Module VII - Probabilistic Analysis

ModuleVII
ProbabilisticAnalysis
NUMERICAL MODELLING IN GEOTECHNICAL

ENGINEERING
Objectives
Reviewofbasicprobabilityandstatisticsconcepts
Uncertainty
Motivationforprobabilisticanalysis
Statisticalcharacteristicsofdata
Probabilityoffailure
Reliabilityindex
Simulation MonteCarloandLatinHypercube
Sensitivityanalysis fundamentalsanduses

ENGINEERING
ProbabilisticSlopeStability
Principalareasofuncertaintyinslopestabilityanalysis
Soilpropertiesandbehaviour
Groundwaterconditions
Mechanismsoffailure
Uncertaintyin
SoilProperties
Systematic
Error
DataScatter
RealSpatial
Variation
Random
TestingErrors
Statistical
Errorinthe
Mean

ENGINEERING
Biasin
Measurement
Procedures
Dataforvarioussoiltypes(Harr,1977)
Unitweightforclayshasacoefficientofvariation
(COV)rangingfrom1.9to12.3
Material
Parameter
Numberof
Samples
Mean
Standard
Deviation
CoefficientofVariation
(%)
Clay(High
Plasticity)
Water
Content
98
0.206
0.0270
13.1
UnitWeight
97
113.300
2.8000
2.5
Water
Content
99
0.131
0.0082
6.3
UnitWeight
99
115.800
14.2000
12.3
Water
Content
97
0.138
0.0092
6.7
UnitWeight
97
112.500
2.0900
1.9
Clay (Med
Plasticity)
Clay (Low
Plasticity)

ENGINEERING
Dataforvarioussoiltypes(Harr,1977)
Angleoffrictionforsandshasacoefficientof
variation(COV)rangingfrom7.0to11.0percent.
Material
NumberofSamples
Mean
StandardDeviation
Coefficientof
Variation(%)
Gravel
38
36.22
2.160
6.0
Sand
73
38.80
2.800
7.0
Sand
136
36.40
4.050
11.0
Sand
30
40.52
4.560
11.0
GravellySand
81
37.33
1.970
5.3

ENGINEERING
Uniaxial Compressive Strength (UCS) Test
Rock Type
Mean Compressive Strength
Lateritic Soil
Light Grayish Shale
Dark Grayish Shale
Carbonate Rock
Dolerite
18.74
74.55
88.42
109.13
180.50
Standard Deviation
12.56
11.79
11.85
8.34
11.73
Coefficient of variation
67.02
15.81
13.40
7.64
5.23
Correlation of Mechanical Properties of Some Rocks in SouthEastern Nigeria by Ngerebara O. D, Youdeowei P

ENGINEERING
Principalareasofuncertaintyinslopestabilityanalysis
Soilpropertiesandbehaviour
Mechanismsoffailure
ProbabilisticslopeanalysisDOESNOTaccountforbad
choiceoffailuremechanism
Morerationalapproachtodesign

ENGINEERING
Helpsaccountforuncertaintiesinestimationof
slopestability
Sourcesofmodelling uncertainty
Methodofcalculation(assumptionofrigid
blocks,assumptionofspecificstrengthmodel,
peakversusresidualstrength,relevanceof
analysismethod)

ENGINEERING
Twosimilarslopeswithdifferentuncertainties
Probability Density
2.5
2
Probability of
failure = area
1.5
m=1.5, s=0.2
m=1.5, s=0.3
1
0.5
0
0
0.5
1.5
2.5
3.5
Factor of Safety

ENGINEERING
Sourcesofuncertainty
Sitetopography
Sitestratigraphy
Geologicoriginsandcharacteristics
Engineeringproperties
Materialbehaviour

ENGINEERING
BasicConcepts
Probabilitydensityfunction(pdf):probability
randomhasvaluex
Total area equals 1
F(X)
Probability (5<X<8)=
Shaded Area
X=5 X=8

ENGINEERING
BasicConcepts
Cumulativedistribution
function(cdf):
probabilityrandom
variablehasvalueless
thanorequaltox
Horizontalaxisisdomain
(rangeofxvalues)
Verticalaxisisprobability
(liesbetween0and1)
ENGINEERING
BasicConcepts
Mean
1 n
m xi
n i 1
Variance
Standarddeviation
1 n
Var
( xi m) 2
n 1 i 1
s Var
Coefficientofvariation
s
V
m

ENGINEERING
BasicConcepts
Generalrolesofmeanandstandarddeviation

ENGINEERING
where
BasicConcepts
CorrelationbetweentworandomvariablesX and
Y
Correlationcoefficient,r positive
1
isthesamplemean
isthestandarddeviation

ENGINEERING
BasicConcepts
Plot of X against Y
25
20
r = 0.97
15
10
5
0
0
10
15
20

ENGINEERING
25
BasicConcepts
Plot of X against Y
25
20
15
10
5
0
-5 0
-10
r = 0.74
5
10
15
20

ENGINEERING
25
BasicConcepts
Plot of X against Y
25
20
r= 1
15
10
5
0
0
10
15
20

ENGINEERING
25
BasicConcepts
Plot of X against Y
15
10
5
Y
0
-5
10
15
20
-10
-15
-20
X

ENGINEERING
25
BasicConcepts
Ruleofthumbforpracticalanalysis
Assumenocorrelation
0 < r < 0.3

Assumeperfectcorrelation
r > 0.9

ENGINEERING
BasicConcepts
Commonprobabilitydensityfunctionsfor
geotechnicalengineering
Normal
Lognormal
Uniform
Triangular
Beta
Gamma
Exponential

ENGINEERING
BasicConcepts
Normalpdf

ENGINEERING
BasicConcepts
Normalcdf

ENGINEERING
Normaldistribution
Mostwidelyused;symmetrical
Example:cohesivestrengthofmaterial

ENGINEERING
BasicConcepts
Lognormalpdf

ENGINEERING
Lognormaldistribution
Randomvariablecannothavenegativevalues
duetophysicalaspectsofproblem
Positivelyskeweddistributionwithlargespike
nearzero
Example:elasticmodulusofsoil

ENGINEERING
BasicConcepts
Gammapdf

ENGINEERING
Gammadistribution
Randomvariablethatisalwayspositiveand
continuous
Positivelyskeweddistributionwithlargespike
nearzero
Similartolognormal
Exampleofuse:cohesionorshearstrength

ENGINEERING
BasicConcepts
Betapdf

ENGINEERING
Betadistribution
Flexible,usedasroughmodelinabsenceofdata
Usedwhenshapeisgenerallyknown:uniform,
skewedtoleft/right,Ushaped,Jshaped
Inthesecases,betterthannormaldistributionsince
normaldistributionisunboundedintwodirections
Usedwhenrandomvariablevariesbetweentwo
definedlimits
Example:upperandlowerboundsoffriction
angle
ENGINEERING
BasicConcepts
Exponentialpdf

ENGINEERING
Exponentialdistribution
Usedtomodeltheriskoftheoccurrenceofsome
event(e.g.earthquake)duringlifetimeof
engineeringstructure
Example:spacingamongrockjointtracesin
outcrop

ENGINEERING
BasicConcepts
Uniformpdf

ENGINEERING
Uniformdistribution
Usedasfirstmodelforquantitythatlies
betweena andb butaboutwhichlittleelseis
known
Goodforproblemswithknownboundsbutno
informationonrelativelikelihoodoftherandom
variable
Doesnotassumepreferentiallikelihoodof
randomvariable eachvaluehasequalchance

ENGINEERING
BasicConcepts
Triangularpdf

ENGINEERING
Triangulardistribution
Usedasroughmodelinabsenceofdata
Usedwhenlimitsareknownbutnoinformation
onthedistributionofthedata,i.e.,whenonly
knownare:mostlikely,minimumandmaximum

ENGINEERING
BasicConcepts
Sampleadistribution
Createdatasetofpointsthathavecharacteristicsof
specifieddistribution,i.e.mean,standarddeviationand
shapeofhistogramofgeneratedsamplesconformto
pdf

ENGINEERING
BasicConcepts
m=1.5, s=0.3
1.4
P robability Density
1.2
Probability
of failure
0.8
m=1.5, s=0.3
= Area
0.6
0.4
0.2
0
0
0.5
1.5
2.5
3.5
Factor of Safety

ENGINEERING
RelativeFrequency
0.044476
0.088951
0.177903
0.133427
0.444757
0.266854
0.355806
0.889515
1.111894
1.378748
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
Bin
RelativeFrequency
0.786400
0.000000
0.808885
0.000000
0.831369
0.000000
0.853853
0.000000
0.876337
0.000000
0.898821
0.000000
0.921305
0.000000
0.943790
0.000000
0.966274
0.000000
0.988758
0.000000
1.011242
1.867981
1.033726
2.001408
1.056210
2.401690
1.078695
2.935399
1.101179
2.668545
1.123663
3.602535
1.146147
3.424632
1.168631
3.469108
1.191115
3.469108
1.213600
2.668545
1.236084
2.713020
1.258568
1.601127
1.281052
1.779030
1.303536
1.734554
1.326020
0.978466
1.348505
0.978466
1.370989
0.355806
1.393473
0.489233
1.415957
0.266854
1.438441
0.088951
1.460925
0.088951
1.483410
0.000000
Hilighted Data = Factor of Safety - bishop sim plified < 1 (110 points)
Relative Frequency
Bin
0.786400
0.808885
0.831369
0.853853
0.876337
0.898821
0.921305
0.943790
0.966274
0.988758
1.011242
1.033726
1.056210
1.078695
1.101179
1.123663
1.146147
1.168631
1.191115
1.213600
1.236084
1.258568
1.281052
1.303536
1.326020
1.348505
1.370989
1.393473
1.415957
1.438441
1.460925
1.483410
0
0.8
0.9
1.0
1.1
1.2
1.3
1.4
Factor of Safety - bishop simplified
SAMPLED: m ean=1.145 s.d.=0.1171 m in=0.7865 m ax=1.461 (PF=11.000% RI=1.24048, best fit=Norm al distribution)
FIT: Norm al m ean=1.145 s.d.=0.1171 m in=0.7865 m ax=1.461

ENGINEERING
BasicConcepts
MonteCarlosimulation
Inslopestabilityusedtoevaluateprobabilityoffailure
Canbeusedwithonlylittlebackgroundinstatisticsand
probability
Relativelysimple
Robust
Verygeneral(comparedtoanalyticalmethods)

ENGINEERING
BasicConcepts
5(actually6)essentialstepsMonteCarlo
simulation
Identifyinputparametersthatarerandomvariables
Quantifycharacteristicsofallrandomvariables
GenerateN samplesofeachrandomvariables creates
N setsofrandomvariables
Inacycle/run,computemodeldeterministicallyforeach
setofvariables
ExtractprobabilisticinformationfromN factorofsafety
results
ENGINEERING
GeneralMonteCarloSimulationApproach
DeterministicSituation
IndependentParametersorVariables
DistributionAnalysis
RandomTrialofParametersforDeterministicSituation
Monte
Carlo
Simulation
ProbabilityDistributionFunctionEstablished
PDFForDeterministicSituation

ENGINEERING
Trials
N Times
BasicConcepts
ProbabilisticinformationfromMonteCarlosimulations
Meanfactorofsafety
Standarddeviation
Bestfitdistribution

ENGINEERING
BasicConcepts
Inputrequiredforsimulationofcorrelatedvariables
Probabilitydistributionforeachrandomvariable(mean,
standarddeviation,shape,min,max)
Coefficientofcorrelation
Slideallowsonlycorrelationofc and foramaterial

ENGINEERING
BasicConcepts
LatinHypercubesampling.ExampleofN=10
Dividecdf intoN probabilityintervals
Samplerandomlyfromeachinterval
Probability
Cumulative Distribution
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0
0.5
1.5
2.5

ENGINEERING
3.5
BasicConcepts
FeaturesLatinHypercubesampling
Considerablyreduceschanceofunderrepresentinglow
probabilityregionsofdistributions
RequiresfewersamplestogiveaccuracysimilartoMonte
Carlomethod

ENGINEERING
MonteCarlovs LatinHypercubesampling
Monte Carlo (left) and Latin Hypercube (right) cohesion 1000 samples
ENGINEERING
GlobalMinimumvs.OverallSlope

ENGINEERING
TheGlobalMinimumanalysistypefirstperforms
theregularstabilityanalysistodeterminetheslip
surfacewiththeoverallminimumfactorofsafety
Theprobabilisticanalysisisthencarriedoutonthe
globalminimumslipsurface,usingthesamples
generatedforeachrandomvariable.The
probabilityoffailureisthensimplythenumberof
analyseswhichresultinasafetyfactorlessthan1,
dividedbythetotalnumberofsamples

ENGINEERING
Thisisdoneforeachanalysismethod(e.g.Bishop
orJanbu)independently
TheGlobalMinimumanalysistypeassumesthat
theprobabilityoffailurecalculatedfortheoverall
minimumslipsurfaceisrepresentativeofthe
probabilityoffailurefortheentireslope
Thisisthemethodweusuallyuse

ENGINEERING
TheOverallSlopeanalysistypedoesnotmakethis
assumption
Instead,theentiresearchforaglobalminimum
slipsurface,isrepeatedNtimes(whereN=
numberofsamples).Foreachsearchiteration,a
newsetofrandomvariablesamplesisfirstloaded,
andthesearchiscarriedout

ENGINEERING
Aglobalminimumslipsurfaceisthendetermined
foreachsearchiteration.
Thismightresultinthelocationof10to50
differentGlobalMinimumslipsurfaces
Thedefinitionoftheprobabilityoffailureisthe
sameasfortheGlobalMinimummethod

ENGINEERING
OverallSlopeExample
WewilluseOverallSlopeanalysistodeterminethe
probabilityoffailureoftheglobalminimumslip
surfaces.

ENGINEERING
Method
First,switchthe
probabilisticanalysis
typetoOverallSlope.
Thensetthematerial
propertiestothe
appropriate
distributions.

ENGINEERING
Method
Chooseanumberof
surfacestocompute;
OverallSlopeanalysiscan
takeaverylongtime.We
willonlychoose500
surfaces,sotheCompute
shouldonlytakeafew
minutes.

ENGINEERING
Results

ENGINEERING
Results
Interpretgivesusalargeamountofinformationon
theslope theglobalminimumslipsurfaces,the
meansafetyfactor,theprobabilityoffailure,etc.
Probability of
Failure(%)
ReliabilityIndex
(Normal)
ReliabilityIndex
(Lognormal)
FactorofSafety
(mean)
OverallSlope
3.7
1.770
1.879
1.177
CriticalProbabilistic
Surface (Normal)
2.8
1.816
1.201
CriticalProbabilistic
Surface (Lognormal)
2.8
1.946
1.201
CriticalDeterministic
Surface
2.9
1.840
1.966
1.19

ENGINEERING
MaterialBackAnalysis
Oftendifficulttoobtainmaterialpropertiesforall
ofthesoillayersinaslopestabilityanalysis
WithSlide,itispossibletobackanalyseaproblem
toestimatethedesiredparameters
Ifaparticularslopehasfailed,thenyoucan
simulatethisslopeinSlide andthenstatistically
varytheunknownpropertiestodeterminewhat
valuesofthesepropertiesproduceaFS <1

ENGINEERING
MaterialBackAnalysis Example
OpenfileExample(MaterialBackAnalysis)

ENGINEERING
SensitivityAnalysis
Basics
Changeaninputparameterslightlywhileholdingallothersconstant
Observeimpactoncomputedoutcomes(factorofsafety)
Ifminorinputparameterchangecausesfairlylargefactorofsafety
changethendesign(F)issaidtobehighlysensitivetoparameter
Powerfulprocedureforestablishinghowsensitive
factorofsafetyistochangesininputparameters
Powerfulforstudyingrangeofpossibilities
Usefulforcomparingeffectivenessofalternative
remedialmeasures,optimizingtradeoffbetween
maxsafety&mincost
ENGINEERING
SensitivityAnalysis
Engineeringdecisionsbasedonsensitivityresults
Determineinputparametermoreaccurately
Redesignslopetobelesssensitivetoinput
parameter

ENGINEERING
SensitivityAnalysis
Example reducefailuremechanismsensitivityto
1.231
Modified design
2.8
Factor of Safety - bishop simplified
2.6
2.4
2.2
2.0
soil 1 : Cohesion (kN/m2)

soil 1 : Phi (deg)
1.8
1.6
1.4
1.2
0
10
20
30
40
50
60
70
80
90
100
Percent of Range (mean = 50%)

ENGINEERING
SensitivityAnalysis
Sensitivityofmodelparameters
Materialproperties
Support
Identifyingmostinfluentialparameters
Determinationofremedialmeasures
Allocationofresourcesandeffortinsite
investigations

ENGINEERING
ProbabilisticSlopeStabilityusing
PointEstimateMethodandSSR
DevelopedbyRosenbleuth (1975)
Foreachnormallydistributedrandomvariable,we
calculatesamplesthatareonestandarddeviation
oneithersideofthemean
Therefore,fornrandomvariables,weproduce2n
solutions

ENGINEERING
Fromthese2nsolutionswecalculatethenormally
distributedmeanandstandarddeviationofthe
factorofsafety
Thismethodassumesthattheoutputdistribution
isnormalandshouldonlybeusedwhenallthe
randomvariableshavenormaldistributions

ENGINEERING

ENGINEERING
Mean:
StandardDeviation:

ENGINEERING
HomogeneousSlope Example
VII2

ENGINEERING
MaterialProperties

ENGINEERING
TableofSamples
2randomvariables
4separateanalyses(2nsamples)
Analysis
Cohesion
1
2
3
4
6
6
4
4
+
+
Friction
Angle
33
27
33
27

ENGINEERING
FactorofSafetyResults
ProbabilityofFailure:15.34%
CriticalSRFmeanvalue:1.14
CriticalSRFstd.Dev.value:0.1407
File
CriticalSRF
1
1.3
2
1.06
3
1.22
4
0.995

ENGINEERING
Slide Results

ENGINEERING
ComparingPhase2 andSlide
Nearlyidenticalresults
Program Probabilityof MeanFactorof

Standard
Name
Failure
Safety
DeviationF.S.
Phase2
14.6
1.15
0.14
Slide
13.1
1.14
0.12

ENGINEERING
ComplexMultiMaterialSlope

ENGINEERING
MaterialProperties
VariableType
Material/Joint
Name
PropertyType
Mean
Standard
Deviation
MaterialProperty
MHweatheredA
FrictionAngle(peak)
34
MaterialProperty
MHweatheredA
Cohesion(peak)
MaterialProperty
MweatheredA
FrictionAngle(peak)
24
MaterialProperty
MweatheredA
Cohesion(peak)
MaterialProperty
UpperMarineSed
FrictionAngle(peak)
17
MaterialProperty
UpperMarineSed
Cohesion(peak)

ENGINEERING
TableofSamples
M
MH
UpperMarine UpperMarine
MweatheredA,
MHweathered
weathered
weatheredA,
Sed,Friction Sed,Cohesion
FrictionAngle
File# A,FrictionAngle
A,Cohesion
Cohesion
Angle(peak)
(peak)
(peak)
(peak)
(peak)
(peak)
1
37
10
27
9
19
5
2
31
10
27
9
19
5
3
37
6
27
9
19
5
4
31
6
27
9
19
5
5
37
10
21
9
19
5
62
31
10
21
5
15
3
63
37
6
21
5
15
3
64
31
6
21
5
15
3

ENGINEERING
SlideResults

ENGINEERING
Results:Phase2 vs.Slide
Nearlyidenticalresults
Program Probabilityof MeanFactorof
Standard
Name
Failure
Safety
DeviationF.S.
Phase2
30.4
1.05
0.092
Slide
22.0
1.07
0.091

ENGINEERING
EndofModuleVII

ENGINEERING

Module VII - Probabilistic Analysis

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ModuleVII

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

Mean Compressive Strength

Correlation of Mechanical Properties of Some Rocks in SouthEastern Nigeria by Ngerebara O. D, Youdeowei P

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

0 < r < 0.3

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

Factor of Safety - bishop simplified

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

NUMERICAL MODELLING IN GEOTECHNICAL

Factor of Safety - bishop simplified

soil 1 : Cohesion (kN/m2)

Percent of Range (mean = 50%)