Baidurya Bhattacharya    
Professor of Civil Engineering  
Indian Institute of Technology Kharagpur  
Video lectures:  
Structural Reliability - design assessment and safety targets    
    Youtube playlists NPTEL archive    
PART A (BASICS)
Week No. Lecture No Lecture Title Topics Concepts Covered Lecture Duration File Name and link
1 1 Introduction Overview Introduction and course overview 8:38 BB 1101
Content books and format Contents of Course, Books Recommended, Format 6:50 BB 1102
Engineering - joys and challenges Definition of Engineering , Reasons for Structural Failure 4:50 BB 1103
Ronan Point Progressive Collapse in Buildings, Redundancy, Prevention by Design 3:39 BB 1104
Comet aircrafts Fatigue and Stress Intensity Factor, Fatigue Reliability 8:30 BB 1105
Lithium ion batteries Structural reliability of Separator of Li ion Batteries 4:29 BB 1106
Complexity Managing uncertainties, Liability and Penalty of Structural Failures 2:24 BB 1150
Factors of safety Design Load, Safety Factors, Design Codes 2:57 BB 1160
Conclusion Decision Making under Uncertainties, Standardization of Decision Process 8:11 BB 1170
2 Review of Probability Theory Set Theory Definitions, set relations and operations on sets 7:28 BB 1210
Set algebra Algebra of sets and measure  5:12 BB 1211
Definitions of Probability Different Approaches to Probability, Definition of Probability 6:24 BB 1220
Examples  Examples on classical definition of probability 8:43 BB 1230
Probability of joint events Conditional Probability, Bayes Theorem, independence, total probability 8:54 BB 1240
Examples Example of Probability Problem involving Networks 5:08 BB 1251
Example of Probability Problem involving the Game of Bridges 3:54 BB 1252
Example of Probability Problem involving Environmental Hazards 2:56 BB 1253
Example of Probability Problem involving Diagnostic Test 6:17 BB 1254
3 Review of Random Variables Random variables Definition of Random Variables, probability laws governing random variables - CDF, PDF, PMF 6:55 BB 1301
Moments and Expectations Moments and Expectations of Random Variables 3:04 BB 1310
Examples Example on range of projectile 2:59 BB 1321
Example of Random Variables involving Weld Flaws 5:13 BB 1322
Example of Random Variables involving Computer Network 3:08 BB 1323
Example of Random Variables involving Bridge Flood 3:29 BB 1324
Example of Random Variables involving Expected Profit Safety Device 5:06 BB 1325
Example of Random Variables involving Jacket Problem Failure 5:56 BB 1326
Conditional Distribution and Mean Conditional Distribution and Conditional expectation 5:27 BB 1330
Example Conditional Distribution: rainfall example 4:22 BB 1331
More on expectations Characteristic Function 2:13 BB 1340
Moment Generating Function, Markov, Bienyame, Chebyshev and Lyapunov Inequalities 2:07 BB 1341
2 4 Common Probability Distributions (discrete) Common Discrete RVs Table Common Discrete RVs including PMF, CDF and moments 0:56 BB 2110
Uniform and Bernoulli Trials Uniform and Bernoulli Trials 5:17 BB 2115
Geometric Geometric Distribution 2:09 BB 2120
Mean Return Period Mean Return Period 5:15 BB 2121
Binomial and Negative Binomial Binomial and Negative Binomial 5:45 BB 2122
Examples Example of Geometric Binomial etc. distributions involving Rainfall 2:04 BB 2123
Example of Common Discrete RVs involving Oil Exploration 5:24 BB 2124
Example of Common Discrete RVs involving Binomial Dart 6:27 BB 2125
Hypergeometric Distribution Hypergeometric Distribution 5:27 BB 2130
Poisson Distribution with Example Poisson RV arising out of homogeneous and inhomogeneous Poisson processes, example on weld and defects 11:00 BB 2140
5 Common Probability Distributions (continuous) Common Continuous RVs Table of common continuous RVs, CDF, PDF and moments; Uniform RV, Poisson process 5:33 BB 2201
Exponential Distribution Exponential RV 5:11 BB 2202
Return Period Revisited Return Period  3:59 BB 2203
Erlang and Gamma Distribution Erlang and Gamma Distribution 2:42 BB 2204
Central Limit Theorem Central Limit Theorem 6:56 BB 2210
Normal distribution Normal CDF 5:41 BB 2211
Lognormal Distribution and Example Lognormal Distribution and Example 4:18 BB 2212
Extreme Value Distributions Extreme Value Distributions 4:54 BB 2220
Weibull Distribution and Example Weibull Distribution and Example 6:33 BB 2221
6 Joint Probability Distributions (part 1) Joint Random Variables Introduction Lecture plan 1:59 BB 2301
Joint probability laws Joint CDF, PMF and PDF; marginal and conditional CDF PMF and PDF; 9:07 BB 2310
Example Joint Probability Mass Function - visualization 4:25 BB 2311
Bivariate Density of Jointly Random Variables - visualization 4:17 BB 2312
Probability Integration 2:30 BB 2313
Joint Moments Joint Moments of Random Variables; expectation of function of random variables; joint characteristic function;  joint moment generating function;  conditional moments - conditional mean and variance 8:38 BB 2320
Independence and Dependence Statistical independence among Random Variables; independence among functions of RVs;  measures of dependence; correlation coefficient and its properties 6:13 BB 2330
Example Joint Density of H and T 8:50 BB 2341
Continuing with H and T; convolution - probability of failure 4:07 BB 2342
Correlation and Nonlinear transformation 4:46 BB 2343
3 7 Joint Probability Distributions (part 2) Function of Random Variables Function of one RV - one to one, many to one; example - Cauchy from tangent map of uniform; modifications of tangent map to produce finite moments; lognormal from normal; chi square from normal;  12:29 BB 3111
Examples Distribution of the sum of 2 IID Geometric RVs 2:07 BB 3115
Distribution of the sum of 2 Uniform RVs - by convolution and by Jacobian of transformation 6:57 BB 3116
Transformation of Random Variables: H,T to V,A; marginal densities  4:36 BB 3117
Joint Normal Bivariate normal distribution -  conditional and marginal distributions;  multivariate normal - conditional and marginal distributions; 14:32 BB 3121
Example Correlation and nonlinear transformation of bivariate standard normals  - squaring and exponentiating 9:02 BB 3122
Example of Cable Design: Linear Combination of Normals 5:09 BB 3123
Convergence of Sequence of Random Variables Preliminaries - convergence of a sequence of real numbers, limit, examples of sequence of RVs; four types of convergence of RVs - almost sure, in probability, in mean square, in distribution - hierarchy 8:03 BB 3131
Law of Large Numbers Strong law and weak law 3:57 BB 3132
8 Monte Carlo Simulations (part 1) Introduction to Monte Carlo Simulations Lecture plan; in which sort of scenarios we resort to simulations - computer simulations, simulation of probabilistic events - Monte Carlo simulations; Outcomes of MCS 7:48 BB 3201
Estimation of Pi Estimation of Pi using random points in a plane - theoretical approach and through Monte Carlo Simulations; convergence of estimates 10:30 BB 3205
Random Number Generators True RNGs - physical sources, pros and cons; pseudo RNGs - properties particularly period of generator, multiple recursive generators - Marsenne twister;  8:01 BB3210
Lehmer Algorithm Linear congruential generators - full periodicity, Fermat's little theorem, optimal values of multiplier and modulus in Lehmer algorithm. 4:18 BB3211
Tests of Randomness Limitations of test, monobit frequency test, block frequency test, moments test, turning points test, etc. 11:10 BB3220
9 Monte Carlo Simulations (part 2) Generating Continuous Deviates The inversion method; drawbacks of inversion; generating exponential deviates 8:19 BB 3301
Demonstration of CLT with sum of exponentials 4:44 BB 3305
Generating Normal Deviates- the box Muller transform 7:30 BB 3307
Generating Discrete Random Deviates The inversion method and direct methods for generating various discrete distributions - Bernoulli, geometric, binomial, Poisson 5:07 BB 3311
Example: picking shoes from a closet 3:07 BB 3315
Generating Dependent Samples When complete joint distribution is known,   example involving H and T;  6:25 BB 3321
Generating correlated normals and example on Cable Pf 6:40 BB 3325
Generating Correlated Non Normals  When only marginal distributions and covariance are known (for generating dependent non-normals), example two Lognormals 7:16 BB 3327
Variance Reduction techniques Uncertainty in basic MCS, Importance Sampling 6:39 BB 3330
PART B (FUNDAMENTALS OF RELIABILITY)
Week No. Lecture No Lecture Title Topics Concepts Covered Lecture Duration File Name and link
4 10 Definition and Scope of Reliability Introduction Recap and course plan 1:47 BB 4101
Definition and Scope of Reliability 2:18 BB 4102
History and development of the subject 5:37 BB 4105
Growth of Structural Reliability 5:07 BB 4106
Measure of Reliability Reliability and Related Measures 2:04 BB 4110
Repairability and Non-Repairability - availability 3:57 BB 4115
11 Problem Formulation in Reliability Reliability Problem Formulation How to approach reliability problem formulation based on available information and purpose at hand: physics-based vs. phenomenological, element vs. system, time-dependent or not; which variables are random 7:46 BB 4201
Setting Up Structural Reliability Problems Structural reliability as a physics-based reliability problem:  Having an appropriate mechanistic model of structural response; Defining limits of satisfactory performance, hence "failure" and hence "limit state"  5:06 BB 4205
Examples Example: Fatigue Life of Metal Component 5:53 BB 4211
Example: Two Elements in Series and Parallel 6:42 BB 4212
Example: Cable Strength 8:01 BB 4213
Example: Frame 5:30 BB 4214
Example Cantilever Beam 9:59 BB 4215
Example: Traffic safety 2:01 BB 4216
12 Representation of Systems System Representation Introduction Different ways of representing a system: Series and parallel configuration of binary elements, role of mutual dependence, load sharing; multistate elements;   10:48 BB 4301
System Representation By Enumeration System Representation By Enumeration 6:41 BB 4311
System Representation by Structure Function System Representation by Structure Function 8:02 BB 4321
Example two unit systems two state and three state elements Example: two unit systems, two state and three state elements 9:07 BB 4331
Example two unit dependent parallel Example: two unit dependent parallel 10:38 BB 4341
5 13 Representation of Systems (Continued) Reliability block diagrams Introduction: "success oriented", two-terminal network, a determinate truss example, a highway bridge example 5:07 BB 5101
RBD: system with three-state elements  3:06 BB 5111
RBD: Series Parallel Arrangement 3:22 BB 5112
RBD: Bridge Network Arrangement - with bidirectional and unidirectional key elements 7:09 BB 5121
RBD: Repeated Elements; 2 out of 3 redundant system; redundant truss example 8:04 BB 5131
Cut Sets Introduction, "failure oriented", minimal cut sets, path sets, minimal path sets, examples 6:34 BB 5140
Structure function of Minimal Cut Sets; hence system structure function; examples 4:40 BB 5145
Example: Minimum Cut Sets from RBDs 8:08 BB 5146
Example Minimum Cut Sets of truss structures 4:19 BB 5147
14 Representation of Systems (Continued) Fault Trees Fault Trees - definition, symbols and construction 3:26 BB 5201
Example: Fault Tree of highway bridge 3:20 BB 5211
Example: RBD to FT 3:17 BB 5212
Example: FT of system with multistate elements (diodes) 3:41 BB 5213
FT with common cause elements 4:05 BB 5214
Fault Tree with Repeated Elements (using cut sets) 5:31 BB 5215
Fault Tree from system Description 5:40 BB 5216
Example:  FT of a Fire Fighting System 5:54 BB 5217
Types of Redundancy Types of Redundancy: active, standby (warm and cold) 12:51 BB 5220
15 Time Dependent Component Reliability Introduction How time appears in reliability formulation (in a physics based formulation); Lecture plan for Parts C and D 11:23 BB 5301
Random time to failure (TTF) Recap of "failure" : physics-based vs. phenomenological approach to failure, First Passage Time; inability of directly observe TTF for structural components and systems; current focus (in Part B) on directly observed TTFs 3:46 BB 5302
Functions of TTF Reliability as a function of time, its properties; PDF, CDF of TTF 4:05 BB 5305
Mean time to failure, its lack of relevance for structures; mean residual life 8:35 BB 5306
Examples: Reliability, MTTF, MRL from PDF or CDF of TTF 8:18 BB 5307
Example: Exponential TTFs making up a Binomial problem 2:53 BB 5308
Poisson arrival of Shocks Interarrival times - IID exponentials, TTF to kth shock, Gamma distribution; sum of Gamma RVs 6:07 BB 5311
Example Poisson Shocks 3:18 BB 5312
Example: Gamma TTF 5:14 BB 5313
Generalizing TTF to number of cycles Example Fatigue Reliability 5:53 BB 5321
6 16 Time Dependent Component Reliability (Continued) Hazard (or, Failure Rate) Function Definition; relation between hazard function and reliability function; properties of hazard function 8:25 BB 6101
Characteristic Life and Example 3:23 BB 6105
Hazard function for Exponential TTF: constant failure rate; Hazard function for Poisson occurrence of shocks - Gamma distributed TTFs - increasing, constant and decreasing failure rates 10:45 BB 6110
Hazard Function for Uniform, Normal, Lognormal TTFs 9:30 BB 6111
Power Law Hazard Functions and Weibull TTF 6:33 BB 6112
Bathtub Hazard Curve 5:26 BB 6120
Design Life from minimum acceptable Reliability and maximum acceptable Hazard 3:07 BB 6130
17 Time Dependent Component Reliability (Continued) Estimation of TTF Statistics from test data  Recap of previous lectures; Description of test program and basic test data; estimation of PDF, Reliability and hazard functions from data 7:07 BB 6201
Example: estimation from completed tests on identical samples Example: Observed failure times of 10 identical components from Shooman's Book - CDF PDF Rel and Hazard functions 14:35 BB 6211
Example: Observed failure time intervals of 172 identical components from Shooman's Book - CDF PDF Rel and Hazard functions 9:43 BB 6221
Example: Observed failure times of 25 identical components from Naikan's Book - PDF Rel and Hazard functions 4:16 BB 6231
Estimation from censored tests - censoring by time and censoring by number of failures Types of censoring; Example: Censored by Time - Test on 50 samples stopped after 30 hours (only 6 failed), TTF distribution type is known - taken from Gnedenko et al 10:05 BB 6241
Example: Censored by number of failures - Test on 9 samples stopped after 3 failed, TTF distribution type is known - taken from Gnedenko et al (part 1) 12:01 BB 6251
Example (contd.):  Censored by number of failures (part 2) 5:24 BB 6252
Example (contd.):  Censored by number of failures (part 3) 8:36 BB 6253
18 System reliability - time-defined System Reliability Time Defined Recap of Part A of the course and Part B so far; Recap of element vs system reliability and phenomenological vs. physics based reliability; Introduction to System Reliability - in terms of element TTFs; plan for this lecture 6:21 BB 6301
Active k out of n systems-series system - order statistics of element TTFs, system TTF in terms of element TTFs; series system, special cases - independent elements, exponential element TTFs; example 8:37 BB 6311
Active Parallel System - system TTF in terms of element TTFs, special cases - independent elements, exponential element TTFs - MTTF 5:51 BB 6315
Unit vs Component Redundancy - example with IID elements 3:22 BB 6318
k out of n active redundant system  - no load sharing considered,  special cases - IID exponential elements, MTTF; examples: telephone system, pump drainage system 8:44 BB 6321
Dependent Active Parallel system - 2 unit system with dependent exponential TTFs, MTTF 8:07 BB 6331
Effect of dependence among elements Example of two element systems with and without dependence - arranged in series or parallel 5:18 BB 6335
Standby Parallel k out of n standby redundancy, spares and sockets, example - 1 active n -1 standby elements, special case of n=2, switching failure; example - fire fighting system 12:00 BB 6341
PART C (RELIABILITY OF STRUCTURES)
Week No. Lecture No Lecture Title Topics Concepts Covered Lecture Duration File Name and link
7 19 Capacity Demand Component Reliability Introduction Recap of Parts A and B; plan for Part C;  Recap of element vs. system reliability, recap of phenomenological vs. physics based reliability problem formulation, recap of unique features of structural reliability 10:37 BB 7101
Key steps Recap: key steps in structural reliability problem formulation, time varying loads, examples; four cases (levels) of modelling 9:37 BB 7102
Limit States Failure as first excursion from the safe set - one failure mode at one critical location; capacity demand formulation - limit state equation; probability of failure in terms of limit state 4:37 BB 7111
Case 1 Time Invariant C and D Reliability as probability content of the safe set in basic variable space - special case of 2 dimensional integration, special case of independent C and D; graphical representation 6:47 BB 7112
When C and / or D are time varying Cumulative vs Overload Type Failure; first passage time 2:38 BB 7115
Examples Example Proof Load 5:06 BB 7121
Safe Stopping Distance Example 4:13 BB 7122
Cable Reliability Example and types of approximate methods 7:40 BB 7125
20 First Order Reliability Methods (Part 1) Introduction to FORM (first order reliability method) The need for approximate solutions, recap of component level limit state function and failure probability; graphical representation of failure in 2-variable problem; non-linear g, mapping failure region from basic variable space X to an arbitrary space Y 5:20 BB 7201
FORM Algorithm Overview Map from X to Y space: limit state h(Y) and joint PDF change shape and location; choose Y to be the space of independent standard normal variables U; rotational symmetry of joint PDF in U space; point on limit state h(U) closest to origin in U space; linearization of h(U), direction cosines and reliability index - why FORM works 15:49 BB 7202
Types of FORM Maps Second moment (Hasofer-Lind) transform, full distribution transform, Nataf transform, Rackwitz-Fiessler transform, Rosenblatt transform - pros and cons and amount of information required for each 15:07 BB 7205
Key Steps and Benefits of FORM The approximate nature of FORM solution, map from X to U, evaluate h(U) repeatedly, find minimum distance from origin to h=0;  h not required in closed form, gradients of h not essential; reverse map gives design point in X space 4:38 BB 7211
Finding the minimum distance to the limit state surface Gradient Projection Method - flow chart, graphical representation, Armijo's rule, convergence 12:22 BB 7212
FORM Design Point Idea Map the minimum distance point u* back to the design point x* ; characteristic values, idea of partial safety factors - role of bias, uncertainty, sensitivity and reliability index 6:41 BB 7231
21 First Order Reliability Methods (Part 2) FORM Recap Main steps of FORM algorithm, graphical representation, pros and cons of FORM 4:23 BB 7301
Examples FORM Example B1: Cable reliability problem involving 2 RVs - yield strength and axial load (both normally distributed) - find area and design values for given target reliability 8:21 BB 7302
FORM Example B2: Cable reliability problem involving 2 RVs - yield strength and axial load (both lognormally distributed) - find area and design values for given target reliability 5:13 BB 7303
FORM Example B3: Cable reliability problem involving 2 RVs - yield strength and area (both lognormally distributed), load deterministic - find mean area and design values for given target reliability 3:45 BB 7304
FORM Example B4: Cable reliability problem involving 2 RVs - yield strength and area (both normally distributed), load deterministic - find reliability.   FORM Example B5: Cable reliability problem involving 2 RVs - yield strength and area (both normally distributed), load deterministic - find mean area and design values for given target reliability 14:22 BB 7305
8 22 First Order Reliability Methods (Part 3) and SORM Recap of FORM Key steps and pros and cons Lecture plan, Recap of FORM - Key steps and pros and cons 4:35 BB 8101
Examples FORM Example C1: cable reliability problem involving 3 RVs - yield strength (Weibull), area (normal) and load (Gumbel) - find checking point and cable reliability. Use full distribution transformation 11:28 BB 8111
FORM Example C1 (contd.) Matlab Code and explanation 7:54 BB 8111a
FORM Example D1: Cable reliability problem involving 4 RVs - yield strength (Weibull), area (normal), load Q (Gumbel) and load D (normal) - Q and D are dependent, find checking point and cable reliability. Use Nataf transformation.  9:29 BB 8112
FROM Example D1 (contd.):   computation of gradients required for optimization; FORM Example D2 and D3: repeat D1 with Hasofer-Lind and Full distribution transformations, verification with Monte Carlo simulations 10:15 BB 8112a
Second order reliability methods (SORM) Introduction to SORM - an improvement over FORM, how to reduce errors in FORM and obtain better approximation of failure probability 5:27 BB 8121
SORM Steps - start with FORM, find minimum distance point and direction cosines, fit a paraboloid at the minimum distance point, update failure probability with curvature of the paraboloid 6:37 BB 8122
Examples Example: Redo B4 2 RV Problem with SORM 5:55 BB 8125
Example: Redo C1 3RV Problem with SORM 4:03 BB 8126
Example: Redo D1 4RV Problem with SORM 5:11 BB 8127
23 Monte Carlo Simulations for Estimating Structural Reliability Introduction Introduction, need to estimate rare probabilities, recap of Lectures 8 & 9 - estimation of pi, cantileverd beam reliability, limit state, multidimensional integral   7:57 BB 8201
How and why it works Expressing Pf as expectation of a suitably defined indicator function (true if failure occurs), moments of the indicator function, if the samples are IID then the Strong Law of Large Numbers holds for estimating Pf and estimated value converges to the true value of Pf 6:52 BB 8202
How many samples are enough Estimated Pf is a random variable (since sample size is finite) - its mean is the true Pf, and  if samples are IID then its variance is inversely proportional to sample size; Central limit theorem - recap, estimated Pf approaches the normal random variable, confidence intervals on the estimated Pf; COV of estimated Pf vs sample size 9:01 BB 8203
Generating random samples Random Number Generation Algorithms, good properties of a generator, Matlab commands, setting the seed, Inversion of CDF for generating non-uniform deviates; examples - generating exponential deviates, Gumbel deviates, independent normal deviates, correlated normal deviates; generating Bernoulli, Binomal and Poisson deviates 16:59 BB 8211
Algorithm  Flowchart for estimating limit state probabilities; Example - Safe Stopping Distance in traffic engineering and probability of collision, Matlab code 9:52 BB 8221
Examples Redo Example D1:  4RV Cable Reliability Problem involving 4 RVs - yield strength (Weibull), area (normal), load Q (Gumbel) and load D (normal) - Q and D are dependent, find checking point and cable reliability. Use Nataf transformation - Matlab code, estimated value vs. sample size 8:45 BB 8222
24 Importance Sampling Simulations for Estimating Structural Reliability Introduction Motivation: Recap - estimating Pf with basic MCS, variance of estimate vs. sample size for IID samples, graphical example of estimating limit state probability by conducting MCS on a plane, moving sampling distribution closer to the limit state 7:12 BB 8301
Methodology Original sampling density fX and biased sampling density fV; estimated Pf seen as an expectation of a function of V that includes a correction factor fX/fV; variance of the new estimate; ideal case of zero variance 11:51 BB 8302
Algorithm  and example Flowchart; Redo Example D1 with importanc sampling - choice of sampling density, estimated value vs. sample size - comparison with basic MCS 18:04 BB 8311
Example
Example E1: Cantilevered Beam in deflection limit state, 3 RVs, solved by basic MCS and by Importance Sampling - comparison of results
6:57 BB 8312
9 25 (Physics Based) Capacity Demand Time Component Reliability(Part 1) Introduction to Capacity Demand Time Component Reliability
Introduction, Capacity Demand, Time Component Reliability
13:03 BB 9101
Case 2 capacity demand time reliability with non-random variations
Case 2, capacity demand , time reliability with non-random variations
11:07 BB 9102
Example F1 cable reliability with corrosion Example F1, cable reliability, corrosion 9:22 BB 9111
Example F2 cable reliability with corrosion and Periodic Loads
Example F2, cable reliability , corrosion ,Periodic Loads
11:35 BB 9112
26 (Physics Based) Capacity Demand Time Component Reliability(Part 2) Case 3 Capacity Demand Time Component Reliability
Case 3, Capacity Demand ,Time Component Reliability
5:57 BB 9201
Example Bridge with known number of Random Pulses Example, Bridge ,Random Pulses 9:25 BB 9202
Case 3b capacity demand time reliability with Poisson Loads
Case 3b ,capacity demand, time reliability , Poisson Loads
7:08 BB 9211
Example G2 bridge with Poisson loads Example G2, bridge ,Poisson loads 9:42 BB 9212
Case 3c capacity demand time reliability with Poisson Loads and aging
Case 3c , capacity demand, time reliability ,with Poisson Loads ,and aging
11:14 BB 9221
Example G2 bridge with Poisson loads and aging Example G2, bridge ,Poisson loads ,aging 10:37 BB 9222
27 (Physics Based) Capacity Demand Time Component Reliability(Part 3) Introduction to Random aging problems in Component Reliability
Introduction , Random aging problems, Component Reliability
3:06 BB 9301
Example G4 Random Corrosion Loss and IID Poisson Loads on a bridge
Example G4, Random Corrosion Loss ,IID Poisson Loads ,bridge
3:06 BB 9311
Introduction to Case 4-first passage-stochastic process definition
Introduction ,Case 4, first passage, stochastic process, definition
10:20 BB 9321
First Passage Probability for stationary Gaussian process and reliability
First Passage Probability, stationary Gaussian process, reliability
10:20 BB 9322
Example first passage reliability Example, first passage reliability 8:45 BB 9323
Introduction to Reliability Based Maintenance Introduction, Reliability Based Maintenance 8:44 BB 9351
Example Preventive Maintenance no repair vs perfect repair
Example, Preventive Maintenance, no repair ,perfect repair
7:34 BB 9361
Example Preventive Maintenance options benefit cost ratio
Example, Preventive Maintenance, options, benefit cost ratio
4:55 BB 9362
10 28 Capacity Demand System Reliability Formulation - Time Invariant Case (Part 1) Recap of Course so far Course Recap 3:41 BB 10101
Introduction to Structural System Reliability Introduction, Structural System Reliability 10:20 BB 10102
Two-unit series system series part 1 Two-unit series system series, Part 1 10:28 BB 10111
Two-unit series system series part 2 Two-unit series system series, Part 2 10:59 BB 10112
Two-unit series system series part 3 Two-unit series system series, Part 3 9:44 BB 10113
29 Capacity Demand System Reliability Formulation - Time Invariant Case (Part 2) Series system reliability - structural member with 3 failure modes - FORM
Series system reliability, Structural member with 3 failure modes , FORM
22:53 BB 10211
Series system reliability - structural member with 3 failure modes - MCS
Series system reliability , Structural member with 3 failure modes , MCS
16:14 BB 10212
Series system - determinate truss Series system, Determinate truss 14:28 BB 10213
Series system - multiple performance requirements and multiple load combinations
Series system , Multiple performance requirements , Multiple load combinations
12:37 BB 10214
30 Capacity Demand System Reliability Formulation - Time Invariant Case (Part 3) Introduction to Reliability of Active Parallel and Other Redundant Systems
Introduction to Reliability ,Active Parallel , Redundant Systems
8:15 BB 10301
2 Unit Systems - Brittle vs Ductile Part 1 2 Unit Systems, Brittle vs Ductile , Part 1 4:13 BB 10311
2 Unit Systems - Brittle vs Ductile Part 2 2 Unit Systems ,Brittle vs Ductile ,Part 2 10:24 BB 10312
2 Unit Systems - Brittle vs Ductile Part 3 2 Unit Systems , Brittle vs Ductile ,Part 3 8:10 BB 10313
Indeterminate Truss Reliability- Brittle and Ductile Cases Indeterminate Truss Reliability, Brittle and Ductile Cases 23:05 BB 10314
Reliability Bounds and Concluding remarks Reliability Bounds ,Concluding remarks 4:21 BB 10321
PART D (RELIABILITY BASED DESIGN)
Week No. Lecture No Lecture Title Topics Concepts Covered Lecture Duration File Name and link
11 31 Reliability Based Design Introduction Summary of parts A (lectures 1 - 9), B (lectures 10 - 18)and C (lectures 19 - 30) of the course above; plan for lectures 31 - 36 6:46 BB 11101
Reliability Based Structural Design Codes Motivation - why standardize reliability based design 5:13 BB 11102
Recasting a reliability analysis forward problem to a design equation derivation problem - FORM based, tying factor of safety explicitly with a target reliability level; history of factor of safety in engineering 9:57 BB 11103
Emergence of Reliability Based Structural Design Standards - a short history (1947 - 2002) 10:28 BB 11104
The Structure and the Philosophy Behind Reliability Based Design Codes Partial Safety Factors - examples in various codes; format of design equations in Structural Eurocodes 9:25 BB 11121
The high level requirements and philosophy behind the provision of the Structural Eurocodes 13:00 BB 11122
32 Reliability based partial safety factors (Part 1) Partial Safety Factors Derivation - 2 random variable (Capacity & Demand) limit state - FORM;  the "forward" problem in reliability; introduce the "inverse" problem - locate appropriate distribution of capacity (find mean capacity) given target beta; present the design equation in terms of nominal quantities - bias, sensitivity - expression of factor of safety containing target beta 20:20 BB 11201
Generalization to n-dimensional case - locate checking point in U space, hence the design point in X space, hence derive partial safety factors in terms of bias, target beta, COV and sensitivity  - derive design equation (for limit states separable into capacity and demand quantities) 11:38 BB 11202
Example: PSFs for a four-variable reliability-based cable design problem 8:29 BB 11203
33 Reliability based partial safety factors (Part 2) Partial safety factors optimized for use in design equation Recap of 4-variable cable design problem - a different look; normalize limit state equation by design equation;  use of normalized random variables and nominal load ratio;  14:52 BB 11301
Are there many design equations that yield the same target beta? - Demonstration on 4-variable cable reliability example. For the same set of PSFs, how beta changes with changing nominal load ratios. The need to have a single set of PSFs in a class of design equation - selecting best set of PSFs to achieve minimum variation around target reliability for entire range of nominal load ratios 14:30 BB 11302
General Scheme of Optimizing Partial Safety Factors - deciding on scope of design, choosing the design equation format, defining loads and load combinations; identifying relevant design situation and their relative importance; optimization statement - objective function and constraints 10:24 BB 11310
Example: Optimized PSFs for ship hull girder bending design equation 14:15 BB 11311
12 34 Target Reliability Levels (Part 1) Recap of Course so far Summary of parts A (lectures 1 - 9), B (lectures 10 - 18)and C (lectures 19 - 30) of the course above; review of and plan for ongoing part D (lectures 31 - 36) 6:34 BB 12101
Objectives and constraints in design Presence of randomness in decision variables and constraints; safety as a constraint; how rarely can safety and functionality be violated?  - The need to set target reliabilities 13:48 BB 12102
Questions to be asked before setting target reliabilities Consequences of limit state violation; how much loss of use or risk to life is acceptable; if unsafe, how much to spend to improve reliability; risk communication; the essential problem statements 11:29 BB 12103
Different methods of setting target reliabilities Early attempts by structural reliability researchers; Introduction to calibration based, loss based and cost optimization based approaches  4:58 BB 12111
Target Reliability by Calibration Selecting representative structures, method of evaluation, uncertainty quantification; pros and cons; reliability levels in existing (non-reliability based) codes of the day; different methods of computing of failure probability; deriving design equations to achieve a target beta; variation of beta with load ratios 15:25 BB 12121
35 Target Reliability Levels (Part 2) Target reliabilities based on consequence and nature of failure Lack of uniform reliability in traditional design codes for a given limit state; Early efforts by CSA and DNV; the primacy of life safety; the role of warning before failure 13:29 BB 12201
Novel structures (calibration not possible) - the ABS Mobile Offshore Base design guide 3:59 BB 12202
Target Reliabilities based on cost considerations Target Reliabilities comparison-explicit cost consideration vs life and environmental safety- JCSS vs ISO 2394 vs Eurocodes 10:41 BB 12203
Target Reliabilities comparison - life saving cost vs monetary optimization and old vs new structures - ISO 13822 vs. ISO 2394:1998 vs ISO 2394:2015 7:28 BB 12211
Target Reliabilities for various consequences Target Reliabilities comparison - Eurocodes vs ASCE 7 8:56 BB 12212
36 Target Reliability Levels (Part 3) Introduction to Risk Need for a common framework for considering a wide range of consequences; structural failure due to  multiple hazards, which load combinations to consider; expected consequence of failure - risk; tolerable risk  10:43 BB 12301
Risk of Individual Fatalities What risk to life is acceptable; society's reaction to life risk; acceptable individual risks by various agencies; fatal accident rate;  16:43 BB 12311
Fatality Risks from Structural Collapse Observed rates of building collapse; acceptable annual rate of individual death from building failure; individual vs. multiple fatalities; voluntary nature of risk; role of warning before failure;  12:50 BB 12321
Target Reliability from Monetary Considerations monetary value of human life; cost to save a statistical life 6:43 BB 12331
Conclusions and Acknowledgements Course summary; Thanking teaching assistants, students, colleagues and mentors, and funding agencies 4:33 BB 12351