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First Order Reliability Method (FORM) First Order Reliability Method (FORM)

The document discusses the first order reliability method (FORM) for estimating failure probabilities of limit state functions subject to random variables. FORM uses a linear approximation of the limit state and assumes normality of random variables. It defines the reliability index and shows how to compute it for a beam example. It also describes finding the most probable point through transformation to standard normal space and optimization.

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Yo_Rocks
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40 views

First Order Reliability Method (FORM) First Order Reliability Method (FORM)

The document discusses the first order reliability method (FORM) for estimating failure probabilities of limit state functions subject to random variables. FORM uses a linear approximation of the limit state and assumes normality of random variables. It defines the reliability index and shows how to compute it for a beam example. It also describes finding the most probable point through transformation to standard normal space and optimization.

Uploaded by

Yo_Rocks
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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First order reliability method (FORM)

Firstorderreliabilitymethod(FORM)
Limit
Limitstateg(X).Failurewheng<0.
state g(X) Failure when g<0
Linearapproximationoflimitstatetogether
with assumption that random variables are
withassumptionthatrandomvariablesare
normal.
Thenlimitstateisalsonormalvariable.
Th li i
i l
l i bl
Reliabilityindexisthedistanceofthemeanof
gfromzeromeasuredinstandarddeviations.

Approximation about mean


Approximationaboutmean
Predecessor
PredecessorofFORMcalledfirst
of FORM called firstorder
order
secondmomentmethod(FOSM)
g ( X ) g ( X ) g ( X )T X X
Then, easy to show
1/2

n g

2
g g ( X ) g xi
i 1 xi

The
h reliability
li bili index
i d andd probability
b bili off failure
f il
are
2

g
Pf ( )

is the normal CDF

Beam under central load example


Beamundercentralloadexample
Probability
Probabilityofexceedingplasticmoment
of exceeding plastic moment
capacity g ( P, L,W , T ) WT PL / 4
P

W(plasticsection
W
( l i
i
modulus)

T ( i ld stress))
T(yield

mean

10kN

8m

0.0001m^3

600,000kN/m^2

Standarddeviation

2kN

0.1m

0.00002m^3

100,000kN/m^2

Reliability index for example


Reliabilityindexforexample
Usingthelinearapproximationget
Us g t e ea app o at o get
g g ( X ) 0.0001 600, 000 10 8 / 4 40kNm
g
W 0.0001
T
g
L / 4 2
P
n g 2
g x2i
i 1 xi

g
T 600, 000
W
g
P / 4 2.5
L
1/2

(0.0001100, 000) 2 (600, 000 0.000002) 2 2 2 (2.5 0.1) 2 16.13kNm


2

g
2.48
2 48
g

Chapter4ofCGCshowsthatifwechangeto
gg=T0.25PL/W
T 0.25PL/Wweget3.48instead(exactis2.46)
we get 3.48 instead (exact is 2.46)

Most probable point (MPP)


Mostprobablepoint(MPP)
Theerrorduetothelinearapproximationis
pp
exacerbatedduetothefactthattheexpansion
maybeaboutapointthatisfarfromthefailure
region (due to the safety margin)
region(duetothesafetymargin).
Hasofer andLindsuggestedremedyingthis
problembyfindingthemostprobablepointand
linearizing aboutit.
Thejointdistributionofalltherandomvariables
assigns a probability density to every point in the
assignsaprobabilitydensitytoeverypointinthe
randomspace.Thepointwiththehighestdensity
onthelineg=0istheMPP.

illustration
rr=randn(1000,1)*1.25+10;
randn(1000,1) 1.25+10;
c=randn(1000,1)*1.5+13;
f=@(x) x;
f=@(x)x;
fplot(f,[5,20])
hold on
holdon
plot(r,c,'ro')
xlabel('r')
ylabel('c')

20

15

10

10

15
r

20

RecipeforfindingMPPwith
independentnormalvariables
d
d
l
bl
Transform
Transformintostandardnormalvariables
into standard normal variables
(zeromeanandunitystandarddeviation)
ui

xi xi

Findthepointong=0ofminimumdistanceto
origin.ThepointwillbetheMPPandthe
i i Th
i
ill b h MPP d h
distancetotheoriginwillbethereliability
i d b d
indexbasedonlinearapproximationthere.
li
i
i
h
min U TU

1/2

U g (U ) 0

Visual
Visual

General case
Generalcase
If
Ifrandomvariablesarenormalbutcorrelated,
random variables are normal but correlated
alineartransformationwilltransformthemto
independent variables
independentvariables.
Ifrandomvariablesarenotnormal,canbe
transformed to normal with similar probability
transformedtonormalwithsimilarprobability
offailure.SeeSection4.1.5ofCGC.

Project application
Projectapplication
The
Thetwothicknessvariablesarenormaland
two thickness variables are normal and
independent,sotransformingtoUsiseasy.
Tofindthemostprobablepointcanuse
To find the most probable point can use
optimizationineitherMatlab orEXCEL

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