Structural Safety, 12 (1993) 205-220 205

Elsevier

A new look at the response surface approach

for reliability analysis *
Malur R. Rajashekhar and Bruce R. Ellingwood

Department of Civil Engineering, The Johns Hopkins University, Baltimore MD 21218-2699, USA

Abstract. Closed-form mechanical models to predict the behaviour of complex structural systems often are
unavailable. Although reliability analysis of such systems can be carried out by Monte Carlo simulations, the large
number of structural analyses required results in prohibitively high computational costs. By using polynomial
approximations of actual limit states in the reliability analysis, the number of analyses required can be minimized.
Such approximations are referred to as Response Surfaces. This paper briefly describes the response surface
methodology and critically evaluates existing approaches for choosing the experimental points at which the structural
analyses must be performed. Methods are investigated to incorporate information on probability distributions of
random variables in selecting the experimental points and to ensure that the response surface fits the actual limit
state in the region of maximum likelihood. A criterion for reduction in the number of experiments after the first
iteration is suggested. Two numerical examples show the application of the approach.

Key words: limit state design; probability; reliability; response surface; statistics; structural engineering

1. Introduction

Structural reliability analysis requires a model of the structural system to describe its
behavior under various loading conditions [1]. Structural behaviour is defined by a function
g(X) of basic random variables X defining loads, strength of materials, and dimensions. Let
g(X) = 0 define a limit state or failure function with g(X) <<.0 being the failure condition. The
probability of failure or limit state probability is,

pf=e[g(X) = ff (x) dx (1)

where fx(x) is the joint probability distribution function for the vector X of basic variables. The
region of integration is the domain .~ of x in which g(x) <~O.
Equation (1) is difficult to evaluate for realistic structures and systems. Part of the difficulty
arises in identifying the joint density function, fx(x), and in performing numerically the
multi-dimensional integrations of f~(x) over the domain .~. Moreover, the limit state function,

* Discussion is open until April 1994 (please submit your discussion paper to the Editor, Ross B. Corotis).

0167-4730/93/$06.00 1993 - Elsevier Science Publishers B.V. All rights reserved

206

g(x) = 0, often is determined from finite element analysis or other approximate computational
methods, making it possible to define the domain 2 only pointwise rather than in closed form
(e.g., [2]). First order reliability analysis addresses the first difficulty by mapping the random
variables into the space of uncorrelated standard normal variables U, linearising the limit state
surface g(u) -- 0 at the point with minimum distance,/3, from the origin (denoted the minimum
norm or design point), and estimating the limit state probability as,
pf = (I)(--/3) (2)
in which @(.) = standard normal probability distribution function [3-7]. However, because of
the nature of first-order reliability analysis, it is most convenient if g(X) is available in
closed-form.
There are many practical reliability analysis situations where the limit state cannot be
represented mathematically in closed form or the numerical integration cannot be performed
conveniently. Monte Carlo simulation, often involving some variance reduction technique to
reduce the required number of samples [7,8], can be used in such situations. If the limit state
probability with respect to sidesway of a multi-storeyed multi-bay framed structure were to be
calculated by simulation, an analysis of the structure would have to be performed for each
random sample of loads and strengths, leading to hundreds or perhaps thousands of analyses.
As an alternative, if the sidesway were to be approximated as a polynomial function of random
variables, the coefficients of each term in the polynomial could be obtained by performing the
structural analysis for a lesser but sufficient number of times. This polynomial may then be
used as a basis for simulations; provided that the polynomial fits the actual limit state
reasonably well, one could obtain a fairly accurate estimate of the probability of failure. Such a
polynomial is referred to as a Response Surface.

2. Response Surfaces

2. 1. Basic ideas and assumptions

In a structural system, a large number of variables influences the response of the system, e.g.,
the maximum crack width, deflection or stress at a particular point of interest. Suppose
response variable Y depends on the input variables X1, X 2. . . . , X n. Experiments are conducted
with design variables X 1, X 2 , . . . , X n a sufficient number of times to define the response
surface to the level of accuracy desired. Each experiment can be represented by a point with
coordinates xlj, x2j,...,x,,j in an n-dimensional space. At each point, a value of yj is
observed. Although the actual response Y is a function of input variables, i.e., Y = g(X1,..., Xn),
this function is generally unavailable in closed form. The basic response surface procedure is to
approximate g(X) by an nth order polynomial g(X) with undetermined coefficients. Structural
analysis is performed at various points x~, in order to determine the unknown coefficients in
the polynomial ~(x) such that the error of approximation is minimum in the region of interest.

2. 2. Selection of the order of the polynomial and quadratic approximations

The selection of the order of the approximating polynomial and points x i for experimenta-
tion requires careful consideration. The degree of if(X) should be less than or equal to the
 207

degree of g(X) to get a well-conditioned system of linear equations for the unknown
coefficients. If ~(X) is of much higher degree than g(X), one obtains an ill-conditioned system
of equations. Moreover, higher order polynomials can exhibit erratic behaviour in the sub-do-
mains not covered by the experiments [9]. Of course, g(X) itself is not known.
U p to a certain degree, a higher order polynomial improves the accuracy of the approxima-
tion at the expense of additional computation. The rate of increase in accuracy reduces with
the degree of polynomial but the computational costs increase exponentially, as a higher order
polynomial involves greater number of unknown coefficients and requires correspondingly
more structural analyses. For reliability estimates, one needs to have a good approximation to
g(X) around the design or minimum norm point, or the region of the failure domain .q~ where
the joint probability density of X is relatively large and thus contributes most to the overall
failure probability. Since we neither know the actual limit state function nor the actual design
point, the accuracy of the reliability estimate depends on the accuracy of the polynomial
approximation in the region of the design point. With an eye toward this accuracy as well as the
high cost of repeated finite element analyses, a second degree polynomial is used in the present
study.
A second order response surface for n input variables is described by a quadratic model,
=A +xTB +xTcx (3)
where A, B T = [B1, B2,..., nn] , and,

C ~-- Cll "'" Cln]

syn'l Cnn]
define the undetermined coefficients. Experiments are conducted as per the adopted design
and the resulting system of equations may be put in the form,
g(x) =De +e (4)
where d is a vector of constants A, B i, Cij, the matrix D contains constant, linear, quadratic
and cross-combinations of x i and e is the error vector, the components e i of which consist of a
systematic or lack of fit error resulting from approximating g by if, and a pure experimental
error, assumed to be a zero mean random vector. The solution,
E(d) = (DTD)-IDTg(x) (5)
provides the expected values of the unknown coefficients.
Other polynomial interpolation schemes using Lagrangian and Hermite polynomials are
possible, although no specific examples of their application for reliability analysis could be
located. At a higher level of sophistication, Ditlevsen [10] has presented a random field model
for stochastic interpolation between point by point measured values of a spatially distributed
material property.

2.3. Experimental designs

In the absence of prior information, the experiments initially can be centered around the
mean values of the variables. Points are located along the axes and elsewhere. The axial points
208

define the effect of each variable and are needed to determine coefficients for the terms
involving only that variable i.e., x i, x 2 etc. The points in the plane x i x j define the interaction
effects of variables x~ and xj. and are needed to determine coefficients for the cross terms, i.e.,
x~x i etc. When including the cross terms, a particular design of experiments depending on the
nature of variables is discussed subsequently in the context of a specific response surface.
The commonly used orthogonal experimental designs are 2 n and 3 n factorial and fractional
factorial designs [11,12]. The 2 n factorial points for a simple two variable problem are indicated
in Fig. 1 by , . Fractional factorials are useful when the number of variables is large and hence
the number of experiments that can be conducted is less than the number of combinations in
the full factorial set. Augmented 2 n factorials are obtained by adding n 2 points at the center of
the design (total points = 2 ~ + n2). The center point is indicated by in Fig. 1. Another
efficient class of designs for fitting a second order response surface is the so-called central
c o m p o s i t e design. This consists of a 2 ~ factorial design, augmented by n 2 > 1 central points and
2 ~ points placed at coordinates - a and + a along the axes. These axial points are indicated by
~9 along each axis in Fig. 1. Hence the design consists of (2" + 2n + n 2) points [13]. Other
experimental designs include Simplex designs for first order models and Equiradial designs for
second order surfaces. Khuri and Cornell [14] have discussed various experimental designs in
detail. These factorial designs, though efficient, lead to unacceptably high computational
efforts with the increase in number of variables for complex systems and may become more
time consuming than simulation.
An iterative response surface approach for reliability analysis was presented by Bucher and
Bourgund [15]. The experimental design in each iteration consists of as many locations as the
total number of undetermined coefficients in the polynomial

i(X) =a + bixi+ Y'~cix2i (6)

i=1 i=1

in which xi, i = 1,..., n are basic variables and the parameters a, bi, Ci are to be determined.
In order to obtain these constants, (2n + 1) experiments have to be conducted. Such an
experimental design is referred to as fully saturated, and the surface fits exactly at the
experimental points. The suggested experimental points for obtaining if(x) lie along axes x i
(see Fig. 1). The points chosen are mean values tz i of the random variable X i , and xi = [1.1i, Jr h p i

X2

0 ( 0 XI

Fig. 1. Location of experiments for a two variable problem.

 209

in which h i is an arbitrary factor and o-i, is the standard deviation of X i. The constants are
determined using (2n + 1) values of g ( x ) at these points.
In the next step ~(x) is used along with information on/J,i and o-i to determine the minimum
norm point x o for the surface ~ ( x ) = 0, based on the assumption that x are uncorrelated
Gaussian variables. Once x o is found, g ( x o ) is evaluated and a new center point x M for
interpolation is chosen on a straight line from mean vector ~ to x 9 so that g ( x ) = 0 from linear
interpolation, i.e.,

XM= ~ +(Xo--~)[g(~l-----g(XO) ] (7)

This strategy is to position the new center point reasonably close to g(x) = 0. A new surface
obtained using center point x m may reasonably define the actual response in the failure
domain. The total number of evaluations of g ( x ) is (4n + 3).
Bucher and Bourgund [15] assert that this method of updating the polynomial results in a
sufficiently accurate response surface. However, the writers believe that the accuracy depends
on the characteristics of the limit state being explored and hence one cycle of updating may not
always be sufficient. Key issues in this method are the selection of h i (which is arbitrary) and a
suitable criterion to ensure that the fitted surface if(x) does indeed represent the actual
surface in the failure domain reasonably well. The following section describes some ideas and
approaches that address these issues.

3. Improvements to response surface methods

3.1. Criteria for fitting O(x) to g(x)

The accuracy of the response surface obtained after two cycles of iteration and 4n + 3
experiments varies with each problem analysed, as shown subsequently, and thus the accuracy
of the failure probability computed on the basis of the approximate response surface is
unpredictable. One obvious question is how far should the process of interpolation and
experimentation continue?
Figure 2 illustrates the process of successive approximations, design points and center points
for a two-variable limit state. The first approximation is obtained by conducting experiments at
the mean values/z i denoted by XM1 in Fig. 2 and at (ix i + h i o i ) . The minimum norm point x m
is determined for the fitted surface ~l(x) = 0. By linear interpolation, the new center point XM2
for experimentation is found from Equation 6 and a new surface ~ 2 ( x ) = 0 is then obtained.
For this surface, again the minimum norm point x o 2 is obtained but the distance is measured
from XM2 instead of from the mean /~(=Xul). This results in a low value for this distance,
which is henceforth referred to as 8. ~-Fhe process is repeated until 6 becomes very small or
zero. Then the factor h i is reduced and the process is repeated until 6 becomes zero again.
This can be achieved in about three to four iterations, resulting in a very good approximation
for the actual surface and a value of x 9 that is close to the actual minimum norm point.
However, if the process is repeated indefinitely with progressively smaller values of h i , then at
some stage one obtains an ill-conditioned system of equations. Experience has shown that
starting the process with h i = 2.0 and then repeated once more with h i = 1.0 gives a satisfactory
210
LEGEND :
X t, X= = A two v ~ i a b l e space for illustration

g(x) m Actual Limit State Function

..... g t ( x ) =, Raeponee S u r f , a c e - Fir'st Approximation
.... gel x ] = Ra=ponse SuP f a c e - Second A p p r o x t mat t on
g~l(x] = Reeponsa S u r f , a c e - Third Approximation

X2 xul - Center Point t,or the t n approximation

'x' x m - D e s i g n P o i n t t,or t h e i th a p p r o x i m a t i o n
~'-~g.IL J +g - Ihnasur'ed C o n v e r g e n c e P a r a m e t e r t ' o r t h e i ~h a p p r o x i m a t i o n

9(x)

- X1
xui

Fig. 2. Convergence to the minimum norm point: Approach A-0.

response surface around the minimum norm point. Once the surface is obtained, advanced
simulation techniques can be used to estimate the failure probability [7,16]. This procedure is
referred to as Approach A-0 in the examples to follow in Section 4.
When the variables are dependent a n d / o r not Gaussian, they can be transformed into an
independent standard normal space and the procedure as outlined above can be carried out to
ensure the criterion based on ~. Experience has shown that this improves the conditioning of
the system of equations as well.
3.2. Experiments at distribution extremes
The tail regions of the probability distributions of random load and strength are most
important in the estimation of failure probabilities. Hence, to obtain an accurate fit to the
actual surface in the vicinity of the design point, one might think that experimental points
should be chosen in the lower tails of the resistance variables and upper tails of the load
variables (Figs. 3 and 4) rather than over their entire range. Three different approaches
incorporating experiments at distribution extremes are considered in this section.

f x ( Xl ) t'.( x 2 )

12345 Xl 12545 ~ x2

Fig. 3. Experiments at distribution extremes: Approach A-1.

 211

f,( xl ) f',,( 2]

k,tktt~t --- x I X2

Fig. 4. Experiments at distribution extremes: Approach A-2.

In the first approach (Fig. 3), the width of the sampling region for each variable is kept
sufficiently large and in the first iteration, as many points are chosen in this region as the
number of experiments. The experiments are conducted at points whose coordinates are rank
ordered locations in the tail region of each variable. Thus the first approximation is obtained
and then the minimum norm point for the first approximation is determined. For the second
iteration, the width of the sampling region is reduced around this point and the distance 8 is
measured as before (Section 3.1). At low values of 8, a fairly accurate response surface results,
as shown subsequently in Example 1 in Section 4.1. This approach is designated henceforth as
Approach A-1.
In the second approach (Fig. 4), the effect of shape of the probability distributions of
variables on the selection of experimental points is considered. Using a two-variable problem as
an illustration, the center point for the first iteration is chosen at x = (x 1, x 2) where x 1 and x 2
are selected at k ~ and k ~ fractiles (e.g., typically the 95th percentile of load or 5th percentile
of resistance) of random variables X 1 and X 2 (Fig. 4). Two other points on either side of both
k n and k12 are also chosen. The experiments are conducted at ( k l l , k12) , (kol , k12) , (k21 , k12) ,
(k n, k02) and ( k l l , k22). These points are at the k ~ fractiles of the respective distribution
functions. Once the minimum norm point for the first trial surface is obtained, sampling is
concentrated around that point and the process is repeated as before. The same logic is
applicable for an n-variable problem. This approach is designated henceforth as Approach A-2.
As a variant of this approach, points on either side of the k ~ fractiles of X i can be chosen as
a constant times its standard deviation, as done in Approach A-0, i.e., the experiments are
conducted at ( k l l , k12) , ( k l l -t- hlOrl, k12) and ( k l l , k12 -k- h20"2). However, h i would typically be
less than what it is when experimenting around the mean but large enough to have a
well-conditioned system of equations. This approach is henceforth designated as Approach
A-3. The objective in procedures A-1 through A-3 is to include distribution information in the
selection of experimental points. Example 4.1 in Section 4 shows that fairly accurate response
surfaces can be generated from these procedures.
3.3. Addition of terms to quadratic O(x)
The accuracy of the response surface may be improved by inclusion of the cross terms in the
polynomial [15,17] as follows,
n n ~
ff(x)=a+ Ebixi.-]- E cijxixj (8)
i=1 i=1 j>~i=l
212

TABLE 1
Quadratic combinations for experimental locations
Resistance(Xi)* Load(Xj) - ( x i ) . +(x~)
Resistance(Xi)* Resistance(Xj) - (xi)* - (x j)
Load( X i ) * Resistance(Xj) + ( x ) . - (xj)
Load(X/) * Load(X~) +(x).(xp

The total n u m b e r of experiments to be conducted for each approximation would then increase
to (n + 1 ) x (n + 2)/2. To gain some insight on the appropriate location of experiments,
consider a two variable limit state function approximation ~(x 1, x2). There is only one cross
t e r m (clzxlX 2) in this polynomial which has six constants in all. The first five locations are
taken at the m e a n and four axial points. The last location for the cross term has to be selected
among the four choices indicated by * in the Fig. 1. The best location depends on w h e t h e r X~
and Xj are "resistance" or "load" variables, as summarized in Table 1. The same logic should
be applied for a cross term involving a greater n u m b e r of variables, by selecting points whose
coordinates lie on the negative side of the "resistance" axes and positive side of the " l o a d "
axes, with the origin of the axes taken at the center point. Such a combination results in the
best possible fit in the failure domain among all possible combinations. This is illustrated in
Example 4.2 in Section 4. The inclusion of cross terms in the approximation increases the
number of experiments from (2n + 1) to (n + 1) x (n + 2)/2, an increase of n x (n - 1 ) / 2
which is significant if the reliability analysis involves a large n u m b e r of variables. However,
totally neglecting the cross terms may be inappropriate as there are situations where cross
terms are more important to the actual response than the squared terms of the individual
variables. As a simple example to illustrate this point, the limit state of a truss m e m b e r
subjected to axial force is defined by A x f y - P = 0, A, fy, and P being the area of cross
section, yield stress and applied force respectively; it is obvious that a better response surface
results by taking cross terms than squared terms.
For efficiency, only those terms which are important in terms of accuracy should be included.
As the iterations proceed, terms that are relatively unimportant can be neglected, reducing the
number of experiments at each cycle. If gc is the response computed at the center point and gi
is the response computed at the ith experimental point, then the square of the difference
normalised with respect to gc gives the relative importance of the ith location. If,

( gi-gc l2< c. (9)

gc ]
then the corresponding term may be neglected in subsequent iterations. The neglected term
may be a linear or a square or a cross term; this is more realistic and accurate than just
neglecting the cross terms and should lead to better subsequent approximations. This is
illustrated in Example 4.2 in the following section.

4. Numerical examples

Two numerical examples are presented in this section. The cantilever beam in the first
example facilitates visualization of the accuracy of successive approximations by response
 213

surfaces of the actual limit state. In the second example, the non-linear dynamic response of a
single degree of freedom system with random parameters is analysed and compared with a
previously published response surface analysis.

4. 1. Cantilever beam

A cantilever beam with a rectangular cross section subjected to uniformly distributed loading
is considered. The limit state of serviceability with respect to maximum deflection at the free
end being greater than 1/325, is defined by
(W X b ) l 4 l
g = 8EI + 325 (10)
where w, b, l, E and I are respectively load per unit area, width, span, modulus of elasticity
and moment of inertia of the cross section. The random variables are the load per unit area
and the depth of the cross section. Assuming E and l as deterministic and equal to 2.6 104
MPa and 6 m respectively, the limit state equation reduces to

g ( X ) = 18.46154 - 7.476923 X 101 X---~= 0 (11)

X2
where X 1 is the load in MPa and X 2 is the depth in mm. The load is assumed to be normally
distributed, with a mean ~.L1 1000 N / m E and a coefficient of variation V1 -- 0.2. The beam
=

depth is also normally distributed, with ~2 = 250 mm and V2 = 0.15.

The probability of failure for this limit state is calculated according to the various procedures
described in earlier sections. The "exact" solution using importance sampling with 1000
simulations is 9.6071 10 -3. Advanced first order reliability analysis gives a reliability index of
2.33 corresponding to a probability of failure of 9.9031 10 -3. The "exact" design point is
located in Figures 5-9 that follow.
Consistent with eqn. (11) the response surface is assumed to have the form of Equation 5,
with no cross terms, and is obtained for this limit state by carrying out analyses along axial
points(see Fig. 1) Curves 1 and 2 in Fig. 5 represent Bucher's algorithm with h i = 2.0.
Simulation using curve 2 gives a probability of failure of 13.7538 10 -3. Following Approach

8 I I I I I I I I I I I I I I
7- .................... . ~

N
5 - ' ~
4

x 3 f C ~ e n t s Exit Limit State

2 [" C~esents Response S u r f a c e
o f I th I t e r a t i o n
1 Xo represents "exact" des1 gn p o t n t
0 ~ ~ i i i i I l I I l i l I
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
X1/~1
F i g . 5. C o n v e r g e n c e - - A p p r o a c h A-0 - h i = 2.0.
214

0.8 I I I I I I I I I I I I I I
0.7-
0,6-
fw 0,5-
:1
0,4- LEGEND
X
0.5- f C ~ e n t s Exact L i ~ t State
C ~ e s e n t s Response Surface
0.2- of I ~ I t e r a t i o n
0.1 represents "exact" design potnt
0.0 I t I I I I I I I I I I I I
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
xl/~x
Fig. 6. Convergence--ApproachA-0 - hi = 1.0.

A-0 to improve the response surface, successive surfaces are obtained with h i = 2.0 (curves 3
and 4 in Fig. 5). Fig. 6 shows the surfaces obtained in the second stage of iteration with
h i = 1.0. Table 2 gives the distance 6, between successive center and design points. The
probability of failure obtained from simulations on the final response surface (curve 6) is
9.5410 x 10-3which is very close to the exact solution. Thus Approach A-0 yields a very close
result; the n u m b e r of iterations required to fit the response surface to g(x) = 0 is limit state
d e p e n d e n t and cannot be generalised as two or three cycles. Progressively smaller values of h i
lead to an ill-conditioned system of equations.
Table 3 illustrates the effect on the solution when the response surfaces are generated by
locating experiments in the tail regions of the random variables using Approach A-1. The
process is initiated by selecting a relatively large range of 0.75 to 0.95 fractiles for the load
variable and 0.05 to 0.25 fractiles for the resistance variable. Once the design point is obtained,
the range is successively reduced until the distance 6 becomes very small. Fig. 7 illustrates the
successive approximations; sampling using curve 3 of Fig. 7 yields a probability of failure of
9.6398 x 10 -3 which is very close to the exact solution of 9.6071 x 10 -3. It can be seen from
Fig. 6 and Fig. 7 that this technique yields a response surface with a better fit to the exact limit
state function over a wider range compared to that obtained by Approach A-0 (Table 2). The
drawback of this approach lies in the selection of experimental points for the first iteration.
With an increase in the n u m b e r of variables, it becomes increasingly difficult to choose the
range for each variable.

TABLE 2
Successive Response Surface fits to g(x)= 0 using Approach A-0 (cf Figs. 5 and 6)
Iteration hi 6 XloiN/m2 X2Dimm
1 2.0 2.6436 1069.29 151.72
2 2.0 0.2868 1064.15 168.36
3 2.0 0.0169 1073.15 162.29
4 2.0 0.0002 1072.40 163.52
5 1.0 0.0002 1072.38 163.15
6 1.0 0.0000 1072.38 163.15
Experiments at XMg and (XMg +_hio"i)
 215

TABLE 3
Experiments at distribution extremes: Approach A-1 (cf Fig. 7)
Iteration Variable kI k2 k3 k4 ks kdesign t~
1 x~ 0.75 0.80 0.85 0.90 0.95 0.8810 1.51
x2 0.05 0.10 0.15 0.20 0.25 0.0107
2 x1 0.78 0.83 0.88 0.93 0.98 0.8365 0.3327
x2 0.0050 0.0075 0.0100 0.0125 0.0150 0.0170
3 xI 0.7365 0.7865 0.8365 0.8865 0.9365 0.8413 0.0456
x2 0.0120 0.0145 0.0170 0.0195 0.0220 0.0158

Fig. 8 shows plots of successive approximations obtained from Approach A-2 of Section 3.2,
incorporating the shape of the probability distributions in selecting experimental points in the
tail region. C o m p a r e d to Figs. 5-7, the response surfaces fit well over a narrower range. Table
4 gives the details of two iterations; the probability of failure obtained is 11.1508 10 -3 which
is 16% higher than the exact value. Table 5 and Fig. 9 show details and plots of successive

.8 .,
0 . 7 ~

o.st ..... ......

20.4 ....

t~ 0"-~JI- / C ~ ~ n t s Exact Limit State

- - I /" Curve / r e p r e s e n t s Response S u r f a c e
of i ~ Ite;etion "
0 , 1 --'~ X0 r e p r e s e n t s " e x a c t " d e s | g n , p o t n t
0 . 0 ~
0.0 0.2 0.4 0.6 0.8 1. 0 1.2 1.4
xt/~l

Fig. 7. Convergence--Approach A-1.

0.8 I I I I I I I I I I I I I I
0.7-
0.6- - . ....... ~ ..... r : = : = : = ~ ~
NO.5-
:l
~O.4-
x 0.5- Curve E r e p r e s e n t s Exact L i m i t S t a t e
Curve I r e p r e s e n t s R e s p o n s e ~ J r f a e e
0.2- of I m I t e r a t i o n
0.1 represents "exect" design p o | n t
0.0 I I I I I I I I I I I I I I
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
Xl/~l
Fig. 8. Convergence--ApproachA-2.
 216

TABLE 4
Experiments at distribution extremes: Approach A-2 (cf Fig. 8)
Iteration Fractiles Experiments at Design point at 6
selected kth fractile kth fractile
1 x a ~ (0.7,0.8,0.9) (0.8,0.1) (0.87,0.017) 1.0778
x 2 ---,(0.01,0.1,0.2) (0.8,0.01),(0.8,0.2)
(0.7,0.1),(0.9,0.1)
2 x 1 ~ (0.80,0.87,0.94) (0.87,0.017) (0.87,0.017) 0.0003
x 2 ~ (0.01,0.017,0.024) (0.87,0.01),(0.87,0.024)
(0.80,0.017),(0.94,0.017)

TABLE 5
Experiments at distribution extremes: Approach A-3 (cf Fig. 9)
Iteration Mean point for Design point as a 6
experiment as a fraction fraction of actual
of actual mean, x M / ~ mean, x D/tz
1 (1.256,0.808) (1.0673,0.6695) 2.2291
corresponding to
(0.9,0.1) fractile
2 (1.0673,0.6695) (1.0774,0.6559) 0.1438
3 (1.0774,0.6559) (1.0788,0.6542) 0.0181
4 (1.0788,0.6542) (1.0790,0.6540) 0.0026
5 (1.0790,0.6540) (1.0790,0.6540) 0.0003
Experiments at (kl, k2), (k 1 + or1, k 2) and (kl, k 2 + ~2)

a p p r o x i m a t i o n s o b t a i n e d f r o m A p p r o a c h A-3 l o c a t i n g e x p e r i m e n t s at k i a n d ki _+ tri in t h e tail

region. T h i s gave a p r o b a b i l i t y o f f a i l u r e o f 9.5410 10 -3 w h i c h c o i n c i d e d with t h a t o b t a i n e d
by A p p r o a c h A - 0 ( T a b l e 2).
T h e results o b t a i n e d f r o m v a r i o u s p r o c e d u r e s a r e s u m m a r i s e d in T a b l e 6. It is e v i d e n t f r o m
the a b o v e discussion t h a t i n c o r p o r a t i n g i n f o r m a t i o n o n t h e p r o b a b i l i t y d i s t r i b u t i o n s o f t h e basic

0.8 : I : I I I I I I I I I I I
0.7
..-~ ...................................... xD
0.6
~0.5
0.4
x 0,5
// C ~ e ents Response Surface
0.2- / 0 f I~h I t e r a t i O n . . . . .

O,l I X0 r e p r e s e n t s "exa(: " t d e s t g n p o i n t

0.0
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
Xl/l~t
Fig. 9. Convergence--Approach A-3.
 217

TABLE 6
Comparison of various methods
Methods Probability of failure
Simulation using actual limit state model 0.0096071
Advanced First Order Second Moment Method 0.0099031
Bucher's Method 0.0137538
Approach A-0 0.0095410
Approach A-1 0.0096398
Approach A-2 0.0111508
Approach A-3 0.0095410

variables in the selection of experimental points at which the finite element analysis for
complex structures is carried out yielded fairly accurate response surfaces but did not save
computational effort required to obtain a good approximation (measured, for comparable level
of accuracy, by 6) to the probability of failure. Hence, it can be concluded that sampling in the
tail regions of the random variables instead of the entire region does not lead to significant
improvements in the response surfaces or reliability estimates.

4.2. Dynamic response of a nonlinear oscillator

A non-linear undamped single degree of freedom system analysed by Bucher et al. [15,17] is
illustrated in Fig. 10. The limit state is defined by
g(x) = 3r- I Zmax I (12)
in which Zmax is the maximum displacement response of the system and r is the displacement
at which one of the springs yields. The statistical parameters of the basic variables are listed in
Table 7. All variables are assumed to be independent and lognormally distributed.

C l
I
. ~ z(t)

_ ~ _ ~ . F( t )
r C2

&l il

Restoring force F(t)

r ~ z ~t
tl
Fig. 10. Nonlinear SDOF oscillator with nonlinear restoring force and pulse load for Example 2.
 218

TABLE 7
Statistical data for Example 2
Number Variable Mean value Standard deviation
1 m 1.00 0.05
2 c1 1.00 0.10
3 c2 0.10 0.01
4 r 0.50 0.05
5 F1 1.00 0.20
6 t1 1.00 0.20

Importance sampling with 1000 simulations of nonlinear dynamic response yielded a proba-
bility of failure of 3.99864 x 10 -2. Bucher et al. [15,17] obtained a probability of failure of
3.81 x 10 -2 by adaptive sampling using 1500 simulations, 3.01 x 10 -2 using a response surface
without cross terms, and 3.67 x 10 -2 using a response surface with cross terms. Approach A-0,
using a response surface without cross terms and with just one more cycle, gives a failure
probability of 3.93365 x 10 -2. Table 8 gives details of the iterations.
The effect of cross terms are considered for this example only for the first iteration as it was
found that a good approximation could be obtained in the second iteration without them.
W h e t h e r the cross terms may be neglected altogether depends on the complexity of the
problem and the nature of the unknown limit state. Without cross terms, the first response
surface approximation to the limit state gives a probability of failure of 2.61898 x 10 -2. The
experimental points for cross terms are then selected in the first quadrant (see Fig. 1) and the
resulting failure probability associated with the revised response surface is 3.22473 x 10 -2. In
order to study the effect of location of experiments, the procedure is repeated with experimen-
tal points in the second, third and fourth quadrants. With the minimum norm distance for the
approximating surfaces taken as an index of the accuracy, the result is almost same regardless
of the quadrant in which the points are located, as indicated in Table 9. The suggested
procedure of selecting points on the negative side of the axes for "resistance" variables and
positive side for " l o a d " variables with the mean as the origin gives the best result in terms of
both minimum fl and closest estimate of the failure probability. The probability of failure is
3.42005 x 10 -2 in the first iteration, which is quite comparable to the exact value of 3.99864 x
10 -2
The importance of the individual terms in the polynomial response surface is evaluated using
eqn. (9). The proposed index is calculated for each term and terms for which the squared error
is less than 0.01 (E) are neglected. In all, five terms (out of 21) are neglected. Treating this as a
first iteration, a new surface is fitted which gives an almost identical failure probability of

TABLE 8
Results of Approach A-0 for Example 2
Iteration 6 Probability of failure
1 2.08001 2.61898 x 10 - 2
2 0.14650 4.09679 x 10 -2
3 0.09543 3.93365 x 10 - 2
Non linear dynamic response 3.99864 x 10 - 2
 219

TABLE 9
First iteration accuracy

Method /3 Probability of failure

by simulation
Without cross terms 2.08001 2.61898 x 10 2
Cross terms (x i, x j) in
I quadrant ( + , + ) 1.90273 3.22473 x 10- 2
II quadrant ( - , + ) 1.89055
III quadrant ( - , - ) 1.90991
IV quadrant ( + , - ) 1.91874
Resistance ( - ) 1.88704 3.42005 x 10 - 2
and Load ( + )
With reduced 1.88882 3.40402 x 10- 2
crossterms
Simulation by non-linear analysis 3.99864 x 10-2

3.40402 x 10 -2. Thus the terms neglected do not have a significant effect on the response
surface or probability of failure. The results are summarised in Table 9.
The accuracy of the response surface obtained depends on the characteristics of the actual
limit state and is affected by the selection of points at which the experiments are performed.
The proposed method (Approach A-0) of continuing the response surface fitting process until
the distance 6 becomes very small or zero is a reasonable way to tackle reliability analysis of
complex structural systems. On the basis of the limited studies made, the suggested location of
experimental points for finite element analysis seems to be logical. The index in eqn. (9) is
sufficient to test the significance of each term after the first iteration so that unnecessary
experiments can be reduced in the subsequent iterations.

5. Summary and conclusions

An adaptive iterative procedure was presented to develop a response surface that is locally a
good approximation to the actual limit state surface in the region of maximum joint probability
density and can be used for structural reliability analysis. Methods were presented to enable
inclusion of information on probability distributions of random variables in selecting experi-
mental points used to generate response surfaces. However, it was found that such methods
have no particular advantages with regard to computational effort and accuracy as compared to
more conventional methods for selecting experimental points. The location of experiments for
cross terms and a systematic procedure to reduce the number of experiments depending upon
the importance of each term in the previous approximation also were suggested. It is felt that
the response surface method can be used efficiently for reliability analysis of certain structural
systems where behavioral models to describe their various limit states cannot be developed in
closed form.

6. Acknowledgements
The first author expresses special thanks to Professor A.S.R. Sai at his parent institution, the
Indian Institute of Technology, Kanpur, India, for initiating him into research in the field of
220

reliability. He also expresses grateful acknowledgement to the Council for International

Exchange of Scholars, Washington D.C., for sponsoring his research at the Johns Hopkins
University.

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