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Advanced fragility curves of Interdependent


Lifeline Systems using Decision Making
Method (AHP)

Conference Paper June 2008

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Advanced fragility curves of Interdependent Lifelines Using Decision
Making Process
M. N. Alexoudi
Dr. Civil Engineer, MSc, Department of Civil Engineering, Aristotle University of Thessaloniki, Greece
K. G. Kakderi
Civil Engineer, MSc, Department of Civil Engineering, Aristotle University of Thessaloniki, Greece
K. D. Pitilakis
Professor, Department of Civil Engineering, Aristotle University of Thessaloniki, Greece

First International Symposium on Life-Cycle Civil Engineering (IALCCE08), Varenna, Lake Como, Italy, June 11-14, 2008,
No.A129

ABSTRACT: Lifeline systems co and post seismic performance are controlled by the vulnerability and intra-
connectedness of their components. The main objective of this research is the estimation of the expected seis-
mic performance of infrastructure components through a probabilistic approach taking into account their in-
teractions with other lifeline systems. The method proposed is based on the use of adequate interdependency
indices between lifeline systems. They are evaluated using the Analytical Hierarchy Process which is enlisted
in the most popular multicriteria decision making procedures. The notions of pair-wise comparisons, in terms
of verbal or arithmetic preferences, of the production of reciprocal square matrix and the accepted consistency
index and of the systemic vulnerability or vulnerability of interdependent elements are introduced. Fragility
curves of the interdependent components are estimated based on vulnerability functions of independent ele-
ments and the reciprocal square matrix. The applicability of the proposed methodology is illustrated using an
explanatory example.

1 INTRODUCTION the evaluation of the interactions between lifeline


systems in three different periods (prior, during and
Lifelines are vital for the community, the quality of after the occurrence of a seismic event). The meth-
living, the degree of development and the growth of odology illustrated in this paper is orientated towards
a society. Based on most recent data from strong this direction.
earthquakes they are proved to be quite vulnerable A major concern for the quantification of lifeline
during earthquakes. The mid and long-term effects elements interactions is the description of the typol-
of lifeline damages could be very important, as they ogy and the functioning of systems involved, the na-
can result in malfunction of urban activities and can ture of the reciprocal influence, when the specific
have serious socioeconomic losses. synergy is evolved (normal, co-seismic or restora-
In complex city environment lifelines are highly tion/recovery period) and the importance of the link
intra-dependent and inter-dependent systems, show- (slight / strong) between components and systems.
ing a great degree of coupling between sub- Several types of interdependencies exist described
components of the same system and with other infra-
by different researchers (Kameda 2000, Rinaldi et al.
structures. A representative case of interactions
among different lifeline systems during the restora- 2001, Peerenboom et al. 2001, Tang et al. 2004, Yao
tion period is reported after the 1995 Kobe earth- et al. 2004):
quake by Hada and Meguro (2000). They outlined Function interaction/ physical, cyber interaction.
the problems in the restoration activities of water Collocation interaction/ geographic, space, physical
and gas network in Kobe area due to traffic conges- damage propagation.
tion, street blockades, damaged buildings and water Substitute interaction/ back-up functions of substi-
flowed into gas pipelines. tute systems.
The inherited complexity makes the assessment Restoration/ recovery interaction.
of inter-dependent lifeline systems performance a Cascade interaction/ functional damage propaga-
difficult task and a very challenging issue for ad- tion/ system interaction.
vanced seismic risk management solutions. An effi-
cient seismic vulnerability analysis and the devel- General interaction.
opment of an optimum mitigation strategy require Logical interaction/ financial markets.
Interdependencies in the seismic risk analysis of mic behavior. Equation 1 describes the seismic risk
lifelines were studied by several researchers (Ho- (S.R.) of interdependent lifeline systems:
shiya & Ohno 1985, Nojima & Kameda 1991, Scaw- {S.R.interdependent}={S.R.independent}*{Interaction func-
thorn 1992, Eidinger 1993, Shinozuka et al. 1993, tion}(1)
Shinozuka & Tanaka 1996 and Menoni 2001). How-
Lets us consider three lifeline networks (systems
ever, little research has been made so far for interac- 1, 2 and 3). Each node represents the lifeline ele-
tions between different critical infrastructures which ments that compose the system. The veil illustrates
may seriously affect the seismic risk management connections between the different elements inside
and mitigation. The research work presented in this the systems. If systems 1, 2 or 3 were independent,
paper accounts for the logical and the general inter- the failure of one systems component would influ-
action between different critical infrastructure ele- ence the operability of the connected (with veils)
ments, which derives from the compilation of the lifeline elements inside the system and the function-
operational productivity offered from one lifeline ality of the system as a whole lifeline. In the case of
element to another. systems dependency, it could be considered that
Several approaches can be used for the estimation systems 1, 2 and 3 are dependent on the functionality
of others through node N (Fig. 2). Node N represents
of such interactions: economic, fuzzy logic, decision
one lifeline system element that participates in sys-
making or composite approaches (Wong & Isenberg tem 1 but also influences systems 2 and 3. The func-
1995, Giannini and Vanzi 2000, Amin 2001, Little tionality of node N is unsatisfactory (event EN) if
2002, Brown et al. 2004, Bernhardt & McNeil 2004, system 1 fails between supply node 1 (red node) and
Haimes & Jiang 2001, Santos & Haimes 2004, node N (event E1) or system 2 fails somewhere be-
Dueas-Osorio et al 2006, Li & He 2002). The tween its supply node 2 (red node) and node N
methodology presented herein (Fig. 1) is based on (event E2) or systems 3 fails between supply node 3
the use of multicriteria decision making procedure in and node N (event E3).
order to estimate adequate interdependency indices
between different elements of lifeline systems, that
are used to evaluate systemic fragility curves of in-
terdependent lifelines.

ECONOMIC FUZZY DECISION COMPOSITE


APPROACH LOGIC MAKING APPROACH

ESTIMATION OF LIFELINE SYSTEMS


INTERDEPENDENCY INDICES

ESTIMATION OF LIFELINE SYSTEMS


PROPAGATED INOPERABILITY MATRIX
Figure 2. Functionally interactive networks systems.
INDEPENDENT LIFELINE INDEPENDENT LIFELINE
COMPONENTS COMPONENTS
VULNERABILITY CURVES WEIGHT COEFFICIENTS
The probability of the event EN (interdependent
event) for a three systems interconnectivity can be
ESTIMATION OF INTERDEPENDENT LIFELINE
COMPONENTS VULNERABILITY CURVES
written as:
Figure 1. Flowchart of the proposed methodology. P(EN)= P(E1)+ (1-P(E1))*P(E2)*a12N +
(1-P(E1))*P(E3)*a23N (2)
2 INTERACTIONS BETWEEN LIFELINE where: P(E1) denotes the probability of event 1
SYSTEMS (event inside system 1- system 1 independency),
P(E2) denotes the probability of event 2 (event inside
As previously mentioned, lifelines are highly inter- system 2- system 2 independency) and P(E3) denotes
connected; thus the risk of failure or deviation from the probability of event 3 (event inside system 3-
normal operating conditions in one lifeline system system 3 independency), a12N denotes a cross impact
(or part of it) can affect the risk in another. In case of factor representing the degree of probabilistic contri-
an earthquake, malfunction of a systems compo- bution (functional dependence) of system 1 and 2 to
nents can result in cascading effects within the same the lifeline element of node N and a23N denotes a
system and other connected systems. The nature of cross impact factor representing the degree of prob-
the identified interactions, as well as the degree of abilistic contribution of system 2 and 3 to the lifeline
interconnectedness (type and degree of coupling) is element of node N.
the determinant of the interdependent systems seis-
3 ESTIMATION OF COMPOSITE high uncertainty. It involves the following steps: (1)
INTERDEPENDENT FRAGILITY CURVES construct a structural model of interrelationship of
all systems under consideration, (2) quantify expert
The vulnerability of a system of interacting lifeline opinions for the importance of each lifeline system
elements depends on the vulnerability of the individ- or element compared to another (3) convert the opin-
ual components, the way in which the components ions into the form of a cross impact matrix com-
are connected and the degree of their interdepen- posed of elements representing degree of corre-
dency. The fragility of the system can differ signifi- sponding impact and (4) modify probability of an
event occurrence using the cross impact matrix. In
cantly from the fragilities of its components. The
this study the principle of a cross impact analysis is
concept of systemic vulnerability or vulnerability of employed for evaluation of system interactions,
interdependent elements is introduced to evaluate whereas the impacted probability is formulated on
the system fragility in addition to the individual the rigorous basis of probability theory, decision
component fragilities. Fragility curves are described making procedure and a systematic approach of
in terms of the probability of exceeding, in an inde- seismic risk analysis.
pendent lifeline component, a specific limit state as a
function of ground motion intensity. Each systems
element is examined as an individual component 5 ANALYTICAL HIERARCHY PROCESS (AHP)
with no interaction between subcomponents of the
same system or/and other external infrastructures. The Analytical Hierarchy Process (AHP) method is
Thus, fragility curves of the interdependent compo- used to estimate the degree of probabilistic contribu-
nents are estimated based on vulnerability functions tion of system 1 and 2 to the lifeline element of node
of independent elements and the cross impact ma- N as mentioned in paragraph 2. AHP is listed in the
trix. Fragility curves are usually described by (cumu- most popular multicriteria decision making proce-
lative) lognormal distribution functions defined by a dures as it employs simplicity, accuracy, it has theo-
median value and a standard deviation (e.g. NIBS, retical robustness, it can handle both intangible and
2004). The conditional probability of being or ex- tangible criteria and most important it has the capa-
ceeding, a particular damage state dsi, given the peak bility to directly measure the inconsistency of the re-
ground acceleration (PGA) is defined by the rela- spondents judgments (Saaty 1980, Vargas 1990).
tionship: The AHP combines subjective and objective alterna-
tives into a single measure in a hierarchical or net-
1 PGA work framework. The assessment is based on a ratio
P (dsdsi/PGA)= ln
(3) scale and pair-wise comparisons for the estimation
dsi PGA, dsi
of lifelines interactions either verbally or numeri-
where: PGA, ds i is the median value of peak ground cally.
acceleration at which the component reaches the The AHP method requires the following major
threshold of the damage state dsi, dsi, is the standard steps:
deviation of the natural logarithm of the peak ground 1) Structuring the hierarchy.
acceleration for damage state, dsi and is the stan- 2) Collecting input data by pair-wise comparisons.
dard normal cumulative distribution function. 3) Using the eigenvalue method to yield priorities.
For each PGA level a, and for each damage state, 4) Calculating Consistency Ratio (CR) of individ-
the final discrete probability of each infrastructure ual expert to check the reliability of the experts.
element j is estimated from the following function: 5) Estimating Consistency Index (CI) for the group
dPa*j = dPa1j*a1j+dPa2j ++dPmj*amj = dpa*ij of experts.
1, for i=1,,m (4) The larger the CR the less consistent the expert is. In
case of inconsistency, the procedure continues until
where: dPa is the discrete probability at PGA level a, consistency is accomplished.
i is the respective damage state and j is the examined
infrastructures component.
5.1 Structuring the hierarchy
4 CROSS IMPACT ANALYSIS A top down approach is employed placing on the
principal level macro-level criteria. Then attributes
Cross impact analysis is a systemic method to evalu- of each principal level criterion are developed on the
ate probabilities of occurrences of various events in secondary level. Every secondary level criterion
an interactive relationship. This method inevitably contributes to the quality of the decision on the next
involves complex interactions among events and
level. The process of breaking down the levels con- 5.4 Consistency Ratio (CR) of individual expert
tinues until a bottom level criterion is reached.
A Consistency Index (CI) is used to measure the de-
gree of inconsistency in the square matrix A. The CI
5.2 Pair-wise comparisons is defined as CI= (max - n) / (n-1), where n is the
number of elements and max is the largest right ei-
Once the hierarchical structure has been established, genvalue estimated from each individual expert.
the relative importance (weights) of all decision ele- Saaty (1980) compared the estimated CI with the
ments is explicitly captured and revealed through ra- same index derived from a randomly generated
tio scale approach. Pair-wise comparison of these square matrix, called the Random Consistency Index
elements within the same hierarchical level, with re- (RCI) shown in Table 2. The ratio of CI to RCI for
spect to the parent elements in the next higher level, the same order matrix is called the Consistency Ra-
is established. Table 1 shows conversion used to tio (CR). The judgmental consistency of each expert
translate verbal preferences into numbers judgments. is determined. Generally, a CR of 0.10 or less is con-
The numerical scales range from 1 to 9 according to sidered acceptable; otherwise matrix A will be re-
the preferences of experts. vised to improve the judgmental consistency.
Table 1. Conversion table used in the Analytical Hierarchy Table 2. The Random Consistency Index (RCI)- Saaty, 1994
Process to translate verbal preferences into numbers (Saaty, n 1 2 3 4 5 6 7
1988). RCI 0.00 0.00 0.52 0.89 1.11 1.25 1.35
Verbal judgment Numerical judgment
Equally preferred 1
Equally to moderately 2
Moderately preferred 3 5.5 Group Consistency Index
Moderately to strongly 4
Strongly preferred 5 The Geometric Mean Method (GMM) (Saaty 1989),
Strongly to very strongly 6 as shown is Equation 7 is being employed to aggre-
Very strongly preferred 7 gate different judgments from several experts. It
Very strongly to extremely 8
Extremely preferred 9 should be noted that only consistent expert judg-
ments are included in this step.
The input data can be achieved from individual 1/ H
aijgp = (aij1 x aij2 xxaijh x x aijH)1/H = aijk
H

interviews of several experts. For each expert, the (7)


h =1
derived pair-wise comparisons of relative impor-
h
tance aij= wi/wj for all decision elements and their where, aij = (wi/wj) is an element of the square ma-
reciprocals aji= 1/aij are inserted into a reciprocal trix A of a decision maker h; (aijgp) is the geometric
square matrix A = {aij} as shown in Equation 5. mean of the paired comparisons conducted by each
expert; and H is the total number of experts. The
w1 / w1 w1 / w2 ... w1 / wn
Group Consistency Index (GCI) is defined as GCI =
A= w2 / w1 w2 / w2 ... w2 / wn (5) (max n)/n, where max is the largest right eigenvalue
... ... ... ... estimated from the group pair-wise comparison ma-

wn / w1 wn / w2 ... wn / wn trix. The group consistency ration (GCR) is calcu-
lated in the identical way as the typical CR value
(GCR= GCI/RCI). The group judgment is consid-
ered consistent if the GCR is less than 0.10. In this
5.3 Eigenvalue method study, it is assumed that the consensus among differ-
ent individuals can be mathematically achieved by
According to the eigenvalue b method (Saaty 1980), applying the GMM approach.
the normalized right eigenvector (W = {w1,
w2,,wn}T) associated with the largest eigenvalue
(max) of the square matrix A provides the weighting 6 ILLUSTRATIVE EXAMPLE
values for all decision elements.
A * W= max * W (6) A system of four interacting lifeline systems is as-
sumed as illustrated in Figure 3. Table 3 presents the
The analytical solution of Equation 6 then pro- multiple connections between the four lifeline com-
vides the relative weights for each decision ele- ponents in economical terms. The table inputs repre-
ments. sent the cost which is provided by the ith lifeline sys-
tems product (commodity) and consumed by the jth
lifeline system in order to operate. For example, EPS
generate products that cost 15,000 euros. From these
(15,000 euros), 7,500 euros are used by EPS itself, 1 0.20 0.14 0.25 1 0.20 0.25 0.17
2,500, 3,000 and 2,000 euros are supplied to PWW, Aale= 5 1 0.17 0.33 , Akak= 5
1 1 1
NGMR and TC accordingly. Naturally, consumption 7 6 1 2 4 1 1 0.50

between independent systems can be assumed as 4 3 0. 5 1 6 1 2 1
zero. The total supply for each component is calcu-
lated by the summation of intermediate consump- 1 0.13 0.2 0.17 1 0.33 0.14 0.11
tions. Aarg= 8 1 0.50 1 , Aplia= 3 1 0.20 0.11
5 2 1 0.33 7 5 1 0.20

6 1 3 1 9 9 5 1

1 0.14 0.14 0.33 1 0.14 0.20 1


7 1 0 .13 0 .13 1
Apit= , Ahatz= 7 1 0.20
7 8 1 0.5 5 5 1 1

3 8 2 1 1 1 1 1

Using the eigenvalue method wi and max were es-


timated for each one of the six experts (Table 4).
Performing the steps of the methodology de-
scribed above the Consistency Index (CI) and Con-
Figure 3. Indicative system of interacting lifeline components. sistency Ratio (CR) of each individual expert were
estimated (Table 5).
Table 3. Multiple connections between the four lifeline compo-
nents in economical terms. Table 4. Calculated weights and max. eigenvalues.
EPS PWW NGMR TC A/A Names wEPS wPWW wNGMR wTC max
EPS 7500 1 ale 0.06 0.14 0.53 0.27 4.27
PWW 2500 500 2 kak 0.06 0.31 0.25 0.38 4.04
NGMR 3000 700 1800 3 arg 0.05 0.29 0.27 0.40 4.36
TC 2000 1300 2200 500 4 plia 0.04 0.08 0.24 0.63 4.31
TOTAL SUPPLY 15000 5000 8000 6000 5 pit 0.07 0.14 0.35 0.44 5.27
EPS: Electric Power System, PWW: Potable Water Well, NGMR: 6 hatz 0.11 0.24 0.43 0.22 4.90
Natural Gas M/R Station, TC: Telecommunication Centre
Table 5. Estimated Consistency Index (CI) and Consistency Ra-
tio (CR).
6.1 Estimation of cross impact factors between A/A Names CI RCI CR Acceptable
1 ale 0.088 0.89 0.10 YES
lifeline components using AHP 2 kak 0.014 0.89 0.02 YES
3 arg 0.120 0.89 0.13 YES
The triggering issue of this research is to translate 4 plia 0.103 0.89 0.11 YES
the relations between the elements of lifelines as 5 pit 0.422 0.89 0.47 NO
given in Table 3 into words or number that present 6 hatz 0.303 0.89 0.34 NO
the importance of each lifeline element compared to
the other. The method used for such purpose is the Afterwards Geometric Mean Method was em-
AHP. Six experts were selected according to their ployed to aggregate different judgments from the
four consistent experts. Employing Equation 7, a
experience to lifelines and earthquake engineering.
new square matrix Agroup was produced.
Firstly, it was decided to structure a very simple
hierachy. Only one level approach was employed 1 0.20 0.18 0.17
that direct links the four lifeline components of four 4.95 1 0.36 0.44
Agroup=
different lifeline systems to each other without indi- 5.60 2.78 1 0.51
rect links and second level elements. Table 3 illus-
trates the direct links between the components. Sec- 6 2.28 1.97 1
ondly, the six experts filled questionnaires using the The weight coefficients assigned to all four infra-
conversion table provided in Table 1 and making structure elements as estimated from Agroup are:
pair-wise comparisons between the components. All
experts used the number mode of the conversion ta- [wi]T = [wEPS wPWW wNGMR wTC]T =
ble and not the verbal. Six reciprocal square matri- [0.50 0.10 0.30 0.42]
ces were produced for each one of the six experts Performing the steps of the methodology de-
(Aale, Akak, Aarg, Aplia, Apit, Ahatz): scribed above the Consistency Index (CI) and the
Consistency Ratio (CR) of the group is 0.050 and
0.056 respectively. The relative importance of each Electric power substation
1,00
element compared to another as derived from the
normalized Agroup matrix is then used in the sys-

[ Probability Ds>ds / PGA ]


temic vulnerability. 0,75

0.06 0.03 0.05 0.08


0.16 0.10 0.21
0,50 minor 0

Anormalgroup= 0.28 minor 1


moderate 0
0.32 0.44 0.29 0.24 0,25
moderate 1
extensive 0
extensive 1
0.34 0.36 0.56 0.47 complete 0
complete 1
0,00
For an example the cross impact between EPS 0,00 0,20 0,40 0,60 0,80 1,00 1,20
and PWW is aEPSPWW = 0.28, the cross impact be- PGA (g)

tween EPS and NGMR is aEPSNGMR = 0.32 and be- Figure 4. Fragility curves of electric power substation (EPS)
tween EPS and TC is aEPSTC= 0.34. independent 0/ interdependent 1 component.

Potable water well


1,00
6.2 Estimation of Composite Interdependent
Fragility Curves

[ Probability Ds>ds / PGA ]


0,75

Fragility curves for the individual components (with-


0,50 minor 0
out taking into account the interdependency between minor 1

them) are presented with the corresponding parame- moderate 0


moderate 1

ters (mean values and standard deviations of log- 0,25 extensive 0


extensive 1
normal distribution functions) in Table 6 and Table complete 0
complete 1
7. 0,00
0,00 0,20 0,40 0,60 0,80 1,00 1,20
PGA (g)
Table 6. Fragility curves of independent lifeline element. Figure 5. Fragility curves of potable water well (PWW) inde-
EPS PWW pendent 0/ interdependent 1 component.
Damage
Median Standard Median Standard
state
PGA (g) deviation () PGA (g) deviation ()
Minor 0.13 0.65 0.15 0.75 Natural gas M/R station
1,00
Moderate 0.26 0.50 0.36 0.65
Extensive 0.34 0.40 0.72 0.65
[ Probability Ds>ds / PGA ]

Complete 0.74 0.40 1.50 0.80 0,75

Table 7. Fragility curves of independent lifeline component. 0,50 minor 0


minor 1
NGMR PWW
Damage moderate 0
Median Standard Median Standard moderate 1
state 0,25 extensive 0
PGA (g) deviation () PGA (g) deviation () extensive 1
Minor 0.12 0.60 0.13 0.55 complete 0
complete 1
Moderate 0.24 0.60 0.26 0.50 0,00
Extensive 0.77 0.65 0.46 0.62 0,00 0,20 0,40 0,60 0,80 1,00 1,20
PGA (g)
Complete 1.50 0.80 1.03 0.62
Figure 6. Fragility curves of Natural Gas M/R Station inde-
pendent 0/ interdependent 1 component.
Figures 4, 5, 6 & 7 illustrate the comparison be-
tween the fragility curves of independent lifeline
Telecommunication centre
component (illustrated with 0 mode) as derived 1,00
from Tables 6 and 7 and the fragility curve of inter-
[ Probability Ds>ds / PGA ]

dependent components as calculated from the proce- 0,75


dure described in this study (illustrated with 1
mode). 0,50 minor 0
minor 1
moderate 0
moderate 1
0,25 extensive 0
extensive 1
complete 0
complete 1
0,00
0,00 0,20 0,40 0,60 0,80 1,00 1,20
PGA (g)

Figure 7. Fragility curves of Telecommunication Center


independent 0/ interdependent 1 component.
If infrastructure i depends on infrastructure j, and PGA=0.4g). Incorporation of systems intra-
j has a high risk of failure, then the likelihood of i dependencies and generalization of the proposed
being disrupted or failing is correspondingly higher methodology to address the vulnerability assessment
than if i was independent of j. In the case of the three of multiple interacting infrastructure systems con-
interconnected elements (EPS, PWW and NGMR) sisting of a number of different subcomponents, are
of the example, the derived fragility curves are quite
the issues where future research will focus on.
different from those referring to independent ele-
ments. Especially, in the case of NGMR the fragility
curve of the extensive damage state of the independ-
ent component is similar with the fragility curve of 8 REFERENCES
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