On the ergodicity assumption in Performance-Based Engineering
Andre T. Beck, Rubia M. Bosse, Isabela D. Rodrigues

TL;DR
This paper introduces a new formulation to accurately compute lifetime failure probabilities in Performance-Based Engineering by addressing non-ergodic uncertainties, reducing errors in failure rate calculations over time.
Contribution
The paper presents a novel product-of-lognormals formulation that avoids integration errors for non-ergodic variables in PBE, improving lifetime failure probability estimates.
Findings
Errors of 5-8% for 50-year lifetimes
Errors up to 14% for 100-year lifetimes
Compatible with existing fragility models
Abstract
In the Performance-Based Engineering (PBE) framework, uncertainties in system parameters, or modelling uncertainties, have been shown to have significant effects on capacity fragilities and annual collapse rates of buildings. Yet, since modelling uncertainties are non-ergodic variables, their consideration in failure rate calculations offends the Poisson assumption of independent crossings. This problem has been addressed in the literature, and errors found negligible for small annual collapse failure rates. However, the errors could be significant for serviceability limit states, and when failure rates are integrated in time, to provide lifetime failure probabilities. Herein, we present a novel formulation to fully avoid the error in integration of non-ergodic variables. The proposed product-of-lognormals formulation is fully compatible with popular fragility modelling approaches in…
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