances in the reliability-based fire

resistant design of structures but has not fully explored the use of simulation-based stochastic methods

that are commonly used in other engineering disciplines.

The present study seeks to advance the field of reliability-based structural fire design by studying

the use of Monte Carlo simulation [15] as a means to quantify the reliability of structures in fire given

uncertainty in key model parameters. The approach specifically involves (i) characterizing the sources

of uncertainty, (ii) quantifying the probabilistic characteristics of each uncertain parameter, (iii)

defining performance criteria for the structure based on strength, stability, and/or serviceability

requirements, (iv) evaluating the structural response stochastically (e.g., by Monte Carlo simulation),

and (v) calculating the probability of failure. Once the probability of failure is determined, the adequacy

of the design can then be evaluated in terms of an acceptable level of risk. The methodology is

illustrated here by an example in which the fire resistance of a steel beam is evaluated based on

uncertainties in fire load and structural resistance parameters. The paper focuses specifically on the

implementation of the Monte Carlo simulation in the finite element analysis software Abaqus [16]

using commands that are contained in a separate Python script file. The approach extends the standard

modeling capabilities of Abaqus for performing parametric analyses. Although the example considered

here is relatively simplistic and does not include all possible uncertain parameters, it effectively

demonstrates the application of the proposed reliability method and provides insight into the

practicalities of extending the approach to more complex structural systems.

2. ANALYTICAL METHODOLOGY

Monte Carlo simulation (MCS) is an iterative method in which random samples of each uncertain

parameter are generated based on their probabilistic characteristics, and a series of deterministic

analyses are subsequently conducted based on each possible combination of random parameters. Once

all deterministic simulations have been carried out, probabilistic information about the system can be

synthesized from the results [15]. For the purposes of evaluating the reliability of a system, the

probability of failure pf can be determined by observing the number of simulations for which the

response exceeds a given failure criterion, i.e.,

N

p =

f

f

, (1)

N

where Nf is the number of simulations for which the system failed and N is the total number of

simulations. As the total number of simulations N is increased, the failure probability converges to the

true failure probability of the system.

MCS has been used extensively to evaluate uncertainty in a wide range of engineering applications.

The technique has been broadly used in the fire protection engineering discipline to conduct

performance-based assessments of fire safety systems [17-18] and has been the primary method used

to explore uncertainty in structural fire engineering applications [6-9]. Despite its versatility, MCS

tends to be very computationally expensive (i.e., often impractical for a personal computer) because a

large number of iterations are often required to achieve a desired level of accuracy, especially in regions

with low probabilities of failure. Efficiency can be improved with special sampling techniques such as

Latin hypercube sampling [19], although such techniques do not completely overcome the limitations

in regions with exceptionally low failure probabilities. Nevertheless, MCS is an extremely versatile

technique that can provide insight into the probabilistic characteristics of complex, multidisciplinary

systems and therefore is the focus of this paper.

A sequentially coupled analysis of fire-structure interaction involves three components: an analysis

Kaihang Shi Qianru Guo and Ann E. Jeffers 39

of the fire behavior to determine the thermal boundary conditions at the surface of the structure, a heat

transfer analysis to determine the temperature propagation within the structure, and a structural analysis

to evaluate the forces and deformations associated with the prescribed heating. As shown in Fig. 1, a

stochastic model for fire-structure interaction involves a propagation of uncertainty that affects each

stage of the response. In the fire model, uncertainty in the compartment geometry, type and distribution

of fuel, and ventilation conditions result in uncertainty in the thermal boundary conditions associated

with the given fire event. This in turn introduces uncertainty in the predicted temperatures in the

structure and ultimately affects the mechanical response of the structure. Additional uncertainty

associated with the material properties of the structure, the thermal and structural boundary conditions,

and magnitude of applied loads leads to further challenges in determining how the structural system

will respond in an actual fire scenario.

uncertain pairing (based on LHS) through the thermo- Analysis

parameters structural model

Nf

fX(Xi) x11 x12 x1 N pf =

N

x 21 x 22 x2 N

Xi

x n1 xn 2 x nN

To capture this propagation of uncertainty, a stochastic model of the system can be employed. Figure 2

is shows the extension of the Monte Carlo simulation technique [18] to a structural fire application. As

illustrated in Fig. 2, the model is defined in terms of n uncertain parameters X = [X1, X2, ..., Xi, ..., Xn],

each of which is characterized by its statistical properties, such as the mean, variance, and probability

distribution. For MCS, a sample size of N is prescribed, which requires that N values for each uncertain

parameter Xi be defined. In classical MCS, all possible combinations of random parameters are

considered, thus requiring Nn total simulations. In the present study, Latin Hypercube sampling (LHS)

40 Stochastic Analysis of Structures in Fire by Monte Carlo Simulation

is used to reduce the total number of simulations [19]. The Latin Hypercube sample is given as

x

x x

11 12 1N

x x x

x=

21 22 2N

x

ij

(2)

x x x

n1 n2

nN

where xij = the random value of parameter i in sample j. The parameter i ranges from 1 to the total

number of parameters n, while the sample j ranges from 1 to the total number of samples N. Thus, each

column of the matrix x represents one sample of parameters that is propagated through the thermo-

structural model. In the following study, three stochastic analyses were carried out to evaluate the fire

behavior, the thermal response of the structure, and the mechanical response of the structure. Random

values were generated for each uncertain parameter based on probabilistic characteristics that were

either assumed or based on existing data in the literature. Details about the analysis are provided in the

following section.

To illustrate the stochastic simulation of structural performance in fire, Monte Carlo simulations were

conducted for a protected steel beam exposed to natural fire. As illustrated in Fig. 3a, the beam was

simply supported and carried a uniformly distributed load w. In addition to the applied loads, the beam

also supported a concrete slab, which was assumed to act non-compositely with the beam. The steel had

a nominal yield strength of 345 MPa. A cross-section of W28x8 was required to resist the assumed

design load based on the U.S. steel design specification [20] and to meet the ANSI/UL 263

requirements for prescriptive fire resistant design in the U.S. The beam’s cross-section is shown in Fig.

3b. The beam was protected by a spray-applied fire resistant material such that the beam provided a 1h

fire resistance.

Concrete Slab

Spray-Applied

Fire Resistant

W8x28 Material (SFRM)

tw = 7.2 mm d = 204.7 mm

L = 4.88 m

(a) tf = 11.8 mm

bf = 166.1 mm

Figure 3. Protected Steel Beam Exposed to Fire: (a) Loading, and (b) Cross-sectional

Geometry

The purpose of the analysis was to evaluate the response of the protected steel beam exposed to natural

fire given uncertainties in the fire, material, and loading parameters. A schematic of the general

Kaihang Shi Qianru Guo and Ann E. Jeffers 41

procedure is shown in Fig. 4. Natural fire exposure was modelled using the Eurocode parametric fire

curve as modified by Buchanan [21]. To evaluate the thermo-structural response, two sequentially

coupled analyses were conducted using Abaqus [16]. Heat transfer over the cross-section was modelled

using two-dimensional continuum elements. The mechanical response was subsequently modelled

using two-dimensional beam elements. Temperatures in the flanges and web were obtained from the

heat transfer analysis and transferred directly into the structural model by specifying the flange and web

temperatures as predefined fields in Abaqus.

One thousand Monte Carlo simulations were carried out using Latin Hypercube sampling to reduce

the total number of simulations required for the analyses. As illustrated in Fig. 4, two parametric studies

(i.e., one for the heat transfer analysis, one for the structural analysis) were run in Abaqus, each of

which utilized a Python script file that generated an Abaqus model for each combination of random

parameters. To perform the parametric study, the input file (.inp) for the finite element analysis was

written in terms of the uncertain parameters associated with the particular heat transfer or structural

analysis using the *PARAMETER command. Random values for each parameter were generated in

Matlab [22] using the appropriate, mean, covariance, and probability distribution. Values for the

random parameters were then entered in the Python script file along with commands to define the

combination of parameters for each case and options for executing the analysis. The analysis was

executed by running the Python script from the Abaqus command prompt. Once the analysis was

completed, a separate Python script was executed to compile the results from each of the simulations.

parameters analysis

x 11 x 12 x1 N

x 21 x 22 x2N

x n1 xn2 x nN

1 Python script file (.psf) 1 Python script file (.psf)

Matlab Matlab 1 input file (.inp) 1 input file (.inp)

N output database files (.odb) N output database files (.odb)

Abaqus Abaqus

Natural fire exposure was modelled using the temperature-time curve recommended by Buchanan [21].

In particular, the fire temperature Tf (oC) is given as

T = 1325(1 − 0.324e

f

−0.2 t*

− 0.204e −1.7 t*

− 0.472e −19 t*

), (3)

t = Γt .

*

(4)

42 Stochastic Analysis of Structures in Fire by Monte Carlo Simulation

2

( F / 0.04) ,

Γ= v

2

(5)

( b / 1900)

where Fv is the ventilation factor and b is the thermal inertia (i.e., k ρC ) of the surroundings. The

duration of burning td can be determined based on the fire load per total area et and the ventilation factor

Fv, i.e.,

t = 0.00013e / F

d t v

(6)

After time td the fire is assumed to decay linearly according to the rate defined in [21].

For stochastic simulation of the fire, the fire parameters were assumed to have realistic mean values

and probability distributions based on the works of Culver [23] and Iqbal and Harichandran [11].

Specifically, the ventilation factor Fv was assumed to have a mean value of 0.04, a coefficient of

variation (COV) of 0.05, and normal distribution. It was also assumed that the walls and ceiling were

made of gypsum board, which has a mean value of b = 423.5 Ws1/2/m2K, a COV of 0.09, and normal

distribution. Based on an assumed compartment geometry, the fire load per total area et was determined

to have a mean value of 132.54 MJ/m2 with a COV of 0.62 and Gumbel (Extreme Type 1) distribution.

Random values for each of the fire parameters were generated in Matlab and subsequently inserted

in the fire model to obtain a series of natural fire curves that represent the range of potential compartment

fires expected in the current case study. As illustrated in Fig. 5, fires varied in duration and intensity, with

the expected (mean) fire reaching a maximum temperature of approximately 1100 °C and burning

steadily for 15 min before decay. Due to the high variability in the input parameters, the maximum and

minimum time-temperature curves deviate considerably from the mean fire temperature.

The fire temperatures computed from the previous step were subsequently used in a two-dimensional

heat transfer analysis of the beam’s cross-section, which is shown in Fig. 3b. Heat is transferred from

the fire to the structure by convection and radiation. Mean values for the convection heat transfer

coefficient and effective emissivity e were taken from Eurocode 1 [24], while both constants were

Kaihang Shi Qianru Guo and Ann E. Jeffers 43

assumed to be normally distributed with coefficients of variation of 0.10 due to lack of existing data.

To achieve the 1h fire resistance rating, the SFRM was required to have a thickness of 11.1 mm. The

mean value for the SFRM thickness was taken as the nominal thickness plus 1.6 mm, resulting in a

mean thickness of 12.7mm [11]. The COV was assumed to be 0.20 and variability that follows a

lognormal distribution. The density, thermal conductivity, and specific heat for the SFRM were

assumed to be independent of temperature using mean values reported in the Eurocode and probability

distributions given by Iqbal and Harichandran [11].

Conduction at the steel-concrete interface was modelled by treating the concrete as a semi-infinite

medium with constant temperature on the top surface of 20 °C [25]. Thermal properties for the concrete

were assumed to be constant and independent of temperature, while thermal properties for the steel

were assumed to follow the temperature-dependent Eurocode models. Variability in the thermal

properties for steel and concrete was ignored in the present analysis for simplicity.

There were a range of steel temperatures obtained due to the variability in the fire temperatures and

thermal properties of the SFRM. Average temperatures from the heat transfer analysis are shown in Fig.

6. Note that the maximum temperatures in the steel averaged around 500 °C for the expected fire load.

However, more severe fire loads combined with low fire protection thicknesses resulted in the

possibility of steel temperatures in excess of 1000 °C.

Figure 6. Average temperatures in the steel flanges and web in comparison to the

mean fire temperature

The steel temperatures from the heat transfer analysis were subsequently specified in the mechanical

model of the beam that is shown in Fig. 3a. The stochastic simulation considered uncertainties in the

yield strength and magnitude of the applied loads. While the beam was designed for a nominal yield

strength of 345 MPa, a statistical analysis of data presented by Wainman and Kirby [26] showed that

this grade of steel has a mean strength of 380 MPa and a COV of 0.08 (normal distribution). The

uniformly distributed dead and live loads had design values 5.15 kN/m and 3.65 kN/m, respectively,

based on typical office loading in U.S. construction. For stochastic simulation, arbitrary-point-in-time

dead and live loads were used based on the calculations of Ellingwood [5]. Thus, the dead load had a

mean value of 5.41 kN/m, COV of 0.10, and normal distribution, and the live load had a mean value of

0.88 kN/m, COV of 0.60, and followed a gamma distribution.

The mid-span displacement for each simulation was measured at each time step in the analysis.

44 Stochastic Analysis of Structures in Fire by Monte Carlo Simulation

Results are illustrated in Fig. 7. Note that the expected (mean) mid-span displacement reached a

maximum value of 58 mm before cooling. However, due to the range of potential fire loads, material

parameters, and magnitudes of applied loads, there were many cases in which the deflections became

excessively large.

4. DISCUSSION

The data generated by the 1,000 Monte Carlo simulations can subsequently be analyzed to evaluate the

probabilistic characteristics of the system and assess the probability of failure. To evaluate the

probability of failure, limit state criteria must be defined based on strength, stability, and/or

serviceability requirements. For the beam considered here, it is fairly obvious that the structure will fail

by the formation of a plastic hinge at mid-span. While this is a criterion related to the strength of the

system, it is difficult to derive a closed-form statement for the plastic moment capacity the structure

due to the temperature dependence of the material properties. Therefore, for the purposes of assessing

the reliability of the structure, failure was defined as the time at which the mid-span displacement

exceeded a limiting value of L/30 in the present study.

Based on this limit state criterion, the probability of failure can be computed by observing the

number of simulations in which the maximum deformation exceeded the limiting value of L/30 = 162

mm and substituting this value for Nf into Eq. 1. Thus, the failure probability for the beam was found

to be 1.3 percent. Despite the potential for catastrophic failure based on a potential “worst-case”

scenario, the beam (as designed according to the current prescriptive codes) appears to be sufficiently

designed to resist the natural fire, which is expected. Note that the analysis only considered 1,000

Monte Carlo simulations, and so the margin of error in calculating the probability of failure is high.

Therefore, the findings of this study are inconclusive at this point in time.

The failure probability can subsequently be implemented in a risk analysis to assess the adequacy of

the design based on anticipated costs associated with the failure of the structural member. It is important

to note that design alternatives can readily be explored and compared on the rational basis of structural

reliability. For example, one could consider alternative fire protection measures (e.g., reducing the fire

protection thickness while installing sprinkler systems to mitigate the fire hazard) to increase the economy

of the design while achieving a target level of safety. Furthermore, the methodology allows the designer

to define alternative performance criteria for the structure depending on the desired performance

objectives (e.g., imposing a more stringent limitation on deformation for a special-use facility). Thus, the

flexibility offered by reliability-based design is a necessary component to performance-based fire resistant

design, and the methodology therefore offers much promise to the future of structural fire engineering.

Kaihang Shi Qianru Guo and Ann E. Jeffers 45

5. CONCLUSIONS

This paper presents a preliminary study into the stochastic simulation of structures in fire. Specifically,

the Monte Carlo simulation method was used in conjunction with a sequentially coupled finite element

analysis in Abaqus to evaluate the response of a protected steel beam given uncertainties in fire load

and structural resistance. While the application shows much promise for future investigations into the

probabilistic mechanics of structures at extreme temperatures, the computational demands required to

perform three sequentially coupled Monte Carlo simulations with embedded finite element simulations

calls for a more computationally efficient approach. Furthermore, the study presented here

demonstrates a significant need for empirical data on the uncertainty associated with various model

parameters, including (but not limited to) the thermal boundary conditions imposed at the surface of the

structure and the temperature-dependent material properties of construction materials. The extension of

the methodology to evaluate system level performance requires clear definitions of failure in various

structural components, including beams, columns, composite floor systems, and beam-to-column

connections, as well as improvements in the computational efficiency.

ACKNOWLEDGEMENT

This research was supported by the U.S. National Science Foundation under Grant No. CMMI-

1032493. Any opinions, findings, conclusions or recommendations are those of the authors and do not

necessarily reflect the views of the sponsoring agency.

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