Abstract

This paper presents a new method for engineering design that allows controlling safety factors and failure probabilities with respect to different modes of failure. Since failure probabilities are very sensitive to tail assumptions, and safety factors can be insufficient, a double check for the safety of the engineering structure is done. The dual method uses an iterative process that consists of repeating a sequence of three steps: (1) an optimal (in the sense of optimizing an objective function) classical design, based on given safety factors, is done, (2) failure probabilities or bounds of all failure modes are calculated, and (3) safety factor bounds are adjusted. The three steps are repeated until convergence, i.e., until the safety factor lower bounds and the mode failure probability upper bounds are satisfied. In addition, a sensitivity analysis of the cost and reliability indices to the data parameters is done. The proposed method is illustrated by its application to the design of a rubble-mound breakwater.

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