Method to Develop Target Levels of Reliability for

Design Using LRFD

by
Daniel R. Huaco
Doctoral Researcher
University of Missouri
Department of Civil and Environmental Engineering
E2509 Lafferre Hall
Columbia, MO 65211-2200
Ph 573.673.2247
Fx 573.884.1748
drhtz8@mail.missouri.edu
John J. Bowders, PE
William A Davison Professor of Civil Engineering
University of Missouri
Department of Civil and Environmental Engineering
E2509 Lafferre Hall
Columbia, Missouri 65211-2200
Ph 573.882.8351
bowdersj@missouri.edu
J. Erik Loehr, PE
James C. Dowell Associate Professor of Civil
University of Missouri
Department of Civil and Environmental Engineering
E2509 Lafferre Hall
Columbia, Missouri 65211-2200
Ph 573.882.6380
loehrJ@missouri.edu

Submitted to the Transportation Research Board for presentation and publication

Word Count: 5,088 + 9 Tables and Figures = 7,338 words
Transportation Research Board
91th Annual Meeting
January, 2012
Washington, D.C.

TRB 2012 Annual Meeting

Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

ABSTRACT
Target levels of reliability for civil engineering designs are normally established as a matter of
policy by specification committees or agency leadership. Target values are generally selected
with some balance of consideration among perceived costs in a general sense, the consequences
of failure, as well as general historical performance information. Deliberations regarding target
levels of reliability seldom explicitly consider the incremental costs that are required to increase
the reliability of structures and seldom involve explicit calculations to guide or inform such
decisions.
An approach to establish target levels of reliability for design of bridge foundations at
both strength and serviceability limit states is presented in this paper. The approach combines
consideration of socially acceptable risk with economic considerations that seek to minimize
the total cost associated with the foundations. Socially acceptable risk is generally represented
through so-called FN curves, which describe socially acceptable relations between frequency of
failure (F) and the consequences of failure (N), or some other undesired consequence. The
economic optimization involves minimization of total foundation costs through evaluation of the
costs of potential consequences of failure and incremental costs required to increase the
reliability of the foundations.

TRB 2012 Annual Meeting

Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

Method to Develop Target Levels of Reliability for

Design Using LRFD
INTRODUCTION
Historically, engineers have compensated for the variability and uncertainty of bridge foundation
design parameters by using experience and subjective judgment. New design approaches are
evolving that allow designers to achieve more rational engineering designs with more consistent
levels of reliability. One such approach is the Load and Resistance Factor Design (LRFD)
method, which provides the potential to more explicitly address the uncertainties and variabilities
involved using procedures from probability theory to achieve a prescribed level of safety (1).
Until the early 1990s, geotechnical engineers exclusively used the Allowable Stress
Design (ASD) method that collectively accounts for the uncertainties of all design loads and
resistances in a single factor of safety. In ASD, load combinations are treated without
considering the probability of both a higher-than-expected load and a lower-than-expected
strength occurring at the same time and place (2). LRFD provides the capability to separately
account for uncertainty in the loads and the resistances by applying different load or resistance
factors for each parameter. The load and resistance factors can be calibrated using actual
performance statistics allowing designers to achieve uniform and consistent levels of reliability
in both super structure and substructure designs.
Normally the target level of reliability, which is also expressed as the probability of
failure or using a reliability index, is established by an AASHTO specification committee (3)
or is chosen as a function of the variability of loads and resistances. In the AASHTO
specifications of 2004 (4), the design probability of failure is established to be one ten
thousandth or 0.0001 (for geotechnical applications a target probability of failure of 0.001 is
often adopted). Alternatively the design target is a quantity called reliability index () which is
related to the probability of failure. For the probability of failure of 0.0001, equals 3.57 for
load and resistance lognormal distributions, and 3.72 for normal distributions. The disadvantage
of establishing a single target level of safety for all structures is that it does not consider the
increase in cost required to achieve this reliability. For some structures, the increase in cost could
be as much as the cost of the structure itself designed for a reasonable lower level of reliability.
In some cases, the level of reliability for design is chosen as a function of the variability
of the loads and resistances. For example, according to the Kansas Department of Transportation,
a factor of 2.5 may be appropriate for conditions of where the uncertainty is reduced (5). This
approach goes against the purpose of using factors to compensate for the variability or
uncertainty of loads and resistances.
Alternatively to the current practice, target levels of reliability can be established based
on combined consideration of socially acceptable risk and economic optimization. Socially
acceptable risk is generally represented through FN curves, which describe socially acceptable
relations between frequency of failure (F) and some undesired consequence such as the number
of lives lost (N). Economic optimization involves minimization of the total costs associated with
construction and operation of bridges through evaluation of the potential costs of failure or
unacceptable performance and costs required to reduce the likelihood of occurrence. The total
cost of an infrastructure (life cycle cost) is expressed as a function based on the concept of the
expected monetary value. The economic optimization analysis includes the mathematical

TRB 2012 Annual Meeting

Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

minimization of the total cost function and, in the present work, geotechnical probabilistic
analysis of the likelihood of failure of bridge foundations.
CRITERIA TO ESTABLISH TARGET LEVELS OF RELIABILITY
The approach proposed to identify target levels of reliability for design of bridge foundations at
both strength and serviceability limit states is based on the combination of socially acceptable
risk with economic considerations that seek to minimize the total cost associated with the
foundations. Both societal y and economical probabilities failure are identified and compared in
an FN chart similarly to that sketched in Figure 1.
10-0

Annual Probability of "Failure"

10-1
10-2

10

Societal

-3

10-4

Economical

10-5
10-6
10-7
10

102

103

104

105

106

Number of Fatalities, N

Figure 1. Schematic of an FN chart comparing social and economic levels of acceptable risk (or
probability of failure, P).
The tolerability limits for socially acceptable levels of risk are controversial and in
addition societal risk criteria should not be used in a prescriptive mode [but] should
be regarded as no more than indicators or guidelines (6). FN curves are produced to invoke
criteria by which to decide whether the risks in the system represented by the FN curve are
tolerable or not. Such criteria are sometimes called Societal risk criteria. The most obvious
type of criterion is a line on the FN chart. If a systems FN curve lies wholly below the criterion
line, the system is regarded as tolerable, but if any part of the FN curve crosses above the
criterion line, the system is regarded as intolerable. Safety measures to lower the FN curve may
then be required (7).
Governments and agencies around the world are developing FN charts to identify
acceptable levels of risk from a political and/or social perspective. These types of plots show the
relationship between the probability (frequency) of fatal events per year and the number of
human lives lost.
Figure 2 shows a graphic that is commonly presented to demonstrate what many people
consider to be acceptable risk associated with several different activities or industries. The
chart provides some general guidance on the accepted average annual risk posed by a variety of

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Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

traditional civil facilities and other large structures or projects (8). The location of the civil
facilities bubbles are empirically based on historical observations.

Figure 2. Relationship between annual probability of failure (F) and lives lost (N) (expressed in
terms of $ lost or lives lost) for common civil facilities (9).
Two of the most influential FN charts are produced by the Hong Kong Governments
Planning Department to be used by Potentially Hazardous Installations (PHI) and the Australian
National Committee on Large Dams (ANCOLD) that emphasizes the importance of planning
systematic dam safety programs. The importance of ANCOLD guidelines is that it provides a
greater level of guidance than the majority of other guidelines. The concept of tolerability
adopted by ANCOLD is essentially international, also being applied in 1993 by the United States
Bureau of Reclamation (USBR) and is strongly influenced by the Health and Safety Executive
(HSE) and endorsed by the UK Treasury (10). The FN chart shown in Figure 3 displays the
ANCOLD (11) and the Hong Kong societal risk guidelines (12) overlapping on Baecher and
Christians traditional civil facilities graphic shown in Figure 2. The overlap shows good
agreement between the agencies and the historical performance from Baecher and Christian.

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Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

1E+00

Prob of failure per year (Poptimum)

1E-01

10
10-2-2

10
10-1-1

10
1000

Fatalities, NN
10
10+22
103+3

10
10+11

104+4

10
105+5

10+66

Marginally Accepted
Marginally
Accepted

Mine
Mine
Pit
Pit
Slopes
Slopes

Accepted
Accepted

1E-02
Foundations
Foundations

1E-03
1E-04

Dams
Dams

1E-05
ANCOLD
ANCOLD
Commercial
Commercial
Aviation
Aviation

1E-06

Hong
Hong Kong
Kong

1E-07
1E-08
1E+4

1E+5

1E+6

1E+7

1E+8

1E+9

1E+10 1E+11 1E+12

Failure/repair cost, dollars (X)

Figure 3. FN chart showing average annual risks posed by a variety of traditional civil facilities,
large structures and the ANCOLDs and Hong Kongs societal risk guidelines.
Curves on the FN charts define regions or levels of risks that are generally dependent on
societys acceptability for the loss of life. FN charts also assist in analyzing the practicability,
from an operational or financial perspective, of taking measures (where measures are available)
to reduce the level of risk of a civil work. The consequences of failure in FN charts are normally
expressed in terms of the number of losses of human lives. However, it is possible to assign a
statistical value to human lives; therefore the consequences of FN charts can instead be
expressed in terms of monetary value. In this case, the FN curves constitute boundaries between
regions on the plot that define the acceptance or non-acceptance of probabilities of failure for a
potential monetary amount of loss. From an economic perspective, an FN curve (risk curve) can
constitute a curve established by a family of points that represent the optimum probability of
failure for a given monetary loss.
Life-Cycle Cost
The life-cycle cost of a bridge is the summation of initial cost, the cost of maintenance and
possibly the cost of upgrade. The concept of the life-cycle cost (total cost) is important for
making economic decisions.
If the initial cost of a bridge is large, the probability of repair or the consequence due to
failure is expected to be small. On the other hand, if the initial cost is small, the probability of
having regular repairs or having larger consequence cost may be expected along the life-cycle of
the infrastructure. This implies that there is a tradeoff between the initial cost and the probability
of incurring a consequence cost (failure cost) of an infrastructure along its life-cycle.

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D.R.Huaco, J.J.Bowders and J.E.Loehr

Substructures and foundations constitute major components of bridges, and can represent
more than half of the total bridge cost (13). The method of analysis and design is important
because it can influence the structural performance and project budget.
Expected Monetary Value
In decision theory, the expected monetary value, EMV (also denoted as E), is a measure of the
value or utility expected to result from a given strategy (decision), equal to the sum of the initial
investment (cost) of a civil work plus the probability of an incurrence times the value of the
consequence (gain or loss). In the case of civil works, consequences can be classified as
recurring maintenance costs (vegetation control, drainage maintenance, etc) or unexpected
maintenance cost (repair of slides, settlement or total failure and complete replacement, etc.).
The term consequence is used as the costs associated with a future failure. In general,
consequence can include human injuries or other less tangible things like legal liability or
political consequences such as the loss of faith by the traveling public. In this paper,
consequences are expressed in terms of dollars to make the evaluations convenient. The
mathematical expression shown in Equation 1 represents the expected monetary value (E) of a
civil work.
(

(1)

Where,
E = expected monetary value
A = initial cost of the civil work
P = the probability of failure
X = consequence cost of failure
T = the cost associated with no failure or recurring maintenance cost.
Since geotechnical infrastructures involve piles, drilled shafts, etc. which does not
typically require recurring maintenance, the cost of maintenance, T in the equation is considered
negligible. The simplified mathematical expression to denote the expected monetary value is
displayed as Equation 2.
(2)
The expected monetary value is now an equation with three independent variables (A, P
and X). The initial cost (A) and the probability of failure (P) are inversely related, meaning that if
the initial cost increases, it is assumed that the probability of failure decreases or if the initial cost
decreases, the probability of failure increases. In the case of geotechnical infrastructures, if the
foundation increases in cost due to an increase in size, the probability of poor performance
(settlement or collapse) is assumed to decrease.
The relations or functions between the initial costs of the geotechnical infrastructure and
the probability of failure are shown in a future section. The function that relates the initial cost, A
with the probability of failure is of the form displayed in Equation 3.
( )

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(3)

Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

Where,
A = the initial cost of the foundation,
b = the slope factor,
P = the probability of failure, and
d = the vertical intercept at P = 1.0
The values of variables b and d are obtained through probabilistic analyses and are
considered unique and constants for each type of geotechnical infrastructure. Therefore, the
expected monetary value equation is reduced to be a function of the probability, P the
consequence cost, X and a couple of known constants.
Minimum Expected Value
By relating the initial cost (A) and the probability of failure (P), the expected monetary value is
simplified to an equation of two variables. This function represents a surface in space in which
the axes are the expected monetary value (E), the probability of failure (P) and the consequence
cost (X). The surface has the shape of an open parabolic channel that flows upwards and out of
the E-P plane (Figure 4).

X
Figure 4 Graphical representation of the relation between the expected monetary value (E), the
probability of failure (P) and the consequence cost (X).
An upwards parabolic curve is observed on any plane parallel to the E-P plane that
intersects the X axis. By definition, this parabolic curve has a vertex or a point that is a
minimum on that plane. This point represents the minimum expected value (less expensive lifecycle cost of an infrastructure) for a selected value of X. The coordinates of the minimum point
are calculated in the next section.

TRB 2012 Annual Meeting

Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

Derivation of the Optimum Probability Function and FN Curve

In Figure 4, the curve that results from intersecting the E-P-X surface with a plane parallel to the
E-P plane has a point that is a minimum (minimum expected value). The abscissa of the point is
P and the ordinate is E. The coordinates of the minimum point are calculated by mathematically
minimizing the function that defines E. The abscissa P of the minimum point is denoted as the
optimum probability (Popt) because at that value, the expected value (E) is a minimum.
From Equation 2, the value of the initial cost (A) is replaced by the function of (A) shown in
Equation 3. The expected monetary equation now has the following form (Equation 4):
(

(4)

The minimum value of this equation occurs when its tangent (slope) is zero. This can be
calculated by taking the derivative of the expected monetary value (E) with respect to the
probability of failure (P).

The probability (P) at which the expected monetary value is minimum is defined as the optimum
probability of failure (Popt) and is denoted as follows (Equation 5).
(5)
The value of the optimum probability (Popt) will be different for different expected
monetary value curves which are generated by assigning different values to the consequence (X)
(Figure 5). It is possible to use different values of consequence because the expected monetary
value of the geotechnical infrastructure (bridge foundation) includes as a consequence, the cost
of failure of the entire bridge (X). Although the initial cost is related to the foundation only, the
consequence depends on the cost or repair of the entire bridge.
The target level of risk is plotted in an FN chart. The level of risk is plotted as a
continuous curve that is generated by a family of points that represent the optimum probabilities
of failure (Popt) of an infrastructure for different consequences (X).

TRB 2012 Annual Meeting

Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

10

150,000

Expected monetary value - dollars

125,000
100,000

75,000
X = 1E8

50,000

X = 1E7

25,000

X = 1E6

X = 1E5

-25,000
-50,000
1E-07

X = 1E4

1E-05

1E-03

1E-01

1E+01

Optimum probability

Figure 5. Expected monetary value curves in which the minimum (optimum) probability of
failure (Popt) is identified for different values of consequence cost X.
Probability of Failure-Cost Relations
The probability of failure (P) or the probability of an unsatisfactory performance of a
foundation decreases when increasing the certainty of soil and material parameter values, when
increasing the quality and/or size of the foundation or when improving the design (type) of the
foundation. All these options increase the cost of the foundation. The probability of failure-cost
relation (P-cost) is a function that relates the probability of failure and the initial cost of the
infrastructure. The slope of this function represents the cost required to decrease the probability
of failure.
The term probability of failure is an event that does not necessarily only describe the
chance of catastrophe. The behavior could constitute unsatisfactory performance but not
catastrophic failure (14). The Corps of Engineers uses the term probability of unsatisfactory
performance to describe probability of failure (15). The probabilities of failure were established
through reliability analyses. Reliability as used in reliability theory is the probability of an
event occurring, or the probability of a positive outcome (14). Reliability calculations
provided a means to evaluate the combined effects of multiple design parameter uncertainties
and variability.
There are numerous methods of employing reliability theory to evaluate reliability of
geotechnical infrastructure. Taylors Series method was used to calculate probabilities of failure
considering the combined effect of the variability of the input parameters. The Taylor series
method is a procedure to compute the standard deviation and/or the coefficient of variation of the
factors of safety for the strength (capacity) limit or service limits. The use of the method requires
previous knowledge of the mean and standard deviation of all parameters. Distributions of
factors of safety values for strength limit and settlement values for service limits can be

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Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

11

developed using the mean and standard deviations values computed using Taylors Series
method.
Distributions of factors of safety values for bridge foundation strength and service limits
are assumed to be lognormal. The magnitude of the probability of failure is established by
computing the area under the distribution curve less than unity (1.0) and the probability of
exceeding a selected service limit was established by computing the area under the settlement
value distribution curve larger than the select service limit. The initial cost, A of foundations
depends of the foundation type, size and the cost of materials.
Probabilities of failure-cost curves are developed by plotting the probability and cost
pairs on semi-log graphs. Probability values are plotted in a log scale while the costs are plotted
on an arithmetic scale. The probabilities of failure-cost functions can be established using
regression analysis considering a logarithmic regression type. The functions that best fit the data
and can predict values of probability of failure and costs are displayed on the graphs.
The function reported has a linear form with the independent parameter, probability of
failure (abscissa), expressed in a natural log scale instead of a logarithmic scale (to base 10). The
independent constant, (d) which is an arithmetic value, represents the intersection of the function
curve with a vertical line that passes through the probability of failure value equal to unity (P =
1.0). The term with the independent variable (probability of failure, P) is affected in Equation 3
by a factor (b) which is not the true slope (m) of the linear function. The factor b is acting on the
natural log value of the probability of failure instead of the logarithmic value of the probability
of failure on a semi log graph.
The value of the slope factor b can be expressed in terms of the true function slope, m.
Consider the following linear equation in a semi log graph (Equation 6):
( )

(6)

Where,
A = the foundation initial cost,
m = the slope of the linear function,
P = the probability of failure, and
d = the vertical intercept at P = 1.0
A relation between the slope factor b and the slope m is established by comparing the terms with
the independent variable P of Equation 3 and Equation 6. The relation between the slope factor b
and the slope m is shown in Equation 7.
(

(7)

Therefore quantitatively, the value of the slope factor b is about 40 percent of the value of
the true slope of the probability of failure-cost function in a semi-log plane. The optimum
economic probability of failure can be expressed in terms of slope factor b or in terms of the true
slope m of the function.

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D.R.Huaco, J.J.Bowders and J.E.Loehr

12

The location of the risk curves in the FN chart depends of the value of the slope factor b
which is obtained from the probability of failure-cost function. The slope factor b of the
probability of failure-cost function is an essential parameter to define, understand and compare
functions. This factor represents the cost required to decrease the probability of failure of a
bridge foundation by one order of magnitude. A large slope factor b would indicate that it is very
expensive to decrease the probability of failure by one order of magnitude. The locations of these
risk curves in the FN charts are evaluated with respect to their proximity to socially acceptable
risk boundaries and regions.
Development, Analysis and Calibration of Risk Curves
FN charts are graphical representations of social acceptability for the loss of lives. The risk
curves proposed by world government safety agencies on FN charts are boundaries that define
regions or levels of risk acceptable to society. They are not curves that define the economically
optimum acceptable risk. However, it is in this chart of regions of social acceptability that the
optimum economical risk curves are plotted. The optimal economic risk curves do not define
regions of economic acceptability. These curves represent a family of points of probabilities that
are economically optimum for different levels of consequence. Considering that economic risk
curves are dependent on the same parameters as socially acceptable risk (i.e. consequence (X)
and probability of failure (P)), they can be plotted on FN charts overlapping socially acceptable
regions.
Optimum economic risk curves can be developed for several bridge foundations types
such as pile groups, drilled shafts and spread footings. The region in the FN chart that occupies
the envelope of the curves constitutes an optimum economic zone. It is within the region that the
optimum probabilities of failure are established. Figure 6 shows the shaded region of an
optimum economic risk curve envelope developed for the design of bridge foundations
considering the strength limit.

TRB 2012 Annual Meeting

Paper revised from original submittal.

D.R.Huaco, J.J.Bowders and J.E.Loehr

13

Fatalities, N
1E+00

Prob of failure per year (Poptimum)

1E-01

10-2

10-1

100

101

102

103

104

105

106

Mine
Pit
Slopes

1E-02
Foundations

1E-03
1E-04

Dams

Est
ima
ted

1E-05
Commercial
Aviation

1E-06

US
Da
ms

1E-07
1E-08
1E+4

1E+5

1E+6

1E+7

1E+8

1E+9

1E+10 1E+11 1E+12

Failure/repair cost, dollars (X)

Figure 6. Probability of failure (risk) step function generated within foundation risk curve
envelope according to the consequence of bridge failure.
The target levels of reliability for geotechnical infrastructures are established by
identifying within the optimum economic risk zones, probabilities of failure for different ranges
of bridge failure costs (X). With the use of engineering judgment, a probability of failure can be
selected for a specific range of failure costs which is normally associated with a specific size or
category of bridge. In some cases, the target probability of failure is selected to be smaller to
avoid public discomfort when designing for bridge service limits (settlements).
Example of Probability vs. Costs Function for Drilled Shafts
The probability of failure-cost function for drilled shaft strength limit state is developed using
reliability theory. Factors of safety values are calculated using Equation 8. Factors of safety
distribution curves are developed with mean and standard deviation values calculated using the
Taylors Series method. The values of probability of failure are calculated from the distribution
curves while cost values are estimated based on Missouri Department of transportation
(MoDOT) Pay Item reports.
(8)

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D.R.Huaco, J.J.Bowders and J.E.Loehr

14

Where,
F.S. = the factor of safety
= skin resistance coefficient
Su = undrained shear strength
D = drilled shaft diameter
LS = drilled shaft length
Qw = working load.
A factor of safety distribution curve is developed for several drilled shaft sizes. Each
factor of safety distribution curve generates a probability of failure data point. Depending on the
size, each drilled shaft is also associated with a cost. Pairs of probability of failure and cost are
plotted on a semi-log graph as shown in Figure 7.
100,000
90,000

Drilled shaft cost, dollars, (A)

80,000
70,000
60,000

y = -17,067ln(x) - 12,615

50,000
40,000

30,000
20,000
10,000

0
1E-06

1E-05

1E-04

1E-03

1E-02

1E-01

1E+00

Probability of failure, (P)

Figure 7. Probability of failure-cost function for drilled shafts.

Using Excels regression functions, a logarithmic type trend line for the probability of
failure-cost points are generated. The interval of interest ranges between 1 in a hundred (1x10-2)
and 1 in a million (1x10-6) probability of failure. The slope factor b of the function is -17,067.
The negative sign denotes an inverse correlation. The probability of failure decreases as the costs
increases.
Similarly, a probability of failure-cost function is developed for a pile group limit state
using Equation 9.
(9)
Where,
F.S. = the factor of safety
Fy = the pile yield strength

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D.R.Huaco, J.J.Bowders and J.E.Loehr

15

A = Cross sectional area of pile

n = number of piles in the pile group, and
Qw = working load.
The probability of failure-cost function generated for pile group strength is shown in Figure 8.
The slope factor b of the function is -1,352. Both drilled shafts and pile group risk curves fall
within the region of social acceptability for civil works. This slope is smaller in magnitude than
the slope generated for drilled shaft (b = -17,067). Risk curves of drilled shafts are located at
higher risk levels than pile group risk curves. Drilled shafts slope factors b are larger in
magnitude than pile group factors therefore it is more costly to decrease the probability of failure
of drilled shafts. The target level of probability of failure for the design of drilled shafts from an
economic perspective is larger than for pile groups.

Cost pile group, 50 ft long, dollars, (A)

35,000
30,000
25,000
20,000
15,000
10,000

A = -1,352 ln(P) + 17,043

5,000
0
1E-08 1E-07 1E-06 1E-05 1E-04 1E-03 1E-02 1E-01 1E+00
Probability of elastic failure, (P)

Figure 8. Probability of failure-initial cost function for pile groups.

Risk curves are developed using both drilled shafts and pile group slope factors (Figure
9). The target levels of reliability for bridge foundations are established by identifying within the
area between both risk curves, the probabilities of failure for different bridge failure costs values
X.
With the use of engineering judgment a probability of failure is selected for a specific
range of failure cost that can be associated with size or category of a bridge. Graphically, the
selection of consequence costs and target probabilities appear as step functions within the
optimum economic risk zone.

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D.R.Huaco, J.J.Bowders and J.E.Loehr

16

Fatalities, N
1E+00

Prob of failure per year (Poptimum)

1E-01

10-2

10-1

100

101

102

103

104

105

106

Marginally Accepted

Mine
Pit
Slopes

Accepted

1E-02
Foundations

1E-03
1E-04

Dams

1E-05
ANCOLD
Commercial
Aviation

1E-06

Hong Kong

1E-07
1E-08
1E+4

1E+5

1E+6

1E+7

1E+8

1E+9

1E+10 1E+11 1E+12

Failure/repair cost, dollars (X)

Figure 9. Probability of failure (risk) step function generated within foundation risk curve
envelope according to the consequence of bridge failure.

The location of the risk curve in the FN chart depends on magnitudes of the optimum
probability, Popt (which depends on the slope factor b) and the consequences of failure cost, X
(Equation 5). If the numerical magnitude of cost would change dramatically (for example if
using a different currency), then the risk curve would shift towards the right or left of the original
risk curve depending on if there is an increase or decrease of the costs respectively. In this case,
the target probabilities value would not change. The change would be of the range of interest of
the consequence cost, X in the FN chart that would shift to the right or to the left along with the
horizontal displacement of the risk curve.
In summary, the process to establish the suggested target probabilities of failure consisted
in developing step functions in FN charts between the intersection of the ranges of consequence
costs of geotechnical infrastructures and the region located between upper and lower risk curves
for each level of failure (i.e. strength and three service limits). The upper and lower risk curves
boundaries are developed considering the envelope of slope factor b (upper and lower extreme
values) of all foundation types for each level of failure. Refinement of the location of the step
function to establish the suggested probability of failure is based on judgment taking into account
the societal and political acceptance of failure.
Finally, the selected target probabilities of failure are useful along with the knowledge of
the variability and/or uncertainty of the resistance parameters to establish resistance factors in the
LRFD method.

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CONCLUSIONS
Target levels of reliability for the design of geotechnical infrastructures can be established based
on a combination of cost analysis and societal acceptance of risk. The levels of reliability
obtained from the optimization of cost and risk provides the opportunity to decrease the costs of
an infrastructure while designing to a consistent known level of safety. The engineering
procedure is robust and can be applied to develop target levels of reliability for other civil works.
ACKNOWLEDGEMENTS
The authors of this paper would like to thank the Missouri Department of Transportation
(MoDOT) for providing funding and information for the project. We would also like to thank Dr.
Carmen Chicone, professor of the Department of Mathematics of the University of Missouri for
his invaluable contributions and recommendations to this project.
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TRB 2012 Annual Meeting

Paper revised from original submittal.