2024_TopicNo.7[ISSEP-Issep2024]_First Order Reliability Method (FORM) and Its Application in Civil;Structural Engineering
2024_TopicNo.7[ISSEP-Issep2024]_First Order Reliability Method (FORM) and Its Application in Civil;Structural Engineering
o Summary
Introduction
o Engineering design is the assurance of structural performance
with economic constraint
o excessive vibration
o permanent deformations
o cracking
FLS modes of failure
o crack formation and propagation until rupture
𝑃𝐹 = 𝑃 𝑅 < 𝑆
∞
𝑃𝐹 = න 𝐹𝑟 (𝑠)𝑓𝑠 (𝑠)𝑑𝑠
0
Basic Theory
The overlap region depends on the relative The overlap region depends on the degree
positions of 𝑓𝑥 𝑥 and 𝑓𝑦 𝑦 . of dispersions in 𝑓𝑥 𝑥 and 𝑓𝑦 𝑦 .
These dispersions can be expressed in terms
of the coefficient of variations 𝛿𝑥 and 𝛿𝑦 .
Any measure of safety or reliability therefore should be a function of the relative positions of 𝑓𝑥 𝑥 and 𝑓𝑦 𝑦 as well as the
degree of dispersions.
Probability of Failure
Consider the performance function
𝐺 𝑅, 𝑆 = 𝑅 − 𝑆
𝑃𝑓 = 𝑃 𝑅 = 𝑟𝑖 ∩ 𝑆 > 𝑟𝑖
= 𝑃 𝑆 > 𝑅|𝑅 = 𝑟𝑖 𝑃 𝑅 = 𝑟𝑖
𝑃𝑓 = 𝑃 𝑆 = 𝑠𝑖 ∩ 𝑅 < 𝑠𝑖
= 𝑃 𝑅 < 𝑆|𝑆 = 𝑟𝑖 𝑃 𝑆 = 𝑠𝑖
𝑥 − 115.4
𝐹𝑅 𝑥 =
184.6 − 115.4
+∞
𝑃𝑓 = න 𝑓𝑠 𝑥 𝐹𝑅 𝑥 𝑑𝑥
−∞
+∞
𝑥
=න 9.63 × 10−3 − 1.67 𝑑𝑥
−∞ 184.6 − 115.4
= 0.0483
= 4.83%
Basler / Cornell Notation
o The first two moments of M are
𝑀 = 𝑅 - 𝑆
𝑀 = 2 𝑅 +2 𝑆
𝑃𝑓 = 𝑉 = 0.5 × Δ𝑆 × Δ𝑅 × 𝑓𝑋,𝑌
1 2
= 141.9 − 38.4 1.39 × 10−4
2
𝑃𝑓 = 0.0489
First Order Reliability Method (FORM)
FORM comes from the fact that the performance function g(x) is approximated by the first order Taylor expansion (linearization)
First Order Reliability Method (FORM)
STEP 2
Approximate the integration boundary 𝑔 𝑿 = 0.
𝑿 = 𝑋1 , 𝑋2 , ⋯ , 𝑋𝑛 X-space U-space
𝑼 = 𝑈1 , 𝑈2 , ⋯ , 𝑈𝑛
This transformation from X to U is based on the condition that the cdfs of the RVs remain the same before and after the transformation.
Step One
Simplify the integrand
After the transformation, the performance function
becomes
𝑌 = 𝑔(𝑼)
𝑃𝑓 = 𝑃{𝑔 𝑼 < 0} = න 𝜙𝑈 𝑼 𝑑𝑼
𝑔 𝑼 <0
where 𝜙𝑈 𝑼 is the joint pdf of U. Since all RVs are Probability integration after the transformation
independent, the joint pdf is the product of the
individual pdfs of the standard normal distribution
and is then given by
𝑛
1 1 2
𝜙𝑈 𝑼 = ෑ 𝑒 −2𝑢𝑖
𝑖=1
2𝜋
𝑔 𝑼 ≈ 𝐿 𝑼 = 𝑔 𝒖∗ + ∇𝑔 𝒖∗ (𝐔 − 𝒖∗ )𝑇
𝑛
where 𝐿(𝑼) is the linearized function, 𝒖 = ∗ 1 1 2
max ෑ 𝑒 −2𝑢𝑖
𝑢1∗ , 𝑢2∗ … . 𝑢𝑛∗ is the expansion point, T stands for 𝑢 2𝜋
𝑖=1
transpose, and ∇𝑔 𝒖∗ is the gradient of 𝑔 𝑼 at subject to 𝑔 𝑼 = 0
𝒖∗ .
𝜕𝑔 𝑼 𝜕𝑔 𝑼 𝜕𝑔 𝑼
∇𝑔 𝒖∗ = , ,⋯, , อ since
𝜕𝑈1 𝜕𝑈2 𝜕𝑈𝑛
𝒖∗
𝑛
1 1
− 𝑢𝑖2 1 1
− σ𝑛 2
min 𝒖
൝ 𝑢
subject to 𝑔 𝑼 = 0
Pf
10-1 1.28
10-2 2.33
10-3 3.09
10-4 3.71
10-5 4.26
10-6 4.75
10-7 5.19
10-8 5.62
10-9 5.99
Hypothetical Problem
The strength (X1) and maximum The performance function becomes
stress (X2) of a structural component 𝑔 𝑼 = 𝑈1 𝜎𝑋1 + 𝜇𝑋1 − 𝑈2 𝜎𝑋2 − 𝜇𝑋2
are normally distributed. Use FORM
= 20𝑈1 + 200 − 10𝑈2 − 150
to compute the probability of failure
of the component. = 20𝑈1 − 10𝑈2 + 50
RV Type
X1 Normal 200 20
X2 Normal 150 10
Performance Function:
𝑔 𝑿 = 𝑋1 − 𝑋2
∇𝑔 𝒖0
𝑎0 = = 0.8944, −0.4472
∇𝑔 𝒖0
𝑔 𝑼 = 20𝑈1 − 10𝑈2 + 50
𝛽0 = 𝒖0 = 0
∗ 0 0
𝑔 𝒖0
𝒖 = −𝒂 𝛽 +
𝑔 𝑼 = 20𝑈1 − 10𝑈2 + 50 𝛻𝑔 𝒖0
50
Start from the initial point 𝐮0 = 0,0 = − 0.8944, −0.4472 0+
22.3607
𝜕𝑔 𝜕𝑔 The reliability index is
= 20 = −10
𝜕𝑈1 𝜕𝑈2
𝛽 = 𝒖∗ = 2.2361
𝜕𝑔 𝜕𝑔
∇𝑔 𝒖0 = , = The probability of failure is
𝜕𝑈1 𝜕𝑈2
20, −10 𝑝𝑓 = Φ −𝛽 = Φ −2.2361
𝑔 𝒖0 = 50
= 0.0127
Hypothetical Problem
An analytical solution to this problem exists since Using Monte Carlo Simulation (MCS)
𝑔 𝑿 is a linear combination of normally distributed
RVs 𝑋1 and 𝑋2 .
𝜇𝑔 = 𝜇1 − 𝜇2 = 50
𝑝𝑓 = Φ −𝛽 = Φ −2.2361
= 0.0127
Using 100,000 sample realizations
𝑝𝑓 = Φ −𝛽 = Φ −2.2360
= 0.0127
Investigation of an alternative testing protocol to determine the
shear strength of bamboo parallel to the grain
Gabrielle Luisa Cantos, Luis Lopez, Richard De Jesus, Corinna Salzer and Lessandro Estelito Garciano
Maderas. Ciencia y Tecnologia, 21(4), pp. 559 - 564, 2019
ABSTRACT: There are limited published studies related to the mechanical properties of bamboo species in the
Philippines. In this study, the shear strength properties of some economically viable bamboo species in the
Philippines were properly characterized based on 220 shear test results. The rationales of selecting this
mechanical property are the following: (1) Shear strength, parallel to the fiber, has the highest variability among
the mechanical properties; and (2) Shear is one of the governing forces on joint connections, and such
connections are the points of failure on bamboo structures when subjected to extreme loading conditions. ISO
22157-1 (2017) test protocol for shear was used for all tests. The results showed that Bambusa blumeana has
the highest average shear strength, followed by Gigantochloa apus, Dendrocalamus asper, Bambusa
philippinensis, and Bambusa vulgaris. However, comparative analysis, using One-way ANOVA, showed that shear
strength values among these bamboo species have significant differences statistically. A linear regression model
is also established to estimate the shear strength of bamboo from the physical properties. Characteristic shear
strength is also determined using ISO 12122-1 (2014) for future design.
Distribution
2
testing method. It is one of the dominant modes of
1.5
failure in structural applications, specifically
connections, and it is frequently the limit-state 1
o The common feature of current codes is that they provide guidance on determining design loads and design
load carrying-capacities of structural members
o Safety reserve is implemented through conservative load and resistance factors applied to the design loads
and design load-carrying capacities
Role of a code in the building design process
o The building process includes o The major parties can be put into four categories
❖ Planning ✓ Owner / investor
❖ Design ✓ Designer
❖ The safety margin is introduced through central safety factors (ratio of design
resistance to design load) or partial safety factors (load and resistance factors)
𝜙𝑅𝑛 ≥ 𝜆𝑖 𝑄𝑛𝑖
Code Levels
𝜙𝑅𝑛 ≥ 𝜆𝑖 𝑄𝑛𝑖
𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦
𝑄 𝑅
𝜇𝑄 𝑄𝑖 𝜆𝑄𝑖 𝜙𝑅𝑛 𝑅𝑛 𝜇𝑛
mean load Factored Reduced mean load
load Resistanc
Design e Design
load Resistanc
e
Calibration of partial safety factors
for a level I Code
o Level 1 Code in the LRFD
𝜙𝑅 ≥ 𝛾𝑖 𝑄𝑖
o Design equations following this format contain partial safety factors f and g
that must be calibrated based on the target reliability index adopted by the
code
o To determine the partial safety factors, a target is specified and then the
required mean values of the resistance and loads to achieve the target is
calculated.
o This means that we need to find the design point {z*} corresponding to the
target .
Calibration of partial safety factors
for a level I Code
Calibration of partial safety factors
for a level I Code
Calibration of partial safety factors
for a level I Code
Data and Results
Bending strength parallel to fibers
Experimental Set-up
𝐹𝑢𝑙𝑡 × 𝑎
𝑀𝑢𝑙𝑡 =
2
a = shear span
Load δ
𝑀𝑢𝑙𝑡 × 𝐷
Bambo 𝑓𝑚 = D
2𝐼𝐵
o
𝜋
𝐼𝐵 = 𝐷4 − 𝐷 − 2𝑡 4
D = Diameter
a a 64
δ = Culm wall thickness
Resistance Data
Resistance Data
Exponential 25.084 < 0.003 Exponential 39.017 < 0.003 Exponential 32.983 < 0.003
2-parameter 9.818 < 0.010 2-parameter 11.242 < 0.010 2-parameter 5.189 < 0.010
exponential exponential exponential
Weibull 0.441 > 0.250 Weibull 0.815 > 0.034 Weibull 3.865 < 0.010
3-parameter Weibull 0.212 > 0.500 3-parameter Weibull 0.177 > 0.500 3-parameter Weibull 0.378 0.43
Smallest extreme value 1.666 < 0.010 Smallest extreme value 1.278 < 0.010 Smallest extreme value 6.144 < 0.010
Largest extreme value 0.556 0.164 Largest extreme value 0.878 0.023 Largest extreme value 0.391 0.250
Gamma 0.294 > 0.250 Gamma 0.211 > 0.250 Gamma 1.426 < 0.005
3-parameter Gamma 0.28 * 3-parameter Gamma 0.21 * 3-parameter Gamma 0.296 *
Logistic 0.551 0.112 Logistic 0.329 > 0.250 Logistic 1.432 < 0.005
Loglogistic 0.533 0.132 Loglogistic 0.334 > 0.250 Loglogistic 0.779 0.024
Target Reliability
ASCE 7-22 Minimum Design Loads and Associated Criteria for Buildings
Load Distribution and Parameters
ASCE 7-22 Minimum Design Loads and Associated Criteria for Buildings
Limit State Equation
𝑓𝑏 𝐼
𝐺= − 0.125 𝜌𝐷 + 𝜌𝐿 𝑠ℓ2
𝑐
where
I = moment of inertia
D = diameter
c = D/2
rD = dead load
rL = live load
s = spacing
Load distribution and parameters
𝑤ℓ2
𝑀𝑄 =
8
where:
𝑤 = 𝜌 × 𝑠𝑝𝑎𝑐𝑖𝑛𝑔 𝑜𝑓 𝑓𝑙𝑒𝑥𝑢𝑟𝑎𝑙 𝑚𝑒𝑚𝑏𝑒𝑟𝑠
𝑤 = uniformly distributed load (kN/m)
𝐿 = length of individual span
𝜌 =uniform design load (kPa)
Harries K. A., Trujillo, D., Kaminski, S., & Lopez, L. F. (2022). Development of load tables for design of full-culm bamboo. European Journal of
Wood and Wood Products, 80(3), 621–634.
Partial safety factors for Bending
Sanchez (2019) Pfailure β γ
0.0026 2.79 1.20 Proposed γ
β γ 0.00233 2.83 1.25
0.00195 2.89 1.30 MCS 1.5 - 2.0
1.0 1.0752
0.0018 2.91 1.35 Sanchez, 2019 1.69 - 2.13
2.0 1.5151 0.00172 2.92 1.40 ISO 22156 2.00
2.33 1.6949 0.00143 2.98 1.45
3.0 2.1277 0.00139 2.99 1.50
3.5 2.5641 0.00115 3.05 1.55
4.0 3.030 0.00109 3.06 1.60
0.00103 3.08 1.65
0.00095 3.10 1.70
0.00094 3.11 1.75
0.0008 3.16 1.80
0.00074 3.18 1.85
0.00069 3.20 1.90
0.00065 3.22 1.95
0.00059 3.24 2.00
ISO 22156 (ASD)
𝟏
𝑓𝑚 = 𝑓𝑖𝑘 𝐶𝑅 𝐶𝐷𝐹 𝐶𝑇
𝑭𝑺𝒎
o The use of reliability theory to determine partial safety factors using the
bending strength test results of bamboo was also presented
o Other strength test results such as compression and shear parallel to grain can
also be used for future studies
References
o Probability Concepts in Engineering: Emphasis on Applications to Civil and
Environmental Engineering, 2nd Ed. (2007), Ang, A. H-S and Tang, W. H.