Franch in Thesis

Dissertazione Presentata per il Conseguimento del Titolo di
Dottore di Ricerca
in
Ingegneria delle Strutture
SEISMIC RELIABILITY ANALYSIS
OF
REINFORCED CONCRETE STRUCTURES
Paolo Franchin
Roma, Dicembre 2001
Dottorato di Ricerca in Ingegneria delle Strutture XIII Ciclo
Universit
`
a di Roma La Sapienza Universit
`
a dellAquila
il Coordinatore del Corso di Dottorato
Prof. Fabrizio Vestroni
.
To Fidelia,
my sister Chiara,
my mother Gianna
and my father Roberto.
.
Contents
List of Figures v
List of Tables ix
List of Symbols xi
Abstract xiii
Acknowledgements xv
1 INTRODUCTION 1
1.1 Requirements of a reliability method for seismic risk assessment . . . 2
1.2 Engineering methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 State-of-the-art methods . . . . . . . . . . . . . . . . . . . . . . . . . 6
2 FORM SOLUTION OF RANDOM VIBRATION PROBLEMS 11
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 Models of the seismic action . . . . . . . . . . . . . . . . . . . . . . . 12
2.2.1 Random process modelling . . . . . . . . . . . . . . . . . . . . 13
2.2.1.1 Stationary models: the Kanai-Tajimi and Clough-
Penzien models . . . . . . . . . . . . . . . . . . . . . 13
i
2.2.1.2 Non-stationary models: periodic processes . . . . . . 16
2.2.1.3 Non-stationary models: Pulse-type processes . . . . . 19
2.3 Pulse-type discretization as a key to problem reformulation . . . . . . 22
2.3.1 The elementary excursion event for linear and non-linear systems 23
2.3.2 Design-point excitation . . . . . . . . . . . . . . . . . . . . . . 27
2.3.3 From the elementary excursion events to the rst excursion
event: non-linear systems and mean out-crossing rate . . . . . 31
2.3.4 Linear systems: the simulation alternative . . . . . . . . . . . 36
3 LIMIT-STATE FUNCTION GRADIENT: RESPONSE SENSITIV-
ITY ANALYSIS 41
3.1 Limit-state functions dened in terms of a nite element model response 41
3.2 Equations of the response sensitivity . . . . . . . . . . . . . . . . . . 43
3.3 Shear-type structures with dierential laws . . . . . . . . . . . . . . . 48
3.3.1 Kinematic relations . . . . . . . . . . . . . . . . . . . . . . . . 48
3.3.2 Dierential model of hysteresis: Bouc-Wen . . . . . . . . . . . 49
3.3.3 Sample sensitivity time-histories . . . . . . . . . . . . . . . . . 56
3.4 Fiber models for reinforced concrete frames . . . . . . . . . . . . . . . 58
3.4.1 Displacement (Stiness) Based Elements . . . . . . . . . . . . 60
3.4.1.1 Formulation . . . . . . . . . . . . . . . . . . . . . . . 60
3.4.1.2 Response Sensitivity . . . . . . . . . . . . . . . . . . 61
3.4.2 Force (Flexibility) Based Elements . . . . . . . . . . . . . . . 63
3.4.2.1 Formulation . . . . . . . . . . . . . . . . . . . . . . . 63
3.4.2.2 Response Sensitivity . . . . . . . . . . . . . . . . . . 63
3.4.3 Constitutive Derivatives . . . . . . . . . . . . . . . . . . . . . 65
ii
3.5 Stress gradient for non-dierential constitutive laws . . . . . . . . . . 69
3.5.1 Bilinear hysteretic law . . . . . . . . . . . . . . . . . . . . . . 71
3.5.1.1 Sample sensitivity time-histories . . . . . . . . . . . 73
4 APPLICATIONS 77
4.1 Simple model of a reinforced concrete building . . . . . . . . . . . . . 77
4.1.0.2 Ground motion . . . . . . . . . . . . . . . . . . . . . 78
4.1.0.3 Performance criterion . . . . . . . . . . . . . . . . . 79
4.1.0.4 Critical or least favorable excitation . . . . . . . . . 80
4.1.0.5 Eect of structure inelasticity and randomness . . . . 82
4.1.0.6 Results . . . . . . . . . . . . . . . . . . . . . . . . . 84
4.2 Reinforced concrete bridge . . . . . . . . . . . . . . . . . . . . . . . . 85
4.2.0.7 Bridge description and nite element modelling . . . 85
4.2.0.8 Ground motion and deterministic response . . . . . . 86
4.2.0.9 Results . . . . . . . . . . . . . . . . . . . . . . . . . 88
4.2.0.10 Design point excitations . . . . . . . . . . . . . . . . 89
5 CONCLUSIONS 91
5.1 Summary and Conclusions . . . . . . . . . . . . . . . . . . . . . . . . 91
5.2 Indications for future research . . . . . . . . . . . . . . . . . . . . . . 93
A RELIABILITY THEORY ESSENTIALS 95
A.1 Time-invariant reliability methods . . . . . . . . . . . . . . . . . . . . 95
A.1.1 The problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
A.1.2 Simulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
A.1.2.1 Montecarlo method . . . . . . . . . . . . . . . . . . . 97
iii
A.1.2.2 Importance sampling method . . . . . . . . . . . . . 98
A.1.3 FORM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
A.1.3.1 Component problem . . . . . . . . . . . . . . . . . . 100
A.1.3.2 System problem: general. . . . . . . . . . . . . . . . 103
A.1.3.3 System problem: FORM approximation. . . . . . . . 106
A.2 Random vibrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
A.2.1 Random processes . . . . . . . . . . . . . . . . . . . . . . . . 107
A.2.1.1 Random process denition . . . . . . . . . . . . . . . 107
A.2.1.2 Random process probabilistic characterization . . . . 107
A.2.1.3 Stationary (or homogeneous) random process . . . . 110
A.2.1.4 Spectral decomposition of a stationary random process111
A.2.1.5 Poisson counting process . . . . . . . . . . . . . . . . 112
A.2.2 Input-output relations in the frequency-domain . . . . . . . . 114
A.2.2.1 Deterministic input . . . . . . . . . . . . . . . . . . . 114
A.2.2.2 Random input . . . . . . . . . . . . . . . . . . . . . 116
A.2.2.3 Two related random processes . . . . . . . . . . . . . 118
A.2.3 Crossing theory . . . . . . . . . . . . . . . . . . . . . . . . . . 119
BIBLIOGRAPHY 121
iv
List of Figures
2-1 Clough-Penzien power spectra for dierent soil conditions. . . . . . . 15
2-2 Left: Discrete Clough-Penzien one-sided power spectrum for medium
soil conditions; Right: Autocorrelation function corresponding to the
discrete PSD beside. . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2-3 Discrete Evolutionary one-sided power spectrum for medium soil con-
ditions (Clough-Penzien stationary spectrum modulated by an expo-
nential envelope). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2-4 Random process decomposition. . . . . . . . . . . . . . . . . . . . . . 24
2-5 Process excursions as half-spaces: (a) exact for linear systems; (b)
approximate for non linear systems. . . . . . . . . . . . . . . . . . . . 26
2-6 Design point for a linear system under stationary Gaussian white
noise excitation: (a) unit-impulse response function; (b) variance of
the response; (c) design-point excitation; (d) design-point response. . 30
2-7 White noise sample.
31
2-8 Reliability index evolution with time. . . . . . . . . . . . . . . . . . . 31
2-9 Crossing rate as parallel event (FORM approximation). . . . . . . . . . . 35
2-10 Magnitude crossing as up-crossing of b
k
plus down-crossing of b
k
. . . . 37
2-11 Sampling densities: (a) Proposed ISD; (b) Multimodal Gaussian. . . . 38
v
2-12 Convergence of probability estimate with number of trials (Results
for a six-story three-bay moment resisting frame under seismic load
reproduced from the example application in [4]), the circles indicate
Montecarlo results for 10,000 samples. . . . . . . . . . . . . . . . . . 40
3-1 Shear model. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
3-2 Hysteresis loops for the Bouc-Wen model: for all cases the hardening
ratio is = 0.05, yield deformation d
y
= 0.2. (a) Reference case =
= 0.5 and variable m; (b) = 0.0 and variable (no hysteresis);
(c) = 0.0 and variable (no pinching); (d) variable A (strength). . 50
3-3 Hysteresis loops for the Bouc-Wen-Baber model: for all cases the
hardening ratio is = 0.05, initial yield deformation d
y
= 0.2. (a)
Stiness and strength degradation due to
A
= 0.02; (b) Strength
degradation due to
dy
= 0.02; (c) Strength degradation due to
=
0.02; (d) Unsymmetrical yielding due to = 0.4 . . . . . . . . . . . . 52
3-4 From left to right: base acceleration, displacement response, force-
deformation loops. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
3-5 Displacement response sensitivity with respect to material parame-
ters (initial stiness k, hardening ratio , yield deformation d
y
) for
integration time step: (a) t = 0.02 sec. . . . . . . . . . . . . . . . . 57
3-6 Displacement response sensitivity with respect to material parame-
ters (initial stiness k, hardening ratio , yield deformation d
y
) for
integration time step: (a) t = 0.005 sec. . . . . . . . . . . . . . . . . 57
3-7 Displacement response sensitivity with respect to various ground ac-
celeration pulses. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
3-8 (a) Complete system; (b) Basic system. . . . . . . . . . . . . . . . . . 59
3-9 Fiber discretization of a RC beam-column cross-section. . . . . . . . . 67
3-10 Hysteretic bilinear model parameters. . . . . . . . . . . . . . . . . . . 71
vi
3-11 Response of a SDOF oscillator to the rst 10 sec of El Centro 1941
acceleration record. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3-12 Sensitivity of the displacement response of the SDOF oscillator of
Figure(3-11) to material parameters E, E
h
and f
y
. . . . . . . . . . . . 74
3-13 SDOF oscillator of Figure(3-11) subject to modulated white noise rep-
resented by a train of random pulses: sensitivity of the displacement
response to three of these pulses. . . . . . . . . . . . . . . . . . . . . 74
4-1 Shear model of a building. . . . . . . . . . . . . . . . . . . . . . . . . 78
4-2 Ground acceleration sample.
79
4-3 Hysteretic response under the input in Figure(4-2). . . . . . . . . . . . . 79
4-4 Reliability index versus time for a xed value of PGA=0.2g and oor
ductility = 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
4-5 Reliability index versus ductility for a xed value of PGA=0.2g and
time t = 4sec. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
4-6 Design point excitation for a xed value of PGA=0.2g, oor ductility = 3
and time t = 5sec.
81
4-7 Design point response at t = 5sec, PGA=0.2g, ductility capacity = 3:
thick line is 1
st
oor, thin lines the other oors. . . . . . . . . . . . . . . 81
4-8 Reliability index versus ductility for a xed value of PGA=0.2g and time
t = 4sec: comparison between elastic and inelastic structural behavior for
deterministic (DT) and random (RT) threshold. . . . . . . . . . . . . . . 82
4-9 Reliability index versus time t for deterministic ductility capacity = 2. . 83
4-10 Reliability index versus ductility at time t = 4sec. . . . . . . . . . . . . 83
vii
4-11 Mean down-crossing rate versus time t for the inelastic structure and for
the 1
st
oor drift threshold 3d
y
.
84
4-12 Mean down-crossing rate versus time t for the tangent elastic structure
and for the 1
st
y
. . . . . . . . . . . . . . . . . . . 84
4-13 Bridge layout: (a) general view; (b) deck cross-section; (c) pier cross
section. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
4-14 Bridge nite element model. . . . . . . . . . . . . . . . . . . . . . . . 87
4-15 Sample response of the bridge under base excitation. . . . . . . . . . 87
4-16 Sample response sensitivity of the bridge pier top displacements with
respect to some of the random acceleration pulses in the train of
Figure(4-15). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
4-17 Time-evolution of the reliability index . . . . . . . . . . . . . . . . . 89
4-18 Design point excitations for dierent threshold values at time t =
4 sec, deterministic mechanical parameters. . . . . . . . . . . . . . . . 90
A-1 Random spaces. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
A-2 Basic system arrangements: (a) series and (b) parallel. (c) example
of general system. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
A-3 FORM approximation (3 components): (a) series ; (b) parallel; (c)
general system, two cut-sets (g
1
,g
2
) and (g
2
,g
3
). . . . . . . . . . . . . 106
A-4 Filtered white noise PSD. . . . . . . . . . . . . . . . . . . . . . . . . 119
viii
List of Tables
3-1 Summary of displacement sensitivity computation for the Force and
Stiness formulations. . . . . . . . . . . . . . . . . . . . . . . . . . . 66
3-2 Derivatives of the stress increment with respect to
n
and . . . . . . 73
4-1 Floor yield force and drift. . . . . . . . . . . . . . . . . . . . . . . . . . 78
4-2 Upper bound to failure probability: comparison with Montecarlo simulation. 85
A-1 Examples of random processes/elds. (S) scalar, (V) vector, (D)
discrete, (C) continuous. . . . . . . . . . . . . . . . . . . . . . . . . . 108
ix
.
x
List of Symbols
The large number of quantities involved requires developing a rational notation to
be used consistently throughout. Since the study integrates tools coming from the
two dierent disciplines of reliability and mechanics, and some symbols are used
with dierent meaning in the two contexts, it has been chosen to keep the meaning
of the symbols as they are in one discipline and to change symbols from the other
when necessary. Specically, the meaning of symbols as they are in mechanics is
kept unvaried and the notation used in reliability has been consequently adapted.
As usual, bold face indicates vector quantities and, among such quantities, vectors
are lower case and matrices capitals.
- t time
- x
i
,x spatial coordinates
-
i
, natural coordinates
- U(t, x),U (t, x) displacement eld
- u(t),u(t) nodal displacement
- u(t), u(t) nodal velocity u/t
- u(t), u(t) nodal acceleration
2
u/t
2
- q(t),q(t) modal displacement
- N(x) displacement interpolation function U(x, t) = N(x)u(t)
xi
- (t, x), (t, x) innitesimal strain
x
U(x, t)
- a(x) =
x
N(x) strain-displacement function (x,t)= B(x)u(t)
- p(t), p(t) (external or applied) force
- p
r
(t), p
r
(t) internal or resisting force
- R(t), R(t), force residual or unbalanced forces
- (t), (t) stress
- h(t), h(t) internal history variables
- , random variable in the original space
- z,z correlated standard normal random variables
- y,y uncorrelated standard normal random variables
- v(t),v(t) (nodal) displacement sensitivity u/h
- v(t), v(t) (nodal) velocity sensitivity u/h
- v(t), v(t) (nodal) acceleration sensitivity u/h
-
h(t)
h
sensitivity history variables
- g() limit-state function in the original/physical space
- g() limit-state function gradient in the original/physical space
- G(y) limit-state function in the standard normal space
- G(y) limit-state function gradient in the standard normal space
- J
y
jacobian of the transformation between original and standard normal space
xii
Abstract
In the relatively wide spectrum of reliability methods for seismic safety assessment
two distinct classes can be distinguished: that of engineering methods and that
of rigorous ones. Methods belonging to the former represent an approach to the
method formulation from the professional engineers side. In the trade-o between
the opposite requisites of practical usability and theoretical rigour, they do privilege
the rst. The results they yield, though subject to certain limitations, are usable
in practice and arrived at with an acceptable computational eort. Methods of
the second class represent the complementary approach, looking for solutions that
reduce the onerosity of in general highly resource-consuming procedures without
sacricing the rigour coming from a sound reliability foundation. In most cases
these methods, when applied to real-scale structures, still imply a prohibitive cost
in terms of computational resources and knowledge to be acquired.
Persuaded that only a conceptually rigorous approach can provide a general
solution to the problem, in this thesis a recently proposed rigorous method is
extended towards practical applicability. Characterising trait of the method is that
of reducing a random vibration problem to the form that typically arises in the con-
text of time-invariant structural reliability. The mean crossing-rate of the dynamic
response out of a safe domain is determined using FORM. A central role is played
by the limit-state function and its gradient. The computation of the latter accounts
for most of the resource consumption of the procedure. Optimization of the gradient
evaluation requires the development of specic dynamic response sensitivity analysis
tools for each mechanical model. In the context of the direct dierentiation method
(DDM) beside the equations of motion one has to integrate an adjoint set of equa-
tions in the response sensitivity. Specic stress and resisting forces conditional
derivatives have to be developed to form the right-hand side of the adjoint system.
Previous applications of the method refer to SDOF dynamic systems or, for non-
seismic problems, to nite element models and specically to plane-stress plasticity
problems. In the thesis the method applicability is extended to models of real
structures under seismic loading, and in particular to frame structures modelled
xiii
with bre nite elements. The original contribution is the development of specic
response sensitivity tools for bre elements. The result is implemented into an
existing code for three-dimensional inelastic dynamic analysis, for the stiness and
the exibility formulation as well, and for inelastic constitutive relations. This code
is then interfaced with another one that implements structural reliability methods,
and in particular FORM, to obtain estimates of the response distribution, mean
crossing-rate and rst excursion probability.
Two applications demonstrate the method and its extension. The rst refer to a
shear-type model of a building while the second to a three-dimensional bre-model
of a bridge structure, both in reinforced concrete.
Notwithstanding the step forward towards the use of more realistic mechanical
models, the results achieved can not be considered yet as a satisfactory answer to
all the requisites of a method at the same time practical and rigorous. In particular,
the results have to be judged in the larger reference framework that includes classi-
cal simulation methods on one side and engineering methods on the other. The
formers are the only ones that, at least theoretically, can solve the problem taking
into due account all its factors, but they are not feasible of practical application to
real structures. With respect to these the method represents a decisive improvement
in terms of resources required. With respect to the engineering methods unfortu-
nately, the comparison is still unequivocally in favour of the latters. On the other
hand it should be kept in mind that the method allows to consider sources of uncer-
tainty other than that coming from the earthquake, as for instance the randomness
in the mechanical parameters that inuence the dynamic response of the structure,
which are not easily integrated in the engineering methods.
The most important still unsolved problem, in the author opinion, is that of
multiple collapse modes and, specically, of the assessment of their mutual depen-
dence. With a notable exception of a recently proposed method, which is however
limited to linear elastic structures, no eective solution, i.e. other than Montecarlo
simulation, to the problem has been proposed. Future research will focus in this
direction.
xiv
Acknowledgements
My deepest and sincerest thanks go to my advisor, Prof. Paolo E. Pinto for the
extraordinary attention he has dedicated to my work, for having always supported
as well as criticized me, for the example he has represented and the passion he
has transmitted to me. Equally for their scientic and moral rigor, and for their
great humanity, I wish to express my appreciation and thanks to Prof. Armen Der
Kiureghian and Prof. Filip C. Filippou, my mentors during my stay in Berkeley.
With these three persons, for the measure in which they contributed to my growth,
I will always be in debt.
Special thanks also to Prof. Fabrizio Vestroni, for having been always available
and understanding, to Prof. Giorgio Monti and Dr. Alessio Lupoi, for their friend-
ship and advices, and to Prof. Ove Ditlevsen, for having shown me how far I still
have to go.
My thanks and appreciation go to all those people that have made these three
years the richest and most intense of my whole life. They will be always in my
hearth.
xv
.
xvi
Chapter 1
INTRODUCTION
The uncertainty that characterises problems in earthquake engineering stems from
multiple concurrent sources and makes this discipline in this respect probably un-
rivalled among those of engineering. The intrinsic randomness in the occurrence
time and location of earthquakes, the vast uncertainty in predicting intensities and
characteristics of resulting ground motions, and the inability to accurately assess ca-
pacities of structures under cyclic loading, all compel us to make use of probabilistic
methods in order to consistently take into account the underlying uncertainties when
called to make quantitative assessments of structural safety.
This is the reason why, for both design and assessment, reliability-based ap-
proaches, as opposed to deterministic ones, are recognized as a superior mean for
measuring the performances of structures. This recognition, however, is not matched
by an equally wide diusion in professional practice. For their potentialities to be
fully realised and hence their relevance in engineering practice to be enhanced, these
methods should meet a number of requirements that the present state-of-the-art still
does not allow to achieve, in the general case, in a way that is at the same time
rigorous and practical.
1
2 1. INTRODUCTION
1.1 Requirements of a reliability method for seis-
mic risk assessment
The requirements that the ideal method should meet are implicitly dened through
the goal that the method should achieve, that of providing a realistic measure of the
total risk. Realism starts with the description of the seismic input, it involves then
the structural models and nally implies a degree of complexity and an amount of
computations which are acceptable to advanced engineering practice.
It is obvious that the condence on the results of a seismic risk analysis largely
depends on a proper choice of the seismic action. It is equally clear that this choice
as well as that of the probabilistic model have to vary from case to case. Design
and assessment will have dierent requirements in this respect. Earthquake ground
motion can be described in one of the following ways, each suited for dierent
purposes: random processes, simulated accelerograms, recorded accelerograms and
synthetic accelerograms.
Random process modelling in conjunction with classical random vibration theory
has been of invaluable help in the early stages of earthquake engineering in helping
understanding essential features of structural response in the elastic range. The
classical models seem nonetheless unsuited for the purpose of realistic seismic risk
assessment of specic structures at specic sites, due to the averaged nature of
random processes models and the inability of random vibration theory in dealing
with the strong non-linearities exhibited by structural response in the vicinity of
collapse.
Simulated accelerograms are dened either as samples of a given random process,
i.e. compatible with a given power spectrum, or as ground motions that match an
assigned response spectrum. They can be used in non-linear dynamic analysis in
conjunction with realistic mechanical models and in this respect they remove the
limitation of random vibration theory. On the other hand, they still present the
drawback of being compatible with power or response spectra that come from the
1. INTRODUCTION 3
averaging of dierent spectra over wide areas, and are therefore unsuited for being
used for a specic site. They have their use in checking the internal consistency
of seismic design codes, i.e. whether structures designed with a ductility-reduced
elastic response spectrum and simplied analysis tools do actually satisfy, under the
test of a non-linear dynamic analysis , the performance objectives of the code.
State-of-the-practice of seismic risk assessment of important structures involves,
since a number of years now, the use of recorded accelerograms. In the last decade,
due to a number of large events that have struck developed regions of the world,
the number of collected records has increased enormously. It goes without saying
that, the main limitation of availability removed, recorded accelerograms represent
the higher degree of realism achievable in terms of the action and, as for simulated
accelerograms, they can be used in conjunction with realistic mechanical models.
The subject of how to select and scale records for use at a specic site is widely
discussed in the literature [12][13].
Syntethic accelerograms, obtained from seismological modelling of the rupture
event at the source and of the stress waves propagation in the crust, are the new
frontier of earthquake models to be used in seismic risk [50]. Though much progress
has been achieved on these models, the number of applications in engineering are
still very few. There are nonetheless regions for which seismologists do consider
the seismotectonic features known in sucient detail as to allow physically-based
accelerograms to be condently generated and used.
Once a proper model of the action is chosen, the realism requirement involves a
corresponding choice for the model of the structure. One of the reasons why relia-
bility methods are being slow in gaining wider diusion is in the contrast between
the mathematical complexity of the procedures, and the drastic simplications that
quite often one has to introduce in the modelling of the structure. It is easily under-
stood how it can be dicult for an engineer confronted with a physically complex
problem to accept the idea that a probabilistic approach applied to a gross ideali-
sation of the problem can provide better information than a reasoned examination
of the results from a deterministic but accurate mechanical model.
4 1. INTRODUCTION
The ideal seismic risk analysis method should work jointly with advanced struc-
tural analysis methods, and with models of realistic dimensions. For the seismic
case the performance levels of interest for safety are those which are close to the
actual collapse of the structure. The structural model should be capable of cap-
turing all potential modes of failure, either displacement-controlled (ductile) ones
such as weak storeys failures and exhaustion of columns ductility, or force-controlled
(brittle) ones such as shear strength failures and joints failures.
Finally, on the reliability part, the method should be sophisticated enough as
to consistently treat the dierent sources of uncertainty (inherent randomness that
arises from natural variabilities in material as well as in load parameters, epistemic
uncertainty coming from incomplete statistical information, and model uncertainty
coming from the use of imperfect mathematical models to describe complex physical
phenomena), and to consider the possible dependence between all the failure modes.
The reader that wishes to have a comprehensive view of available reliability
methods in civil and in particular earthquake engineering can refer to three review
papers, [52][24][57], appeared in the last decade on the topic, the rst two addressing
specically seismic problems. In the following only a few methods, relevant to the
discussion and to this thesis, are considered.
1.2 Engineering methods
The ultimate purpose of a seismic risk analysis is to arrive at the (usually annual)
probability P
f
of exceeding a given limit-state, or a set of limit-states, accompanied,
when feasible, by fractile values corresponding to selected condence intervals on
the estimated value of P
f
. This probability is called the risk.
In many past, as well current, applications, it has been customary to arrive at
the risk by rst conditioning it on one parameter expressing the intensity of the
1. INTRODUCTION 5
seismic action. The nal result is obtained then as
P
f
=
_

0
P
f
(I = i)dH(I = i) (1.2-1)
in which I is the selected intensity parameter, P
f
(I = i) is the failure probability
as a function of I, also called fragility function, and H(i) = PrI i, 1year is
the so-called hazard function characterising the seismic activity at the site under
consideration in terms of intensity. The distinction between fragility and hazard
dates back to the early phases of seismic reliability and was intended as a mean to
separate the tasks of the structural engineer and of the seismologist. It is important
to recognize, however, that the fragility function does not depend on the structural
properties only but on all the characteristics of the seismic input except for the the
single scaling factor of the intensity. In a dierent environment, therefore, the same
structure would have a dierent fragility.
Most of the methods available are actually intended at evaluating the fragility
or, even more simply, the failure probability conditioned on one specic sample
accelerogram. Since the action variability is dominant in seismic problems this
result is clearly insucient and has to be regarded as a step in a wider procedure in
which this latter variability has to be introduced subsequently.
Finally, a closer examination of the seismic risk assessment problem, as expressed
by Eq.1.2-1, allows a more clear appreciation to be gained on the importance of an
accurate estimation of the fragility term in the integral. In the most simple terms
Eq.1.2-1 is another version of the classical reliability problem formulation
P
f
=
_

0
F
R
()f
S
()d (1.2-2)
where now the resistance distribution F
R
() = PrR represents P
f
() and
f
s
() is the density of the loading and it is veriable that when the variability of
one of the two terms (the load in this case) dominates, neither the variability of the
other term nor the precise form of its distribution have a signicant inuence on P
f
.
This consideration has originated in the last decade much research to investigate
under what conditions and with how much accuracy (or loss of it) the fragility could
6 1. INTRODUCTION
be evaluated using a drastically reduced number of samples, of the order of a few
tens. The main outcome of this research are two methods, [22] and [35][23], that
represent what could be called the advanced state-of-the-practice in seismic reliabil-
ity assessment. Their nal result is dierent since one yields the total risk [22], while
the other gives the fragility function, but they have the common characteristic of
employing only basic probability theory notions and of working in conjunction with
state-of-the-art mechanical models for inelastic dynamic analysis of real-scale struc-
tures. These two traits, together with the extremely sparing number of structural
analyses required, make them very attractive for use in professional practice. In
particular the rst one has been also cast in a partial safety factors format suitable
for use in design.
When compared with that of classical simulation methods, Montecarlo and its
variations, the computational demand of these methods is dramatically lower. The
main drawbacks are the inability to take into account the randomness of the struc-
ture and the dependence among dierent failure mechanisms that concur in causing
the structural collapse. Removal of these limitations is made dicult, if possible at
all, by the very nature of the methods and their underlying simplied probabilistic
setting. They have to be considered as a successful attempt to approach the ideal
method from the engineering side of the problem, meeting the requirement of accept-
able complexity and computational demand, and that of using realistic structural
models.
1.3 State-of-the-art methods
Some of the methods described in this section have the common feature of employing
a discretised form of the input to reduce a time-variant problem to a time-invariant
one, formulated in a space of random variables , and that can be solved by the well-
established methods of structural reliability [42][29][25][4][5]. Others use recorded
accelerograms and aim at nding P
f
conditional on the record, [67], or treat the
record inside a response surface approach [62].
1. INTRODUCTION 7
Methods based on the FORM/SORM techniques have been proposed in the last
ten years by Der Kiureghian and others. One of these proposals presented in [67]
applies to a generally non-linear structure with random parameters, subjected to
a deterministic load history possibly modulated by some random parameter, for
example the intensity. Solution is sought to the problem commonly known as rst-
excursion, i.e. the probability that a selected scalar response quantity exceeds a
given threshold in time interval D. To this purpose, a time independent limit-state
function is dened as the minimum value, over D, of the safety margin function
z(t, ) = r(t, ) s(t, )
where r ad s represent resistance and response, respectively, and they are both in
principle functions of time t and of the vector that in this case collects random
variables describing randomness of the structure. Discretisation in time is achieved
by considering the function z(t, ) at N time instants in D, so that the limit-state
function g() becomes g() = minz
n
(), where n indicates the generic instant
within the N considered. Given a realization of the function z(t, ) can be calcu-
lated via structural analysis at all instants, and the minimum found at time instant
n = n, so that g() = z
n
(). In the search for the design point
of g one then
moves on the surface z
n
() = 0, but during the search it may well happen that
for an improved point
i
the instant of time when z
n
() is minimum changes and
hence the g-function changes in consequence. To account for this specic feature of
the problem a modied version of the usual search algorithm employed in FORM
analysis has been developed, suitably modied so as to be able to identify jumps
from one surface to another one and continue moving on the latter and possibly
on other ones until the design point is found. It is observed however that in this
problem more than one design point is signicant since a number of almost equally
likely excursions at other time instants (as it is usually the case with earthquake
induced oscillations) may contribute to P
f
. Failure probability is determined then
as a series system between the determined excursions but there is no guarantee that
all the signicant design points have been found, thus the method yields only a lower
bound to P
f
. This, together with the fact that the analysis has to be repeated for
many records, is the reason why research in this direction does not seem to have
8 1. INTRODUCTION
progressed further even if the method has been applied to realistic structures.
A second proposal by Der Kiureghian and others [42][29][28][25][40], as well as
other two methods based on simulation proposed by Beck and others [4][5], em-
ploy fully non-stationary random process models (in particular realisations of these
processes in conjunction with non-linear dynamic analysis) and are based on the dis-
cretisation of the input process in terms of a train of random pulses. These pulses
are collected in the vector of the random variables together with the other vari-
ables that represent randomness in the structure (with the exception of the method
presented in [4]). The dierence in the methods lies in the reliability method chosen
after the process discretisation to solve the resulting time-invariant problem.
Recognizing that simulation is the only reliability method that oers a rigor-
ous solution of the very complex rst excursion problem, but also that classical
Montecarlo simulation requires a prohibitive number of analyses for estimating low
probabilities, even if in earthquake engineering problems these are much higher than
for non accidental types of action, Beck and others have proposed two enhanced sim-
ulation techniques. They both yield as nal result a fragility curve. The st one,
presented in [5], is based on the concept of subset simulation. The idea is that the
determination of the very low failure probability associated with an extreme event
can be split into the computation of the failure probabilities of a sequence of failure
events characterized by much higher probabilities. If T represents the failure region
1
of the event under consideration, let T
1
T
2
. . . T
m
= T be a decreasing se-
quence of failure events so that T
k
=
k
i=1
T
i
, k = 1, . . . , m. For example, if failure
is dened as the exceedence of an uncertain demand D over a given capacity C, that
is PrD > C, then a sequence of decreasing failure events can simply be dened as
T
i
= D > C
i
, where C
1
< C
2
< . . . < C. By denition of conditional probability
then one has
P
f
= P(T) = P
_
m
i=1
T
i
_
= P
_
T
m
[
m1
i=1
T
i
_
P
_
m1
i=1
T
i
_
=
= P(T
1
)
m1
i=1
P(T
i+1
[T
i
)
1
The subspace of the random variable space that contains all the realizations of that corre-
spond to non-satisfaction of the performance criteria.
1. INTRODUCTION 9
The idea is to estimate P
f
by estimating the conditional P
f,i
. The advantage is that,
though P
f
is small, by choosing the intermediate failure events appropriately, the
conditional probabilities can be made suciently large so that they can be evaluated
eciently by simulation. For example, suppose that P(T
1
), P(T
i+1
[T
i
) 0.1, i =
1, . . . , 5, then P
f
10
6
which is too small for ecient Montecarlo simulation. The
problem of simulating samples according to the conditional distributions is solved by
the Metropolis method (Markov chain simulation). This method employs state-of-
the-art mechanical models, can take into account mechanical randomness and also
greatly reduces the number of simulations required. Nonetheless, even if well below
the millions of simulations required by plain Montecarlo to estimate probabilities of
the order of 10
6
, the number of simulations is still in the order of a few thousands,
too far from the numbers that could be considered in engineering practice, especially
with real-scale structures.
The other simulation method, presented in [4], is a very ecient form of impor-
tance sampling. This method is discussed later on for its relevance to the subject
of the thesis. Here it is observed only that its advantages are the capability of con-
sidering as many failure mechanisms as needed and to properly take into account
their dependence, and the very low number of simulations required, in the order
of a few tens, as in the case of the state-of-the-practice methods mentioned in the
previous section. The usefulness of the method, however, is severely limited by the
hypothesis of linear structural behaviour, on which its superior eciency is based,
and by the fact that it can not account for randomness in the structure.
The method presented in [42][29][28][25][40] uses again FORM/SORM to com-
pute failure probabilities. Here the usual algorithms for the search of the design
point employed for static problems can be used since there is no bouncing between
surfaces corresponding to excursion at dierent time instants, as it was the case for
the method in [67]. The method oers an upper bound to the rst excursion prob-
ability using the crossing-rate theory. The nal result of the method is a fragility
curve. Realistic structural models can be used while retaining computational e-
ciency, provided the mechanical models are properly enhanced with capabilities
necessary to compute the gradients of the limit-state function. In particular, the
10 1. INTRODUCTION
nite element codes usually employed to determine the dynamic inelastic response of
complex structures have to be modied in order to add response sensitivity computa-
tion. The latter is not a standard feature of nite element codes and implies specic
analytical developments for each constitutive law or nite element model adopted
by the structural analyst. No further description of the method is given here since
this is the method adopted in this thesis and its extensive illustration, as well as the
description of the steps made in the direction of extending its range of applicability
to the analysis of inelastic frame structures, is the object of the following chapters.
Chapter 2
FORM SOLUTION OF
RANDOM VIBRATION
PROBLEMS
2.1 Introduction
In this chapter a rather original, and recent, perspective on random vibration prob-
lems is presented. Problems formulated in terms of random processes in time are
transformed into discrete ones in terms of time-independent random variables. In
the vector space of these random variables geometric interpretations become possible
for events of interest dened in terms of the input/output processes. In particular,
random vibration of linear systems give rise to simple, linear, geometric shapes, such
as hyper-planes and wedges formed by their intersection.
The reformulation is based on a discretisation of the input process, a discrete
form for the output ones following immediately. Specically, the ground motion
random process, the input, is represented as a train of random pulses. This discrete
representation is introduced in Section 2.2 in the wider framework of random process
models of the seismic action.
The originality of the approach does not consist of seeking a discrete solution
to a continuous problem but in the fact that the considered discretisation reduces
11
12 2. FORM SOLUTION OF RANDOM VIBRATION PROBLEMS
the problem to a well-known form that arises in the context of structural reliability.
All the well-established methods of structural reliability can then be used to nd
a solution, either exact
1
for linear problems or approximate for non-linear ones. In
particular the methods based on the expansion of the limit-state surface around
the design point (FORM/SORM) are of interest in the present work, with specic
interest into non-linear problems.
Finding the design point becomes then a central part of the random vibration
problem. Algorithms that perform this search more eectively require the compu-
tation of the limit-state function gradient. When random vibrations of a complex
structure are of interest, the latter is commonly described by a nite element model.
Computation of the gradient in this case, i.e. when the limit-state function is formu-
lated in terms of a numerically determined response, becomes a challenging problem
and accounts for most of the computational eort. This is the reason why the
problem is dealt with extensively in Chapter 3, which is entirely devoted to it.
2.2 Models of the seismic action
Regarding nonlinear dynamic analysis as the only acceptable mean to assess the
reliability of a reinforced concrete structure under seismic excitation, the latter must
be necessarily provided in the form of acceleration time-histories. These may belong
to one of the three broad categories below
- samples of a random process
- recorded (or natural) accelerograms
- accelerograms from seismological models (or synthetic)
The interest here, in view of the fact that the problem at hand is one of random
vibrations, is for those acceleration time-histories that belong to the rst category.
The latter two classes constitute two very large worlds that will not be entered here
and are included only for completeness.
1
Consistently with the discretisation.
2. FORM SOLUTION OF RANDOM VIBRATION PROBLEMS 13
2.2.1 Random process modelling
A basic need of the earthquake engineering community has always been that of den-
ing realistic models of the seismic action for design purposes. Without seismological
models yet available to help for this task, engineers started to look at the records
that were rapidly accumulating, in search of characteristics of the ground motion
possessing a stable statistical nature (given of course some global earthquake data
such as the magnitude M, distance d and recording site soil type S). The observed
statistical stability of the frequency content of the motions under similar conditions
of M, d and S is at the base of the idea of considering the accelerograms as samples
of random processes. Several stochastic models of varying degrees of sophistication
have been proposed.
The empirical approach based on the inspection of the available recorded ground
motion data base, has focused principally on the frequency content of the ground
motion, with due attention also paid to the modulation in time of such motion
and, to a much lesser extent, to the evolution with time of the frequency content.
This latter dependence of the frequency content on time, observed in real ground
acceleration records, originates from the complexity of the radiation of the seismic
waves from the source to the site, i.e. from the fact that P (primary/body), S
(secondary/shear) and Rayleigh-Love (surface) waves have dierent frequency con-
tent and arrival times at a given site since they propagate with dierent velocities
in the earth crust. Calibration of models that take into account this frequency-
content time-dependence versus statistical data has proven dicult and prone to
much uncertainty, so that statistically-based fully non-stationary stochastic earth-
quake ground motion models are not available. The earliest and still more widely
used models are stationary or, at most, amplitude-modulated random processes.
2.2.1.1 Stationary models: the Kanai-Tajimi and Clough-Penzien mod-
els
The basic and, under the simplest of the assumptions, also sucient description of
a random process is S(), its power spectral density function (PSD). A zero-mean
stationary Gaussian process is in fact completely dened once its PSD is specied.
Among idealized ground motion models based on empirical data the most-widely
used PSD form is that proposed by Kanai [38] and Tajimi [61] to take into account
the observed dependence of the power spectrum on local site soil properties and the
corresponding dominant frequency.
The proposed PSD coincides with that of the acceleration response process of a
SDOF oscillator with parameters
g
and
g
subjected to a white noise process of
intensity S
0
. This PSD is given by the product S
0
[H()[
2
where H() is the complex
frequency transfer function of the linear oscillator whose motion is governed by
u
a
+ 2
g
g
u
r
+
2
g
u
r
= 0
in which u
a
and u
r
are the oscillator absolute and relative displacement, respectively.
In the equation above one can either replace u
a
with u
r
+u
g
or u
r
with u
a
u
g
getting
one of the two following equations
u
a
+ 2
g
g
u
a
+
2
g
u
a
= 2
g
g
u
g
+
2
g
u
g
(2.2-1)
u
r
+ 2
g
g
u
r
+
2
g
u
r
= u
g
(2.2-2)
They lead obviously to the same frequency transfer function between the Fourier
transforms of u
g
and u
a
, once it is recalled that for the second the ground acceleration
has to be added
H () =
2
g
+ i2
g
2
g

2
+ i2
g
(2.2-3)
Making use of this transfer function one gets for the Kanai-Tajimi density
S
KT
() =
4
g
+ 4
2
g
2
g
2
_
2
g

2
_
2
+ 4
2
g
2
g
2
S
0
(2.2-4)
which with a suitable choice of the parameters
g
and
g
can be shown to match
with adequate accuracy empirical PSDs elaborated for dierent soil conditions. The
model has also a qualitative physical support, since it can be viewed as the PSD of
the acceleration process at the upper surface of a soil stratum, modelled as a linear
lter, having a broad-band excitation process at the bedrock.
0 5 10 15 20 25 30
0
1
2
3
4
5
6
7
8
9
[rad/sec]
S
(
)
stiff
medium
soft
Figure 2-1: Clough-Penzien power spectra for dierent soil conditions.
The use of the Kanai-Tajimi model, however, is limited to those cases when accel-
eration responses are of interest and the problem is not sensitive to the low-frequency
range of the excitation, since the corresponding ground displacement process PSD,
given by S
d
() = S
KT
() /
4
, has innite total power, with largest contributions
coming from the very low frequencies. To solve this problem Clough and Penzien [17]
have suggested the introduction of a second lter in series with the rst one, with
parameters
f
and
f
appropriately chosen in order to lter out the low frequencies.
The corresponding PSD is
S
CP
() = [H
f
()[
2
S
KT
() =

4
_
2
f

2
_
2
+ 4
2
f
2
f
2
S
KT
() (2.2-5)
Frequently adopted values for the lters properties are: rm or sti soil conditions
g
= 5 rad/sec,
g
= 0.6, medium soil conditions
g
= 3 rad/sec,
g
= 0.4, soft
soil conditions
g
= rad/sec,
g
= 0.2 and, for all soils,
f
= 1.6 rad/sec,
f
= 0.6,
the resulting power spectra being shown in Figure 2-1 for a unit input white noise
intensity.
2.2.1.2 Non-stationary models: periodic processes
Periodic process are introduced as a possible mean to simulate those sample real-
izations of a random process that are needed in order to perform nonlinear dynamic
analyses. With reference to these processes the issue of inclusion of non-stationarity
in the ground motion model is also addressed.
Consider the process X(t) periodic of period T, dened as a linear combination
of harmonic functions with random coecients in the form
X (t) =
N
k=1
(A
k
cos
k
t + B
k
sin
k
t) (2.2-6)
where A
k
,B
k
are zero-mean, uncorrelated Gaussian variables with common variance
2
k
and
k
= k
1
= k2/T. This process is Gaussian zero-mean and can be easily
shown to be stationary through its autocorrelation function R
XX
. Computing the
latter and taking its Fourier transform yields an expression for the process PSD as a
function of the variables A
k
and B
k
which can then be related to a known PSD, for
example to the Kanai-Tajimi or the Clough-Penzien one. The latter result allows
easy generation of samples according to a process with given PSD.
The autocorrelation function of the process X(t) is
R
XX
(t
1
, t
2
) = E[X (t
1
) X (t
2
)] =
= E
_
N
k=1
(A
k
cos
k
t
1
+ B
k
sin
k
t
1
)
N
h=1
(A
h
cos
h
t
2
+ B
h
sin
h
t
2
)
_
=
=
N
k=1
_
E
_
A
2
k
cos
k
t
1
cos
k
t
2
+ E
_
B
2
k
sin
k
t
1
sin
k
t
2
_
=
=
N
k=1
2
k
cos
k
(t
2
t
1
) =
N
k=1
2
k
cos
k
= R
XX
() (2.2-7)
which, as anticipated, shows that the process is stationary. The PSD of the process
is then given by
S
XX
() =
1
2
_

R
XX
() e
i
d =
N
k=1
2
k
2
[ (
k
) + (
k
+ )]
Due to the symmetry of the PSD it is easier to work with the so-called one-sided
PSD G
XX
() given by
G
XX
() =
N
k=1
2
k
(
k
)
dened only on the positive portion of the frequency axis. The above relation shows
that the one-sided PSD is a discrete function made up of spikes of intensity
2
k
at the
frequencies
k
. Simulation of sample realizations reduces to the generations of 2N
zero-mean Gaussian random variables with variance given by
2
k
= G
XX
(
k
),
where G
XX
(
k
) is the one-sided form of the continuous target PSD, for example
that in Eq.(2-1), which is in this way approximated by its discrete counterpart.
0 10 20 30
0
2
4
6
[rad/sec]
G
(
)
10 0 10
20
0
20
40
60
[sec]
R
(
)
Figure 2-2: Left: Discrete Clough-Penzien one-sided power spectrum for medium
soil conditions; Right: Autocorrelation function corresponding to the discrete PSD
beside.
A number of variants of the process X(t) in Eq.(2.2-6) can be obtained by simple
transformations. These turn out to be more convenient for simulation purposes and
can be shown to have the same second-moment characterization. One of these
variants is
X (t) =
N
k=1
C
k
cos (
k
t +
k
) (2.2-8)
This form is easily shown to be equivalent to that in Eq.(2.2-6) by
N
k=1
C
k
cos (
k
t +
k
) =
N
k=1
[C
k
sin
k
cos
k
t + C
k
cos
k
sin
k
t]
which implies that C
k
=
_
A
2
k
+ B
2
k
and
k
= arctan (A
k
/B
k
). If A
k
, B
k
are uncor-
related Gaussian, C
k
and
k
are Rayleigh and Uniform, respectively. The autocor-
relation function of this process can be shown to coincide with that in Eq.(2.2-7).
Another process whose autocorrelation function is identical to the previous one is
dened as
X (t) =
N
k=1
2
k
cos (
k
t +
k
) (2.2-9)
This last form has the great advantage of requiring only N random variables to
generate a sample of the process and this is the reason why it is the more widely
used for this purpose
2
.
One has to note that, even if the three processes in Eq.(2.2-6), (2.2-8) and (2.2-
9) have the same second-moment characterization, they are not probabilistically
equivalent since they have dierent distributions. While the process in Eq.(2.2-6)
is always Gaussian, the other two are only asymptotically Gaussian if N is large
(simulations show that N > 100 makes the assumption of Gaussianity acceptable).
A straightforward way to introduce non-stationarity in the periodic processes
above is to modulate them with a deterministic envelope function as in
X
NS
(t) = e (t, ) X (t)
where the modulating function e (t, ) depends on both time and frequency as it
is the general case for fully non-stationary processes. Most often the information
available is not sucient to establish a reliable dependence on the frequency and
e (t, ) is replaced by e (t). When the latter is a slowly varying function of time,
the process above represents an amplitude-modulated harmonic function whose evo-
lutionary PSD can be shown to be (uniformly modulated process, [53], see Figure
2-3)
S
NS
(, t) = [e (t)[
2
S ()
2
Of course the degree of randomness is halved.
0
10
20
0
10
20
30
0
5
10
15
t [sec]
[rad/sec]
G
(
,
t
)
Figure 2-3: Discrete Evolutionary one-sided power spectrum for medium soil condi-
tions (Clough-Penzien stationary spectrum modulated by an exponential envelope).
Correspondingly, the process variance becomes
2
X
(t) =
_

S
XX
(, t) d =
_

0
G
XX
(, t) d =
_

0
e
2
(t) G
XX
() d =
2
0
e
2
(t)
2.2.1.3 Non-stationary models: Pulse-type processes
Similarly to what has been done with periodic processes, a number of non-stationary
process models that retain the main idea of the Kanai-Tajimi one
3
are now presented.
These are based on the mathematical concept of random pulse train.
The physical basis underlying these models is in the mechanism of earthquake
generation: slips in a fault zone in the crust. When a slip is taking place and the
fault zone is being extended, the behaviour of the material in the vicinity of the
fault is obviously inelastic. However, away from the immediate vicinity, the energy
released and the associated particle motion is transmitted in the ground essentially
through linear stress waves. The typical presence of high-frequency components in
3
The idea that the motion at the ground surface can be thought of as some broad band bedrock
excitation linearly ltered by the soil stratum above.
earthquake records also suggests that slips in a fault zone occur intermittently rather
than smoothly. A possible model is to assume that slips occur in independent short
spurts, almost impulsively [43]. This can be mathematically described quite simply
as
X
fault
(t) =
N(t)
k=1
Y
k
(t
k
) (x
k
) (2.2-10)
where (t
k
) and (x
k
) are Diracs delta in time and space which dier from
zero only at time
k
and location
k
(in the fault zone) of the occurrence of the
k-th pulse with random magnitude Y
k
. The magnitudes of the pulses are assumed
to be independent but identically distributed. The number of pulses up to time t is
counted by the random process N(t). The process in Eq.(2.2-10), when the pulses
occurrence times are uncorrelated, is called shot-noise. In what follows the stronger
assumption that the pulses occur independently, i.e. that N(t) is a Poisson process,
will be made.
A shot noise is non-stationary when either the average pulse occurrence rate
depends on time, or, when is constant, if the distribution of the Y s are time-
dependent. If neither of the two conditions above is veried, the process is stationary
and becomes a white noise process (as the bedrock broad-band excitation of the
Kanai-Tajimi model).
The ground surface motion related to the process above is obtained from the
Greens function g (t
k
, x
k
) that gives the motion at time t and location x (at
the ground surface) due to a unit-impulse at time
k
and location
k
(in the fault
zone)
X (t, x) =
N(t)
k=1
Y
k
g (t
k
, x
k
) (2.2-11)
If the inverse Fourier transform of the frequency transfer function of the Kanai-
Tajimi model (see Eq.(2.2-3)) is used as Greens function in Eq.(2.2-11) (dropping
the dependence on the locations since only one input and one output locations,
bedrock and surface, are of interest) one gets
X (t) =
N(t)
k=1
Y
k
h
a
(t
k
) (2.2-12)
where the acceleration unit-impulse response function has the form
h
a
(t
k
) = 2
g
h
d
(t
k
) +
2
g
h
d
(t
k
) =
=
g
e
g
(t
k
)
_
1 2
2
g
_
1
2
g
sin
gd
(t
k
) + 2
g
cos
gd
(t
k
)
_
in which h
d
is the well-known displacement unit-impulse response function.
If the condition for the process to be stationary are satised the PSD of the
process in Eq.(2.2-12) approaches that of the Kanai-Tajimi model.
In particular in what follows a simplication of the described process is of interest,
i.e., a process for which the pulse arrival times are equally spaced
X (t) =
N
k=1
Y
k
h
a
(t
k
),
k
= (k 1) t (2.2-13)
and the pulses Y
k
are dened as integrals of a zero-mean Gaussian white noise process
W(t)
Y
k
=
_

k+1
k
W (t) dt
It is immediately seen that the pulses are zero-mean uncorrelated Gaussian variables
with common variance given by
2
Y
k
= E
__

k+1
k
W (t
1
) dt
1
_

k+1
k
W (t
2
) dt
2
_
=
_

k+1
k
_

k+1
k
E[W (t
1
) W (t
2
)] dt
2
dt
1
=
=
_

k+1
k
_

k+1
k
R
WW
(t
2
t
1
) dt
2
dt
1
=
_

k+1
k
_

k+1
k
2S
0
(t
2
t
1
) dt
2
dt
1
=
=
_

k+1
k
2S
0
dt = 2S
0
t
Non stationarity can be reintroduced in this simplied model
4
as it has been
done for periodic processes by means of an amplitude-modulating envelope function
4
It is recalled that the starting model in Eq.(2.2-11) is fully non-stationary.
e(t). Making use of multiple envelopes and lters one can also model spectral non
stationarity with the process
X (t) =
N
f
i=1
_
e
i
(t)
N
k=1
Y
k
h
a,i
(t
k
)
_
(2.2-14)
It is nally observed that simulation of random process realizations according to
these pulse-train models reduces, as it was the case for periodic processes, to the
generation of a random vector of length N. While in both periodic and pulse-train
models N determines the richness of the process in terms of frequency content, N is
not the same for the two cases since for the pulse-train one it is also strictly related
to the process sample duration.
The model in Eq.(2.2-14) represents the starting point for the reformulation of
the random vibration problem anticipated at the beginning of this chapter.
2.3 Pulse-type discretization as a key to problem
reformulation
As anticipated at the beginning of this chapter, a new perspective on random vibra-
tions problems is gained once a discrete representation of the input random process
is available. In particular when this discrete representation is in terms of a vector of
standard normal random variables, many statistical quantities of interest in classical
random vibrations, such as the distribution of the process and its envelope, correla-
tion functions and statistics of crossing rates, can be given geometric interpretations
in the standard normal space.
When the structure is linear and the excitation or input process is Gaussian
the statistical quantities above have simple geometric forms as counterparts, and
the results found are consistent with the classical solutions. When the response
processes are non Gaussian either due to non linear structural behaviour or non-
Gaussian excitation, the geometric forms are not as simple and exact solutions are
not available. In this case, however, the well established tools of time-invariant
reliability can be used to achieve approximate solutions.
Possible approaches to the solution of random vibration problems are based on
FORM/SORM techniques and on importance sampling. Before a closer analysis of
these is undertaken, geometric interpretations are given for a number of well-known
quantities of interest.
2.3.1 The elementary excursion event for linear and non-
linear systems
Consider the ground acceleration random process as discretized in Eq.(2.2-13). This
is only one of the possible alternatives for the discrete representation of a Gaussian
process. In general all such existing discrete representations can be expressed in the
form
X (t) =
X
(t) +
N
i=1
s
i
(t) y
i
=
X
(t) +s
T
(t) y (2.3-1)
where
X
(t) is the time-varying deterministic mean function of the process, the
deterministic functions s
i
(t) give the time-evolution of the process and the standard
normal random variables y
i
its randomness. With reference to the process in Eq.(2.2-
13) one sees that the mean function is identically zero and s
i
(t) =
2S
0
t h
a
(t
t
i
) with h
a
(t) the acceleration unit-impulse response function of the linear lter
and
2S
0
t the standard deviation of the random pulses whose standardized
intensities are given by the random variables y
i
.
It is noted that N is a measure of the resolution of the representation and that its
value, as well as the vector of deterministic basis functions s(t), depends on the cor-
relation structure of the process. Alternative representations dier in the choice of
the basis functions, for example for the Karhunen-Lo`eve expansion s
i
(t) =
i
(t),
where
i
,
i
(t) are the i-th eigenvalue and eigenfunction of the autocovariance func-
tion of the process[60], for an expansion in terms of trigonometric functions one has
s(t) =
T
(t)L, where (t) is a vector of simple trigonometric functions while L is a
lower triangular matrix again related to the autocovariance function of the process.
Based on the representation of the process in Eq.(2.3-1) one can give the rst
geometric interpretations of some relevant quantities. For instance the variance
function of the process at time t is given by the squared norm of the vector s(t) as
shown by
2
X
(t) = E
_
(X (t)
X
(t))
2
= E
_
_
s
T
(t) y
_ _
s
T
(t) y
_
T
_
=
= s
T
(t) E
_
yy
T
s (t) = s
T
(t) Is (t) = |s (t)|
2
and represented in Figure(2-4). With similar reasoning one sees that the process
autocovariance function for the time instants t
1
and t
2
is given in terms of the dot
product between the two vectors s(t
1
) and s(t
2
)
C
XX
(t
1
, t
2
) = E [(X (t
1
)
X
(t
1
)) (X (t
2
)
X
(t
2
))] = s
T
(t
1
) E
_
yy
T
s (t
2
) =
= s
T
(t
1
) s (t
2
) = |s (t
1
)| |s (t
2
)| cos =
X
(t
1
)
X
(t
2
)
XX
(t
1
, t
2
)
which is again represented in Figure(2-4).

Figure 2-4: Random process decomposition.
When the response process of a linear system to a Gaussian excitation is consid-
ered, a representation similar to that in Eq.(2.3-1) is obtained. The response at time
t, for the system starting at rest, is given by the Duhamels convolution integral
u(t) =
_
t
0
X () h(t ) d =
_
t
0
N
i=1
y
i
s
i
()h(t ) d =
N
i=1
y
i
a
i
(t) = a
T
(t) y
(2.3-2)
where, having exchanged the order of summation and integration, the response
process i-th basis function has the form
a
i
(t) =
_
t
0
s
i
() h(t ) d
The interpretations given for the variance and the autocorrelation function of the
input process hold for the response process too. Other simple interpretations could
be easily given, for example for the input-output cross-covariance function.
Consider now the event of the process u(t) exceeding a predened threshold b
k
at time t = t
k
, written as u(t
k
) b
k
. From Eq.(2.3-2) it immediately follows
that all the possible input processes corresponding to this event are given by those
realizations of y that satisfy the condition
b
k
a
T
(t
k
) y 0 (2.3-3)
which is an half-space bounded by the hyperplane b
k
a
T
(t
k
) y = 0 of normal
k
= a (t
k
)/|a (t
k
)| and distance from the origin
k
= b
k
/|a (t
k
)| = b
k
/
u
(t
k
). The
condition in Eq.(2.3-3) represents the failure domain of the linear limit-state function
G(y) = b
k
a
T
(t
k
) y in the standard normal space and the exact probability content
associated with this failure domain is well known to be P
f
= (
k
). This conrms
the result already available from classical random vibrations, that the probability of
the zero-mean Gaussian process u(t) having variance
2
u
(t) of exceeding b
k
at time
t
k
is 1 (
b
k
0
u
(t
k
)
).
The latter result is quite important. The event u(t
k
) b
k
is completely dened
by the design point of the limit-state surface G(y) = 0. It is shown in the next
section how this design point is analytically known for linear systems under Gaussian
excitation. The geometry of this exceedance event at various time instants for the
respective, generally time-varying, thresholds is shown in Figure(2-5(a)).

Figure 2-5: Process excursions as half-spaces: (a) exact for linear systems; (b)
approximate for non linear systems.
When the response is non Gaussian, for example due to a non Gaussian input or
to a non linearity of the system, the response representation in the form of Eq.(2.3-2)
has to be replaced by a more general non linear one such as
u(t) = u(y, t)
which has a geometric representation in the standard normal space other than an
hyperplane. In this case FORM or SORM techniques can be used to obtain an
approximate value of the probability associated with the event u(t
k
) b
k
, as
shown in Figure(2-5(b)), but numerical solution of the constrained optimization
problem with constraint G
k
(y) = b
k
u(y, t
k
) = 0 must be resorted to in order to
nd the design point.
The usefulness of this detailed discussion on this excursion event, in the following
referred to as elementary, emphasizing the fact that it is an excursion at a xed time
instant, as opposed to the more complex rst
5
excursion event, will become clear in
sections 2.3.3 and 2.3.4.
5
over a time interval of duration D
Of great interest is the so-called design-point excitation obtained as
X
(t) = s
T
(t) y
(2.3-4)
This input is, among all inputs that cause a response u(t
k
) greater than or equal
to the threshold b
k
, the most likely one. As it will be made clear in the following
paragraph, X
(t) is a nearly harmonic, gradually intensifying function of time with

a frequency close to the fundamental frequency of the system. The nature of this
somewhat unnatural excitation has been extensively investigated, see for example
[31] and [40]. In the next section the design point excitation is discussed with
reference to linear systems.
2.3.2 Design-point excitation
As it has been anticipated, the design point for the elementary event of excursion at
time t
k
of the response of a linear structure to a Gaussian excitation can be found
in closed form. Assuming for the time being and without loss of generality that the
Gaussian excitation is a stationary white noise random process W(t) of intensity S
0
,
its discretization in terms of random pulses is carried out as usual according to
Y
s
=
_
t
s
+t
t
s
W (t) dt = y
s
_
2S
0
t
Direct constraint minimization to nd the minimum distance point on the limit-state
surface can be carried out analytically for linear systems using Lagrange multipliers.
The functional whose stationarity yields the solution is
f (y) = |y|
2
+ G(y) =
N
s=1
y
2
s
+
_
b
k
kN
s=1
_
y
s
_
2S
0
t
_
h(k s + 1)
_
where |y|
2
is the quantity to be minimized, is the, yet to be determined, Lagrange
multiplier and G(y) = 0 is the constraint. The latter has a form equivalent to that
given in Eq.(2.3-3) but using summation in place of the dot product. The vector

h is
the discrete counterpart of the system unit-impulse response function h and collects
values of h at discrete time t
k
= (k 1)t. Stationarity conditions are obtained
setting to zero the partial derivatives of the functional above with respect to the
components of the solution y
and the multiplier

f (y)
y
s
= 2y
s
_
2S
0
t
h(k s + 1) H(k s) = 0
f (y)
= b
k
kN
s=1
_
y
s
_
2S
0
t
_
h(k s + 1) = 0
where H(k s) is the Heaviside unit-step function. Solving the rst of the two
equations with respect to y
s
one gets
y
s
=

2
_
2S
0
t
h(k s + 1) H(k s)
Substitution of y
s
in the second equation yields the value of the Lagrange mul-
tiplier
=
2b
k
2S
0
t
kN
s=1
h
2
(k s + 1)
=
2b
k
2
k
in which
2
k
is the variance of the linear response at time step k
2
k
= E
_
u
2
(k)
= E
_
_
_
k
s=1
Y
s
h(k s + 1)
_
2
_
_
=
= E
_
k
s=1
Y
s
h(k s + 1)
k
q=1
Y
q
h(k q + 1)
_
= 2S
0
t
k
s=1
h
2
(k s + 1)
due to the independence of the acceleration pulses. Finally, the s-th component of
the design point is obtained in the form
y
s
=
b
k
2
k
_
2S
0
t
h(k s + 1) H(k s)
Apart from a constant factor depending on the threshold b
k
at time t
k
and on the
intensity of the white noise base excitation S
0
, one sees that the design point is, for
t
s
t
k
, proportional to the mirror-image of the unit-impulse response function of
the system
6
, and zero afterward as implied by the Heaviside step function.
The discrete counterpart of the corresponding input base acceleration process is
simply proportional to the design point
(s) =
Y
s
t
=
_
2S
0
t
y
s
In Figure(2-6) the displacement unit-impulse response function h of a linear
visco-elastic system with period T = 1 sec and damping ratio = 0.10 is plotted
together with the non-stationary variance of this system response u(t) to a stationary
white noise excitation of intensity S
0
= 1 m
2
/sec
3
. Also plotted are the design point
excitation W
(t) for a threshold b = 0.5 m at time t

k
= 8 sec and the corresponding
design point response. The response reaches the assigned threshold for the rst
time at t
k
= 8 sec and having an horizontal tangent, i.e. with zero kinetic energy.
The latter condition implies that the state of the system is one of minimum for
the potential energy among all those for which the threshold is attained. This
is one more way to see that this solution is optimal: the optimality requirement
in terms of potential energy (minimize potential energy given that response has
reached the threshold at time t
k
) has been shown to be equivalent to that in terms
of displacement in [40].
It is again observed that for any threshold and excitation the design point at
any time instant is known analytically, i.e. without the necessity of performing
any numerical optimization, once the system unit-impulse response is known. This
is true also for the more general non-white non-stationary excitations presented
before, as for example the amplitude modulated ltered white-noise processes, once
6
In fact for s
1
< s
2
one has

h(k s
1
+ 1) <

h(k s
2
+ 1)
0 5 10
0.2
0.15
0.1
0.05
0
0.05
0.1
0.15
t [sec]
h

[
m
]
(a)
0 5 10
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
t [sec]

[
m
]
(b)
0 5 10
6
4
2
0
2
4
6
8
t [sec]
W
*

[
m
/
s
e
c
2
]
(c)
0 5 10
0.4
0.2
0
0.2
0.4
0.6
t [sec]
u
*

[
m
]
(d)
Figure 2-6: Design point for a linear system under stationary Gaussian white noise
excitation: (a) unit-impulse response function; (b) variance of the response; (c)
design-point excitation; (d) design-point response.
the system is redened to include the dynamics of both the lter and the structure
and the envelope function is taken into account.
Considering again Figure(2-6(c)) one observes that the design point excitation
is, as anticipated, a nearly harmonic function of time with gradually increasing
amplitude and frequency that, in this case, coincides with that of the system. It
compares oddly with the sample of the stationary white noise shown in Figure(2-
7), but the dierence is understood once it is recognized that, while this ground
acceleration corresponds to the minimum of |y| conditional on y lying on the limit-
state surface, the acceleration sample in Figure(2-7) is totally random and, for this
reason, the comparison is not a proper one.
The reliability index corresponding to the design point evolves with time inversely
with the response standard deviation as shown by
k
= |y
| =
_
N
s=1
(y
s
)
2
=
_
k
s=1
(y
s
)
2
=
b
k
k
and is plotted in Figure(2-8) for the same system and excitation of Figure(2-6). One
can see that the distance of the hyperplane from the origin decreases quickly with
time and becomes constant when the response attains stationarity.
0 2 4 6 8 10
100
80
60
40
20
0
20
40
60
80
100
t [sec]
W
(
t
)
Figure 2-7: White noise sample.
0 2 4 6 8 10
0
0.5
1
1.5
2
2.5
3
3.5
4
4.5
5
t [sec]
Figure 2-8: Reliability index evolution

with time.
2.3.3 From the elementary excursion events to the rst ex-
cursion event: non-linear systems and mean out-crossing
rate
Having studied the elementary excursion event one can now focus on the more
complex rst excursion event and on the computation of the associated probability.
Since failure at any time t
k
implies rst-excursion failure, the failure domain T
of this event is the union of the elementary domains T
k
or, in the terminology
of systems theory, the component events are arranged in series to give the rst
excursion one. This can be written as
T =
N
_
k=1
T
k
=
N
_
k=1
b
k
u(t
k
) 0
where for linear systems T
k
is the k-th half-space having normal
k
and distance
k
from the origin.
For non linear systems T
k
, the boundary of T
k
, is non linear and numerical
optimization is necessary. Performing FORM at each time step t
k
is clearly not
an option. In this case an approximate solution is oered by the mean crossing
rate
k
of excursion above level b
k
. In fact, assuming that the system starts in the
safe domain
7
, the probability of failure for the rst excursion event in time D is
the complement of the probability of having zero crossings within D, hence we can
write, denoting by N(D) the number of crossings in D,
P
f
= 1 Pr N (D) = 0 =
n=1
Pr N (D) = n
n=1
nPr N (D) = n = E[N (D)] =
_
D
0
(t) dt (2.3-5)
The right-most integral in the inequality above constitutes an upper bound to
P
f
and can be computed by a small number of evaluations of the integrand function
(t), since the mean crossing rate variation is much slower than that of the process
itself. It is clear that the quality of the bound in Eq.(2.3-5) strongly depends on
how large is b
k
with respect to the response standard deviation
k
and that it can
be reliably used only when the probability of having two or more crossings in dt is
negligible with respect to PrN(D) = 1.
What is now needed is a way to compute the mean crossing rate inside the
framework that has been presented in this chapter, i.e. for processes reduced to
7
The point y
0
representing the system and the loads at time t
0
= 0 belongs to the safe domain.
vectors of time-invariant random variables . It is now appropriate to observe that,
beside the load variables that come from the earthquake process discretisation,
the vector can include additional non-load variables chosen to represent random
mechanical properties of the analysed structure. One can imagine that also these
additional variables come from discretisation of random elds describing material
properties variation over the structural domain.
If g (t, ) = g [u(t, )] denotes a time-dependent scalar limit-state function de-
ned in the physical space of the basic random variables as a function of the
response process u(t, ) in the usual way such as g > 0 denes the set of safe
values of and g 0 the corresponding set of failure values, one can compute
the bound given in Eq.(2.3-5) using the mean crossing rate
g
(t) of g(t) below the
threshold g = 0.
Starting from the original derivation of Rice formula for the crossing rate [54], it
is easily seen that, essentially, the probability of having a crossing at time t is given
by the probability that the limit-state function is above zero at time t and below it
at time t + t, innitely close to t. Hence the mean crossing rate can be computed
as [36]
(t) = lim
t0
Pr g
1
() 0 g
2
() 0
t
(2.3-6)
where the two time-independent limit state functions are dened as follows
g
1
() = g(u(, t)) (2.3-7)
g
2
() = g(u(, t + t)) = g(u(, t)) +
u
g(u(, t)) u(, t)t (2.3-8)
in terms of the time-dependent limit-state function g. For the solution of Eq.(2.3-6),
one might think of using directly as random variables u(t) and u(t +t) or u(t) and
u(t) as for the second equality in Eq.(2.3-8). This would be unpractical, or even
unfeasible, due to the diculty of determining the joint PDF of the two functions
8
.
Since this latter probability distribution is needed for the transformation from the
original to the standard normal space, it is in any case convenient to work in terms
8
It is recalled that only for stationary Gaussian response the displacement and the velocity
processes are independent.
of the basic variables , even if this implies in general a considerable increase in the
problem dimension given that may include several hundreds of random pulses y
s
,
in addition to the subset of mechanical parameters.
The event whose probability appears in the numerator of Eq.(2.3-6) is a par-
allel event [36], the intersection of the component events. A rst order (FORM)
approximation to the probability of the intersection is given by
P
f

=
2
(
1
,
2
,
12
) = (
1
) (
2
) +
_

12
0
2
(
1
,
2
, ) d (2.3-9)
where
2
() and () are the standard normal bivariate PDF and univariate CDF
respectively,
i
is the reliability index for limit state function G
i
(y) = g
i
((y))
9
and
the correlation coecient between the two linearized events G
1
= 0 and G
2
= 0
is given by the dot product of their alpha vectors
12
=
T
1
2
, see Appendix
SectionA.1.3.3. In Figure (2-9) the two limit-state surfaces and their linear ap-
proximation at their respective design points are shown in the standard normal
space. It is noted that the computation of the bivariate (and, more generally, of the
n-variate) Gaussian CDF is numerically dicult, especially when the correlation
coecient between the events is close to 1 as in this case. A number of algorithms
are available to perform the integral (2.3-9), see for example [1].
It is recalled that the computationally most expensive part of the FORM analysis
is the search for the design point. Ecient algorithms to perform this task require
computation of the gradient of the limit-state function in the basic variables space.
Computation of this gradient by nite dierences is prohibitive and hence a direct
approach is necessary to optimize computation. Postponing a detailed discussion
of this issue to the next chapter, only the expressions of the gradients of G
1
and
G
2
are given here, which are easily obtained by making use of the chain rule of
dierentiation
9
Being the design point dened as the point of minimum distance in the standard normal space,
it is in this latter space that the search procedure is carried out.

Figure 2-9: Crossing rate as parallel event (FORM approximation).
y
G
1
=
g
1
J
y
=
u
gJ
u
J
y
(2.3-10)
y
G
2
=
g
2
J
y
= (
u
gJ
u
+
u
(
u
g) ut +
u
gJ
u
t) J
y
(2.3-11)
where J
rs
are jacobian matrices of derivatives r
i
/s
j
.
It is recalled that the vector is not limited to those load random variables
that come from the discretisation of the input random process but can include
any number and kind of random variables chosen to describe randomness in the
mechanical parameters governing both the dynamic response of the structure and
the capacity of the considered failure mechanisms. This is an important feature
of this FORM-based approximate solution of the rst-excursion problem, as it is
the fact that inelastic material behaviour is considered. The alternative simulation
procedure proposed in [4] and described in the next section, though computationally
very fast and accurate, lacks both of the above features.
2.3.4 Linear systems: the simulation alternative
Given that for structural problems the probabilities to be evaluated are usually quite
low and that the number of simulations required according to the plain Montecarlo
method goes approximately with 10/P
f
and that the random vector space resulting
from the discretization of the input random process has easily dimension of the order
of hundreds if not thousands, simulation does not seem a feasible alternative for the
solution of the rst excursion problem.
Furthermore for dynamic problems such as the rst excursion, available tech-
niques to construct importance sampling densities (ISD) fail due to the complexity
of the failure region (the union of the elementary regions, as pointed out in the
previous section).
If the focus is limited to linear systems one can exploit additional information
gaining remarkable eciency at the expense of generality. What is meant is that for
linear systems the design points of the elementary events, often used by traditional
techniques to formulate a multi-modal sampling density centered around them, are
known without need to perform FORM analyses. If a way to take advantage of this
fact were found, it could be possible to obtain an ISD also for the very complex rst
excursion event.
It is recalled that T
k
denotes the failure domain of the elementary event of
response crossing the threshold b
k
at time t
k
. This is understood to be the exceedance
of b
k
by the response magnitude, made up of the two sub-events T
+
k
and T
k
of the
up-crossing of +b
k
and down-crossing of b
k
, respectively. The two sub-events are
quite obviously mutually exclusive and probabilistically identical as it can be easily
seen rewriting T
k
= u(t
k
) b
k
as u(t
k
) b
k
. This is shown in Figure(2-
10). Therefore the probability content of the crossing event failure domain is just
twice that of the up(or down)-crossing one, and hence only one of the sub-events
needs to be examined.
It is observed that this is a rather fortunate occasion in which the probability
content of the failure domain is known and the optimal sampling density can be

Figure 2-10: Magnitude crossing as up-crossing of b
k
plus down-crossing of b
k
.
formulated. On the other hand one might ask why, being the exact failure domain
boundary linear, one should bother formulating an ISD having already the exact
result for P
f
. The answer is that what is actually needed is not an ISD for the
elementary event, which is actually immediate to obtain, but for the more complex
domain of the rst excursion event, which is made up of the intersection of all
elementary events.
The optimal sampling density for the k-th elementary event is given by
p
opt
(y) = f (y [y F
k
) =
I
F
k
(y) (y)
2(
k
)
It is observed that a very ecient way to simulate samples according to this distribu-
tion is available [3]. This result must now be extended to obtain a sampling density
for the rst-excursion event. The suggestion comes from the often used Gaussian
multi-modal sampling density, Figure(2-11(b)), that reads like
p (y) =
n
t
k=1
w
k
(y y
k
)

Figure 2-11: Sampling densities: (a) Proposed ISD; (b) Multimodal Gaussian.
where w
k
is a weight that has to satisfy the condition
n
t
k=1
w
k
= 1.
The multimodal ISD, apart from having the inconvenience of sampling also in
the safe domain, would be computationally expensive requiring a high number of
PDF evaluations at each sampling, as one may see from the expression that would
be used for estimating P
f
P
f

=

P
f
=
1
N
N
i=1
I
f
(y
i
) (y
i
)
n
t
k=1
w
k
(y
i
y
k
)
The sampling density proposed in [4] deals with both these drawbacks being
again a weighted sum but in this case of the elementary optimal sampling densities
p (y) =
n
t
k=1
w
k
I
F
k
(y) (y)
2(
k
)
The proposed choice of the weights is inspired by the principle that elementary
events that contribute most to the rst excursion failure should be given larger
weight
w
k
=
P
k
n
t
k=1
P
k
=
P
k
P
f
where

P
f
can be interpreted as an estimate of the rst excursion failure probability
obtained assuming that the elementary events are mutually exclusive. Using these
weights the ISD becomes
p (y) =
(y)
P
f
n
t
k=1
I
F
k
(y)
which substituted into the expression for P
f
yields
P
f
=
_
R
n
I
F
(y) (y)
p (y)
p (y) dy =

P
f
_
R
n
I
F
(y)
n
t
k=1
I
F
k
(y)
p (y) dy =

P
f
E
p
_
_
1
n
t
k=1
I
F
k
(y)
_
_
where account has been taken of the fact that when sampling according to the
proposed ISD one has I
F
(y) identically equal to one. Failure probability is thus
estimated by
P
f

=

P
f
=

P
f
1
N
N
i=1
1
n
t
k=1
I
F
k
(y
i
)
=

P
f
_
1
N
N
i=1
R(y
i
)
_
which says that failure probability is the product of the estimate obtained under the
assumption of mutually exclusive elementary events times a correction factor that
takes into account the mutual dependence of these events. The computation of the
factor does not require any PDF evaluation but only a counting procedure of the
time instants that the response spends above the threshold.
This procedure is not only extremely eective in terms of the number of simula-
tions required (see Figure(2-12) for a glimpse on the impressive convergence prop-
erties of this method), but has also the advantages of requiring only one dynamic
analysis to establish the unit-impulse response function, and of being easily exten-
sible to any number of limit-states/failure mechanisms (see [4]), whose dependence

Figure 2-12: Convergence of probability estimate with number of trials (Results for
a six-story three-bay moment resisting frame under seismic load reproduced from
the example application in [4]), the circles indicate Montecarlo results for 10,000
samples.
is then fully taken into account. In contrast the previously presented FORM-based
procedure gives only a bound of P
f
and for a single failure mechanism. When several
failure mechanisms are possible, their individual failure events may be combined un-
der the simplifying assumption of independence since the correlation among collapse
modes is not known. On the other hand, the simulation method can be applied only
to linear deterministic systems, i.e. with no uncertainty in the mechanical param-
eters that govern dynamic response or mechanism capacity (such as ultimate drift
or curvatures values, resisting shear forces, etc ). Its eciency stems in fact from
the direct knowledge of the elementary failure domains, which in turn is based on
the knowledge of the unit-impulse response function, an exclusive property of linear
deterministic systems.
Chapter 3
LIMIT-STATE FUNCTION
GRADIENT: RESPONSE
SENSITIVITY ANALYSIS
3.1 Limit-state functions dened in terms of a -
nite element model response
In the previous chapter a methodology to reduce a random vibration problem to
a time-invariant structural reliability one has been introduced. It has also been
shown that, once this reformulation has been performed, alternative solutions can
be attempted. The solution pursued in this work is based on the crossing-theory,
and the time-invariant reliability method chosen to compute the mean crossing-rate
is the First Order Reliability Method (FORM). The latter, expanding the limit-
state surface around the so-called design point in the standard normal space of the
transformed random variables dening the problem, replaces the multi-fold integral
of their joint probability density function over the failure domain with a single-fold
integral. All the eort of the method, computational and conceptual, is in the search
for the design-point, dened as the point of minimum distance from the origin on
the limit-state surface.
Thus the search for the design point is a constrained optimization problem
41
42 3. G-FUNCTION GRADIENT: RESPONSE SENSITIVITY ANALYSIS
[45][30][47]. Alternative algorithms are available to solve this problem and the better
convergence properties are usually exhibited by those that belong to the class of the
gradient-based algorithms. Such an algorithm is for instance the improved HL-RF
algorithm, see Appendix Section A.1.3. They all generate a sequence of points in
the standard normal space which hopefully ends with the design point. The search
direction to a new point in the sequence is based on the value of the constraint func-
tion, which for the case of the reliability problem at hand is the limit-state function,
and on its gradient.
Denoting with g() the limit-state function in the original or physical space,
and with = T(y) the transformation that maps this space into the standard
normal space, one can dene in the latter space the transformed limit-state function
G(y) = g[T(y)]. The gradient of this latter limit-state function with respect to the
standard normal vector y is dened in terms of the corresponding gradient of the
original limit-state with respect to the variables as follows
y
G(y) =
G
y
=
g
y
=
g () J
y
()
where J
y
() is the jacobian (square lower triangular) matrix of the transformation
T, see Appendix Section A.1.3.
When the reliability problem is dened in terms of one or more structural re-
sponse quantities that have to satisfy given performance criteria and the response
of the structure is determined through a nite element model, the computation of
the gradients above becomes more complex. In particular the limit-state function
in the original space is usually not dened directly in terms of the basic random
variables but in terms of a monitored response quantity, which in turn is a func-
tion of the basic variables. Consider for illustration purposes a limit-state function
of the simple so-called displacement type, i.e. a g-function that denes a limit on a
displacement component
G(y) = g u[ (y)] = b a
T
u[ (y)]
where a is a vector with the same length of u made up of zeros and a single 1 in the
position that corresponds to the monitored displacement component, and b is the
3. G-FUNCTION GRADIENT: RESPONSE SENSITIVITY ANALYSIS 43
safe threshold. In this case the gradient in the standard normal space takes the
form
y
G(y) =
G
y
=
g
u
u
y
=
g () J
u
() J
y
() = a
T
J
u
() J
y
()
where J
u
() is the (in general rectangular) jacobian matrix of the transforma-
tion that relates the displacement response u to the basic variables
1
. The latter
transformation is not given in analytical form, it is algorithmic since it requires
performing a nite-element analysis.
Determination of the derivatives u
i
/
j
that make up the jacobian J
u
() is
the object of the following section.
3.2 Equations of the response sensitivity
The discrete form of the equations of motion for a given structure whose internal
forces come from inelastic rate-independent material models have the general form
M() u(, t) +C() u(, t) +P
r
(u(, t) , ) = P(, t) (3.2-1)
where M() , C() are the mass and damping matrices respectively, P
r
(u(, t) , )
are the internal or resisting forces which depend upon the deformation history
through the nodal displacement vector u(, t) and P(, t) are the external forces,
either applied forces or inertia forces for a support excitation. All quantities de-
pend on the vector , which collects parameters that can belong to the structure
as well as to the load system. The dependence of the response of the system on
1
The extension to the limit-state function
G(y) = g b [ (y)] , u[ (y)]
where also the displacement limit is random is straightforward. The gradient in this case takes the
form
y
G =
g =
_
g
b
b +
u
gJ
u
_
J
y
The randomness in the displacement limit (the capacity of the failure mechanism) can arise for
example from randomness in concrete ultimate or crushing strain and in the steel ultimate elon-
gation.
the parameters that characterize the system itself and the input is a rather obvious
fact. This dependence is here shown explicitly since the parameters are allowed to
vary and it is of interest to compute the corresponding change in system response.
The variable may be thought of as a random variable whose value is uncertain and
varies together with the other components of according to a given joint probability
distribution, or in a wider perspective as a design parameter on which a designer
has control and that is changed in order to reach some optimal design goal, the two
type of parameters possibly coexisting in vector as it is the case in reliability-based
optimal design.
The variation of the structure response due to a change in parameter can be
assessed easily by repeating the analysis for the perturbed value of the parameter. As
easy as it is, this approach is also extremely time-consuming requiring full re-analysis
of the structure for each parameter in the set . Alternatively, one can employ the
direct dierentiation method (DDM)[66] [69] [39], which yields the response rst
order sensitivity (rst derivative of the response with respect to the parameter)
for all parameters together with the response itself in the same run. The method
starts from dierentiation of Eq.(3.2-1) with respect to parameter , which yields
the following dierential equation in the response sensitivity u(, t)/
M
u(, t)
+C
u(, t)
+
P
r
u
u(, t)
=
=
P(, t)

P
r
(u(, t) , )
u(, t)
C
u(, t) (3.2-2)
where K
T
= P
r
/u is the structure tangent stiness matrix. Both Eq.(3.2-1) and
Eq.(3.2-2) are space-discrete (after discretization of the structure using the nite-
element method) but still time-continuous. After discretization in time of the above
equations, one gets at time step t
n+1
M u
n+1
+C u
n+1
+P
r
(u
n+1
) = P
n+1
(3.2-3)
M
u
n+1
+C
u
n+1
+K
T
u
n+1
=
=
P
n+1

P
r
(u
n+1
)
u
n+1
u
n+1
u
n+1
(3.2-4)
where, for ease of notation, the dependence of quantities on the parameters is
not explicitly shown. Equation (3.2-3) is usually solved choosing an appropriate
time-stepping algorithm, e.g. the Newmark-Beta method, and performing Newton-
Raphson iteration inside the time step to solve the non-linear equations of equi-
librium. For all algorithms in the class of single-step implicit integration methods
the acceleration and the velocity at time step t
n+1
are approximated in terms of
quantities from step t
n
and the displacement at the current step as follows
u
n+1
= a
0
u
n+1
a
2
u
n
a
4
u
n
a
6
u
n
(3.2-5)
u
n+1
= a
1
u
n+1
a
3
u
n
a
5
u
n
a
7
u
n
(3.2-6)
where the coecients a
0
, . . . , a
7
depend on the particular algorithm chosen. Intro-
ducing Eq.(3.2-5) and Eq.(3.2-6) in Eq.(3.2-3) one gets
R
n+1
=

P
n+1
[a
0
Mu
n+1
+ a
1
Cu
n+1
+P
r
(u
n+1
)] = 0 (3.2-7)
where R
n+1
is the force unbalance or residual and the eective external forces are
P
n+1
= P
n+1
+M(a
2
u
n
+ a
4
u
n
+ a
6
u
n
) +C(a
3
u
n
+ a
5
u
n
+ a
7
u
n
)
Equation (3.2-7) is solved incrementally over step t
n
, t
n+1
by
_
a
0
M+ a
1
C+K
T
_
u
i
n+1
_
u
i
n+1
= R
i
n+1
(3.2-8)
u
i+1
n+1
= u
i
n+1
+ u
i
n+1
(3.2-9)
where R
i
n+1
=

P
n+1
_
a
0
Mu
i
n+1
+ a
1
Cu
i
n+1
+P
r
_
u
i
n+1
_
and u
0
n+1
= u
n
.
Correspondingly for Eq.(3.2-4) one gets
[a
0
M+ a
1
C+K
T
(u
n+1
)]
u
n+1
=
=

P
n+1

_
a
0
M
u
n+1
+ a
1
C
u
n+1
+
P
r
(u
n+1
)
u
n+1
_
(3.2-10)
The external forces are usually of the non-proportional type, modelled as a lin-
ear combination of N
p
load patterns P
ref,i
modulated in time (or pseudo-time for
static problems) by their respective load multiplication factors
i
(t)
P
n+1
=
N
p
i=1
i,n+1
P
ref,i
(3.2-11)
A most common case is that of N + 1 patterns, the rst being the vertical loads,
applied with a ramp from zero to their nal value before the second N patterns
that model the inertia forces induced by the N ground acceleration components.
These latter have reference pattern P
ref,i
= ML
i
and multiplication factor equal
to
i
= u
g,i
. The corresponding design derivative is
P
n+1
=
N
p
i=1
_
i,n+1
P
ref,i
+
i,n+1
P
ref,i
_
(3.2-12)
where
i,n+1
=
s
T
i,n+1
y +s
T
i,n+1
y
(3.2-13)
when the ground acceleration is modelled as a train of random pulses u
g,i
= s
T
y as
shown in the previous chapter.
It is noted that Eq.(3.2-4) or Eq.(3.2-10) are linear in the global nodal displace-
ment sensitivity and that Eq.(3.2-10) has the same left-hand side matrix of Eq.(3.2-
7) at convergence whose decomposition is readily available from the just completed
response analysis. Therefore response sensitivity analysis results in a very conve-
nient scheme that requires only assembly of the right-hand side and a forward and
backward substitution for each parameter .
It has been noted in [21] that the response sensitivity should be consistent with
the numerical response, i.e. that one should dierentiate exactly the numerical
response Eq(3.2-7) instead of dierentiating Eq.(3.2-1) to get Eq.(3.2-2) and then
applying the same numerical scheme to both Eq.(3.2-3) and Eq.(3.2-4). The two
alternative ways, dened as Numerical gradient of exact (analytical) response
and Exact gradient of numerical response are equivalent as long as the consistent
(with the numerical time integration algorithm) tangent stiness matrix

K
T
is used
in place of the continuum tangent stiness matrix K
T
.
The most important term in Eq(3.2-2), Eq.(3.2-4) or Eq.(3.2-10), is the condi-
tional derivative of the resisting forces with respect to parameter . This term is
computed assuming that the global displacements u
n+1
at the end of the just con-
verged step are xed. It is assembled from the element contributions with the same
procedure used for the resisting forces
P
r
(u, ) =
N
e
/
e=1
q
(e)
_
v
(e)
,
_
(3.2-14)
where the symbol /represents all necessary steps to assemble element forces into the
global system of equations
2
while v
(e)
and q
(e)
are the element nodal displacement
and forces respectively, in their local coordinate system.
Correspondingly, one has for the conditional internal force derivative the follow-
ing expression
P
r
u
=
N
e
/
e=1
q
(e)
v
(e)
(3.2-15)
Before entering into a detailed discussion on the necessary steps to implement
response sensitivity computation for a frame nite element with section ber dis-
cretization, a much simpler model is presented. The model is that commonly known
as shear-type model or chain model and is nothing more than an assemblage of spring
and masses, often used to model buildings under seismic loading. An application
that employs this model is presented in the next chapter which, if not suciently
2
These steps consist of geometric transformations and collocation of transformed components
according to some connectivity pattern.
realistic in mechanical terms, is nonetheless sucient to show all the features of the
method presented in this work.
3.3 Shear-type structures with dierential laws
3.3.1 Kinematic relations
The model is basically a very simple stiness-based nite element model employing
single input/output elements, i.e. trusses, as shown in Figure(3-1).

Figure 3-1: Shear model.
If global equations of motion are formulated in terms of the oor masses displace-
ments u relative to the ground and linear geometry is assumed, then the element
deformations, or interstorey drifts, d are related to the global degrees of freedom by
d = au, where a is the strain-displacement matrix
a =
_
_
1 0 0
1 1 0
0 1 1
_
_
The system simplicity allows a straightforward passage from global displacement to
element deformations since the global and local coordinate systems are collinear and
all elements have the same structure resulting in the global strain-displacement
matrix a above in place of the more conventional element matrices a
(e)
s. Having
assumed linear geometry, duality between statics and kinematics is preserved and
element forces p
(e)
are assembled into global resiting forces using the transpose of
the strain-displacement matrix
p
r
= a
T
p
(e)
and similarly for the consistent tangent stiness matrix
K
T
= a
T
p
(e)
d
a
where p
(e)
_
d is the diagonal matrix of element consistent tangent stinesses
(scalars).
The oor response is modelled globally so that the constitutive law is arrived at
already at element level. This makes conceptually no dierence with the treatment
of the frame nite element model that follows, but in terms of implementation
simplies things considerably. Furthermore, for reasons that will become clear at
the end of this chapter, a dierential model has been chosen to start with for the
inelastic constitutive law that governs oor behavior.
3.3.2 Dierential model of hysteresis: Bouc-Wen
The well known Bouc-Wen model of hysteresis [14][63] is described by the two fol-
lowing equations
p(t) = kd(t) + (1 )kd
y
h(t) (3.3-1)
d
y
h(t) + [
d(t)[h(t)[h(t)[
m1
+

d(t)[h(t)[
m
A

d(t) = 0 (3.3-2)
Equation (3.3-1) gives the force p corresponding to a given deformation d as the sum
of an elastic and an hysteretic contribution proportional to an internal dissipation
variable h whose evolution is ruled by equation (3.3-2). The model parameters are
, k, d
y
, , , m and A. A large body of literature is available on the topic of the
correspondence between these parameters and physical quantities, as well as on the
eect of these parameters on the response characteristics of the model.
0.5 0 0.5
6
4
2
0
2
4
6
d
p
(a)
m=2
m=10
0.5 0 0.5
6
4
2
0
2
4
6
d
p
(b)
=0.5
=2.0
0.5 0 0.5
6
4
2
0
2
4
6
d
p
(c)
=0.5
=2.0
0.5 0 0.5
6
4
2
0
2
4
6
d
p
(d)
A=1.0
A=2.0
Figure 3-2: Hysteresis loops for the Bouc-Wen model: for all cases the hardening
ratio is = 0.05, yield deformation d
y
= 0.2. (a) Reference case = = 0.5 and
variable m; (b) = 0.0 and variable (no hysteresis); (c) = 0.0 and variable
(no pinching); (d) variable A (strength).
Amount of hysteresis as well as of pinching, hardening, sharpness of the tran-
sition from pre- to post-yield branch of the skeleton envelope curve are among the
controllable quantities. Samples hysteresis loops for dierent choices of the param-
eters are shown in Figure(3-2). They refer to a SDOF oscillator with Bouc-Wen
force-displacement relation subjected to amplitude modulated harmonic base accel-
eration.
The variant of the model known as Bouc-Wen-Baber model, [8][9], allows also
strength and/or stiness degradation. Furthermore, a simple additional term pro-
vides unsymmetrical yielding. In this case Eq.(3.3-1) remains unchanged while
Eq.(3.3-2) is replaced by the following equation
d
y
(t)

h(t) + (t)
_

d (t)
h [h(t)[
m1
+

d (t) [h(t)[
m
+
+

d (t) h [h(t)[
m1
_
A(t)

d (t) = 0 (3.3-3)
where the term in causes unsymmetrical yielding and the evolution of the pa-
rameters A, and d
y
is related to the internal work w(t) =
_
t
0
p()

d()d by the
equations
A(t) = A
0
A
w(t) (3.3-4)
(t) =
0
w(t) (3.3-5)
d
y
(t) = d
y0
dy
w(t) (3.3-6)
Sample hysteresis loops of the same SDOF oscillator as above but employing such
a modied version of the model are shown in Figure(3-3). Derivation of conditional
stress derivatives presented in this section refer however to the standard model.
The Bouc-Wen model has the advantage of having a dierential law governing the
evolution of the hysteretic variable and, furthermore, this law is a rst order ordinary
dierential equation. This greatly simplies the analysis of systems where this model
is used to describe non linear hysteretic structural behavior. The equations of motion
can be easily cast in the state space and the resulting enlarged set of rst order
equations can be solved by Runge-Kutta predictor-corrector methods.
If we wish instead to use an implicit time-integration algorithm (e.g. Newmark-
Wilson) to solve the equations of motion and use this model in a FE context, we
need to complete two tasks: a) switch from rate-form to a nite increment form and
b) nd an expression for the tangent stiness of the model. Using backward Euler
integration the nite increment form of equation (3.3-1) and (3.3-2) are, respectively,
0.5 0 0.5
6
4
2
0
2
4
6
d
p
(a)
0.5 0 0.5
6
4
2
0
2
4
6
d
p
(b)
0.5 0 0.5
6
4
2
0
2
4
6
d
p
(c)
0.5 0 0.5
6
4
2
0
2
4
6
d
p
(d)
Figure 3-3: Hysteresis loops for the Bouc-Wen-Baber model: for all cases the hard-
ening ratio is = 0.05, initial yield deformation d
y
= 0.2. (a) Stiness and strength
degradation due to
A
= 0.02; (b) Strength degradation due to
dy
= 0.02; (c)
Strength degradation due to
= 0.02; (d) Unsymmetrical yielding due to = 0.4 .

p
n+1
= kd
n+1
+ (1 )kd
y
h
n+1
(3.3-7)
f(h
n+1
, h
n
, d) =
= d
y
[h
n+1
h
n
] + [d[h
n+1
[h
n+1
[
m1
+ d[h
n+1
[
m
Ad = 0 (3.3-8)
Equation (3.3-8) is non linear in h
n+1
and therefore needs to be solved by Newton-
Raphson iteration.
From (3.3-1), after dropping the dependence from time t for ease of notation,
we get the continuum tangent stiness (generally dierent from the algorithmic or
consistent tangent that is the exact tangent of the numerical response) is
k
T
=
p
BW
d
= k + (1 )kd
y
h
d
(3.3-9)
The expression of h/d is derived considering that Eq.(3.3-2) can be rewritten as
h =
1
d
y
_
A sign(

d)h[h[
m1
[h[
m
_

d (3.3-10)
from which follows
h
d
=
h
t
_
d
t
_
1
=
1
d
y
_
A sign(

d)h[h[
m1
[h[
m
_
(3.3-11)
We can see that, for A = 1, as long as the yield threshold has not been reached
h/d = 1/d
y
and the tangent stiness coincides with k, which is thus taken to
represent the initial stiness. Changing p
BW
to and d to this model could be
used as a one-dimensional material model for bers.
Zhang and Der Kiureghian [66][69] have derived, for the case of J2 or von-Mises
plasticity [58], analytical expressions for the stress sensitivity with respect to a
model parameter , sensitivity which is assembled into element conditional resisting
forces derivative to get to the global displacement sensitivities through Eq.(3.2-10).
This case is rather straightforward once one has become acquainted with sensitiv-
ity derivations. The constitutive law and the history variables evolution laws for
rate-independent plasticity are dierentiated with respect to the parameter and
expressions for the design derivative of the consistency parameter increment at the
end of the just converged step (n n+1),
n+1
/, as well as for the correspond-
ing derivative for the normal to the yield surface
n+1
/ are obtained. Analogous
though more involved derivations by Conte [18] have led to sensitivity computations
for the cap-plasticity model (a Drucker-Prager plasticity with compression cap and
tension cut-o of the yield cone).
The Bouc-Wen model is often called a no-surface plasticity model since it has no
yield surface and therefore no normal can be dened. In this respect it diers from
the two plasticity models cited above. The model, however, has the evolution law
(3.3-8) for the internal variable h. This law and Eq.(3.3-7) have to be dierentiated
with respect to a parameter in order to get p/. Design dierentiation of
Eq.(3.3-7) yields
p
n+1
kd
n+1
+
k
d
n+1
+ k
d
n+1
kd
y
h
n+1
+
+(1 )
k
d
y
h
n+1
+ (1 )k
d
y
h
n+1
+ (1 )kd
y
h
n+1
(3.3-12)
Once Eq.(3.3-1) and Eq.(3.3-2) have been solved at time step t
n+1
, in the above
equation both h
n
and h
n+1
as well as the sensitivity at the previous step h
n
/ are
known. Design dierentiation of equation (3.3-8) gives a linear equation from which
the remaining unknown h
n+1
/ is obtained.
h
n+1
=
_
d
y
+ [d[m[h
n+1
[
m1
+ d[h
n+1
[
m1
sign(h
n+1
)
_
1
+
_
d
y
(h
n+1
h
n
) d
y
h
n
+
+
[d[h
n+1
[h
n+1
[
m1
+ sign(d)
_
d
n+1

d
n
_
h
n+1
[h
n+1
[
m1
+
+[d[h
n+1
[h
n+1
[
m1
log([h
n+1
[)
m
d[h
n+1
[
m
+
_
d
n+1

d
n
_
[h
n+1
[
m
+
+ d[h
n+1
[
m
log([h
n+1
[)
m
d A
_
d
n+1

d
n
__
(3.3-13)
Finally to solve Eq.(3.2-4) or Eq.(3.2-10) for the displacement sensitivities v(t)
we need the jacobian of the force for xed displacement which is given by
p
n+1
d
=

ku
n+1
+
k
d
n+1
ku
y
q
n+1
+ (1 )
k
d
y
q
n+1
+
+(1 )k
d
y
h
n+1
+ (1 )kd
y
h
n+1
d
(3.3-14)
where
h
n+1
d
=
_
d
y
+ [d[m[h
n+1
[
m1
+ dm[h
n+1
[
m1
sign(h
n+1
)
_
1
_
d
y
(h
n+1
h
n
) d
y
h
n
+
+
[d[h
n+1
[h
n+1
[
m1
sign(d)
d
n
h
n+1
[h
n+1
[
m1
+
+[d[h
n+1
[h
n+1
[
m1
log([h
n+1
[)
m
d[h
n+1
[
m
d
n
[h
n+1
[
m
+
+ d[h
n+1
[
m
log([h
n+1
[)
m
d + A
d
n
_
(3.3-15)
Once we have found the displacement sensitivities by Eq.(3.2-10) one can use
(3.3-13) to update the internal variable sensitivity and go to the next step. It is
noted that in face of an apparent complexity of the formulas the terms
,
k
,
d
y
,
A
,
m
(3.3-16)
are all zero with the only exception of the one corresponding to the particular choice
of . The procedure to compute the sensitivity history is, thus, the following:
- Solve the main problem to determine the response at the end of step n + 1
given history and response at step n and the displacement increment
- Compute the derivative of the resisting forces with respect to the parameters
(random variables or design variables) for xed displacements using (3.3-15)
and then (3.3-14)
- Solve the adjoint problem to determine the response sensitivity at the end of
step n+1 given the response at steps n and n+1 and the response sensitivity
at step n
- Before going to the next step, update the sensitivity of the history variables
using (3.3-13)
An application of the procedure to a ve-storey shear-type building with restoring
forces given by the Bouc-Wen model is given in Chapter 4.
3.3.3 Sample sensitivity time-histories
For the sake of illustration, time-histories of the sensitivity of the displacement
response of a single-degree of freedom oscillator with Bouc-Wen internal force with
respect to some parameters of the model as well as some ground acceleration pulses
of the type described in chapter 2 are reported. The results are presented compared
with sensitivities computed by forward nite dierences, i.e. performing the analysis
twice with two sets of parameters.
0 5 10
40
20
0
20
40
t [sec]
a
g

[
m
/
s
e
c
2
]
0 5 10
1
0.5
0
0.5
1
t [sec]
d

[
m
]
1 0 1
10
5
0
5
10
u [m]
p

[
k
N
]
Figure 3-4: From left to right: base acceleration, displacement response, force-
deformation loops.
The analysed system is a SDOF oscillator of unit mass, initial natural frequency
0
= 6 rad/sec and viscous damping ratio = 10% with Bouc-Wen resisting force
(the values of the model parameters are k =
2
0
, = 0.01, = = 0.5, m = 10 and
A = 1). The oscillator is excited at the base by an acceleration history simulated
with a random pulse train. The excitation, the corresponding response in terms of
displacement history and force-displacement loops are shown in Figure(3-4).
Consider now Figure(3-5) and Figure(3-6): comparing the sensitivities with re-
spect to material parameters computed for two dierent time steps, one sees that
the computed sensitivity depends on the integration time step and convergence of
DDM and FFD results is achieved decreasing the time step as, on the other hand,
is also the rule for the numerically computed response. In particular it is the nite
dierence solution that approaches the direct dierentiation one.
0 5 10
0.05
0
0.05
t [sec]

d
/

k
DDM
FFD
0 5 10
4
2
0
2
4
t [sec]

d
/
0 5 10
6
4
2
0
2
4
6
t [sec]

d
/

d
y
Figure 3-5: Displacement response sensitivity with respect to material parameters
(initial stiness k, hardening ratio , yield deformation d
y
) for integration time step:
(a) t = 0.02 sec.
0 5 10
0.05
0
0.05
t [sec]

d
/

k
DDM
FFD
0 5 10
4
2
0
2
4
t [sec]

d
/
0 5 10
6
4
2
0
2
4
6
t [sec]

d
/

d
y
Figure 3-6: Displacement response sensitivity with respect to material parameters
(initial stiness k, hardening ratio , yield deformation d
y
) for integration time step:
(a) t = 0.005 sec.
The sensitivities with respect to hardening ratio and yield deformation d
y
shown in Figure(3-6) are unsensitive to variation of these parameters until plasti-
cization occurs, as expected.
Observe now Figure(3-7) where sensitivities to random pulses are shown. Inten-
tionally pulses occurring at time instants before and after the material has plasticized
have been chosen. The left-most history of sensitivity to unit ground acceleration
pulse resembles closely a unit-impulse response function and, again, this conrms
expectations based on physical reasoning. This fact holds as long as the system
remains inside its elastic response range, then, after and while plastic deformations
occur, the pulse sensitivity departs from the unit-impulse response function as shown
in the other two plots.
0 5 10
0.04
0.02
0
0.02
0.04
t [sec]

d
/

y
2
5
DDM
FFD
0 5 10
0.2
0.1
0
0.1
0.2
0.3
t [sec]

d
/

y
5
0
0 5 10
0.2
0.1
0
0.1
0.2
0.3
t [sec]

d
/

y
7
5
Figure 3-7: Displacement response sensitivity with respect to various ground accel-
eration pulses.
3.4 Fiber models for reinforced concrete frames
Most of two- and three-dimensional nite elements are based on the stiness formu-
lation, i.e. on the interpolation of the displacement eld. Frame nite elements, on
the contrary, can be indierently formulated interpolating displacements or forces.
The two formulations, stiness and exibility, are equivalent, in terms of the nodal
solution, for prismatic linear elastic frames. For non-linear problems the superior
performance of exibility-based elements has been widely demonstrated, especially
after the introduction of non-iterative formulations.
With reference to response sensitivity analysis, while for the stiness formulation
the derivations are a straightforward extension of known results, for the exibility
one a solution, not available in earlier works, is derived and presented here. The two
formulations are presented in terms of response and response sensitivity in parallel.
The frame nite elements considered in the present study are based on the Euler-
Bernoulli beam theory. Bending deformations are considered small and shear de-
formations are neglected. For simplicity, the response in torsion is assumed linear
elastic and is omitted from the following discussion. Only linear geometric transfor-
mations are considered.

Figure 3-8: (a) Complete system; (b) Basic system.
Elements are formulated in the basic system, free of rigid body modes. In this
system, there are ve degrees of freedom as shown in Figure(3-8). The basic dis-
placements, v, consist of one axial displacement and two rotations at each node with
conjugates, q, the basic element forces.
v = v() (3.4-1)
q = q(v(), ) (3.4-2)
At every cross section along the element length, a stress resultant model of mate-
rial behavior is assumed. Stress resultants, s, are functions of section deformations,
e.
e = e(x; ) (3.4-3)
s = s(e(x; ), ) (3.4-4)
For the Euler-Bernoulli beam theory, the axial strain is the rst derivative of the
axial displacement eld, and curvatures about two orthogonal axes, y and z, are the
second derivatives of the transverse displacements.
e(x) =
_
(x)
z
(x)
y
(x)
T
=
_
u
x
(x)
x
2
u
y
(x)
x
2
2
u
z
(x)
x
2
_
T
(3.4-5)
The stress resultants corresponding to these section deformations are the axial
force and two bending moments.
s(x) =
_
N(x) M
z
(x) M
y
(x)
T
(3.4-6)
It is assumed that the section constitutive relation at time t
n+1
is given as a
function of the stress resultant and section deformation at time t
n
, and the current
deformation at time t
n+1
.
s
n+1
= C(s
n
, e
n
, e
n+1
) (3.4-7)
It is also assumed the linearization of the section constitutive relation is known,
s = k
s
e (3.4-8)
where k
s
is the section tangent stiness matrix.
k
s
=
s
e
=
_
_
N
z
N
y
M
z
M
z
z
M
z
y
M
y
M
y
z
M
y
y
_
_
(3.4-9)
Finally, the assumption is made that the section exibility matrix, f
s
, exists,
with f
s
= k
1
s
.
3.4.1 Displacement (Stiness) Based Elements
3.4.1.1 Formulation
For displacement based frame nite elements, there is a strong form of compatibility
between basic displacements and section deformations
e (x) = a
e
(x) v (3.4-10)
where a
e
(x) is the element strain-displacement matrix that contains the deriva-
tives of the displacement shape functions. Assuming linear axial displacement and
transverse displacement based on cubic Hermitian polynomials
a
e
(x) =
1
L
_
_
1 0 0 0 0
0 6 4 6 2 0 0
0 0 0 6 4 6 2
_
_
, =
x
L
(3.4-11)
The principle of virtual displacements leads to a weak form of equilibrium be-
tween basic forces and section stress resultants.
q =
_
L
a
T
e
(x) s (x) dx (3.4-12)
The element stiness is obtained from linearisation of the basic forces with re-
spect to the basic displacements
k =
q
v
=
_
L
a
T
e
(x) k
s
(x) a
e
(x) dx (3.4-13)
3.4.1.2 Response Sensitivity
To see how displacement based frame nite elements can be incorporated into sen-
sitivity computations, Eq.(3.4-12) is rst dierentiated with respect to a parameter,
.
q
=
_
L
a
T
e
(x)
s(x)
dx (3.4-14)
Inserting the derivatives of Eq.(3.4-2) and Eq.(3.4-4) with respect to the param-
eter , the following expression is obtained.
q
v
v
+
q
v
=
_
L
a
T
e
(x)
_
s(x)
e(x)
e(x)
+
s (x)
e(x)
_
dx (3.4-15)
By rearranging terms and introducing the element and section stinesses, an
expression for the conditional derivative of the basic element forces, q/[
v
, follows.
q
v
=
_
L
a
T
e
(x)
_
k
s
(x)
e(x)
+
s (x)
e(x)
_
dx k
v
(3.4-16)
Next, the strong statement of compatibility, Eq.(3.4-10), is also dierentiated
with respect to ,
e (x)
= a
e
(x)
v
(3.4-17)
Combining Eq.(3.4-16) and Eq.(3.4-17), and making use of Eq.(3.4-13), yields
the nal expression for the conditional derivative of the basic element forces
q
v
=
__
L
a
T
e
(x) k
s
(x)a
e
(x)dx
_
v
k
v
+
_
L
a
T
e
(x)
s(x)
e(x)
dx =
=
_
L
a
T
e
(x)
s (x)
e(x)
dx (3.4-18)
In the context of the global response sensitivity, the conditional derivative of the
basic element forces is assembled via Eq.(3.2-15) to form a new right hand side in
Eq.(3.2-4). After solving for the nodal displacement sensitivities in Eq.(3.2-4), and
performing a geometric transformation from global to basic system, Eq.(3.4-17) is
used to update the section constitutive relationship to keep track of path evolution.
Before discussing the computation of the conditional derivatives of the section
constitutive relationship, s (x)/[
e(x)
, it is shown how response sensitivity is com-
puted when the strain-displacement matrix, a
e
(x), is not known a priori, as is the
case with force based nite elements.
3.4.2 Force (Flexibility) Based Elements
3.4.2.1 Formulation
A strong form of equilibrium between section stress resultants and basic forces exists
for force based frame nite elements
s (x) = b(x) q (3.4-19)
where b(x) is the matrix of section force interpolation functions
b(x) =
_
_
1 0 0 0 0
0 1 0 0
0 0 0 1
_
_
, =
x
L
(3.4-20)
From the principle of virtual forces, a weak form of compatibility holds between
section deformations and basic element displacements
v =
_
L
b
T
(x) e (x) dx (3.4-21)
Linearisation of the basic displacements with respect to basic forces gives the
element exibility
f =
v
q
=
_
L
b
T
(x) f
s
(x) b(x) dx (3.4-22)
which is the inverse of the element stiness, k = f
1
.
3.4.2.2 Response Sensitivity
Use of the exibility approach for the computation of response sensitivity is less di-
rect since an explicit relation between nodal displacements and section deformations,
Eq.(3.4-10), isnt available.
However, one may start from the strong form of equilibrium and weak form of
compatibility that characterize the force formulation. Dierentiating Eq.(3.4-19)
with respect to a parameter one gets
s (x)
= b(x)
q
(3.4-23)
Inserting the derivatives of Eq.(3.4-2) and Eq.(3.4-4), as was done for the dis-
placement based element, yields the following expression.
s(x)
e(x)
e(x)
+
s (x)
e(x)
= b(x)
_
q
v
v
+
q
v
_
(3.4-24)
k
s
(x)
e (x)
+
s (x)
e(x)
= b(x)
_
k
v
+
q
v
_
(3.4-25)
Solving for e (x)/ gives an expression that describes the pointwise variation
of deformation along the element length.
e (x)
= f
s
(x) b(x) k
v
+f
s
(x)
_
b(x)
q
s (x)
e(x)
_
(3.4-26)
Taking the derivative of Eq.(3.4-21) with respect to a parameter, , one gets
v
=
_
L
b
T
(x)
e (x)
dx (3.4-27)
After combining Eq.(3.4-26) and Eq.(3.4-27), an expression for the conditional
derivative of the basic element forces is obtained
v
=
__
L
b
T
(x) f
s
(x)b(x)dx
_
k
v
+
+
__
L
b
T
(x)f
s
(x)b(x)dx
_
q
_
L
b
T
(x)f
s
(x)
s(x)
e(x)
dx (3.4-28)
from which
f
q
v
=
_
L
b
T
(x) f
s
(x)
s (x)
e(x)
dx (3.4-29)
or
q
v
= k
_
L
b
T
(x) f
s
(x)
s (x)
e(x)
dx (3.4-30)
Eq.(3.4-30) and Eq.(3.4-18) are easily comparable, as the strain-displacement
matrix for force based elements is a
f
(x) = f
s
(x)b(x)k. Similarity between Eq.(3.4-
17) and the rst term of Eq.(3.4-26) is also noted. However, an additional term
appears for the force based formulation representing an unbalanced section force
derivative.
In the same manner to the response sensitivity of displacement based frame ele-
ments, the conditional basic force derivative, Eq.(3.4-30), is assembled into the right
hand side of Eq.(3.2-4). Then, Eq.(3.4-26) is used to update the section constitu-
tive relationship for path variation after solving for the nodal response sensitivities.
A summary of the displacement sensitivity computation steps for both Force and
Displacement formulation is given in Table 3-1.
It is observed that the dierence between the two formulations with reference
to the response are well known, see for example [49]. The main advantage of the
exibility formulation over the stiness one, which is also the more relevant for
sensitivity computation, is the reduced number of elements used for inelastic prob-
lems. Fewer elements mean fewer global degrees of freedom and since the number of
these latter times the number of random parameters determines the total number of
additional unknowns, it is apparent how the exibility looks much more attractive.
3.4.3 Constitutive Derivatives
Regardless of element formulation, the response sensitivity depends on the con-
ditional derivative of the section stress resultants with respect to the chosen pa-
Step Force formulation Stiness formulation
Section exibility f
s
Element exibility f =
_
L
0
b
T
(x) f
s
(x) b(x) dx
Element Stiness k = f
1
Conditional sect.
s(x)
e(x)
s(x)
e(x)
force derivative
Conditional elem.
q
v
= k
_
L
0
b
T
(x) f
s
(x)
s(x)
e(x)
dx
q
v
=
_
L
0
a
T
e
(x)
s(x)
e(x)
dx
force derivative
Unconditional elem.
v
displ. derivative
Unconditional elem.
q
= k
v
+
q
v
force derivative
Unconditional sect.
e(x)
= f
s
(x)
_
b(x)
q

s(x)
e(x)
_
e(x)
= a
e
(x)
v
deform. derivative
Table 3-1: Summary of displacement sensitivity computation for the Force and
Stiness formulations.
rameter, s (x)/[
e(x)
. Two types of constitutive models are considered: a direct
model where the stress resultant is specied as a function of a given deformation,
e.g., moment-curvature; and a ber model where stress resultants are obtained by
summation of ber stress-strain response, see Figure(3-9).
For a direct model, the conditional derivative comes from dierentiation of the
force-deformation response with deformations held xed
3
. Then either Eq.(3.4-17)
or Eq.(3.4-26) is used to update the model for path dependence.
The ber model, instead, requires an additional assembly procedure to obtain
the conditional stress resultant derivative.
A strong form of compatibility between section deformations and ber strains
3
For the force-deformation response one might for example choose the enhanced version of the
Bouc-Wen model described in a previous section, where the additional term in that models un-
symmetrical yielding is especially suited for RC beam sections with unsymmetrical reinforcement,
see [32].

Figure 3-9: Fiber discretization of a RC beam-column cross-section.
exists,
(x, y, z) = a
s
(y, z) e (x) (3.4-31)
where a
s
(y, z) transforms section deformation to uniaxial strain. For the Euler-
Bernoulli beam theory of plane section remaining plane, a
s
=
_
1 y z
. The
section stress resultants are then obtained by summation of ber contributions.
s (x) =
_
A(x)
a
T
s
(y, z) (x, y, z) dy dz (3.4-32)
The section tangent stiness is obtained by linearizing Eq.(3.4-32) with respect
to section deformations,
k
s
(x) =
s(x)
e(x)
=
_
A(x)
a
T
s
(y, z) D
t
(x, y, z) a
s
(y, z) dydz (3.4-33)
where D
t
(x, y, z) = (x, y, z)/(x, y, z) is the uniaxial material tangent.
Dierentiation of Eq.(3.4-32) with respect to a parameter, , gives the following
expression.
k
s
e(x)
+
s (x)
e(x)
=
=
_
A(x)
a
T
s
(y, z)
_
D
t
(x, y, z)
(x, y, z)
+
(x, y, z)
(x,y,z)
_
dydz (3.4-34)
In addition, dierentiation of the section compatibility relation Eq.(3.4-31) gives
(x, y, z)
= a
s
(y, z)
e (x)
(3.4-35)
By combining Eq.(3.4-34) and Eq.(3.4-35), an expression for the conditional
stress resultant derivative is obtained.
s (x)
e(x)
=
_
A(x)
a
T
s
(y, z)
(x, y, z)
(x,y,z)
dy dz (3.4-36)
It is apparent that a majority of the work in response sensitivity analysis is
spent computing derivatives at the constitutive level, particularly for path dependent
problems. It is recalled that exact derivatives for plasticity models based on the
return map algorithm [6] have been derived by Zhang and Der Kiureghian [5] for
the J
2
plasticity model, and Conte and coworkers [8], [4] for the cap plasticity
model. These models are often used in computational mechanics in conjunction
with plane-stress or plain-strain nite elements to describe plane problems with
steel-like or plain concrete materials. Application to frame elements, widely used in
structural engineering but less studied in the computational mechanics community
where sensitivities have been studied in the beginning [39], requires simpler one-
dimensional constitutive laws.
One can think of dierent alternatives. A rst possibility is to use adapted one
dimensional versions of the J2 or cap-plasticity models, or modied versions of the
Bouc-Wen model for the bres. Another possibility is to use these laws at section
level, as moment-curvature or axial force-deformation relationships. In the latter
case, however, the interaction between axial force and bending moment would not
be captured as it is by the bre model. A third possibility is to derive sensitivities
for the material-specic laws commonly used in conjunction with bre elements.
Direct dierentiation of phenomenological stress-strain relationships, which are
commonly used in ber models of reinforced concrete, is discussed in the following
section.
3.5 Stress gradient for non-dierential constitu-
tive laws
In this section the problem of computing conditional stress derivatives for those
phenomenological constitutive laws so widely used in conjunction with ber nite
element model of reinforced concrete is addressed. The main problem is that these
models are usually not formulated in rate-form through a set of evolution equations
but are given instead in terms of a more or less complicate set of if-then rules for
loading and unloading.
Nonetheless, when the material behavior is path-dependent, these models have to
keep track of evolving inelastic deformation and this is done as usual through history
variables h. Furthermore, even if branching of the stress-path is controlled by non-
dierential laws, the stress at one step will depend on the stress and history variables
values at the previous step, the step strain increment and the model parameters as
for dierential laws. It is then possible to write the equations
n+1
(
n
, h
n
, ; ) =
n
+ (
n
, h
n
, ; ) (3.5-1)
h
n+1
(
n
, h
n
, ; ) = h
n
+ h(
n
, h
n
, ; ) (3.5-2)
with obvious meaning of the symbols. It can be easily veried that Eq.(3.3-7) and
(3.3-8) can be written in the same form of Eq.(3.5-1) and (3.5-2) respectively, with
p, d and d replacing , and .
Dierentiation with respect to of the equations above yields
n+1
(
n
, h
n
, ; )
=

n
+
(
n
, h
n
, ; )
=
=

n
+

h
n
h
n
(3.5-3)
where

C =

is the material consistent tangent, and the analogous for the history
variables
h
n+1
(
n
, h
n
, ; )
=
h
n
+
h(
n
, h
n
, ; )
=
=
h
n
+
h
+
h
h
n
h
n
+
h
+
h
(3.5-4)
It is easily checked that Eq.(3.3-12) and (3.3-13) can be cast in the form above. It
is also recalled that what is of interest is not the unconditional but the conditional
stress derivative which is obtained setting to zero in the equations above the design
derivative of the strain at time step t
n+1
. It is also clear that both the conditional
stress derivative and conditional history variables derivatives depend on the uncon-
ditional values at the previous step which in turn depend on the strain sensitivity.
It is nally clear the reason for an update step that, after sensitivity computation
has been carried out at global structural level, propagates this result down to every
material point.
The problem with phenomenological laws is that they lack the consistent material
tangent

C. This turns out to be a serious drawback only for static cases: at each
state transition the non-existence of the consistent material tangent causes a drift
of the DDM solution. This drift is quite large even for monotonic loading and it
accumulates dramatically when the loading history is cyclic. For dynamic problems
the error arising from the use of non-consistent modulus is normally negligible. The
reason of this is that the resisting forces play a role of reduced importance in the
force balance in which also damping and inertia forces enter. The latter forces have
a considerable smoothing eect in correspondence of the transition points.

Figure 3-10: Hysteretic bilinear model parameters.
3.5.1 Bilinear hysteretic law
The simplest hysteretic phenomenological law is used here as an example to show
how response sensitivity works for these non-dierential laws. The chosen model
is the one-dimensional bilinear with kinematic hardening described by the three
parameters E, E
h
and f
y
as shown in Figure(3-10) and described by the following
set of rules, where obviously
y
= f
y
/E
IF = 0
n+1
=
n
, E
t
= E
n
= 0
ELSE
IF > 0
1
= f
y
+E
h
(
n+1
y
)
1
= f
y
+E
h
(
n+1
n
) +E
h
E
h
f
y
E

n
2
=
0
+ E
2
= E
n+1
= min(
1
,
2
)
ELSE
1
= f
y
+E
h
(
n+1
+
y
)
1
= f
y
+E
h
(
n+1
n
)+E
h
n
+
E
h
f
y
E

n
2
=
0
+ E
2
= E
n+1
= max(
1
,
2
)
END
IF [
n+1
(
n
+ E)[ < tol
E
t
= E step is elastic
ELSE
E
t
= E
h
step is plastic
END
END
The stress described by the rules above can be expressed in the form of Eq.(3.5-
1). One has
4
n+1
=
n
+ (
n
, ; E, E
h
, f
y
)
Correspondingly for the unconditional stress derivative one has
n+1
=

n
n+1
_
+
E
E
E
h
E
h
f
y
f
y
from which the conditional stress derivative follows
n+1
n+1
=

n
_
1 +

n
_
E
t
+

E
E
+

E
h
E
h
+

f
y
f
y
where it has been set

= E
t
but it is noted that E
t
, the tangent modulus at
the end of the just converged step t
n
t
n+1
, does not coincide with the consistent
material tangent at the transition from the elastic to the plastic branch. This
is indeed the reason for the discrepancy between sensitivities computed by direct
dierentiation method and forward nite dierences in static cases. As anticipated,
for dynamic cases the inuence of this approximation is reduced within acceptable
limits. It is noted that the conditional stress derivative at step t
n+1
depends upon
the unconditional one at step t
n
.
Rules as those given above for the stress determination follow for the stress
derivative and summarized in Table 3-2.
As for the Bouc-Wen model the derivatives of the internal model parameters
E, E
h
and f
y
are either 0 or 1 whether is equal to the considered parameter or
4
Apparently this material law does not have any history variables but it is noted that the stress
at the previous step
n
, that must be stored at each step, plays that role.
step

E
h
f
y
= 0 0 0 0 0
> 0 plastic -1
E
h
f
y
E
2

y
1
E
h
E
elastic 0 0 0
< 0 plastic -1
E
h
f
y
E
2
+
y
E
h
E
1
elastic 0 0 0
Table 3-2: Derivatives of the stress increment with respect to
n
and .
0.2 0.1 0 0.1 0.2
300
200
100
0
100
200
300
u [m]
p
r

[
k
N
]
0 2 4 6 8 10
0.2
0.15
0.1
0.05
0
0.05
0.1
0.15
t [sec]
u

[
m
]
Figure 3-11: Response of a SDOF oscillator to the rst 10 sec of El Centro 1941
acceleration record.
dierent. It is noted that when the parameter is external to the material model
(for example a load variable such as a random pulse or a material parameter of
another material point in the structure), even if all the three derivatives

E
,

E
h
and
f
y
are zero, the conditional stress derivative is not. Furthermore, the conditional
stress derivative changes even if the stress does not change as it is the case when
= 0, in fact one has
n+1
n+1
=

n
E
t
3.5.1.1 Sample sensitivity time-histories

Sensitivities with respect to both material model parameters and random ground
acceleration pulses have been computed for an undamped SDOF oscillator of nat-
ural period T = 1 sec with resisting force governed by the just presented bilinear
hysteretic law with parameters E = 200 kN/mm
2
, E
h
= 0.02E = 4 kN/mm
2
and
f
y
= 0.2 kN/mm
2
. The latter yield stress times the area A = 1000 mm
2
of the truss
used to modelled the spring gives an yield force of 200 kN.
0 5 10
3
2
1
0
1
x 10
3
t

u
/

E
0 5 10
6
4
2
0
2
x 10
4
t

U
/

E
h
ddm
ffd
0 5 10
0.5
0
0.5
1
1.5
t

u
/

f
y
Figure 3-12: Sensitivity of the displacement response of the SDOF oscillator of
Figure(3-11) to material parameters E, E
h
and f
y
.
0 2 4
1.5
1
0.5
0
0.5
1
x 10
6
t

u
/

y
1
0 2 4
1.5
1
0.5
0
0.5
1
x 10
3
t

u
/

y
1
0
ddm
ffd
0 2 4
6
4
2
0
2
4
x 10
3
t

u
/

y
3
0
Figure 3-13: SDOF oscillator of Figure(3-11) subject to modulated white noise
represented by a train of random pulses: sensitivity of the displacement response to
three of these pulses.
The agreement of response sensitivities computed by direct dierentiation and
nite dierences is apparent. The comments already done with regard to the similar
case of the Bouc-Wen material model apply here as well, the sensitivities with respect
to material parameters that control the inelastic response such as E
h
and f
y
are zero
as long as the material remains inside its elastic domain. Particularly delicate is the
sensitivity with respect to the yield stress.
Chapter 4
APPLICATIONS
All the results in this chapter have been obtained after the tools necessary to
the method previously described have been implemented into two existing Mat-
Lab codes, both developed at the University of California at Berkeley. One code,
Ferum
1
is an open-source general structural reliability program, while the second,
FedeasLab, is a general purpose non-linear dynamic three-dimensional nite el-
ement program [34]. Response sensitivity analysis was added to the latter. Both
were born for educational purposes and soon have become an invaluable tool for
research.
4.1 Simple model of a reinforced concrete build-
ing
The method is applied here with reference to a simple MDOF building model of the
mass-spring type, which is commonly referred to as stick-mass model and is shown
in Figure(4-1) for a two-storey building. The analyzed structure has actually ve
storeys and the oor inelastic force-interstorey drift relation is modelled with the
Bouc-Wen hysteretic model described in chapter 3.
The building is designed for uniform resistance (or yielding) according to a lin-
1
Visit www.ce.berkeley.edu/ haukaas for the freely downloadable code.
77
78 4. APPLICATIONS
ear rst mode with corresponding spectral acceleration S
a
= 0.25 g, and has the
following characteristics: equal oor masses (one bay, two columns which support
50 m
2
with dead plus live load p = 6 kN/m
2
) m = w/g = 300/9.81 kNsec
2
/m,
uniform interstorey height h = 3 m. The initial oor stiness k = 57640 kN/m has
been evaluated with reference to concrete columns with square cross-section of side
d = 0.50 m. The oor yield forces and corresponding yield drifts are shown in table
4-1. Modal analysis indicates that the structure fundamental period is T
1
= 0.5 sec.
Figure 4-1: Shear model of a building.
oor yield force yield drift
p
y
[kN] d
y
[mm]
1 300 5.3
2 280 5.0
3 240 4.3
4 180 3.2
5 100 1.8
Table 4-1: Floor yield force and drift.
4.1.0.2 Ground motion
The earthquake ground motion model is a modulated ltered Gaussian white noise.
For the application, the lter parameters are chosen as:
f
= 5 rad/sec and
f
=
0.6, values which are widely used in literature for sti soil conditions. The time-
envelope is parabolically increasing up to t
1
= 3 sec, constant equal to 1 until t
2
=
7 sec, then exponentially decreasing to zero at the end D = 10 sec of the acceleration
time history. The random pulse time spacing is chosen here equal to t = 0.05 sec.
A closed form relation has been derived that gives the input stationary White Noise
power S
0
corresponding to a desired PGA. A sample acceleration record generated
according to this model to have a PGA = 0.3 g is shown in Figure(4-2), while
the corresponding hysteretic response of the building model rst oor is shown in
Figure(4-3).
4. APPLICATIONS 79
0 2 4 6 8 10
3
2
1
0
1
2
3
0
=0.009 or PGA=0.3g
time [sec]
a
c
c
e
l
e
r
a
t
i
o
n

[
m
/
s
e
c
2
]
Figure 4-2: Ground acceleration sample.
0.02 0.01 0 0.01 0.02
400
300
200
100
0
100
200
300
400
d [m]
p

[
k
N
]
1
st
floor forcedeformation
Figure 4-3: Hysteretic response under the
input in Figure(4-2).
4.1.0.3 Performance criterion
In this example application only one constraint (i.e. failure mechanism, limit-state
function) is considered and it is chosen for the rst oor drift of the simple form
g(t) = d
lim
d
1
(t) = d
1y
d
1
(t) (4.1-1)
where the drift limit is given in terms of ductility capacity times the oor yield
drift d
1y
. To justify this choice, the reliability index variation with both time t and
ductility for the various oors is compared in Figures (4-4) and (4-5), respectively.
One can clearly see that the rst oor is everywhere characterized by the lower
reliability: hence this oor controls the reliability of the building.
It is noted that in Figure(4-4) the reliability index is decreasing with time and
is not given for any time earlier than t = 2 sec. This time-evolution was expected
and resembles closely that already seen for a linear SDOF oscillator in section 2.3.2.
After t = 3 sec one sees that is slowly varying and this is due to the fact that
between 3 and 7 sec the time-modulating function is constant and the structural
response has attained stationarity.
The curves in Figure(4-5) are complementary CDFs of the rst oor drift. As
expected, the reliability index increases with increasing ductility.
80 4. APPLICATIONS
2 3 4 5 6
2
4
6
8
10
12
14
PGA = 0.2g =2
t [sec]
1
st
floor
2
nd
floor
3
rd
floor
4
th
floor
Figure 4-4: Reliability index versus
time for a xed value of PGA=0.2g and
oor ductility = 2.
1 2 3 4 5
1
2
3
4
5
6
7
8
9
10
PGA = 0.2g t=4sec
i
=d
i
/d
yi
1
st
floor
2
nd
floor
3
rd
floor
4
th
floor
Figure 4-5: Reliability index versus
ductility for a xed value of PGA=0.2g
and time t = 4sec.
4.1.0.4 Critical or least favorable excitation
The results presented in terms of reliability index are a compact way to express the
reliability of the structure under the considered loads. As it has been mentioned al-
ready is the norm of the design point y
. This latter is of great interest, especially

when mapped back to the original space in the point
. This point contains the

random variables values that correspond to the most likely failure. The values of the
random pulses y in
, premultiplied by s as in Eq.(2.3-4), yield the design point

excitation. One such excitation is shown in Figure(4-6) together with the corre-
sponding structure response in terms of absolute oor displacements in Figure(4-7),
the design point response.
As it has been already observed for the time-evolution of , once again this result
for the non linear system is to a large extent expected and bears immediately to mind
what has been shown in section 2.3.2 for the linear SDOF oscillator. Comparing this
form with the acceleration sample shown in Figure(4-2) one might nd it dicult
to believe that both signals are realization of the same process.
It is recalled that this design point excitation is closely related to the free vibra-
tion behavior of the system, furthermore in [40] it has been shown that for a SDOF
4. APPLICATIONS 81
0 1 2 3 4 5
2
1.5
1
0.5
0
0.5
1
1.5
2
t [sec]
a
g

[
m
/
s
e
c
2
]
Figure 4-6: Design point excitation for a
xed value of PGA=0.2g, oor ductility
= 3 and time t = 5sec.
0 1 2 3 4 5
0.04
0.03
0.02
0.01
0
0.01
0.02
0.03
0.04
t [sec]
u

[
m
]
Figure 4-7: Design point response at t =
5sec, PGA=0.2g, ductility capacity = 3:
thick line is 1
st
oor, thin lines the other
oors.
elastic oscillator it is the so called mirror-image excitation, i.e. it is proportional
to the specular image of the free vibration velocity response from the initial condi-
tion of displacement equal to the threshold and zero velocity. Zero velocity at the
attainment of the threshold corresponds to minimum input energy by the base ac-
celeration. In [40] the mirror-image excitation concept is also applied to an inelastic
SDOF oscillator showing that in that case it does not provide the design point but a
very good approximation of it, thus allowing to skip the resource-consuming search
for search for the design point. This is not the case for MDOF structure and a way
to extend the previous result to MDOF structure is under currently investigation
by Der Kiureghian and others. This mirror image excitation concept appears rst
in the literature in an early work by Drenick [31] where an answer is sought to the
question of which should be a typical earthquake to be prescribed for design or as-
sessment of structures in seismic prone regions. In there the proposed answer is to
overcome the diculty of the choice of a model earthquake by looking not for the
typical but for the least favorable among all foreseeable excitations. It is, in other
words, proposed that the search for a model earthquake be abandoned, and that the
seismic resistance of a structure be analyzed not relative to some universal seismic
shock but to the particular one which is most dangerous to it. The earthquake model
82 4. APPLICATIONS
would be tailored to each structure and the analysis would be essentially model-free.
The design point response in Figure(4-7) shows that the system behaves basically
according to the rst vibration mode. In the gure the circle indicate the drift
capacity or limit and as it can be observed the rst oor absolute displacement
response (that coincides with its drift response) is equal to this capacity at the
design point.
4.1.0.5 Eect of structure inelasticity and randomness
Before carrying out the complete procedure to get a fragility curve, a number of
analyses is performed to investigate the importance of factors such as inelastic struc-
tural behavior, randomness of the oor yield forces, which inuence the structural
response, and randomness of the ultimate drift capacity or, which is the same, of
the ductility capacity .
1 2 3 4 5
1
2
3
4
5
6
7
8
PGA = 0.2g t=4sec
elastic DT
elastic RT
inelastic DT
inelastic RT
Figure 4-8: Reliability index versus ductility for a xed value of PGA=0.2g and time
t = 4sec: comparison between elastic and inelastic structural behavior for deterministic
(DT) and random (RT) threshold.
In Figure(4-8) the reliability index is shown versus ductility for the inelastic
structure and an elastic structure with the same initial stiness, with both determin-
istic and random drift threshold d
lim
. The latter is modelled as a lognormal random
variable with mean equal to d
1y
and coecient of variation = 0.15. It is noted
4. APPLICATIONS 83
that a given ductility for the elastic structure simply means a drift threshold of that
magnitude reached elastically. As one can see, the inelastic structure is character-
ized by a lower reliability than the corresponding elastic one, and consideration of
randomness in the drift capacity expectedly decreases the reliability.
2
In Figures(4-9) and (4-10) the variation of the reliability index is shown versus
time and ductility capacity, respectively, for the inelastic structure. The four combi-
nations of random and deterministic threshold and oor yield forces are considered.
The oor yield forces are assumed to be lognormal random variables with means
coincident with the deterministic values summarized in Table 4-1 and common co-
ecient of variation = 0.15.
2 3 4 5 6
2
3
4
5
6
7
8
PGA = 0.2g =2
t [sec]
DSDT
RSDT
DSRT
RSRT
Figure 4-9: Reliability index versus time t
for deterministic ductility capacity = 2.
1 2 3 4 5
1
1.5
2
2.5
3
3.5
4
4.5
PGA = 0.2g t=4sec
DSDT
RSDT
DSRT
RSRT
Figure 4-10: Reliability index versus duc-
tility at time t = 4sec.
Both Figure(4-9) and Figure (4-10) show that the inuence of factors such as
randomness in drift capacity and in yield forces, in the amount that has been intro-
2
This result appears to be in contradiction with the well-known equal-displacement rule
which states that, on average, two systems with the same initial stiness, one indenitely elastic
and the other inelastic, will experience similar deformation levels under seismic excitation. The
rule validity extends over a periods range that includes our system. This rule represents a much
looser requirement than asking to the responses of two dierent systems to have the same CDF
over all possible response values. What is expected is that for a probability close to 50% the two
CDFs intersect, the inelastic system showing after this intersection larger probability of attaining
the threshold than the elastic one, due to the prevailing eect of the lengthening of the period
over the increase of hysteretic damping. The ductility corresponding to the intersection will be of
course dependent on the ground motion intensity and in this case is close to one.
84 4. APPLICATIONS
duced, is generally moderate, thus conrming the dominant role played in seismic
problems by the randomness of the action. Structural uncertainty becomes more
important when the excursion in the inelastic range is greater, as shown in Figure
(4-10).
4.1.0.6 Results
The example problem concludes with the computation of the crossing-rate (t) and
its integration over time at various intensity levels S
0
corresponding to the PGAs
0.05g, 0.10g, 0.15g, 0.20g and 0.25g. The crossing rate curves for the inelastic
structure and the elastic one with the same stiness as the inelastic initial one are
shown in Figure(4-11) and (4-12) respectively for the intensity PGA = 0.2 g and
the same deterministic drift threshold of 3d
y
. As one can see the values of are
everywhere much lower for the elastic structure than for the inelastic one.
0 2 4 6 8
0
0.005
0.01
0.015
0.02
0.025
0.03
0.035
t [sec]
C
r
o
s
s
i
n
g

r
a
t
e

P
f
0.050024
Figure 4-11: Mean down-crossing rate
versus time t for the inelastic structure
and for the 1
st
y
.
0 2 4 6 8
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
x 10
3
t [sec]
C
r
o
s
s
i
n
g

r
a
t
e

P
f
0.0041836
Figure 4-12: Mean down-crossing rate
versus time t for the tangent elastic struc-
ture and for the 1
st
oor drift threshold
3d
y
.
A comparison of the upper bound to probability at various intensities and the
results of Montecarlo simulation is shown in Table (4-2).
Plain Montecarlo simulation is here the only simulation method that can be
adopted, since for the rst passage problem of inelastic structures no importance
4. APPLICATIONS 85
PGA Montecarlo Upper bound
0.15 0.0003 0.0003
0.20 0.0148 0.0500
0.25 0.0922 0.3737
Table 4-2: Upper bound to failure probability: comparison with Montecarlo simulation.
sampling technique has proven to be useful (for linear structures a very ecient
importance sampling is presented in [4]). The analysis has been terminated when
either a target coecient of variation of the failure probability equal to
P
f
= 0.02 or
a maximum number of simulation equal to N
max
= 10
4
was reached. For the lower
considered PGA the target C.O.V. was not reached in N
max
runs. It is apparent how
the level of approximation of the upper bound deteriorates fast with increased P
f
values which, however, may seldom be of interest in realistic risk analysis problems.
4.2 Reinforced concrete bridge
4.2.0.7 Bridge description and nite element modelling
The method is applied to the three-span reinforced concrete bridge represented in
Figure(4-13). The deck is box-girder continuous over the two cantilever hollow box
piers. The simplied material models chosen to represent concrete and steel are,
as anticipated, the elastic no-tension and the bilinear model. They are completely
dened by a set of four parameters. For concrete the (compression) Youngs modulus
E
c
= 30 GPa and for steel the Youngs modulus E
s
= 200 GPa, the hardening
modulus E
h
= 4 GPa and the yield stress f
y
= 400 MPa. These are considered
both deterministic and random (with the exception of E
s
). In the latter case they
are modelled as lognormal random variables with mean values equal to those listed
above and coecient of variation equal to
Ec
= 0.25,
Eh
= 0.30 and
fy
= 0.15
respectively.
86 4. APPLICATIONS

Figure 4-13: Bridge layout: (a) general view; (b) deck cross-section; (c) pier cross
section.
4.2.0.8 Ground motion and deterministic response
The chosen excitation is in this case a non-ltered Gaussian white noise of of intensity
S
0
= 80 m
2
/sec
3
. The process is modulated in order to start from zero and attain
linearly its full intensity S
0
in 1 sec after which it is stationary. This input is
discretised in a train of random pulses with t = 0.05 sec. The bridge response
(for deterministic mechanical parameters) to a random sample of this excitation is
determined rst.
Samples of the excitation and response are shown in Figure(4-15). In particu-
lar the latter is given in terms of the pier top displacement histories and pier base
4. APPLICATIONS 87

Figure 4-14: Bridge nite element model.
moment-curvature cycles. It is apparent that the bridge response is dominated by
the deck that remains elastic and has most of the structures mass, in fact displace-
ments of the two pier tops are almost identical. However, due to the dierent height,
the inelastic deformation demand in the underlying piers is dierent: while pier 2,
the tall one, experiences only a minor degree of non linearity due to some cracking,
pier 1 yields at the base and experiences cyclic energy dissipation.
Analysis of the response suggests to formulate the limit-state condition in terms
of pier 1 top displacement (control displacement). The threshold, b = 0.4 m, is
obtained through a pushover analysis as the one that corresponds to a conservative
ultimate steel strain at the base section equal to
su
= 0.02, here taken as the
capacity.
0 5
10
0
10
t [sec]
a
g

[
m
/
s
e
c
2
]
0 5
0.2
0
0.2
t [sec]
U

[
m
]
pier 1
pier 2
2 0 2
x 10
3
1
0
1
x 10
5
[m
1
]
M

[
k
N
m
]
pier 1
pier 2
Figure 4-15: Sample response of the bridge under base excitation.
88 4. APPLICATIONS
0 5
1
0
1
x 10
6
t [sec]

U
1
/

y
1
ddm
ffd
0 5
1
0
1
x 10
3
t [sec]

U
1
/

y
1
0
0 5
5
0
5
x 10
3
t [sec]

U
1
/

y
3
0
Figure 4-16: Sample response sensitivity of the bridge pier top displacements with
respect to some of the random acceleration pulses in the train of Figure(4-15).
Sample time-histories of the control displacement sensitivity to three of the accel-
eration pulses that make up the excitation are shown in Figure(4-16): it is observed
that the much faster DDM results are equivalent to the FFD ones.
4.2.0.9 Results
Response CDFs at xed time t = 4sec (elementary excursion) are given in Figure(4-
17(a)) for the three cases: 1) deterministic elastic structure with stiness equal
to the initial stiness of the non-linear one 2)deterministic non-linear structure 3)
random non-linear structure. It can be observed that the inuence on F
U
(u)
3
of
the non-linear behavior of the structure is signicant while that of the mechanical
randomness is not. The dierence between curves 1 and 2 indicates that the non-
linear response is remarkably non Gaussian even if energy dissipation is limited to
the pier bases. Evolution with time of the elementary excursion probability for a
xed threshold b = 0.3 m is shown in Figure(4-17(b)). It is seen that by t = 4 sec
the response has attained stationarity.
The results above suggest that the displacement capacity is a high enough thresh-
3
The CDF is computed as F
U
(u) = 1 2() considering excursion in magnitude of the
threshold b composed by the two probabilistically identical and mutually exclusive events u > b
and u < b.
4. APPLICATIONS 89
0 0.1 0.2 0.3 0.4
0
0.2
0.4
0.6
0.8
1
(a)
u [m]
F
U
(
u
,
t
=
4
s
e
c
)
(1)
(2)
(3)
0 1 2 3 4
0.9999
1
t [sec]
F
U
(
u
=
0
.
3
m
,
t
)
Figure 4-17: Time-evolution of the reliability index .
old to assume Poisson crossings and use the expression
P
f
= 1 e
2D
(4.2-1)
The results also suggest that randomness of mechanical parameters can be neglected
and that the unique value of the crossing rate needed in P
f
= 1 e
2D
can be
computed at time t = 4 sec. In the computation of the displacement capacity is
treated both as deterministic and as a lognormal random variable with mean value
b
= 0.4 m and COV
b
= 0.15. The computed values are (t = 4 sec) = 0.59
10
4
sec
1
and (t = 4 sec) = 1.8110
4
sec
1
, respectively, and the corresponding
rst excursion probability for a stationary response duration D = 15 sec are P
f
=
0.0018 and P
f
= 0.0054 respectively.
4.2.0.10 Design point excitations
Finally in Figure (4-18) the design point excitations corresponding to three dierent
elementary events characterised by increasing threshold u
0
are shown.
The usual pattern of a quasi-harmonic excitation of increasing amplitude is
found. A shortening of the period is observed as the threshold gets higher and this
is explained by the larger number of oscillations necessary to bring the structure to
90 4. APPLICATIONS
0 1 2 3 4
12
10
8
6
4
2
0
2
4
6
8
t [sec]
a
g

[
m
/
s
e
c
2
]
u
0
= 0.1 m
u
0
= 0.3 m
u
0
= 0.5 m
Figure 4-18: Design point excitations for dierent threshold values at time t = 4 sec,
deterministic mechanical parameters.
the larger deformation level.
Chapter 5
CONCLUSIONS
5.1 Summary and Conclusions
In this thesis an existing method for seismic safety assessment is presented and ex-
tension of its range of applicability to state-of-the-art nite element models of three-
dimensional frame structures is undertaken. In particular, nite element response
sensitivity analysis for exibility-based frame nite elements with bre section dis-
cretisation and material-specic, non dierential, constitutive laws is developed in
the general framework of the Direct Dierentiation Method (DDM).
Seismic safety assessment is approached here as a random vibration problem,
specically as the rst-excursion problem. The recently proposed method here pre-
sented relies on a discretisation of the input random process into a train of time-
independent random pulses. This discretisation is shared with other methods whose
common trait is to reduce the random vibration problem to one of time-invariant
structural reliability. Events or quantities of interest become feasible of geometric
interpretations in the resulting load-space, the vector space dened by the random
pulses. Surfaces, that can be regarded as limit-states, dene, for example, the excur-
sion of a process at given time instants over a safe threshold. The various methods
dier in the reliability tools they make use of in order to nd the probabilities asso-
ciated with these as well as with other limit-states. The approach here adopted uses
the First Order Reliability Method (FORM) to nd approximate solutions for the
91
92 5. CONCLUSIONS
case of inelastic structures. One notable characteristic of this particular method is
that the load-space can be enlarged to include non-load random variables describing
additional sources of uncertainty such as randomness in the mechanical parameters.
This together with the fact that the most general material/structural models can
be employed with it, makes this method very attractive.
A bound to the rst excursion probability is determined based on the mean out-
crossing rate of the response process over a safe threshold. Since FORM is used
to determine the crossing-rate a central role is played by the limit-state function
gradient. The latter requires determination of the nite element response sensi-
tivity. These are obtained eciently by the DDM, but analytical derivation of
the mechanical models employed is necessary. Such derivations are carried out for
both dierential and non-dierential constitutive laws. The latters are widely used
in conjunction with bre models for the analysis of reinforced concrete structures.
Furthermore the formulation of sensitivities is carried out at element level for both
exibility and stiness-based elements. This work enlarges thus the range of struc-
tures to which the method can be applied. Previous applications in fact dealt with
single degree of freedom systems.
The described sensitivity tools are implemented in the general nite-element code
Fedeaslab for three-dimensional non-linear dynamic analysis. This code is then
interconnected with the open-source reliability code Ferum, which includes sev-
eral time-invariant reliability methods such as FORM, Montecarlo and Importance
sampling simulation, response surface.
Two example application demonstrate the method capabilities and its exten-
sion. The rst application is a simple extension to multi-degree of freedom systems
of previous applications. The structure under consideration is a regular ve-storeys
building described by an inelastic shear-type model. The interstorey force-drift re-
lation is described with the Bouc-Wen model. Qualitative results available in the
literature for single degree of freedom systems are conrmed for the analysed build-
ing. Comparison of computed bounds to rst excursion probability for dierent
excitation intensities with results from Montecarlo simulation show that the bound
5. CONCLUSIONS 93
quality deteriorates fast with increasing intensity. On the other hand for low inten-
sities (low excursion probabilities) the bound is very close to the actual probability
estimate. This suggests that the method can not be used alone to establish a com-
plete fragility curve for a structure, and should be complemented by Montecarlo
simulation for the higher intensities where the simulation becomes also acceptable
in terms of required number of analyses. Randomness in the structural parameters,
both those that inuence its dynamic response, such as stinesses and yield thresh-
olds, and those that govern failure mechanisms capacity, are shown not to be of
great inuence on the overall probability which, as expected, is dominated by the
load randomness in seismic applications.
The structure in the second application is a reinforced concrete bridge with
continuous deck over cantilever piers of dierent heights. The structure is modelled
with bre elements and using non-dierential constitutive laws. The general results
already observed for the simpler building structure are conrmed. In particular the
inuence of structural randomness is limited. More important is shown to be the
randomness in the capacity of the failure mechanism.
5.2 Indications for future research
The main limitation of the method, beside the bound quality deterioration already
mentioned, is that it can deal with one failure mechanism at a time and that resort
has to be made, after the individual mechanisms probabilities have been found, to an
assumption of serial arrangement to obtain the total failure probability. Of course
this assumption yields only a bound to the actual probability. The importance
sampling method described in Chapter 2, though only for linear structures, allows
determination of the total probability taking into due account the dependence among
the various failure mechanisms. It is certainly in the extension of this method to
non-linear structures, or in that of the FORM-based one in order to include the
failure mechanisms dependence, that future research should be directed.
The feasibility of response sensitivity analysis for non-dierential laws has been
94 5. CONCLUSIONS
demonstrated. It has also been shown that the diculties arise when these laws lack
a consistent modulus at the transition between elastic and inelastic behaviour, i.e. in
the corner regions. This problem is encountered in other forms also in the context
of computational mechanics and in some cases solved. One can imagine of using
analogous techniques to deal with this problem. This would be needed, however,
only for use of these models in static problems since for seismic applications the
lack of consistent modulus does not impair the dynamic sensitivity computation.
Furthermore, stress gradients have to be computed for more complex laws than
those used here, like the well known Kent-Park model of concrete or the Menegotto-
Pinto one for steel.
Appendix A
RELIABILITY THEORY
ESSENTIALS
A.1 Time-invariant reliability methods
A.1.1 The problem
Consider a set of random variables collected in a vector having joint probability
density function (JPDF) f(). The vector contains all the quantities in a given
problem that are treated as random due to their intrinsic random variability (in-
trinsic randomness) or to an imperfect state of knowledge (epistemic uncertainty).
Consider next a scalar function g of the vector that takes upon positive values
when the system of interest satises an assigned requirement and upon negative
values when it fails to satisfy such requirement. The function g will be referred to
as g-function or limit-state function since it determines with its value whether the
system has attained or exceeded some limit-state of interest.
Having dened the g-function it is possible to divide the space of the random
variables (or basic variables) , commonly called -space or original space, into two
subspaces or domains, the safe- and the failure-domain (or set). The rst is the
locus of the points for which g is positive, the latter the locus of those point that
make g negative. The set of the points for which g = 0 is called limit-state surface,
95
96 A. RELIABILITY THEORY ESSENTIALS
the boundary between safe and failure sets, and is usually considered as part of the
failure domain. Formally one can write
- T = [g() 0 is the failure domain
- o = [g() > 0 is the safe domain
- T = [g() = 0 is the failure(safe) domain boundary
It is of interest the probability associated with the event of the structural failure
or failure probability P
f
or, equivalently, its complement P
s
= 1 P
f
, the survival
probability which is a measure of the reliability of the system. This probability can
be formally expressed as
P
f
= Pr T
or by
P
f
= Pr g() 0 = F
g
(0)
where F
g
is the CDF of the scalar variable g. In spite of the apparent simplicity of
the above expression the computation of P
f
is a dicult task since the derivation of
F
g
starting from the JCDF of the basic variables is generally not possible in exact
form. The failure probability can be equivalently expressed in terms of the multi-
fold integral of the JPDF over the failure domain, i.e. as the probability content of
the failure domain
P
f
=
_
F
f () d =
_
g()0
f () d
Considering that closed form solutions for the above probability integral are not
available, with the only exception of the most trivial case, the computation of this
integral has to be performed numerically and it presents several diculties. The
rst is that the dimension of the integration domain, which is a subspace of an n-
dimensional space, is usually high and the eciency of numerical integration schemes
decreases fast with this dimension. The second is that the shape of the integration
domain is complex since its boundary, the limit-state surface, is usually non linear.
Third, the integrand function is not easily established since assessment of the mutual
dependence of the random variables, necessary to set up a joint distribution model,
A. RELIABILITY THEORY ESSENTIALS 97
is not straightforward and also to establish the marginal distributions the amount
of available information is often scarce.
Methods for the solution of this problem belong basically to two classes, that of
simulations [56] and that of expansion methods [30]. In the rst class one has the
classical plain Montecarlo simulation and all its variants, from importance (adaptive
and non adaptive) sampling to directional simulation to subset simulation. In the
second one we nd rst- and second-order reliability methods, FORM and SORM.
A.1.2 Simulation
A.1.2.1 Montecarlo method
Simulation methods in the simplest form of the plain Montecarlo simulation are the
most easily understood time-invariant reliability method [56]. The starting point
is the expression of the failure probability integral. After the introduction of an
indicator function I
f
() dened as
I
f
() =
_
1 if T
0 if o
one can write
P
f
=
_
F
f () d =
_
R
n
I
f
() f () d = E
f
[I
f
()]
which shows that the failure probability can be interpreted as the expected value
of the indicator function according to the variables JPDF f. The latter can be
estimated as the average of the indicator function over N statistically independent
and identically distributed samples extracted according to f()
P
f

=

P
f
=
1
N
N
i=1
I
f
(
i
)
When it is known how to generate random vectors according to a given joint distri-
bution, the above formula shows a rather straightforward way to compute the value
of the probability of failure. The estimator

P
f
is easily shown to be unbiased and
has variance
Var
_
P
f
_
=
P
f
(1 P
f
)
N
which decreases with the number of samples.

P
f
is a random variable itself and
has binomial distribution, being the sum of binary variables I
f
. Since I
f
() are
identically distributed and also independent, as N increases, due to the central
limit theorem,

P
f
becomes Gaussian. Knowing the distribution of

P
f
it is possible
to compute the probability that the probability estimate falls outside an interval
around the true failure probability. Assuming as acceptable a probability of 30% of
falling outside the interval P
f
(1 0.33) one gets the well-known indication of the
required number of simulations
N

=
10
P
f
This last relation shows that for structural applications, where the failure prob-
abilities to be evaluated are generally quite low, the plain Montecarlo method is of
limited usefulness. The exorbitant number of trials required to get a few outcomes
in the failure domain is the reason for such ineciency.
A.1.2.2 Importance sampling method
Importance sampling methods (using more appropriately the plural since there is
not a single importance sampling but a number of dierent proposals, the reason of
which will be immediately clear in the following) constitute an attempt to remove
the drawback of the Montecarlo method generating samples with a larger percentage
of outcomes in the failure domain.
Clearly sampling is now done according to a new distribution that is in some
way shifted, with respect to the original one, towards the failure domain. This new
distribution is called (importance) sampling distribution or ISD and indicated by
p(). One can write
P
f
=
_
R
n
I
f
() f () d =
_
R
n
I
f
() f ()
p ()
p () d = E
p
_
I
f
() f ()
p ()
_
which shows that now the probability of failure is the expectation according to the
new distribution of the ratio I
f
() f ()/p () and can be estimated by
P
f

=

P
f
=
1
N
N
i=1
I
f
(
i
) f (
i
)
p (
i
)
which converges much faster than the corresponding summation for Montecarlo
method and where samples
i
are assumed to be statistically independent and are
extracted according to the ISD. Even if with a proper choice of the ISD the number of
trials is highly reduced each sample requires evaluation of two probability densities,
the original and the sampling one. It is a noteworthy but apparently useless result
that the optimal sampling density is known a priori. This result is arrived at starting
from the expression of the variance of the estimator

P
f
1
which is
Var
_
P
f
_
=
1
N
__
F
f ()
p ()
f () d P
2
f
_
If the sampling density were proportional to the original density but dened only
in the failure domain one would extract only in the latter as wished and also the two
PDF evaluations mentioned above would cancel out thus reducing the computational
eort required by the estimation of P
f
. This suggestion turns out to be the optimal
sampling density once the conditional (on being in the failure domain) original
density is normalized by the probability of failure to give a proper probability density
p
opt
() =
I
f
() f ()
P
f
f ( [ T)
It is easily seen that this choice of the ISD reduces the variance of

P
f
to zero
since
_
F
f ()
I
f
()f()
P
f
f () d = P
2
f
The only inconvenience is that denition of the optimal sampling density involves
the unknown probability of failure whose determination is the goal of the simulation
1
Which, by the way, is easily shown to be unbiased as its Montecarlo counterpart.
itself. Nonetheless useful indications are obtained from the optimal sampling density.
Proposed techniques use for example a Gaussian density centered at a previously
found design point (see next Section) , or multi-modal Gaussian densities on multiple
design points, in order to improve a rst FORM/SORM estimate of P
f
. Adaptive
techniques use samples extracted to gain information on the failure domain and shift
interactively the density towards it [15][11].
A.1.3 FORM
A.1.3.1 Component problem
Among the major diculties in the computation of P
f
is the determination of the
joint probability model of the basic variables, which generally can not be established
reliably from available statistical data but has to be chosen heuristically based on
qualitative physical arguments. The choice of the model is particularly critical when
the value of P
f
is very small in which case the result is sensitive to the distribution
tails. Information on these latter is very dicult to collect since they correspond to
extremely rare events. These diculties have led in the past to propose simpler relia-
bility measures whose computation requires only a second-moment characterization
of the random variables, i.e. the mean vector
= E[] and the covariance matrix

C
= E[(
)(
)
T
]. One of these measures is the Cornells reliability
index
C
. When the g-function is linear, i.e.
g() = b a
T
the linearity of the expectation operator allows a straightforward determination of

the rst two moments of g in terms of the corresponding moments of
g
= b a
T
2
g
= a
T
C
a
Cornell proposed to take as a measure of reliability the ratio between the mean and
the standard deviation of g
C
=

g
g
=
b a
T
a
T
C
a
When the basic variables are jointly Gaussian g is also Gaussian and a simple relation
holds between this index and the probability of failure
P
f
= F
g
(0) = (
C
)
Furthermore a geometric interpretation can be given to this index. Consider the
linear one-to-one transformation of the Gaussian variables
y = (D
)
1
(
) = L
1
D
1
(
)
where D
and L
are the diagonal matrix of standard deviations and the lower

triangular matrix resulting from the Choleskiy decomposition of the autocorrelation
coecients matrix R
of the random variables

2
. It is easily veried that the
resulting y variables are uncorrelated standard Gaussian, that the inverse transform
is = D
y +
and that the transformation jacobian is J

y
= D
. The
transformed limit-state function in the standard normal space is
G(y) =

b a
T
y =
_
b a
T
_
a
T
D
y
which, set equal to zero, is an hyper-plane of normal = a/| a|, pointing towards
the failure domain. The distance from the origin of this hyper-plane turns out to
coincide with Cornells reliability index
b
|a|
=

G
G
=
b a
T
a
T
C
a
=
C
Extension of the Cornells index to a non-linear limit-state function requires lineari-
sation of the latter in the neighbourhood of an expansion point according to
g (y) = g (y
0
) +
y
g (y
0
)
_
y
y
_
This allows determination of approximate second moments and the use of the Cor-
nells index denition. The problem with this procedure is that the index lacks in-
variance with respect to the choice of the expansion point. Furthermore, all second-
moment indexes, when used with non-linear limit-states and even if expanded around
2
The following relation holds: C
= D
= D
L
T

the same point, turn out to be non invariant with respect to equivalently valid for-
mulations of the g-function. For every failure mechanism in fact one can formulate
any number of g-functions that take upon negative values for failure and positive
for safe states, for example for a column under combined axial load and bending
moment one has, among others, the three equivalent functions
g = 1
M
M
u
_
N
N
u
_
2
g = M
u
M M
u
_
N
N
u
_
2
g = M
u
N
2
u
MN
2
u
M
u
N
2
The geometric interpretation of the Cornells index in the Gaussian linear case
prompted the denition of a new index by Hasofer and Lind,
HL
, as the mini-
mum distance of the transformed limit-state surface from the origin in the standard
normal space of the y variables. This new index removes the lack of invariance
problems of the second-moment indexes and retains the simple relation with the
probability of failure presented above.
The problem is now a constrained optimization problem (minimise distance sub-
ject to being on the surface) and many algorithms can be employed to solve it
[30][47][45], among others a very ecient one is the improved Hasofer-Lind algo-
rithm (iHL-RF) [68]. The details of these algorithms can be found in specialized
textbooks, here it will suce to mention that the most eective ones employ the
gradient of the limit-state function to generate a sequence of points along a search
trajectory that eventually converges on the minimum distance point (also known as
design point or as most-likely failure point, due to the fact that the JPDF has here
the maximum value among all the points in the failure domain, see Figure A-1(b)).
A fundamental step of this research is the transformation between the two spaces,
original and standard Gaussian, which has the simple linear form shown earlier only
for jointly Gaussian basic variables. In general the mapping is non-linear, i.e. when
the s are non Gaussian. The transformation form depends on the joint probability
model chosen for the basic variables. If complete probabilistic information can be
established, i.e. if the JPDF is available, a rather rare event, one can employ the
Rosenblatt transformation [55]. More often one would have a lower amount of in-
formation, covering the marginal distribution of the variables and their correlation:
with this information the Nataf joint distribution model can be used [48][44].

Figure A-1: Random spaces.
Whichever combination of search algorithm and probability transformation is
used the nal result will be the design point y
whose norm is the sought reliability

index = |y
|. The unit normal to the linearised surface at the design point

that, by denition, coincides with the direction cosines vector of the design point
= y
/|y
|, gives a rst measure of the relative importance of the random variables

of the problem.
A.1.3.2 System problem: general.
Failure of a structure can be in general determined by more concurrent or alternative
failure mechanisms (for example by ductile, displacement-controlled ones such as
exhaustion of rotational ductility capacity in the beams, or by brittle force-controlled
ones such as exceedance of shear capacity in the columns). Determination of the
failure probability of the structure starting from the individual failure probabilities
associated with each possible mechanism is the object of system reliability theory.
In the language of deterministic system theory each failure mechanism is a com-
ponent and the structure as an assemblage of components is the system. The easiest
case is that of components have only two states, survival or failure, but it is clear
that this the simplest of the idealizations, perhaps enough for brittle components,
but that failure of ductile components is attained going through a continuous series
of increasing damage states. Many useful results are nonetheless obtained using
two-state systems made up of binary components.
The state of the system is completely described in terms of its state indica-
tor function a
s
whose value (1 for safe, 0 for failed) is in turn determined by the
corresponding component state indicator functions a
i
once one knows how the com-
ponents are arranged to form the system. The problem is to formulate the relation
a
s
= a
s
(a) between component states and system state. The simplest arrangements
are the series and the parallel systems.

Figure A-2: Basic system arrangements: (a) series and (b) parallel. (c) example of
general system.
The series system is one whose failure occurs if any of its component fails (weakest
link governs). The parallel system instead fails only when all its components have
failed (strongest link governs). The two systems are represented in Figure A-2. The
system functions are easily shown to be for these two basic cases
a
s
= min (a) =
n
i=1
a
i
a
s
= max (a) = 1
n
i=1
(1 a
i
)
General systems (see an example arrangement in Figure A-2(c)) are much more
complex but they can be reduced to simpler congurations through one of two
alternative formulations, the cut set and the link set one. A cut set is a set of
components whose joint failure causes the system failure (cuts communication), i.e.
it is a weakest link. A link set instead is a set of components whose joint survival
guarantees system survival (guarantees a link). A general system can be reduced to
a series of cut set (which are parallel sub-arrangements of components) or a parallel
of link sets (which are series sub-arrangements).
If the component states are uncertain also the system state is such. To nd the
probability of failure of the system one has to introduce the random counterparts of
the system and components indicator functions, boolean random variables denoted
by A
s
and A
i
respectively. We want to know the probability that A
s
= 0. For the
component probability of failure one has p
i
= PrA
i
= 0 = Prg
i
() 0 and
correspondingly for the system P
f
= PrA
s
= 0. The expectation of A
s
is
E[A
s
] = 0 P
f
+ 1 (1 P
f
) = 1 P
f
thus P
f
= 1 E[A
s
] = E
_
A
s
but since A
s
is the system function and the elements
of A are in general dependent this is a nasty expectation to take. For systems with
independent components one can use two simple rules to compute the expectation:
A
m
i
= A
i
and the rule of total probability E[A
s
(A)] = E[A
s
(A)[A
i
= 1] (1 p
i
) +
E[A
s
(A)[A
i
= 0] p
i
.
When the components are dependent the situation is more complex. For series
systems one has
3
P
f
= 1 E
_
n
i=1
A
i
_
= E
_
1
n
i=1
A
i
_
= E
_
n
i=1
A
i
_
= Pr
_
n
_
i=1
g
i
() 0
_
while for parallel systems
P
f
= 1 E
_
1
n
i=1
(1 A
i
)
_
= E
_
n
i=1
A
i
_
= Pr
_
n
i=1
g
i
() 0
_
3
Use de Morgens rule: complement of the intersection equal union of the complements, and
recall that

=

and

=

.

Figure A-3: FORM approximation (3 components): (a) series ; (b) parallel; (c)
general system, two cut-sets (g
1
,g
2
) and (g
2
,g
3
).
For general systems one has either a cut-set or a link-set solution
P
f
= Pr
_
N
k
_
k=1
iC
k
g
i
() 0
_
P
f
= 1 Pr
_
N
k
k=1
_
iL
k
g
i
() > 0
_
where N
k
is the number of components in cut-set C
k
or link-set L
k
.
A.1.3.3 System problem: FORM approximation.
When for all components a FORM solution is available, meaning that a set of n
design points y
i

i
=
T
i
y
i
, i = 1 . . . n has been found, one can further develop
the expressions above for the system failure probability. Observe that the random
variable v
i
=
T
i
y is Gaussian being a linear combination of Gaussian variables
and that it is also standard since
E[v
i
] =
T
i
E[y] = 0
E
_
v
2
i
=
T
i
E
_
yy
T
i
= 1
Furthermore consider two such variables v
i
and v
j
. Their correlation coecient is
given by
ij
=
E[(v
i
E[v
i
]) (v
j
E[v
j
])]
E
_
(v
i
E[v
i
])
2
E
_
(v
j
E[v
j
])
2
= E[v
i
v
j
] =
T
i

j
It follows that the vector that collects the variables v
i
is jointly normal distributed
with zero mean vector, the identity as standard deviation matrix and with corre-
lation matrix R =
_
T
i

j
. Series and parallel systems can then be reformulated

as
P
f
= Pr
_
n
_
i=1
g
i
() 0
_
= Pr
_
n
_
i=1
T
i
y 0
_
=
= Pr
_
n
_
i=1
v
i

i
_
= 1 Pr
_
n
i=1
v
i

i
_
= 1
n
(, R)
and
P
f
= Pr
_
n
i=1
g
i
() 0
_
= Pr
_
n
i=1
v
i

i
_
= Pr
_
n
i=1
v
i

i
_
=
n
(, R)
The diculty with this formulation is in the computation of the multivariate Gaus-
sian CDF but a very ecient sequential conditioning importance sampling has been
introduced recently to solve this problem in most cases [1].
A.2 Random vibrations
A.2.1 Random processes
A.2.1.1 Random process denition
When the random outcome of an experiment is not simply a continuous or discrete-
valued scalar or vector quantity but a (scalar or vector) function of one or more
parameters (e.g. time or spatial coordinates) which take upon an innite number
of values, the phenomenon can not be modelled by means of a random variable
or vector. The mathematical tool used to describe such random functions is the
random process or eld.
A.2.1.2 Random process probabilistic characterization
One can think of a process as an innite collection of random variables, each one cor-
responding to a particular choice of the parameter(s). Focusing on a scalar random
process parameter example
S/D S/D Annual number of earthquakes
S/D S/C Number of earthquakes in time
S/C S/D Annual rainfall amount
S/C S/C One component of ground acceleration
V/C S/C XY Z components of ground acceleration
V/C V/C XY Z components of ground acceleration at dierent xyz locations
S/C V/C wind pressure at dierent xyz locations on a building facade
Table A-1: Examples of random processes/elds. (S) scalar, (V) vector, (D) discrete,
(C) continuous.
process of one parameter (e.g. time) X(t), one can probabilistically characterize
it in a manner which is completely analogous to what it can be done for random
variables. The two most common alternatives are:
- By (joint) probability distributions. If, given any number n of parameter values
t
i
, (i = 1, . . . , n) and any possible choice among all the possible selections of
such n values, the joint probability density function
f
X
(, t) = f
X
1
X
n
(x
1
, . . . , x
n
, t
1
, . . . , t
n
)
are known, the process X(t) is completely characterized. The function for
n = 1, f
X
(x, t), is known as rst order PDF.
- By moment functions. These are simply the moments (expectations) of the
process, eventually subtracted of the mean for central moments, and of prod-
ucts of the process values at dierent parameter values as in
E[X
m
(t)]
E[X
m
1
(t
1
) X
m
n
(t
n
)]
E[(X(t
1
)
X
(t
1
))
m
1
(X(t
n
)
X
(t
n
))
m
n
]
As it often is the case for random variables, the available information on the
process is not enough to establish a complete characterization by probability distri-
butions. It becomes then extremely important the second moment characterization
which is a subset of the complete description by moment functions presented above.
The moment functions that constitute a second-moment characterization are the
mean function, the autocorrelation function and the autocovariance function
X
(t) = E[X(t)]
R
XX
(t
1
, t
2
) = E[X(t
1
) X(t
2
)]
C
XX
(t
1
, t
2
) = E[(X(t
1
)
X
(t
1
)) (X(t
2
)
X
(t
2
))]
One notes that, strictly speaking, the autocorrelation function R
XX
, dened as
the mean square, is not really a measure of correlation unless the process is zero-
mean in which case R
XX
coincides with the autocovariance C
XX
. Furthermore, the
autocorrelation function is not bounded between 1 and 1. A measure of correlation
analogous to that used for random variables is given by the derived function which
goes under the name of autocorrelation coecient function and is dened as
XX
(t
1
, t
2
) =
C
XX
(t
1
, t
2
)
_
C
XX
(t
1
, t
1
) C
XX
(t
2
, t
2
)
=
C
XX
(t
1
, t
2
)
X
(t
1
)
X
(t
2
)
which implicitly denes also the standard deviation function (or its square, the
variance function).
The autocorrelation and covariance functions have the following properties
- Symmetry
R
XX
(t
1
, t
2
) = E[X(t
1
) X(t
2
)] = E[X(t
2
) X(t
1
)] = R
XX
(t
2
, t
1
)
C
XX
(t
1
, t
2
) = C
XX
(t
2
, t
1
)
- Boundedness (or Schwartzs triangular inequality)
[R
XX
(t
1
, t
2
)[
2
R
XX
(t
1
, t
1
) R
XX
(t
2
, t
2
)
[C
XX
(t
1
, t
2
)[
2

2
X
(t
1
)
2
X
(t
2
)
- Non-negative deniteness
n
i=1
n
j=1
R
XX
(t
i
, t
j
) h(t
i
) h(t
j
) 0
R
XX
(t
1
, t
2
) h(t
1
) h(t
2
) dt
1
dt
2
0
in which h(t) is a generic continuous function of the parameter. The inequality
holds also replacing R
XX
with C
XX
.
- Limit: for a process X(t) not containing any periodic component one has
lim
|t
1
t
2
|
R
XX
(t
1
, t
2
) =
X
(t
1
)
X
(t
2
)
lim
|t
1
t
2
|
C
XX
(t
1
, t
2
) = 0
- Continuity
Finally, in view of what follows, two functions giving a measure of linear depen-
dence between two distinct processes X(t) and Y (t) (e.g. displacement response at
two dierent locations of the structure, or response and excitation) are given below,
the crosscorrelation and crosscovariance functions
R
XY
(t
1
, t
2
) = E[X(t
1
) Y(t
2
)]
C
XY
(t
1
, t
2
) = E
_
(X(t
1
)
X
(t
1
))
2
(Y(t
2
)
Y
(t
2
))
2
A.2.1.3 Stationary (or homogeneous) random process

Two alternative but not equivalent denitions of stationary process are possible
- Stationarity in the strict sense. A process is strictly stationary if its
probabilistic description is invariant with respect to a shift in the parameter(s)
origin
f
X
(, t) = f
X
(, t +h) f
X
()
This has the following implications on the second moment functions
X
(t) =
X
X
(t) =
X
R
XX
(t
1
, t
2
) = R
XX
(t
1
+ h, t
2
+ h) = R
XX
(0, t
2
t
1
) = R
XX
()
C
XX
(t
1
, t
2
) = C
XX
()
- Stationarity in the wide sense. A process is weakly stationary if the above
properties of the second-moment functions are veried. Weak stationarity
obviously does not imply strict stationarity while it is true the opposite.
A.2.1.4 Spectral decomposition of a stationary random process
If the autocorrelation function R
XX
() of a stationary process is absolutely inte-
grable, i.e. if the following relations is satised
_

[R
XX
()[ d <
the Power Spectral Density function (PSD) of the process X(t) is dened as the
Fourier transform of the autocorrelation function, which implies that the latter can
be seen as the inverse Fourier transform of the PSD. One has
S
XX
() =
1
2
_

R
XX
() e
i
d
R
XX
() =
_

S
XX
() e
i
d
These equations are known as Wiener-Kintchine relationships and are the most
important result of linear random vibrations. One can see that the following relation
holds
R
XX
(0) = E
_
X
2
(t)
=
_

S
XX
() d
which, since the mean square is a measure of power, explains the name of power
spectral density given to S
XX
().
Due to the symmetry of the autocorrelation function, also the PSD is symmetric
and also real
S
XX
() =
1
2
__

R
XX
() cos d i
_

R
XX
() sin d
_
=
=
1
2
_

R
XX
() cos d
Finally, spectral moments are dened as
n
=
_

[[
n
S
XX
() d
Some lower order moments are especially useful and in particular, for a zero-mean
process, one has
0
=
_

S
XX
() d =
2
X
1
=
_

[[ S
XX
() d =
2
X

X
2
=
_

2
S
XX
() d =
2
X
where the fact that the dierentiation in the time-domain corresponds to a multi-
plication by in the frequency-domain has been used.
A.2.1.5 Poisson counting process
The Poisson (counting) process N(t) is a discrete-valued random process that counts
the number of events occurring entirely at random in space or time. Entirely at
random means that the events whose occurrence is counted by this process are
assumed to be independent. This process belongs to the wider class of processes
with independent increments and is presented here for its wide use in earthquake
engineering and related elds.
The process is based on two assumptions
- The probability of one event occurring in the small time interval of duration
h is proportional to h neglecting higher order terms in h
Pr N (t, t + h) = 1 = P
1
(t, t + h) = (t) h + o (h)
- The probability of more than one event occurring in the small time interval
of duration h is of higher order in h
Pr N (t, t + h) > 1 = P
n>1
(t, t + h) = o (h)
The proportionality factor (t) is called mean rate function and it completely
characterizes the process. The process is not well suited to describe occurrences of
earthquakes in a seismic area characterized by a dominant source where the seismic
events can not be realistically assumed to be independent, nor to describe events
that occurr in clusters. The process is non stationary as it is shown later.
The characterization of the process in terms of its rst order probability mass
(the process is discrete) function or PMF is obtained making use of the theorem of
total probability as follows
P
n
(t
0
, t + h) = Pr N (t
0
, t + h) = n =
= P
n
(t
0
, t) P
0
(t, t + h) + P
n1
(t
0
, t) P
1
(t, t + h) =
= P
n
(t
0
, t) (1 (t) h) + P
n1
(t
0
, t) (t) h
which, dividing by h and taking the limit as h goes to zero yields the linear dier-
ential equation with variable coecients
P
n
(t
0
, t) + (t) P
n
(t
0
, t) = (t) P
n1
(t
0
, t)
which, together with the initial condition
P
n
(t
0
, t
0
) =
_
1 n = 0
0 n > 0
is solved recursively and gives the sought PMF
P
n
(t
0
, t) =
_
_
t
t
0
() d
_
n
e
_
t
t
0
()d
n!
A special case is that of the Homogeneous Poisson process (which is not
stationary as the name might erroneously lead to think) which is characterized by
the constant rate . The rst order PMF reduces to
P
n
(t
0
, t) =
()
n
e
n!
and the expected or average number of events in the time interval = t t
0
is given
by
E[N ()] =
n=0
n P
n
() =
which conrms that, having not a constant mean, the process is not stationary and
also shows the reason for the name mean rate given to .
Finally the random variable return period is dened as the time between two
consecutive events counted by the Poisson process. One clearly has
Pr T > t = P
0
(t) = e
t
which is the complementary CDF of T. This leads to a very simple expression for
the expected value of T or mean return period
T
= E[T] =
_

0
t f
T
(t) dt =
_

0
t e
t
dt =
1
A.2.2 Input-output relations in the frequency-domain

A.2.2.1 Deterministic input
Linear systems are those whose dynamic evolution is governed by linear dierential
equations. For these systems the principle of superposition holds. Discrete multi-
degree of freedom linear mechanical systems are commonly described by equations
of motion of the following form
M u(t) +C u(t) +Ku(t) = (t)
where M, C, K are the system mass, damping and stiness matrices, u is the dis-
placement vector and the load vector which is assumed here of the proportional
form
(t) = P(t)
where Pis a time-invariant load pattern and (t) is a time-varying load multiplication
factor. A vector y of response quantities of interest such as a drift, shear force or
bending moment can be obtained from the displacement response through a linear
transformation
y (t) = Bu(t)
Due to superposition the response can be obtained through modal decomposition
in terms of the uncoupled modal responses q dened by the transformation
u(t) = q(t)
where =
_

1

n
is the eigenmatrix whose columns are the eigenvectors

of the undamped eigenproblem
K
2
M
= 0
Introduction of the modal expansion above and premultiplication by the
T
gives,
under the condition of classical damping, the uncoupled modal equations of motion.
Focusing the attention on the i-th modal equation (a SDOF oscillator) and dropping
the subscript i indicating the mode for ease of notation, one has
m q + c q +

kq = x
If the system is initially at rest the response in the time-domain to a general exci-
tation x(t) is given by the Duhamels convolution integral
q (t) =
_
t
0
x() h(t ) d =
_

x (t ) h() d
where h(t) is the unit impulse response function which is dened for this system as
h(t) =
1
m
D
e
t
sin
D
t
in which
D
=
_
1

2
is the damped modal circular frequency. The second
equality in the Duhamels integral denition above is immediate once it is recalled
that h( < 0) = 0 and x(t ) = 0 when > t.
If a particular excitation is now considered, a stationary harmonic wave with
circular frequency and complex amplitude

X(), two results can be obtained.
- Consider the steady state response q(t) to this excitation written in complex
notation
4
as x(t) =

X()e
it
. The response will be harmonic with the same
frequency of the excitation and a complex amplitude which can be expressed
as the excitation one times a proportionality factor, i.e. as q(t) = Q()e
it
=
4
A proper choice of the complex amplitude

X() guarantees that the excitation x(t) is a real
signal.
H()

X()e
it
. Substitution in the equation of motion the expressions for the
excitation and the response and simplication of the common terms yields
H () =
1
_
k
2
m
_
+ i c
which is the expression of the so-called frequency transfer function for this
particular mechanical system.
- The excitation and response complex representation above can be substi-
tuted also in the Duhamels integral leading to the conclusion that the fre-
quency transfer function and the unit-impulse response function constitute a
Fourier transform pair and are equivalent representations of the system in the
frequency- and time-domain, respectively
H () =
_

h() e
i
d
h() =
1
2
_

H () e
i
d
A.2.2.2 Random input
In what follows the load is considered to be a zero-mean stationary random process
characterized by its autocorrelation function R
(). Here only the modal loads and

the corresponding crosscorrelation matrix are considered
R
X
() = E
_
X(t)

X
T
(t + )
_
= E
_
T
P(t) (t + ) P
T
=
T
PR
() P
T

The crosscorrelation function of the i-th and j-th modal response processes is given
by
R
q
i
q
j
(t
1
, t
2
) = E[q
i
(t
1
) q
j
(t
2
)] =
= E
__

h
i
(t
1
1
) x
i
(
1
) d
1
_

h
j
(t
2
2
) x
j
(
2
) d
2
_
=
=
h
i
(t
1
1
) h
j
(t
2
2
) E[ x
i
(
1
) x
j
(
2
)] d
1
d
2
=
=
h
i
(t
1
1
) h
j
(t
2
2
) R
x
i
x
j
(
2
1
) d
1
d
2
=
=
h
i
(t
1
1
) h
j
(t
2
2
)
S
x
i
x
j
() e
i(
2
1
)
dd
1
d
2
=
=
h
i
(t
1
1
) e
i(t
1
1
)
h
j
(t
2
2
) e
i(t
2
2
)
(d
1
) (d
2
) S
x
i
x
j
() e
i(t
2
t
1
)
d =
=
H
i
() S
x
i
x
j
() H
j
() e
i
d = R
q
i
q
j
() =
S
q
i
q
j
() e
i
d
in which a superscript star denotes the complex conjugate and use has been made
of the fact that the Fourier transform performed using e
it
instead of e
it
gives the
complex conjugate as shown by
h()e
i
d =
h() cos d + i
h() sin d =
= 'H () iH () = H
()
The above equation yields the fundamental relation between input cross-PSD and
output cross-PSD for a linear system, i.e.
S
q
i
q
j
() = H
i
() S
x
i
x
j
() H
j
()
which for a SDOF oscillator reduces to the well-known formS
qq
() = H () S
x x
() H
() =
[H ()[
2
S
x x
()
Once the matrix of the modal responses cross-PSDs has been obtained, one can
easily get the PSD of any response quantity
y (t) = Bu(t) = Bq(t)
in the form
S
yy
() = BS
qq
()
T
B
T
as it can be easily veried starting from the autocorrelation of the ys.
A.2.2.3 Two related random processes
Consider a completely random process. Such a process is characterized by having
random variables corresponding to dierent sampling times which are statistically
independent. A very special case of completely random, or memory-less, process is
of interest here: the Gaussian white noise (GWN) which is a stationary process
characterized by a constant power spectral density S
XX
() = S
0
. The correspond-
ing autocorrelation function can be shown to be proportional to the Diracs delta
function
R
XX
() =
S
0
e
i
d = 2S
0
()
The latter says that values of the process at dierent time instants are uncorrelated,
which, due to Gaussianity, means independent.
The steady state (stationary) response of a SDOF linear system to a GWN is
another very common process that goes under the name of Filtered white noise.
The process PSD is proportional to the system transfer function modulus
S
qq
() = [H ()[
2
S
0
=
S
0
_
k m
_
2
+
2
c
2
which is shown in Figure(A.2.2.3) and is the basis of common earthquake ground
motion models such as the Kanai-Tajimi and the Clough-Penzien ones.
0 5 10 15 20 25 30
0.5
1
1.5
2
[rad/sec]
S
(
)
Figure A-4: Filtered white noise PSD.
A.2.3 Crossing theory
Given a process X(t) one may be interested in the number of up-crossings of a given
threshold b in the time interval of duration D. This number of crossings can be
counted by a random process N(b, D). To characterize this process rst investigate
the up-crossing probability in a small time interval [t, t+dt]. For an arbitrarily small
dt to have an up-crossing of level b in dt it must be
X (t) < b

X (t) > 0 X (t + dt)
= X (t) +

X (t) dt > b
the corresponding probability being
p (b, t) = Pr
__
b

X (t) dt < X (t) < b
_
_

X (t) > 0
__
=
=
_

0
_
b
b xdt
f
X

X
(x, x; t) dxd x =
_

0
f
X

X
(b, x; t) xdtd x = dt
_

0
xf
X

X
(b, x; t) d x
The expected number of crossings in dt is the expected value of the incremental
crossings dN(b, t) =
N
t
dt
E[dN (b, t)] = 0 Pr N = 0 + 1 Pr N = 1 + 2 Pr N = 1 + . . .
= p (b, t)
The latter divided by the dt is the expected or mean rate of up-crossings at time t,
and its expression is known as the Rice formula [54]
_
b
+
, t
_
=
_

0
x(t) f
X

X
(b, x; t) d x
Correspondingly the mean rate of down-crossing and the mean rate of all crossings
are given by
_
b
, t
_
=
_
0
x (t) f
X

X
(b, x; t) d x =
_
0
[ x (t)[ f
X

X
(b, x; t) d x
(b, t) =
_

[ x(t)[ f
X

X
(b, x; t) d x
The mean number of crossings in time D will then be
E[N (b, D) N (b, 0)] =
_
D
0
(b, t) dt
and for a stationary process (b) D.
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Dissertazione Presentata per il Conseguimento del Titolo di

(t) is a nearly harmonic, gradually intensifying function of time with

and the multiplier

(t) for a threshold b = 0.5 m at time t

Figure 2-8: Reliability index evolution

= 0.02; (d) Unsymmetrical yielding due to = 0.4 .

from which the conditional stress derivative follows

where it has been set

3.5.1.1 Sample sensitivity time-histories

. This latter is of great interest, especially

. This point contains the

, premultiplied by s as in Eq.(2.3-4), yield the design point

= E[] and the covariance matrix

the linearity of the expectation operator allows a straightforward determination of

are the diagonal matrix of standard deviations and the lower

of the random variables

and that the transformation jacobian is J

102 A. RELIABILITY THEORY ESSENTIALS

whose norm is the sought reliability

|. The unit normal to the linearised surface at the design point

|, gives a rst measure of the relative importance of the random variables

. Series and parallel systems can then be reformulated

A.2.1.3 Stationary (or homogeneous) random process

A.2.2 Input-output relations in the frequency-domain

is the eigenmatrix whose columns are the eigenvectors

(). Here only the modal loads and

A. RELIABILITY THEORY ESSENTIALS 117

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