Simplified algorithm for reliability sensitivity analysis of structures: A spreadsheet implementation

Abstract

An important segment of the reliability-based optimization problems is to get access to the sensitivity derivatives. However, since the failure probability is not a closed-form function of the input variables, the derivatives are not explicitly computable and rather require a full reliability analysis which is computationally expensive. In this paper, a step-by-step algorithm has been presented to calculate the derivatives of the probability of failure and safety index with respect to the input parameters based on the advanced first-order second-moment (AFOSM) reliability method. The proposed algorithm is then implemented in a spreadsheet using Visual Basic for Application (VBA) programming language. Two geotechnical and structural examples are then presented to examine the program and describe the modeling procedure. The robustness of the proposed method is examined using a Gaussian random perturbation. The capability of the proposed method in the calculation of the sensitivity derivatives of the model uncertainty is explained in a separate section. Finally, the proposed model has been compared to the forward finite difference (FFD) method and the results are validated.