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Article history: The aim of this paper is to propose a theoretical approach for performing the non-
Received 21 March 2017 probabilistic reliability analysis of structure. Due to a great deal of uncertainties and limited
Revised 31 October 2017 measured data in engineering practice, the structural uncertain parameters were described
Accepted 7 November 2017 as interval variables. The theoretical analysis model was developed by starting from the 2-D
Available online 1 December 2017 plane and 3-D space. In order to avoid the loss of probable failure points, the 2-D plane and
3-D space were respectively divided into two parts and three parts for further analysis. The
Keywords: study pointed out that the probable failure points only existed among extreme points and
Non-probabilistic root points of the limit state function. Furthermore, the low-dimensional analytical scheme
Reliability was extended to the high-dimensional case. Using the proposed approach, it is easy to find
Interval model the most probable failure point and to acquire the reliability index through simple compari-
Theoretical analysis son directly. A number of equations used for calculating the extreme points and root points
Probable failure point were also evaluated. This result was useful to avoid the loss of probable failure points and
meaningful for optimizing searches in the research field. Finally, two kinds of examples were
presented and compared with the existing computation. The good agreements show that
the proposed theoretical analysis approach in the paper is correct. The efforts were con-
ducted to improve the optimization method, to indicate the search direction and path, and
to avoid only searching the local optimal solution which would result in missed probable
failure points.
© 2017 Published by Elsevier Ltd on behalf of Chinese Society of Theoretical and Applied
Mechanics.
https://doi.org/10.1016/j.camss.2017.11.003
0894-9166/© 2017 Published by Elsevier Ltd on behalf of Chinese Society of Theoretical and Applied Mechanics.
acta mechanica solida sinica 30 (2017) 638–646 639
are many restrictions for the application of the probabilistic solve the non-probabilistic reliability index based on the inter-
reliability analysis method in engineering practice. Second, val model [15]. Recently, the gradient projection method (GPM)
the probabilistic reliability is very sensitive to the variation of was proposed to solve the non-probabilistic reliability index
model parameters (mean and variance). The small errors of [19]. In fact, the GPM is a general method suitable for the non-
statistical data will lead to considerable errors for the struc- probabilistic convex model, although the convergence process
ture, i.e., the unreality and unreliability of the calculated re- during the iteration needs special treatment.
sults [1,6]. The non-probabilistic reliability method mentioned above
In the 1990s, Ben-Haim [2,3] proposed the concept of non- has been further developed and commonly used in reliabil-
probabilistic reliability and suggested using the convex model ity analysis and design of engineering structures. Jiang et al.
to describe the uncertain—but—bounded parameters for en- [14] presented a semi-analytical method for calculating the
gineering structures. The non-probabilistic reliability is an ef- non-probabilistic reliability index based on interval models.
fective method to deal with the reliability problems that only Based on the probabilistic reliability model and interval arith-
few or insufficient statistical data can be achieved. Elishakoff metic, Qiu and Wang [21] built an interval estimation model
[5] further defined a non-probabilistic safety factor to mea- for the reliability of probabilistic and non-probabilistic hybrid
sure the non-probabilistic reliability index by using the inter- structural system. Ni and Qiu [20] constructed a hybrid relia-
val theory. The above-presented non-probabilistic reliability bility model which contains randomness, fuzziness and non-
theory by Ben-Haim [2,3] and Elishakoff [5] was not involved probabilistic uncertainty based on the structural fuzzy ran-
in probability at all and could overcome the inextricable dif- dom reliability and non-probabilistic set-based models. Wang
ficulty that the traditional probability model faced. So the et al. [22] further developed a new hybrid reliability analysis
non-probabilistic reliability is an appropriate choice when the technique based on the convex modeling theory for structures
available data of uncertainties are insufficient or limited. This with multi-source uncertainties. This hybrid reliability analy-
was illustrated by Guo et al. [9,10], who contrasted the prob- sis technique was conducted to solve the convex modeling re-
abilistic and non-probabilistic reliability methods through liability problem and to further analyze the correlation within
modeling concept, model construction, formulations for com- uncertainties. Jiang et al. [16] proposed one non-probabilistic
putation, etc. Therefore, the non-probabilistic structural reli- reliability model with convex model uncertainty for the struc-
ability has become a hot research direction, and the corre- tural reliability analysis. Jiang et al. [17] further proposed a
sponding research approach has also aroused wide concern non-probabilistic structural reliability analysis method based
from the theoretical and engineering fields. By virtue of the on a multidimensional parallelepiped convex model. Besides,
theory of non-probabilistic interval process, Wang et al. [24] in- Wang et al. [23] investigated a new formulation and numeri-
vestigated an interval process model of fatigue crack propaga- cal solution of reliability-based design optimization (RBDO) of
tion, and evaluated the reliability of fatigue crack growth pre- structures exhibiting random and uncertain—but—bounded
diction via limited measured data. (interval and convex) mixed uncertainties.
The non-probabilistic reliability index based on the in- The literature indicates that, researchers mainly paid at-
terval model is actually the minimum norm of the coordi- tention to the optimization search algorithm and conver-
nate vector in the standardized space, and solving the reli- gence of iteration process, but ignored the distribution of non-
ability index is actually an optimum problem with equality probabilistic reliability index and numbers of probable failure
constraint. For linear performance functions, one can easily points. This results in that the final searched design point is
obtain the analytical expression of the non-probabilistic re- not the optimal solution. This paper will carry out the theoret-
liability index. However, the performance functions are gen- ical study to solve the non-probabilistic reliability index, and
erally non-linear in practical engineering. For simple non- provide the distribution and the theoretical solving method
linear performance functions, Guo et al. [9,10] suggested for the non-probabilistic reliability index. The example anal-
using the definition approach, the transfer approach and the ysis will also be conducted to verify the effectiveness and ac-
optimization approach to solve the non-probabilistic reliabil- curacy of the presented method.
ity index. For complex and strongly non-linear performance
functions, researchers frequently use the optimized iterative
algorithm to search the solution. For the reliability index de- 2. Definition of non-probabilistic reliability
fined by the Euclidean norm, the MPP can be obtained along index
the normal direction of the limit state surface. For the non-
probabilistic reliability index based on the interval model de- In engineering structures, resistance (R) is generally required
fined by the infinite norm, the MPP may not be along the nor- larger than the effect of actions (S). R and S are the functions
mal direction of the limit state surface. In order to simplify the of geometry, material properties, load, and so on. When there
search process, some other researchers suggested using the 1- exist uncertainties for R and S, the parameters (such as geom-
dimensional optimization method [4,13] and the space search etry, material properties, load, and so on) may vary in a certain
algorithm [7]. The search directions for these two approaches interval or follow a certain probabilistic distribution. For some
are fixed along the 45° diagonal. This search direction is cor- parameters, R > S may be satisfied; while for others, R > S may
rect only for the linear performance function, because only not be satisfied. What may be concerned with is the probabil-
part of the probable failure points is searched for the non- ity of R > S.
linear performance function. In addition, if the performance The non-probabilistic reliability analysis is used to study
functions are in the normalized quadratic expression, the se- whether or not the structure rigorously meets the require-
quence quadratic programming (SQP) method can be used to ment: M = R-S > 0. All parameters are regarded as belonging
640 acta mechanica solida sinica 30 (2017) 638–646
Supposing G(u1 ,u2 ,u3 ) = 0 is the limit state function for the 3-
dimensional problem, the entire space can be divided into
Fig. 3 – MPP in the region below the 45° line.
three zones (respectively denoted by Part Ⅰ, Part Ⅱ, and Part
Ⅲ) by using three planes: u1 = u2 , u1 = u3 , u2 = u3 , as shown in
Fig. 5. These three planes (u1 = u2 , u1 = u3 , u2 = u3 ) are the in-
3.1. 2-dimensional case terfaces of the three zones. In Part Ⅰ represented by the green
zone, the limit state function G(u1 ,u2 ,u3 ) = 0 can be trans-
The limit state function G(u1 ,u2 ) = 0 represents a plane curve. formed into u1 = F(u2 ,u3 ), so to search for the MPPs is to find
The 45° line divides the first quadrant of the coordinate plane the minimum of u1 . In Part Ⅱ represented by the blue zone,
into two parts. The MPPs may be in the region above the 45° the limit state function G(u1 ,u2 ,u3 ) = 0 can be transformed into
line, in the region below the 45° line, or on the 45° line (the u2 = F(u3 ,u1 ), so to search for the MPPs is to find the minimum
boundary between these two regions). of u2 . In Part Ⅲ represented by the yellow zone, the limit state
function G(u1 ,u2 ,u3 ) = 0 can be transformed into u3 = F(u1 ,u2 ),
(1) If the MPP is in the region above the 45° line, as shown in so to search for the MPPs is to find the minimum of u3 . Be-
Fig. 2, there is: η = min(u∞) = min|u2| due to |u2| > |u1|. sides the extreme points in space, the extreme points at the
interface and the boundary should be carefully considered,
For this case, the implicit limit state function G(u1 ,u2 ) = 0 and compared with the extreme points in space.
can be transformed into the explicit function u2 = F(u1 ), then As a summary, when the limit state function G(u1 ,u2 ,u3 ) = 0
the minimum point of u2 = F(u1 ), or (u1 ,u2 ) is the MPP. is given, the non-probabilistic reliability index can be com-
puted using the theoretical method described below:
(2) If the MPP is in the region below the 45° line, as shown in
Fig. 3, there is: η = min(u∞ ) = min|u1 | due to |u1 | > |u2 |. 1) Solving all the extreme points for u1, u2, and u3 based on
the limit state function G(u1,u2,u3) = 0;
For this case, the implicit limit state function G(u1 ,u2 ) = 0 2) Reducing dimensionality, then solving all the extreme
can be transformed into the explicit function u1 = F(u2 ), then points of G(u1 = ± u2,u3) = 0, G(u1 = ± u3,u2) = 0, and
the minimum point of u1 = F(u2 ), or (u1 ,u2 ) is the MPP. G(u1,u2 = ± u3) = 0 (computation is conducted as the
2-dimensional problem);
(3) If the MPP is on the 45° line, as shown in Fig. 4, the reliability 3) Reducing dimensionality again, then solving all
index η can be solved using the function G(u1 = ± u2 ) = 0, the root points based on the limit state function
and there is: η = min(u∞ ) = min|u1 | = min|u2 |. G(u1 = ±u2 = ±u3) = 0;
4) Obtaining the non-probabilistic reliability index η, which
When the limit state function G(u1 ,u2 ) = 0 is known, the is the minimum value of the extreme points and the root
non-probabilistic reliability index can be computed using the points obtained above.
theoretical method described below:
3.3. n-dimensional case
1) Solving all the extreme points for u1 and u2 based on the
limit state function G(u1,u2) = 0; According to the study on the 2- and 3-dimensional cases,
2) Solving all the root points based on the limit state function the MPPs appear only in the extreme points and the root
G(u1 = ±u2) = 0; points of the limit state function G(u1 ,u2 ,…,un ) = 0. The non-
642 acta mechanica solida sinica 30 (2017) 638–646
Fig. 5 – Division of 3-dimensional space domain. (For interpretation of the references to colour in this figure legend, the
reader is referred to the web version of this article.)
probabilistic reliability index for the n-dimensional case can ber of limit state functions for solving the root points is always
be computed using the theoretical method described below: 2n -1 , which cannot be reduced.
According to the above analysis, in order to obtain the
non-probabilistic reliability index, the extreme points and root
1) Solving all the extreme points for u1, u2, …, and un based
points of the limit state functions should be found. The MPPs
on the limit state function G(u1,u2,…,un) = 0;
must be among these extreme points and root points. The
2) Reducing dimensionality, then solving all the extreme
non-probabilistic reliability index η is the minimum value of
points of G(ui = ± uj,uk) = 0 for the total n(n-1) limit
these extreme points and root points. The computation of the
state functions (computation is conducted as the (n-1)-
extreme points and the root points of the limit state functions
dimensional problem);
can be easily conducted using the existing mathematical tool,
3) Reducing dimensionality again, then solving all the ex-
such as MATLAB software, by analyzing the function behav-
treme points of the limit state functions (computation is
iors.
conducted as the (n-2)-, (n-3)-, …, and 2-dimensional prob-
lems in sequence);
4) Reducing dimensionality again, then solving all
the root points based on the limit state functions
G(u1 = ±u2 = … = ±un) = 0 (2n-1 functions in total); 4. Application examples
5) Achieving the non-probabilistic reliability index η, which
is the minimum value of the extreme points and the root 4.1. Performance function with analytical expression
points obtained above.
Now consider the performance functions, which can be ex-
pressed in the analytical form and are normalized.
For the n-dimensional problem, there are (1 + n!(n-1)!/2)
limit state functions for solving the extreme points and 2n -1
limit state functions for solving the root points. The non-
probabilistic reliability index η is the minimum value of 4.1.1. Example 1
these extreme points and root points. In summary, for the 3- Performance function: G = (u1 -1)2 + (u2 -4/5)2 –4u3 + 5.5.
dimensional problem, there are 11 limit state functions; for The extreme point: (1, 4/5, 1.375);
the 4-dimensional problem, there are 81 limit state functions; The root points: 1.7, 2.1.
for the 5-dimensional problem, there are 1457 limit state func- These results are shown in Fig. 6, which indicate that the
tions; and for the 6-dimensional problem, there are 43,233 MPP is (1, 4/5, 1.375). This MPP is the extreme point. The non-
limit state functions. With consideration of the forms of per- probabilistic reliability index η is 1.375, which is in accor-
formance functions, the number of limit state functions for dance with the result obtained by using the gradient projec-
solving the extreme points can be reduced. However, the num- tion method [19].
acta mechanica solida sinica 30 (2017) 638–646 643
truss structure. The vertical loads p1 and p2 are both in- and 3 must be smaller
than 0.5 × 10−3 m. So the performance
terval variables, the normal means of which are 10 × 103 N function is g = (δy2 + δy23 )/2 ≤ 0.5, where δ y 2 and δ y 3 are the
2
and the deviations of which are 10% and 25%, respectively. vertical displacements of nodes 2 and 3.
The elastic moduli of bars 1, 2, 3,
4, 5 , and 6 are all In order to avoid the lengthy mathematical (analytical)
E1 = 2.0 × 1011 Pa, and the elastic moduli of bars 7 ,
8 ,
9 , and derivation, the displacements of the appointed nodes under
10 are all E2 = 2.2 × 1011 Pa. For this 10-bar truss structure, the the loads are solved using the numerical method described as
root-mean-square values of vertical displacements of nodes 2 follows:
acta mechanica solida sinica 30 (2017) 638–646 645
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