101-0187-00L  Structural Reliability and Risk Analysis

SemesterAutumn Semester 2016
LecturersB. Sudret
Periodicityyearly recurring course
Language of instructionEnglish


AbstractStructural reliability aims at quantifying the probability of failure of systems due to uncertainties in their design, manufacturing and environmental conditions. Risk analysis combines this information with the consequences of failure in view of optimal decision making. The course presents the underlying probabilistic modelling and computational methods for reliability and risk assessment.
ObjectiveThe goal of this course is to provide the students with a thorough understanding of the key concepts behind structural reliability and risk analysis. After this course the students will have refreshed their knowledge of probability theory and statistics to model uncertainties in view of engineering applications. They will be able to analyze the reliability of a structure and to use risk assessment methods for decision making under uncertain conditions. They will be aware of the state-of-the-art computational methods and software in this field.
ContentEngineers are confronted every day to decision making under limited amount of information and uncertain conditions. When designing new structures and systems, the design codes such as SIA or Euro- codes usually provide a framework that guarantees safety and reliability. However the level of safety is not quantified explicitly, which does not allow the analyst to properly choose between design variants and evaluate a total cost in case of failure. In contrast, the framework of risk analysis allows one to incorporate the uncertainty in decision making.

The first part of the course is a reminder on probability theory that is used as a main tool for reliability and risk analysis. Classical concepts such as random variables and vectors, dependence and correlation are recalled. Basic statistical inference methods used for building a probabilistic model from the available data, e.g. the maximum likelihood method, are presented.

The second part is related to structural reliability analysis, i.e. methods that allow one to compute probabilities of failure of a given system with respect to prescribed criteria. The framework of reliability analysis is first set up. Reliability indices are introduced together with the first order-second moment method (FOSM) and the first order reliability method (FORM). Methods based on Monte Carlo simulation are then reviewed and illustrated through various examples. By-products of reliability analysis such as sensitivity measures and partial safety coefficients are derived and their links to structural design codes is shown. The reliability of structural systems is also introduced as well as the methods used to reassess existing structures based on new information.

The third part of the course addresses risk assessment methods. Techniques for the identification of hazard scenarios and their representation by fault trees and event trees are described. Risk is defined with respect to the concept of expected utility in the framework of decision making. Elements of Bayesian decision making, i.e. pre-, post and pre-post risk assessment methods are presented.

The course also includes a tutorial using the UQLab software dedicated to real world structural reliability analysis.
Lecture notesSlides of the lectures are available online every week. A printed version of the full set of slides is proposed to the students at the beginning of the semester.
LiteratureAng, A. and Tang, W.H, Probability Concepts in Engineering - Emphasis on Applications to Civil and Environmental Engineering, 2nd Edition, John Wiley & Sons, 2007.

S. Marelli, R. Schöbi, B. Sudret, UQLab user manual - Structural reliability (rare events estimation), Report UQLab-V0.92-107.
Prerequisites / NoticeBasic course on probability theory and statistics