Lec01 PDF

Introduction
Motivation
Uncertainty
Probability basics
Structural Reliability and Risk Analysis
Day 1: Introduction
Siddhartha Ghosh
Structural Safety, Risk & Reliability Lab
Dept. of Civil Engineering
IIT Bombay
Jul 18, 2016
STRUCTURAL SAFETY, RISK AND RELIABILITY
S. Ghosh, SSRR, CE, IITB
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Table of Contents
Introduction
Why This Course?
Uncertainty in Structural (& Civil) Engineering
Basics of Probability Theory
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Instructor
Siddhartha Ghosh
Professor
IIT Bombay
Mumbai 400076, India
Tel: +91 22 2576 7309
Fax: +91 22 2576 7302
Email: sghosh @ civil.iitb.ac.in
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Instructor
Siddhartha Ghosh
Professor
IIT Bombay
Mumbai 400076, India
Professor-in-Charge
Structural Safety, Risk and
Reliability (SSRR) Lab
5th Floor, VMCC
Tel: +91 22 2576 7309

Fax: +91 22 2576 7302
Email: sghosh @ civil.iitb.ac.in
STRUCTURAL SAFETY, RISK AND RELIABILITY
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Research areas
Earthquake Engineering
Structural Dynamics
Structural Reliability
Probabilistic Performance Assessment
Application of probability concepts in structural

earthquake engineering and risk assessment
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
CE 653, Autumn 2016
CE 653
Structural Reliability and Risk Analysis
6 credits
3 hours every week
Slot 9: Mon & Thu, 15:30-16:55
Room #208, 2nd Floor, Civil Engg
Primarily for Civil Engineering Masters/DD (5th year) and Doctoral
students
CE BTech can take it as an elective
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Course contents
Contents in brief
Content
1
Details
Hours
Review of Probability Basics
6
Introduction; Probability basics
Probability distributions
Vectors; Correlation; Joint distrib.
Tutorial
Structural Reliability Analysis 1
Probabilistic Simulations
Structural Reliability Analysis 2
Reliability-Based Design Codes
4.5
Risk Assessment
Details in Handout #1
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Course details
Website
moodle.iitb.ac.in
Search for: CE 653-2016-1
For all documents, discussions, events, file uploads, etc.
e.g., Handout #1
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Course details
Website
moodle.iitb.ac.in
Search for: CE 653-2016-1
For all documents, discussions, events, file uploads, etc.
e.g., Handout #1
Books
1
Nowak AS & Collins KR, Reliability of Structures, 2nd ed., CRC Press, 2012.
Melchers RE, Structural Reliability Analysis and Prediction, 2nd ed., Wiley, 1999.
Ranganathan R, Structural Reliability: Analysis and Design, Jaico Publishing,

2006.
Ang AH-S & Tang WH, Probability Concepts in Engineering: Emphasis on

Applications to Civil and Environmental Engineering, 2nd ed., Wiley, 2007.
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Course details
Evaluation scheme
Part
Weight
Tutorial attendance
20%
Course project
50%
Final exam
30%
Total
100%
A 1.5 hour tutorial at the end of every chapter

No mid-sem, no quiz
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Course project
Independent project work on a related topic

Finalisation of project topic by Sep 15
After discussing with the instructor
Submission and evaluation in the 1st week of November (tentatively)
A project report (about 15 pages)
Presentation (about 15 minutes)
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Tutorials
Demonstration of example problems by tutors
Hands-on solving of tutorial problems by each student
Use of software packages Matlab, Python, or R/RStudio
You can also try Scilab instead of Matlab
You can do everything with Python
Tutorials will be conducted in Computational Lab, Ground Floor, CE
You may install one of these three packages in your laptop
R and Python are FOSS and IITB has Matlab licenses
Check moodle for installation links/instructions
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Tutorials
Demonstration of example problems by tutors
Hands-on solving of tutorial problems by each student
Use of software packages Matlab, Python, or R/RStudio
You can also try Scilab instead of Matlab
You can do everything with Python
Tutorials will be conducted in Computational Lab, Ground Floor, CE
You may install one of these three packages in your laptop
R and Python are FOSS and IITB has Matlab licenses
Check moodle for installation links/instructions
Come ready for the first tutorial on Thursday, Jul 28

Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Other useful information
Tutors:
1
Nikil Pujari
Sharvil A Faroz
iamsharvil.faroz @ gmail.com
Subhrajit Dutta
subhrajit.nits @ gmail.com
Rohan Roy
pujarinikil @ gmail.com
rohanroyiitb @ gmail.com
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Other useful information
Tutors:
1
Nikil Pujari
Sharvil A Faroz
iamsharvil.faroz @ gmail.com
Subhrajit Dutta
subhrajit.nits @ gmail.com
Rohan Roy
pujarinikil @ gmail.com
rohanroyiitb @ gmail.com
Office hours will be by appointment only!

Keep a track of moodle on a daily basis
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Introduction
Why This Course?
Day 1
Probability basics
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Course objective
Focus
To provide an introduction to the application of statistics and probability
concepts in structural reliability analyses and structural risk analyses
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Course objective
Focus
For (prerequisite)
Structural engineering students, with a very basic exposure to probabilistic
and statistical methods
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Course objective
Focus
For (prerequisite)
Structural engineering students, with a very basic exposure to probabilistic
and statistical methods
Outcome
You can learn how to apply these concepts to real-life structural engineering
problems, using computer tools
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Why this course

Application of probability and reliability concepts
. . . for
Risk assessment of structures (components and systems)
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Why this course

. . . for
Development of design standards/codes
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Why this course

. . . for
Maintenance and management of structures
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Why this course

. . . for
Insurance
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Why this course

. . . for
Insurance
...
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Why this course

. . . for
Insurance
...
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Why this course

. . . for
Insurance
...
. . . in
1
Earthquake engineering
Offshore structural engineering
Nuclear power sector
Lifeline structures
Bridges
...
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Fukushima nuclear disaster
Figure : Fukushima Daiichi Nuclear Power Plant, 11-Mar-2011
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
2011 Tohoku earthquake and tsunami

Mw 9.0 earthquake and 15+ m wave
15,884 casualties (259,128 displaced)
Economic loss of US$ 250-500 billion
Level 7 event on the INES; by IAEA
(International Nuclear and
Radiological Events Scale)
Chernobyl (USSR, 1986) 7
Three Mile Island (USA, 1979) 5
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Generic queries
2011 Tohoku earthquake and tsunami
1. How frequently do events like this

happen?
Mw 9.0 earthquake and 15+ m wave
2. How many casualties are likely?
15,884 casualties (259,128 displaced)
3. What is the expected economic loss?
Economic loss of US$ 250-500 billion
4. Can we design our systems against

these?
Level 7 event on the INES; by IAEA

(International Nuclear and
Radiological Events Scale)
5. Once installed, how do we operate

them?
6. Will it increase risk of cancer?
Chernobyl (USSR, 1986) 7
7. What is the existing risk?
Three Mile Island (USA, 1979) 5
8. How good are our estimates?
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics

Risk assessment and acceptability
Based on the Core Damage Frequency of a reactor
Estimate by European Commission: 1 in 20,000 (reactor) years

Estimate by the EPRI: 1 in 50,000 years
11 core damage incidents so far
Results in 1 in 1,309 reactor years
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics

Risk assessment and acceptability
Based on the Core Damage Frequency of a reactor
Estimate by European Commission: 1 in 20,000 (reactor) years

Estimate by the EPRI: 1 in 50,000 years
11 core damage incidents so far
Results in 1 in 1,309 reactor years
Decision making
Germany to shut down all reactors by 2022!
. . . see Gojira (1954) by Ishiro Honda

Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Kobe earthquake
Figure : Hanshin
Expressway
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Kobe earthquake
Great Hanshin/Hyogoken-Nanbu Earthquake

Mw 6.9, 17-Jan-1995
6,434 casualties (236,000 in shelters)
Economic loss of US$ 100 billion (2.5% of GDP)
More than 120,000 structures collapsed (many
burned)
Infrastructural recovery took years
Figure : Hanshin
Expressway
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Design codes
IS:456-2000
[BIS 2002]
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Design codes
IS:456-2000
[BIS 2002]
0.1
0.09
0.08
Density
0.07
Definition of fck is based on

statistical concepts
0.06
0.05
Check for mean and

standard deviation (SD)
0.04
0.03
0.02
fck
5% samples
IS:800-2007: m and f are

based on reliability concepts
0.01
0
15
20
25
30
35
40
45
50
Cube strength (MPa)
Figure : Cube test results for M25 concrete

Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Maintenance
ozcoasts.gov.au
bridgehunter.com
artba.org
electrawatch.com
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Maintenance
Degradation
Repair/Recovery
bridgehunter.com
Strength
Inspection
ozcoasts.gov.au
Acceptable limit
Design life
Extended life
Service life
Time
Figure: Degradation of strength over time
artba.org
electrawatch.com
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Maintenance
ASCE Report Card for Americas Infrastructure

(2009)
Grade D
Requires US$ 2,200 billion in next 5 years
(2013)
Grade D+
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Maintenance

(2009)
Grade D
(2013)
Grade D+
Goal
State of Good Repair
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Maintenance
Life-Cycle Analysis:
(2009)
Grade D
(2013)
Grade D+
Assessment of residual life

Balancing cost against
expenditure
Decision on
1. Maintenance
2. Replacement
3. Upgrading
Goal
State of Good Repair
giatecscientific.com
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Introduction
Why This Course?
Day 1
Probability basics
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Structural behaviour
Material
Geometry
Loads
uncertain/certain
uncertain/certain
uncertain/certain
s = f (m, g, l)
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Figure : Deformation of a cantilever
How do we calculate ?
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Figure : Deformation of a cantilever
How do we calculate ?
=
P L3
= f (m, g, l)
3EI
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Material uncertainty
Uncertainty in material/mechanical properties:

Youngs modulus, E
Poissons ratio,
Density,
Yield strength/strength at elastic limit, y or fy
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics

Youngs modulus, E
Poissons ratio,
Density,
Inelastic:
Ultimate strength, u or fu
Strain at ultimate, u
Strain at rupture, r
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics

Youngs modulus, E
Poissons ratio,
Density,
Inelastic:
Ultimate strength, u or fu
Strain at ultimate, u
Strain at rupture, r
Inelastic material model
strain-hardening
cyclic behaviour
degradation
fatigue
...
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Fabrication uncertainty
Uncertainty in geometrical properties:

Length of the member, L
Cross-section:
Depth (of reinforcements), d
Breadth, b
Rebar area, Ast and Asc
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Modelling uncertainty
Models (always) idealise real behaviour
Example:
Linear elastic behaviour
Plane represents 3-D
Homogeneity (for RC sections)
Reality
Idealisation
Uniformity of geometry (along

length)
Small deformations, no
secondary effect
NA
No shear deformation
Support fully fixed
Load P is concentrated
Material - idealisation
Errors
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Uncertainty types
Type 1:
Inherent in the system; intrinsic variability beyond our control/knowledge
Aleatory
Strength of concrete cubes/cylinders

Monthly total rainfall in a city
Duration of the next Mw > 6.0 earthquake around Kathmandu
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Uncertainty types
Type 2:
Associated with imperfect knowledge and/or lack of information
Epistemic
Idealisations in the physics-based model

Statistical uncertainty (model based on a limited number of
measurements)
Idealisations in numerical algorithms (rounding-off, convergence
tolerance)
Errors in measurement (instrument precision)
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Uncertainty types
Primary difference
Epistemic uncertainty is reducible; by
using better/further detailed models
using a larger statistics
using more precise instruments
cutting down on numerical errors
Aleatory uncertainty remains unchanged
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
How to deal with uncertainty

Three-step procedure:
1
Quantification of uncertainty in the input parameters
Propagation of uncertainty through model
Decision-making based on the probabilistic characterisation of the response (or

its derivatives)
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
How to deal with uncertainty

Three-step procedure:
1
Quantification of uncertainty in the input parameters
Propagation of uncertainty through model
Decision-making based on the probabilistic characterisation of the response (or

its derivatives)
Model parameters
Input vector
Geometry
Material
Loading
Model / Simulator
Physics based model

Empirical model
Numerical model
Day 1
Decision making
based on
Response estimaton
Displacement
Stress, strain
Temperature
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Introduction
Why This Course?
Day 1
Probability basics
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Sample space & events

Random experiment
A random experiment or trial is a process that may provide different
outcomes when observed repeatedly
Outcome, (say, ): each possible result of a random experiment

Sample space, : the set of all possible outcomes for a specific trial
( )
(Sample) event, (say, E1 ): Any subset of the sample space with
particular characteristics (E1 )
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Sample space & events

Random experiment
A random experiment or trial is a process that may provide different
outcomes when observed repeatedly
Outcome, (say, ): each possible result of a random experiment

Sample space, : the set of all possible outcomes for a specific trial
( )
(Sample) event, (say, E1 ): Any subset of the sample space with
particular characteristics (E1 )
Examples:
For the regular cubic die, = {1, 2, 3, 4, 5, 6}
For the grade of a student in CE 653, = {AA, AB, ... FF}
The event E1 that the outcome of rolling a die is 2
The event E2 that the outcome of rolling a die is either 2 or 5
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Set theory reminders

is the empty or null set (no element falls in )
is the universal set (all elements fall within )
Venn diagrams give a graphical representation of sets (and probability
space)
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Set theory reminders

is the empty or null set (no element falls in )
is the universal set (all elements fall within )
Venn diagrams give a graphical representation of sets (and probability
space)
Subset
Union
E2 E1 ; Ei
E1 E2 = E2 E1
= { : E1 or E2 }
Complementary set
E1c = E1
Mutually exclusive
Disjoint
E1 E2 = 0
Intersection
Elements of a set
E1 E2 = E1 E2
= { : E1 and E2 }
Day 1
b E1 ; a
/ E1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Probability axioms
0 P(E1 ) 1
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Probability axioms
0 P(E1 ) 1
P() = 1
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Probability axioms
0 P(E1 ) 1
P() = 1
for
n
S
i=1
Ei
n
P
P(Ei )
i=1
Ei Ej = , n = 1, 2, ...,
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Probability axioms
0 P(E1 ) 1
P() = 1
for
n
S
i=1
Ei
n
P
P(Ei )
i=1
Ei Ej = , n = 1, 2, ...,
Kolmogorovs triplet
(, F , P) is called the probability space with the -algebra F .
Check wikipedia for further details.
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Some properties
P(E) = lim
P() = 0
n
E
P(E c ) = P() P(E) = 1 P(E)

P(E1 E2 ) = P(E1 ) + P(E2 ) P(E1 E2 )
P(E1 E2 ) P(E1 ) + P(E2 )
Collectively exhaustive events: P
n
S
i=1
Day 1
Ei
=1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
: Discrete and continuous
Discrete sample space

Outcome of rolling a die
Grade of a student in CE 653
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
: Discrete and continuous
Discrete sample space

Outcome of rolling a die
Grade of a student in CE 653
Continuous sample space
Room temperature at any given moment
The average age of IITB professors
Your example?
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Closing . . .
Next day:
Random variables and probability distributions
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Closing . . .
Next day:
Additional/re-cap reading:
1
S Ross, Introduction to Probability and Statistics for Engineers and

Scientists, 3rd ed., Elsevier, 2004.
Ang & Tang
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Closing . . .
Next day:
Additional/re-cap reading:
1
S Ross, Introduction to Probability and Statistics for Engineers and

Scientists, 3rd ed., Elsevier, 2004.
Ang & Tang
Dont forget to log onto moodle
Day 1
CE 653, Autumn 2016
Introduction
Motivation
Uncertainty
Probability basics
Thank you
Day 1
CE 653, Autumn 2016

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Introduction

Structural Reliability and Risk Analysis

Jul 18, 2016

STRUCTURAL SAFETY, RISK AND RELIABILITY

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

Why This Course?

Uncertainty in Structural (& Civil) Engineering

Basics of Probability Theory

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

Tel: +91 22 2576 7309

S. Ghosh, SSRR, CE, IITB

STRUCTURAL SAFETY, RISK AND RELIABILITY

CE 653, Autumn 2016

Application of probability concepts in structural

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

CE 653, Autumn 2016

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

Review of Probability Basics

Structural Reliability Analysis 1

Structural Reliability Analysis 2

Reliability-Based Design Codes

CE 653, Autumn 2016

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

Ranganathan R, Structural Reliability: Analysis and Design, Jaico Publishing,

Ang AH-S & Tang WH, Probability Concepts in Engineering: Emphasis on

CE 653, Autumn 2016

A 1.5 hour tutorial at the end of every chapter

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

Independent project work on a related topic

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

Come ready for the first tutorial on Thursday, Jul 28

CE 653, Autumn 2016

Other useful information

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

Other useful information

Office hours will be by appointment only!

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

Why This Course?

Uncertainty in Structural (& Civil) Engineering

Basics of Probability Theory

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

S. Ghosh, SSRR, CE, IITB

CE 653, Autumn 2016

Why this course

S. Ghosh, SSRR, CE, IITB