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STRUCTURAL RELIABILITY
Module # 03 Lecture 7
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Instructor: Dr. Arunasis Chakraborty Department of Civil Engineering Indian Institute of Technology Guwahati

7. Lecture 07: Second Order Reliability Method (SORM)

In previous lectures, a first order approximation for () are discussed for various combinations of the type of random variables to evaluate reliability index. But in reality, the limit states are highly non-linear in standard normal space and hence a first order approximation may contribute significant error in reliability index evaluation. Thus, a better approximation by the second order terms is required for highly non-linear limit states. This is often termed as Second Order Reliability Method (SORM). Revisiting the Taylor's series, 1 , 2 , , = 1 + 2
1 , 2 , , 2

+
=1

=1 =1

3.7.1

One can notice that unlike FORM the expression in Eq. 3.7.1 is considered till second order terms. Using this higher order expansion, Breitung (1984) suggested an asymptotic approximation as shown in Eq. 3.7.2 for estimating probability of failure based on the estimated in FORM,
1 1 2

=1

1 +

3.7.2

where is the main curvatures of the limit state surface at design point. It is computed through a series of steps as explained below Initial orthogonal matrix 0 is evaluated from the direction cosines evaluated as explained in FORM under Rackwitz algorithm (see Eq. 3.3.12)

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Lecture 07: Second Order Reliability Method (SORM) 1 0 0 1 0 = 1 2 Further, 0 = procedure as 01 , 02 , , 0

0 0

3.7.3

is modified using Gram-Schmidt orthogonal

= 0
= +1

3.7.4

where, is row vectors of modified orthogonal matrix = 1 , 2 , , and ranges from , 1, 2, , 2, 1. Note suffix , i.e. . denotes transpose of corresponding vector or matrix. The rotation matrix in produced by normalizing these vectors to unit. Orthogonal transformation of random variables into as shown in Eq. 3.7.3 is evaluated using orthogonal matrix (also known as rotation matrix) = Again using orthogonal matrix , another matrix is evaluated as = =

3.7.5

, = 1,2, , 1

3.7.6

where, represents a double derivative matrix (or Hessian matrix) of the limit state in standard normal space at design point. Further, the last row and last column in the matrix and last row in the matrix are eliminated to consider a factor that last variable coincides with computed in FORM. Thus, limit state is expressed as 1 = + 2 Now, the size of coefficient matrix is reduced to 1 1 curvatures are given by computing eigen values of matrix . 3.7.7 and main

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Lecture 07: Second Order Reliability Method (SORM) Examples : Ex # 01. Consider a limit state = 1 2 1140. Result shows the reliability index estimate by FORM is 5.0957. Now, using SORM, estimate the reliability index. With equivalent normal mean and standard deviation as 33.8083, 54 and 2.1751, 2.7 , respectively and the design point in standard normal space, 1 = 4.2614 , 2 = 2.7940

and direction cosines are 1 = 0.8363 and 2 = 0.5483 (evaluated in the last iteration). Also, is 120.8318. Solu. As per the algorithm discussed above, one have to first evaluate the rotation or orthogonal matrix with the help of direction cosines which are 1 = 0.8363 and 2 = 0.5483. Initially, 0 is evaluate as 0 = 1 0.8363 0 0.5483

Using Eq. 3.7.4, GramSchmidt orthogonal expression, one can evaluate the rotation matrix as 2 1 = = 0.8363 1 0 0.5483 0.8363 0.83632 + 0.54832 0.8363 0.5483 = = 0.8363 0.3006 0.5483 0.4585

Both the row vectors of the rotation matrix are normalized to form a unit vector and finally, the rotation matrix can be given as = 0.5483 0.8363 0.8363 0.5483

Next, the Hessian matrix or the double derivative matrix is formed as 2 2 1 2 1 2 2 1 2 2 2 2

0 1 2

1 2 0

0 5.8728

5.8728 0

Also, is directly evaluated from FORM as 120.8318. Now, coefficient matrix is evaluated as per Eq. 3.7.6. Course Instructor: Dr. Arunasis Chakraborty 3

Lecture 07: Second Order Reliability Method (SORM) 1 0.5483 0.8363 120.8318 0.8363 0.5483 0.0446 0.0194 = 0.0194 0.0446 = 0 5.8728 5.8728 0.5483 0 0.8363 0.8363 0.5483

As explained above, the last row and column of matrix are removed keeping in view that that the rotation coordinates makes the last variable coincide with vector. Now, only 11 = 0.0446 element of the matrix is left. Finally, calculating the eigen values as specified in Step 6, above, one gets main curvature 1 = 0.0446. Substituting the required values in Breitung's model 5.0957 1 + 5.0957 0.0446
1 2

= 1.9763 107

= 1 1.9763 107 = 5.0712 Note that for this example, SORM gives lower reliability index (thus, higher failure probability) in comparison to FORM results. This is due to concave nature of failure surface in standard normal space. 1 1

4.2614 2 Design Point (1 , 2 ) ) 2.7940

FORM approximation

SORM approximation

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Lecture 07: Second Order Reliability Method (SORM) Breitung's model didn't consider the mixed terms in the second order term of Taylor's series expansion as shown in Eq. 3.7.1. Additionally, his model is less accurate for lower values as it employs asymptotic approximation. Thus, a more generalized model was suggested by Tvedt (1990) without using asymptotic approximation. He considered the complete second order term for estimating accurate probability of failure structure. According to this model, the limit state is approximated using complete Taylor's series till second order. SORM estimations are done based on diagonal formation at approximated failure surface in standard normal space using eigen value problem. Der Kiureghian et al. (1987) developed an asymptotic approximation which didn't calculated the complete Hessian matrix but used curvatures same as Breitung's Model and approximated the limit state by two semi-parabolas. The details of these methods may be obtained from the following references.

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