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Bayesian

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Submitted By liangxuav
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01.06.2012

[APSSRA 2012, May 25, 2012 ]

Bayesian Updating in Structural Reliability
Daniel Straub
Engineering Risk Analysis Group TU München

Ever increasing amounts of information are available

Sensor data

Satelite data

Spatial measurements on structures

Advanced simulation

Sources: Frey et al. (in print); Gehlen et al. (2010); Michalski et al (2011); Schuhmacher et al. (2011)

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1973:

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Probabilistic Updating of Flaw Information Tang (1973)
• Imperfect information through inspection modeled by probability-ofdetection:

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Probabilistic Updating of Flaw Information Tang (1973)

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Updating models and reliability computations with (indirect) information
• Bayes‘ rule: ∝

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How to compute the reliability of a geotechnical site conditional on deformation monitoring outcomes? -> Integrate Bayesian updating in structural reliability methods

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Prior model in structural reliability

• Failure domain: Ω 0

• Probability of failure: Pr
∈Ω

d

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Information in structural reliability

• Inequality information:
Ω 0

• Conditional probability of failure:
Pr | Pr ∩ Pr
∈ Ω ∩Ω ∈Ω

d d
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Information in structural reliability

• Equality information:
Ω 0

• Conditional probability of failure:

Pr

|

Pr ∩ Pr

0 0

?
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In statistics, information is expressed as likelihood function
• Likelihood function for information event Z:

∝ Pr |

• Example: – Measurement of system characteristic s(X) – Additive measurement error  • Equality information: • Likelihood function:
,

,
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By expressing equality information as a likelihood function, it can be represented by an inequality domain
• Let
– P be a standard uniform random variable – c be a constant, such that 0 1 for any x

• then
1

FP(p)

Pr

• and
Pr | Pr

1

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it follows

Pr

Pr Pr

|

d d

the event function

is represented through the limit state

,
, 0

and corresponding domain Ω thus
Pr
, ∈Ω

d d d d
, ∈Ω
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accordingly

Pr



Pr

|

Pr

|

d

d d
, ∈ Ω ∩Ω

and finally
Pr | Pr ∩ Pr
, ∈ Ω ∩Ω , ∈Ω

d d d d

Both terms can be solved by any Structural Reliability Method, since all domains are described by inequalities
Straub D. (2011). Reliability updating with equality information. Probabilistic Engineering Mechanics, 26(2), pp. 254–258.

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Application to spatially distributed systems – an exploratory example
• Observations of a Gaussian process • Failure at location t: • Measurements: 2
1, 2, … , T

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Demonstration example: Updating of a Gaussian process with 9 measurements
Adaptive importance sampling

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Application 2: How to compute the reliability of a geotechnical site conditional on monitoring?



Papaioannou I., Straub D. (2012). Reliability updating in geotechnical engineering including spatial variability of soil. Computers & Geotechnics, 42: 44–51.
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Reliability updating during construction
Example: Geotechnical site Deformation should be limited

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Reliability updating during construction
Example: Geotechnical site Deformation at intermediate stage can be measured Probability (of the final stage) is updated

Probabilistic FEM model (random field, non-linear)

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Random field realizations
(Homogenous, anisotropic random field)
Realization of the Young’s modulus Realization of the friction angle

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Solution strategy
FEM model

• Limit state function for failure: 0.1 • Limit state function for observation:

• Evaluated with Subset simulation (2 3 ∙ 10 LSF calls)

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Reliability index vs measured displacements

2 10-3 m 1 10-3 m

[10-3 m]

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Application: Corrosion of reinforcement in concrete

• Corrosion caused by ingress of chlorides • Chloride profile measurements

Straub D. & Fischer J. (2011) Proc. ICASP

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Corrosion model

• Surface of 5 x 10m, discretized in 200 elements of 0.5 x 0.5m • Ingress of corosion at one location described by erf √4

0

• Failure criterion (onset of corrosion):
, , ,

⋅ erf

4

• Parameters are modelled as random fields with correlation lengths of 1 – 2m
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Measurements

• Cores are taken, chloride contents at depths zm are measured
, ,

1

erf

4

1 √2

exp

1 2

,

,

2

• Here: cores are taken at two locations and cloride content is evaluated at two depths (20mm, 40mm) for each core
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Case a

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Case b

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Alternative: Bayesian networks
(Straub & Der Kiureghian, J Eng Mech 2010)
Structural model:
H V

Failure mechanisms:

• Model problem as a Bayesian network • Precompile the BN using structural reliability methods • Perform updating with the BN algorithms

R2

R3

R4

2) beam mechanism

5m
R1 R5 1) sway mechanism 3) combined mechanism

5m

5m

• Advantage: fast and robust • Disadvantage: large computational efforts in precompiling
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Potential in structural and civil engineering is huge
Additional past/current projects on Bayesian updating
Updating probabilistic models with observations for: • • • • • • • Acoustic emission (Schumacher & Straub 2011) Avalanche risk (Straub & Grêt-Regamey 2006) Flood damage assessment (Frey, Butenuth & Straub in print) Rock-fall loads on protection systems (Straub & Schubert 2008) SHM of aircraft structures (EU project ROSA) Structural systems (Straub & Der Kiureghian 2010) Tunnel construction (Špačková & Straub in print)

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To conclude…

• Reliability updating with any observation can be performed with any structural reliability method • Simple (robust) importance sampling schemes perform well for updating in spatially distributed systems

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Contacts

Daniel Straub Engineering Risk Analysis Group TU München www.era.bv.tum.de

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