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STRUCTURAL RELIABILITY
Module # 04 Lecture 2
Course Format: Web

Instructor: Dr. Arunasis Chakraborty Department of Civil Engineering Indian Institute of Technology Guwahati

2. Lecture 02: (Continue ...)

Monte

Carlo

Method

Ex#01. A steel cantilever beam of a rectangular cross section subjected to point load at its free end is considered. The limit state of serviceability for maximum deflection at the free end is defined by Eq. 3.1.1 where , , and are representing point load, length, modulus of elasticity and cross sectional moment of inertia of the beam respectively. , and are random variables following normal distribution whereas is deterministic and equal to 3.4133 108 mm4. The statistical properties are given as Table 4.2.1 Random Variable 60000 2500 2 105 9000 125 1 104

S. No. 1 2 3 Solution: Case1

Random Variable () (N) (mm) (N/mm2)

In first case all random variables are taken with normal distribution.

(a)

(b)

Course Instructor: Dr. Arunasis Chakraborty 1

Lecture 02: Monte Carlo Method (Continue ...)

(c) Figure 4.2.1 Histogram of random variable for (a) , (b) and (c) considered as normal distribution The occurrence of random variables, shown in Figure 4.2.1 is normaly distributed. For this case MCS results are shown below Table 4.2.2 10000 50000 100000 1000000 2000000 10000000 Required number of samples 0.00080000 0.00074000 0.00086000 0.00096100 0.00094750 0.00097940 3.1559 3.1786 3.1348 3.1020 3.1062 3.0964 (%) 70.6824 32.8676 21.5573 6.44851 4.59219 2.01993

In general cases acceptable error is taken as below 5%. Error in corresponding result is evaluated from Eq. 4.1.13. From Table 4.2.2, it is observe that with sample size = 1000000 , the failure probability value is near to acceptable value. The approach should be taken with consideration of computational cost and affordable error in result. Case 2: Here, all random variables are considered with lognormal distribution. The mean and standard deviation are considered as given in Table 4.2.1. In this case result are tabulated below. In this case, with sample size = 1000000, the corresponding error is less than 5%. If there need more accurate measure of , then use of more number of sample is advised.

Course Instructor: Dr. Arunasis Chakraborty 2

Lecture 02: Monte Carlo Method (Continue ...) Table 4.2.3 10000 50000 100000 1000000 2000000 10000000 Required number of samples 0.0018 0.0021 0.0023 0.0022 0.0022 0.0022 2.9112 2.8627 2.8366 2.8523 2.8534 2.8517 (%) 47.098 19.4975 13.1724 4.25932 3.01179 1.34692

Ex#02. A steel cantilever beam of a rectangular cross section subjected to point load at its free end is considered. The limit state of section failure at the fixed end is defined by equation below = 1 2 3 where 1 , 2 , 3 and are representing yield strength, section modulus, point load and length of the beam, respectively. Out of all design variables, 1 , 2 and 3 are random variables whereas is deterministic and equal to 2 m. Three cases are considered where random variables are either following normal or lognormal distribution. The statistical properties are given as Table 4.2.4 Random Variable 2.5 105 1.2 103 100 2.5 104 6 105 15

S. No. 1 2 3 Solution.

Random Variable () 1 (kN/m2) 2 (m3) 3 (kN)

Case 1: Taking all the random variable as normal distribution the MCS results are given below Table 4.2.5 Required number of samples for all variable as normal distribution 10000 50000 100000 1000000 2000000 0.0112 0.0128 0.0121 0.0122 0.0123 2.2835 2.2316 2.2549 2.2512 2.2468 (%) 18.7921 7.8549 5.7147 1.7996 1.2673

Course Instructor: Dr. Arunasis Chakraborty 3

Lecture 02: Monte Carlo Method (Continue ...) Case 2: In this case 2 taken with lognormal distribution and other variable is taken as normal distribution. The results shown in table below Table 4.2.6 Required number of samples for as lognormal distribution and other variable as normal distribution 10000 50000 100000 1000000 2000000 0.0112 0.0134 0.0129 0.0123 0.0121 2.2835 2.2133 2.2298 2.2487 2.2543 (%) 18.7921 7.67473 5.53243 1.79221 1.27785

Case 3: In this case 3 taken with lognormal distribution and other variable is taken as normal distribution. The results shown in table below Table 4.2.7 Required number of samples for as lognormal distribution and other variable as normal distribution 10000 50000 100000 1000000 2000000 0.0161 0.0156 0.0151 0.0154 0.0155 2.1419 2.1540 2.1672 2.1591 2.1581 (%) 15.6348 7.10507 5.10784 1.59919 1.12709

Course Instructor: Dr. Arunasis Chakraborty 4