RELIABILITY BASED ANALYSIS AND DESIGN

Problem 1: A simply supported RC beam of span 8m subjected to deterministic dead load of intensity 3kN/m, random live load of
mean intensity 6kN/m and standard deviation 3kN/m. the allowable mean strength of concrete is 30.28N/mm and standard deviation
is 4.54kN/m. the allowable mean strength of steel is 320N/mm and standard deviation is 32N/mm. Assuming all the random variables
are normally distributed, obtain the reliability index by FOSM. Given, d=450mm, A st=1400mm2. The resistance of the beam can be
taken as,
 0.77 f y Ast 
R = f y Ast d 1 − 
 bdf ck 
Solution:
3x82 ql x82
Say, live load = ql  Load related variables, S = + = 24 + 8ql
8 8
 S = 24 + 8xql = 24 + 8x6 = 72 [ ql = 6kN/m, [  ql = 3kN/m, (given)] (given)]  S2 = 82   q2l = 64  32 = 24

 0.77 f y Ast  [Given, b = 250mm, d = 450mm, Ast=1400mm2]

R = f y Ast d 1 − 
 bdf ck 
[Say, f y = x1 and f ck = x2 ]
 0.77  f y 1400 
= f y 1400  450 1 − 
 250  450  f ck  R x R 6036.8 x12
= 630000 − 12073.6 1 =
f y2 x2 x1 x2 x2 x22
= 630000 f y − 6036.8 = 630000 x1 − 6036.8 1
f ck x2 2R 12073.6 2R 12073.6 x12
=− =−
Hence, x1
2
x2 x2
2
x23
We get,
3202 [Given,  x1 = 320 N/mm  x = 30.28 N/mm
R = 630000  320 − 6036.8  2
30.28
 x = 32 N/mm  x = 4.54 N/mm]
1  12073.6 12073.6  3202  1 2

+  −  322 −  4.542 
2  30.28 30.283 
= 180.52 10 N-mm = 180.52 kN-m
6

2 2 2
 R   R   3202 
2
and,  = 
 320 
2
   2
+     2
=  630000 − 12073.6    32 2
+  6036.8  2 
 4.542 = 2.678 1014
 x1   x2 
R x1 x2
 30.28   30.28 
or,  R = 16.37  10 = 16.37 kN-m
6

 − S 180.52 − 72
Hence, Reliability Index,  = R = = 3.735 Ans.
 R2 +  S2 16.372 + 242
Problem 2: A steel beam having length of 8m is subjected to a concentrated load at centre. The allowable yield strength is p.
Plastic moment section modulus is Z p . (Given, p = 10 kN, Var. = 4, Z p
= 100x10-6 m3, Var. = 400x10-12,  y
= 600x103
kN/m2, Var. = 100x106.
Solution:
P8
Moment capacity = Z p   y Moment developed = = 2P  g = Z P y − 2P
4
g =  Zp   y − 2P = 100  10−6  600  103 − 2  10 = 40 kN-m
g g g 2
 g 
2
= −2 ; =y = −ZP  g   g 
2
;
P ZP  y  =     P2 + 
2
   ZP + 
2
    y
2

 P   ZP    y
g

 2g  2g  2g
=0 ; =0 ; =0 = ( −2 )  4 + ( 600 103 )  400 10−12 + (100 10 −6 ) 100 106 = 161
2 2 2
P 2 ZP 2  y 2
g 40
Hence, Or,  g = 12.69 kN-m ∴ Reliability Index (by FOSM),  = = = 3.15 Ans.
 g 12.69
Problem 3: A cantilever steel ‘I’ beam is subjected to a concentrated load of ‘P’ at tip. The allowable yield strength is f y , plastic
moment section modulus is Z p . If the length of the beam is 2.0m, obtain the value of the reliability index. The mean values and
standard deviations of various normal random parameters are as follows,
P = 100kN,  P = 40kN;  Z = 1400 103 mm 3 ,  Z = 70 103 mm 3 ;  f = 0.32kN/mm 2 ,  f = 0.032kN/mm 2 .
P P y y

Solution: P
Allowable yield strength = f y
Plastic moment section modulus = Z P
 Moment capacity = Z P f y and moment developed = P  2000 .
Say, g = f y Z P − P  2000
Hence,
g g g
= −2000 ; =y ; = ZP
P ZP f y
 2g  2g  2g
=0 ; =0 ; =0
P 2 ZP 2 f y 2
We get,  g =  f  Z − 2000   P = 0.32 1400 103 − 2000 100 = 248000 kN-mm = 248 kN-m
y P

2
 g 
2
 g   g 
2

 =     P2 + 
2
   ZP + 
2
   f y
2

 P   ZP   f y 
g
and,

= ( −2000 )  402 + ( 0.32 )  ( 70  103 ) + (1400  103 )  ( 0.032 ) = 8.9088  109

2 2 2 2 2

 g = 94386.4397 kN-mm = 94.39 kN-m  Reliability Index (by FOSM),  = g = 248 = 2.63 Ans.
 g 94.39
Problem 4: A simply supported beam is of span 5.0 m and the dead load assumed as distributed load ‘w’, and a concentrated load
‘P’ is applied at the centre. The moment capacity of the beam is M R and all this parameters are uncorrelated random variables.
Calculated the reliability index  . The distribution parameters for the random variables are given below.
Distributed Load, expected value, w = 20 kN/m, coefficient of variation,  w = 10%. Concentrated Load, expected value, P =
50 kN, Coefficient of variation,  P = 15%. Moment Capacity, expected value, M R
= 200 kN-m, coefficient of variation,  M R =
10%.
w  52 P  5
Solution: Resistance variable, R = M R Load related variable, S = + = 3.125w + 1.25P
8 4
 R =  M = 200 kN-m
R
 R =  M = (200 
10
) = 20 kN-m
R
100
 y   S 
2 2 2 2
 10   15 
 s2 =     w 2 +     P 2 = 3.1252   20   + 1.25   50 
2
 = 126.95
 x   P   100   100 

or,  s = 11.27  Reliability Index,  = R − s = = 3.27 Ans.

200 − 125
2 2
R +s
202 + 11.272
Problem 5: A tension member is subjected to an axial load, ‘P’. The allowable tensile stress is ‘R’ and the diameter of the circular
cross section is ‘d’. All these parameters are uncorrelated normal random variables with following given data: Load, expected value,
 P =5000N, SD = 2000N; allowable stress,  R = 280N/mm 2 , SD = 28 N/mm2 ; diameter, d = 6 mm , SD = 0.6mm.
Solution: Load related variable = P 1.273P
S= =
 d2
d2
4
Resistance Variable = R R = 280 N/mm
2
R = 28 N/mm
2

S 1.273 2S S P −2.564 P  2 S P 7.638P

= ; =0 = −2 1.273 3 = − = −2.546  ( −3) 4 =
P d 2
P 2
d d d 3
d 2
d d4
1.273   P 1   2 S 2S  1.273  5000 1  7.638  5000 
s = +     2
+   d2  = +  0 +  0.62  = 182.11 N/mm 2
d2
2  P 2 P
d 2
 6 2
2  6 4

 S   S   −2.546  5000 
2 2
 1.273   S = 79.07N/mm 2
 =     P2 +     d2 =  2   20002 + 
2
  0.6 = 6252.04 Or,
2

 P   d 
S
 6   
3
6

 Reliability Index (FOSM),  = R S = −  280 − 182.11
= 1.167 Ans.
 R2 +  S2 282 + 6252.042
 RELIABILITY BASED ANALYSIS AND DESIGN
Problem 8: the moment carrying capacity of the beam is ‘M’. P1 and P2 are correlated normal random
variables with following given data:
P P2
1
 M = 250 kN-m,  P = 10 kN,  P = 10 kN
1 2

4.0m 4.0m
900 kN 2 − m 2 0 0 
 
Cov. =  0 9 kN 2 6 kN 2 
 0 6 kN 2 9 kN 2 

Obtain the value of reliability index also compare with reliability index when random variables are
uncorrelated.
Solution:
6 6 2
 M = 30 kN-m,  P1 = 3 kN,  P2 = 3 kN  P1P2 = = = = 0.67
 P1 P2 3  3 3
g = M − 4P1 − 8P2  g =  M − 4 P − 8 P = 250 − 4 10 − 8 10 = 130 kN-m
1 2

 (uncorrelated case)=1  30 + (−4)  32 + (−8)2  32 = 1620

2
g
2 2 2

Or, ( g ) uncorrelated = 40.25 kN-m

 g2 (correlated case)=  ai a j cov( xi x j ) = 1620 + (−4)(−8)  6 + (−8)(−4)  6 = 2004
Or, ( g )correlated = 44.77 kN-m
g 130
  uncorrelated = = = 3.23
( g )uncorrelated 40.25
g 130
And,  correlated = =
= 2.90
( g )correlated 44.77
Problem 9: Find reliability index of the beam in flexure. Given data,
 P1 = 10 kN,  P1 = 2 kN,  P2 = 15 kN,  P2 = 3 kN and correlation coefficient between P1 and P2,  12 = 0.25
. Allowable moment, M = 50 kN-m and  M = 5 kN-m .
P1 P2

Solution:
L/3 L/3 L/3
R A +R B =P1 +P2 ;
RA RB
L 2L P +2P2 2P +P
P1× +P2 × =R B ×L Or, R B = 1 ; RA = 1 2
3 3 3 3
R B ×L
Maximum moment will occur at a distance ‘ x ’ from point A. where, x =
P1 +P2
 Maximum Moment,
R R L (2P1 +P2 )(P1 +2P2 )
M= R A x = A B = ×L
P1 +P2 9(P1 +P2 )
 (2P1 +P2 )(P1 +2P2 )  L  2L 
S= ×L − P1   x −  − −P2   − x
9(P1 +P2 )  3  3 
(2P1 +P2 )(P1 +2P2 )  P +2P2 L  2L P1 +2P2 
= ×L − P1   1 ×L −  − P2   − ×L 
9(P1 +P2 )  3(P1 +P2 ) 3  3 3(P1 +P2 ) 
(2P1 +P2 )(P1 +2P2 )  P +2P2 − P1 -P2   2P1 +2P2 − P1 -2P2 
= ×L - P1  L  1  − P2  L  
9(P1 +P2 )  3(P1 +P2 )   3(P1 +P2 ) 
(2P1 +P2 )(P1 +2P2 ) 2P1P2 L 2P 2 + 4P1P2 + P1P2 + 2P22 − 6P1P2
= ×L − = 1 L
9(P1 +P2 ) 3(P1 +P2 ) 9(P1 +P2 )
2P12 -P1P2 +2P22
Or, S= ×L
9(P1 +P2 )
S (4P1 -P2 )L (2P12 -P1P2 +2P22 )L
= -
P1 9(P1 +P2 ) 9(P1 +P2 ) 2
 2S 4L (4P1 -P2 )L (4P1 -P2 )L 2(2P12 -P1P2 +2P22 )L 4L 2(4P1 -P2 )L 2(2P12 -P1P2 +2P22 )L
= − - − = − +
P12 9(P1 +P2 ) 9(P1 +P2 ) 2 9(P1 +P2 ) 2 9(P1 +P2 )3 9(P1 +P2 ) 9(P1 +P2 ) 2 9(P1 +P2 )3
S (4P2 -P1 )L (2P12 -P1P2 +2P22 )L  2S 4L 2(4P2 -P1 )L 2(2P12 -P1P2 +2P22 )L
= - = − +
P2 9(P1 +P2 ) 9(P1 +P2 ) 2 P22 9(P1 +P2 ) 9(P1 +P2 )2 9(P1 +P2 )3
2(P1 ) 2 -(P1 )(P2 )+2(P2 ) 2 1   2S 2  2S 2  2×102 -10×15+2×152
S = ×L+  2 × P1 + 2 × P2  = ×L
9(P1 +P2 ) 2  P1 P2  9(10+15)
1  4L 2 (4×10-15)L 2L (2×10 2 +2×152 -10×15) 2
+  - + ×2
2  9(10+15) 9 (10+15) 2 9 (10+15)3
 4L 2 (4×15-10)L 2L (2×102 +2×152 -10×15)  2 
+ - 2
+  ×3 
 9(10+15) 9 (10+15) 9 (10+15)3  
20 1  8L 8L 
= L+  +  =2.286L
9 2  125 125 
2 2
 S   S   S  S   S  S 
 =  ai a j cov( xi x j ) = 
2
 × P1 + 
2
 × P2 + 
2
   cov(P1P2 ) +     cov(P2P1 )
 P1   P2   P1  P2   P2  P1 
S

2 2
 S   S   S  S 
= 4  + 9  + 3  
 P1   P2   P1  P2 
[  12 = 0.25,  P1 = 2 kN,  P2 = 3 kN, cov(P1 P2 ) = cov( P2 P1 ) =  12 P1 P2 = 1.5 ]
2 2
 (4 P1 - P2 )L (2 P21 - P1  P2 +2 P22 )L   (4 P2 - P1 )L (2 P21 - P1  P2 +2 P22 )L 
= 4 -  +9 - 
 9( P1 + P2 ) 9( P1 + P2 ) 2   9( P1 + P2 ) 9( P1 + P2 ) 2 
 (4 P1 - P2 )L (2 P21 - P1  P2 +2 P22 )L   (4 P2 - P1 )L (2 P21 - P1  P2 +2 P22 )L 
+3  -  - 
 9( P1 + P2 ) 9( P1 + P2 ) 2   9( P1 + P2 ) 9( P1 + P2 )2 
2 2
 25L 200-150+450   50L 200-150+450 
=4  - ×L  +9  - ×L 
 9×25   9×25 
2
9×25 9×252
 25L 200-150+450   50L 200-150+450 
+3  - ×L  ×  - ×L 
 9×25 9×252   9×25 9×252 
4L2 4L2 2L2 346 2
= + + = L
2025 25 225 2025
R − s 50 − 2.286  9
Or,  S = 0.413L  Reliability Index =  = = = 4.72 Ans.
 S2 +  S2 52 + (0.413  9) 2
Problem 10: Find reliability index of the cantilever beam in flexure. Given Data,
 P1 = 10 kN,  P1 = 2 kN,  P2 = 15 kN,  P2 = 3 kN and  12 = 0.25 . Allowable moment, M = 50 kN-m and
 M = 5 kN-m , L = 3.0m.
P2 P1

A B
Solution:
L/3 L/3 L/3
L 2L
g = M - P2  - P1  = M − P2 − 2 P1
3 3
 g =  M −  P2 − 2 P1 = 50 − 15 − 20  10
2 2
 g   g   g   g  g 
2

 =  ai a j cov( xi x j ) = 
2
 × M + 
2
 × P1 + 
2
 × P2 + 2 
2
   cov(P1P2 )
 M   P1   P2   P1  P2 
g

= 12  52 + (−2) 2  22 + ( −1) 2  32 + 2  (−1)  (−2) 1.5 = 66

[ cov( P1 P2 ) =  12 P1 P2 = 0.25  2  3 = 1.5 ]
g 15
Or,  g = 8.12 kN-m  Reliability Index,  = = = 1.847 Ans.\
 g 8.12
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------------------------------------------------------------------------------------------------------------------
Problem 11: A steel beam is subjected to a concentrated load at centre. The allowable yield strength is  y
, plastic moment section modulus is Z P . The mean value and standard deviations of various random
parameters are as follows,
Mean Nominal Variance SD
x1 = P 10 kN 12 kN 4 2
x2 = Z P −6
100 10 m 3 −6
90 10 m 3
400 10−12
20 10−6
x3 =  y 600 103 kN/m2 550 103 kN/m2 100 106 10 103
Obtain the partial safety factor, if t = 3.5
Solution:
g = x2* x3* − Ax1* = (20u2 + 100) 10−6  (10u3 + 600) 103 − A(2u1 + 10)
= (2u2 + 10)(u3 + 60) 10−1 − A(2u1 + 10)
g g g
 = −2 A; = 0.2(u3 + 60); = 0.1(2u2 + 10)
u1 u2 u3
First Iteration:
x1* =  xi g (at u1 , u2 , u3 = 0) = 10  60 10−1 − 10 A = 60 − 10 A
Let, assume, g = 0  60 −10 A = 0
g g g
Or, A = 6  = −12; = 12; =1
u1 u2 u3
g
−
ui 12
i =  1 = = 0.7059
n
 g 
2
(−12) + (12) 2 + 12
2

  
i =1  ui 

−12 −1
2 = = −0.7059  3 = = −0.0588
(−12) + (12) + 1
2 2 2
(−12) + (12) 2 + 12
2

Second Iteration:
xi* =  xi +  i  t xi  x1* = 10 + 0.7059  3.5  2 = 14.9413
x2* = {100 + (−0.7059)  3.5  20} 10−6 = 50.587  10−6
x3* = {600 + (−0.0588)  3.5 10} 103 = 597.942  103
x2* x3* 50.587 10−6  597.942 103
A= = = 2.024
x1* 14.9413
g g
= −2  2.024 = −4.048 = 0.2(u3 + 60) = 20 x3* 10−6 = 11.9588
u1 u2
g
= 0.1(2u2 + 10) = 10 x2*  103 = 0.5059
u3
1 = 0.32, 2 = −0.9464, 3 = −0.04
Third Iteration:
x1* = 10 + 0.32  3.5  2 = 12.24 x2* = {100 + (−0.9464)  3.5  20} 10−6 = 33.725 10−6
x3* = {600 + (−0.04)  3.5 10}103 = 598.6 103
x2* x3*
A= = 1.6506
x1*
g g g
= −2 1.6506 = −3.3012 = 20 x3* 10−6 = 11.972 = 10 x2* 103 = 0.3375
u1 u2 u3
1 = 0.2657, 2 = −0.9637, 3 = −0.0272
x
Central safety factor,  i = i ;
 xi
12.24 33.752 10−6 598.6 103
1 = = 1.224;  2 = =0.3375;  = =0.9977
100 10−6 600 103
3
10
xi* 12.24 33.752 10−6 598.6 103
Nominal safety factor,  i = ; 1 = = 1.02;  2 = =0.375;  3 = =1.0884
xni 12 90 10−6 550 103
Problem 12: A tension member is subjected to an axial load ‘P’. The allowable tensile stress is ‘R’ and
the diameter of the circular cross section is ‘d’. All these parameters are uncorrelated normal random
variables with the following given data,  P = 5000 N,  P = 2000 N,  R = 280 N/mm 2 ,  R = 28 N/mm 2 .
Nominal value of load is 5200 N and nominal value of allowable stress is 250 N/mm2 . Find the partial
safety factor if  t = 4.0 .
Solution:
P
g=R- = R - A.P = x1* − A.x2* = (28u1 + 280) − A(2000u2 + 5000) [Say, R = x1* , P = x2* ]
 2
d
4
g g
[Say, xi* =  xi ui +  xi ]  = 28, = −2000 A
u1 u2
First Iteration:
xi* =  xi g (0,0) = 280 − 5000 A = 0 (Say) Or, A = 0.056
g
−
g g ui
= 28, = −112 i = 1 = −0.2425, 2 = −0.9701
u1 u2 n
 g 
2

  u
i =1 

i 

Second Iteration: xi* =  xi +  i  t xi

 x1* = 280 + (−0.2425)  4  28 = 252.84 x2* = 5000 + (0.9701)  4  2000 = 12760.8
x1* 252.84 g g
A= = = 0.0198 = 28, = −39.63 1 = −0.5771, 2 = −0.8167
x2* 12760.8 u1 u2
Third Iteration: x1* = 280 + (−0.5771)  4  28 = 215.3648 x2* = 5000 + (0.8167)  4  2000 = 11533.6
x1* g g
A= = 0.0187 = 28, = −37.35 1 = −0.6,  2 = −0.8
x2* u1 u2
Fourth Iteration: x1* = 280 + (−0.6)  4  28 = 212.8 x2* = 5000 + (0.8)  4  2000 = 11400
x1* g g
A= = 0.0187 = 28, = −37.35 1 = −0.6,  2 = −0.8
x2*
u1 u2
x 212.8 11400
Central safety factor,  i = i ;  1 = = 0.76;  2 = =2.28
 xi 280 5000
xi* 212.8 11400
Nominal safety factor,  i = ; 1 = = 0.8512;  2 = =2.1923 Ans.
xni 250 5200
Problem 15: for Problem 1 assume that nominal values are 0.95 of mean for strength variables and 1.1 of
mean values for load related variables. Ast is not known. For target reliability 3.0, find partial safety factors.
Solution:
Mean Nominal SD
x1 = LL 6 N/mm 6.6 N/mm 3 N/mm
x2 = f ck 30.28 N/mm2 28.77 N/mm2 4.54 N/mm2
x3 = f y 320 N/mm2 304 N/mm2 32 N/mm2
  0.77 f y Ast   0.77 x3 Ast 
R = f y Ast d 1 −  = x3 Ast 450 1 − 
 bdf ck   1000  450 x2 
 −4 x3  (3 + x1 )  80002 2
−4 2 x3
g = R − S = x3 Ast  450 − 7.7 10 Ast  − = 450 Ast x3 − 7.7 10 Ast − ( x1 + 3)  106
 x2  8 x2
Putting, xi =  xi ui +  xi
(32u3 + 320)
g = 450 Ast (32u3 + 320) − 7.7 10−4 Ast2 − (3u1 + 6) 106 − 3 106
(4.54u2 + 30.28)
g 6 g −4 2 x3 ( −1) −3  Ast x3 
2
* *
= −3 10 = −7.7 10 Ast  4.54 = 3.496 10  * 
u1 u2 x2*  x2 
g x* x*
= 450  32 Ast − 7.7 10−4 Ast2  2  3* = 14400 Ast − 15.4 10−4 Ast2  3*
u3 x2 x2
For expression of Ast in terms of xi , putting g = 0 ,
( x* + 3) 106 x2*
2
x*
−4 x*
450 A x − 7.7 10 A *3 − ( x1* + 3) 106 = 0or, Ast2 − 584415 2* Ast + 1
* 2
=0
7.7 10−4 x3*
st 3 st
x2 x3

 x2* 584415.582 x2* 4  ( x1* + 3)  106 x2*  1

2
x2*
or, Ast =  584415.58 *  −    584415.58
 7.7 10−4 x3*  2
2 2
x3 x3* x3*
 
First Iteration:
 x1* =  x1 = 6 N/mmx2* =  x2 = 30.28 N/mm 2 x3* =  x3 = 320 N/mm 2
30.28
Ast = 584415.58  = 55300.323 mm 2
320
g g g
= −3 106 = 1194 106 = 24.8 106
u1 u2 u3
g
−
ui
i = 1 = 0.0025, 2 = −0.999, 3 = −0.021
2
n
 g 
  
i =1  ui 

Second Iteration: xi* =  xi +  i t xi x1* = 6 + (0.0025)  3  3 = 6.0225

x2* = 30.28 + (−0.999)  3  4.54 = 16.674 x3* = 320 + ( −0.021)  3  32 = 317.984
16.674
Ast = 584415.58  = 30644.77 mm 2
317.984
g g −3  30644.77  317.984 
2

= −3 10 6
= 3.496 10   = 1194.03  10
6

u1 u2  16.674 

g x*
= 14400 Ast − 15.4  10−4 Ast2 3* = 413.704 106
u3 x2
1 = 0.00237, 2 = −0.945, 3 = −0.327
Third Iteration:  x1* = 6.02133 x2* = 17.409 x3* = 288.608 Ast = 35252.283 mm 2
g g g
= −3 106 = 1194.03 106 = 475.906 106
u1 u2 u3
1 = 0.00233, 2 = −0.929, 3 = −0.370
 x1* = 6 + (0.00233)  3  3 = 6.02097 x2* = 30.28 + (−0.929)  3  4.54 = 17.627
x3* = 320 + (−0.370)  3  32 = 284.48
 6.02097 17.627 284.48
1 = = 1.004;  2 = =0.582;  3 = =0.889
6 30.28 320
6.02097 17.627 284.48
1 = = 0.9123;  2 = =0.613;  3 = =0.936 Ans.
6.6 28.77 304
Problem 16: A simply supported steel beam is subjected to uniformly distributed load. Find the partial
safety factor t = 3.5 . Given,
Mean Nominal COV. SD
x1 =  y 275 N/mm 2
275 N/mm 2
0.1 27.5 N/mm2
x2 = DL 11 N/mm 11.5 N/mm 0.1 1.1 N/mm
x3 = LL 8.5 N/mm 12 N/mm 0.3 2.55 N/mm
Solution:
Limit state function,
w l2 w l2
g = Z P y − LL − DL = Z P y − 8wLL − 8wDL [Say, l = 8 m ]
8 8
= Ax1 − 8 x2 − 8 x3 = A(  x1 +  x1 u1 ) − 8(  x2 +  x2 u2 ) − 8(  x3 +  x3 u3 )
A x1 − 8 x2 − 8 x3
t = 3.5 ;  = 3.5
A2 x21 + 64 x22 + 64 x23
or, ( A  275 − 8 11 − 8  8.5) 2 = 3.52 ( A2  27.52 + 64 1.112 + 64  2.552 )
or, (275 A − 156) 2 = 12.25(756.25 A2 + 494)
or, A2 − 1.3 A + 0.275 = 0 or, A = 1.034, 0.267
− A x1 28.435 8 8.8 8  2.55 20.4
Taking, A = 1.034 , 1 = =-  2 = x2 = 3 = =
k k k k k k
1 +  2 +  3 = 1  k = 36.1
2 2 2

1 = −0.788, 2 = 0.244, 3 = 0.565

 x1* = 275 − (0.788)  3.5  27.5 = 199.2 x2* = 11 + (0.244)  3.5  1.1 = 11.9394
x3* = 8.54 + (0.565)  3.5  2.55 = 13.5826
Central safety factor,
199.2 11.9394 13.5826
1 = = 0.724;  2 = =1.0854;  3 = =1.598
275 11 8.5
Partial safety factor,
199.2 11.9394 13.5826
1 = = 0.724;  2 = =1.038;  3 = =1.132 Ans.
275 11.5 12
En- n- components in series pfi =0.05; p f = 1 − pss = 1 −  (1 − p fi ) = 1 − (1−0.05) = 1 − (0.95)
n n
n

i =1

n 1 2 3 5 10 p fi
approx.
pf 0.05 0.0975 0.1426 0.2262 0.4013 exact
0.05 0.10 0.15 0.25 0.50 approx

Ex: Given:  p =25 KN,  p =12 KN;

.
Ri =50KN,  Ri =5KN;i=1,2,…6.;
 R 7 =60KN,  R 7 =6 KN; all normal
P
Determinate truss- so series system, robability of failure of member 1,3,4,& 5
  − 
p fi =    = (−1.92) = 0.02743 ;
p Ri
i=1,3,4,5,
  p −  Ri 2 
2
 
 
 3 
  p −  R2 
p f 2 = p f6 =   2  = (−2.458) = 0.006986
  3  2

   p  −  R2 2 
  2  
 
3 p −  R7
p f7 =   
 = (−0.772) = 0.2243
( )
2
 3 p −  R7 2 
 
7
 Pss =  (1 − Pfi ) = .... = 0.68625(exact )  0.65197( approx)
i =1

Problem 13: How can you compute reliability of series system assuming independent events? Compute
system reliability of the truss with following given structure assuming all random variables are uncorrelated
Gaussian,
 P = 15 kN,  P = 1.5 kN,  R1 = 16 kN,  R1 = 1.6 kN,  R2 = 18 kN,  R2 = 1.8 kN
P

3m

Solution:
2m 2m
2
P
  cos =
2
; sin  =
3
3
13 13 13

S1  = P + S2 cos  S2
S1 cos
or, S1 cos  = P + S2 cos  (1)
S1 sin  + S2 sin  = 0
 or, S1 + S2 = 0 (2)
By Eq. (1) +Eq. (2);
2S1 = P sec 
13P
P 13 13P From Eq. (2); S2 = −
or, S1 =  = 4
2 2 4
13P 13P
g1 = R1 − S1 = R1 − g 2 = R 2 − S2 = R 2 − [Neglecting the sign of S 2 ]
4 4
13 13
R − S R − P 16 − 15
Reliability Index, 1 = 4 4
1
1 1
= = = 1.18
 R21 +  S21 13 2
 R1 +  P
2 13 2
1.6 + 1.5
2

16 16
13 13
 R2 − S2  R2 − P 18 − 15
2 = = 4 = 4 = 1.99
 R22 +  S22 13 2
 R2 +  P
2 13 2
1.8 + 1.5
2

16 16
Probability of failure,
p f1 =  (− 1 ) = 1 −  (1.18) = 1 − 0.8810 = 0.119 p f 2 =  (−  2 ) = 1 −  (1.99) = 1 − 0.9767 = 0.0233
System reliability,
pSS = (1 − p f1 )(1 − p f 2 ) = 0.8605 = 86.05% pSS = 1 − ( p f1 + p f 2 ) = 0.8577 = 85.77%
Problem 14: Compute the system reliability of the truss with following given data assuming all random
variables are uncorrelated Gaussian,
P P

 P = 25 kN,  P = 10 kN
 R = 60 kN,  R = 10 kN
1 1
1 L L 2 60o
 R = 60 kN,  R = 10 kN
2 2
1 L L 2

 R = 60 kN,  R = 10 kN
3 3

L
L
3
3
Solution: P/2 P/2
P
S1 cos30 + S2 cos 30 + P = 0

2P
30o S1 + S2 = − S1 sin 30 − S2 sin 30 = 0
3
S1 S2
2P P P
S1 = S2 2S1 = −  S1 = − , S2 = −
3 3 3

P
S3 − cos 60 = 0
3
P 3 P
or, S3 =  =
3 2 2 3
60o
S3
 P P P
 g1 = R1 − ; g2 = R 2 − ; g3 = R 3 −
3 3 2 3
[Neglecting the signs of S1 , S2 and S3 ] Reliability Index,
 25  25
 R1 −  S1  R1 − P 60 −
 − 
 R2 − P 60 −
1 = = 3 = 3 = 3.95  = R2 S2
= 3 = 3 = 3.95
2
 R1 +  S1
2 2
 2
10 2
 R2 +  S2
2 2
 2
102
 R21 + P 102 +  R22 + P 102 +
3 3 3 3
P 25
 R3 −  S3  R3 − 50 −
3 = = 2 3 = 3 = 6.16
 R3 +  S3
2 2
 2
102
 R23 + P 52 +
12 12
Probability of failure,
p f1 =  (− 1 ) =  (−3.95) = 0.39076 10−4 p f 2 = 0.39076 10 −4 p f3 =  (− 3 ) =  ( −6.16) = 0.36372 10 −9
System reliability,
pSS = (1 − p f1 )(1 − p f 2 )(1 − p f3 ) = 0.99992 = 99.992% pSS = 1 − ( p f1 + p f2 + p f3 ) = 0.99992 = 99.992%

Ex: W

M 1 =  M 2 =  M 6 =  M 7 = 490 KN − m
 M 1 =  M 2 =  M 6 =  M 7 = 73.5
M 3 = M 4 =  M 5 = 653
 M 3 =  M 4 =  M 5 = 97.95
W = 446 KN  W = 69.9 KN
All Normal SIRV

Mode 1 analysis, Principle of virtual work

M 2 + 2M 4 + M 6  3M  3 then, safety margin,

Z = M 2 + 2M 4 + M 6 − 3W Z = M 2 + 2M 4 + M 6 − 3W = 948KNm
1
 z = [(1)  M 2 + ( 2 )  M 2 + (1)  M 2 + ( 3)  W 2 ]2 = 305.2 KNm
2 2 2 2
2 4 6

z −9.48
Linear fn. normal by FOSM, Pf 1 = P( Z  0) =  (− ) = ( ) =  (−3.106) = 9.35 10−4
7 305.2

Similarly for other mode,

Mode
−4
Pfi 9.35 10 3.106 1
3.17 10−5 3.997 2
1.85 10−4 3.561 3
 1.85 10−4 3.561 4

pss =  (1 − p fi ) p fs = 1 − 0.9986 = 1.3447 10−3

4

i =1

Ex: Previous portal frame:

4
Simple upper bound =  p fi = ( 9.35 + 3.17 + 1.85 + 1.85 ) 10−4 = 13.37 10−4
= i =1
lower bound → max p fi = 9.35 10−4 9.35 10−4  p fi  13.37 10−4
Ditlevesen narrow bound: Portal frame
Model1 Z1 = M 2 + 2M 4 + M 6 − 3w ,  =3.106
Model2 Z2 = M 3 + 2M 4 + M 6 − 3w ,  =3.561
Model3 Z3 = M 2 + 2M 4 + M 5 − 3w ,  =3.561
Model4 Z4 = M 3 + 2M 4 + M 5 − 3w ,  =3.997
n
COV(Z1 ,Z2 )=  ai bi xi 2 = 2  2  M 4 2 + 11  M 6 2 + (−3)  (−3)   M 2
i =1
=4  97.952 + 73.52 + 9  69.92 = 87753
87753 87753
pz1z2 = = = 0.925
 z1 z 2 305.2  312
Similarly, p z1z3 =0.922 pz1z4 = 0.847 pz2 z3 = 0.846 pz2 z4 = 0.925 pz3 z4 = 0.925
Bounds on P (E1E2):
  −P  
P( A) =  (− 1 )  − 2 12 1  = ( −3.106 )   ( −1.80 ) = 0.334 10−2
 1 − P12 2 
  −P  
P( B) =  (−  2 )  − 1 12 2  = ( −3.561)   ( 0.458 ) = 1.25 10−4
 1 − P12 2 
Lower bound on P( E1 E2 ) = P ( A) + P ( B ) = 1.584 10 −4
Upper bound on P( E1 E2 ) = max P( A), P ( B ) = 1.25 10−4
Since P12 = P13 , 3 =  2  P( E1 E3 ) = P(E1E 2 )
Bounds on P( E1 E4 ) → 0.27 10 −4 0.222 10−4
P(E 2 E 3 ) → 0.562 10 −4 0.28110−4
−4 −4
P(E 2 E 4 ) → 0.262 10 0.203 10
−4
P(E 3E 4 ) → 0.262 10 0.203 10 −4
 i −1 
Lower bound: p fs  p f1 +  max {Pf2 −  P ( Ei E j )}, 0 
4

i =2  j =1 
= p f1 + max {Pf2 − P ( E2 E1 )}, 0  + max {Pf3 − P ( E3 E1 ) − P ( E3 E2 )}, 0 
+ max  Pf4 − {P ( E4 E1 ) − P ( E4 E2 ) − P ( E4 E3 )}, 0 
9.35 + max (1.85 − 1.584 ) , 0  
 
= + max (1.85 − 1.584 − 0.562 ) , 0   10
−4
= 9.616 10−4
+ max ( 0.317 − 0.27 − 0.262 − 0.262 ) , 0  
  
Upper bound:
max  P ( Ei E j ) 
n n
p fs   p fi − 
i =1 i = 2, j i
n
=  p fi − max  P ( E2 E1 )  − max  P ( E3 E1 ) ; P ( E3 E2 )  − max  P ( E4 E1 ) ; P ( E4 E2 ) ; P ( E4 E3 )
i =1
 (1.35 + 1.85 + 1.85 + 0.317 ) − 1.25 − max(1.25, 0.281) − max(.22,.203,.203)  10−4
=
= 10.648 10−4 thus 9.616 10−4  p fs  10.648  10−4
Parallel system with positive correlation:
Perfect Correlation No Correlation
Extreme case:
n
p fs min ( p fi ) p fs =
p
i =1
fi

n
bounds  pf  p f  min( p fi )
. i =1
i

.
. Element mean

Ex:
β=3.0 1 2

β=3.25

Rigid

Parallel System with equally correlated ductile elements:

n
System with n ductile element, R =  Ri
i =1
n
Assume all resistance follow same CDF, Then, system mean resistance  R =   Ri = ne
i =1
n n n
 R 2 =  Pij Ri Rj =  e 2 +  Pij Ri Rj =n e 2 + pn(n − 1) e 2 =n e 2 (1 − p + np)
i =1 j =1 i =1 i j

pij = p ji = p then ( p R1 R2 + p R1 R3 + + p R1 Rn ) + ( p R2  R1 + p R2 R3 ) etc.

Now, i-th element limit state, g ( Ri ) = Ri − qi load effect

E ( Ri ) = e
e − qi
Rel index at element level, e =
e
qi = e −  e e as e ,  e ,  e same for all elements i.e. q tot =nq i =ne − n e e
thus limit state eqn. for entire system,Bounds Ri ) = R − qtot
g ( min
 −  tot ne − (ne − npe e=)  ( −3.25) n
 system = R = fi  system =  e =0.000577
R n e (1 − p +
2
np )p f =  ( −3)  ( −3.25
1 − p)+ np
=0.00135  0.000577 =7.79 10−7
i
−7 −4
7.79 10  p fi  5.77 10

Ex:

A C Element AB1 Element BC1

B Model P
P
P
Assume Rel. of component AB & BC are same =  Rel. of component AB1, AB2, BC1, BC2 are
c
same=  As two angles in each component from a parallel system with equally correlated elements,
e

n 2
the rel. index of component, c = e → = e ;(n=2)
1 − p + npe (1 + pe )
Let R1, R2 strength of component A & B, then strength of component AB, RAB=R1+R2
 R = 2 e
 R 2 = 2 e 2 (1 − p e +2 p e ) = 2 e 2 (1 + p e )
AB

AB

cov(R1R 2 )=E(R1R 2 )- R  R = E(R 1R 2 )-e 2

1 2

 pe R1 R 2 = E(R1R 2 )-e 2

 pe e 2 = E(R1R 2 )-e 2
 E(R1R 2 ) = pe e 2 + e 2

components BC:  RBC = 2e =  RAB  RBC 2 = 2 e 2 (1 + p e ) =  RAB 2

now E(R AB R BC )=E  (R 1 +R 2 )(R 3 +R 4 )  = 4 E (R 1R 2 ) =4 ( pe e 2 + e 2 )

cov(R AB R BC )
correlation among AB & BC pe = = E (R AB R BC ) −  RAB  RBC
R R
4 ( pe e 2 + e 2 ) − 2e 2
AB BC

2p  2 2 pe
= = 2 e e = for p e = 0.8  e = 2.88 (say)
2 e 2 (1 + p e )  e (1 + p e ) (1 + p e ) 2 2  0.8
c = 2.88 = 3.0 p c= = 0.889
(1 + 0.8) 1+ 8

Now, AB & BC are the series system, p f can be obtained by (Stuart 1958)[see Navak pp270]

( )
n
  c + t pc
+ 
 
p f = 1 −     ( t ) dt
−  1 − pc 

Here  c = 3, pc = 0.889, n = 2, p f = 21.19  10−4 i.e. system = 2.86,
Obtained by numerical integration say Simpson

 1 0.4 0.2 0.1 Model

0.4 1 0.2 0.3 P
Ex: p =   P
0.2 0.2 1 0.5
 
 0.1 0.3 0.5 1 
 n n
1
p=  pij
n(n − 1) i  j
1
= (.4 + .2 + .1 + .4 + .2 + .3 + .2 + .5 + .1 + .3 + .5) = 0.283
4(4 − 1)
n 4
 system =  e =4 = 5.88 → p f = 2.01  10−11
1 + (n − 1) p 1 + (4 − 1)0.283