956 Eighteenth Canadian Geotechnical Colloquium: Limit States Design For Foundations. Part I. An overview of the foundation design process Den E. Becker Abstract: This paper examines the foundation design process in terms of level of safety associated with current state-of-practice, sources of uncertainty and how they are handled, importance of engineering judgement and ‘experience, and the role of codes of practice. Working stress, limit states, and religbility-based design approaches are described and discussed in terms of their historical development, fundamental bases and differences, advantages, and limitations. Limit states are conditions under which a structure no longer performs its intended function. Limit states design considers separately the two classes of ultimate and serviceability limit states using partial factors of safety. The European factored strength approach and the North American factored overall resistance approach are compared and discussed. The factored resistance approach is a logical extension of working stress design and has the significant advantage that it reflects not only uncertainty in strength, but also in theoretical models, site conditions, construction tolerances, and failure mechanisms. The partial load and resistance factors are interrelated and are a function of characteristic values. A consistent, rational basis forthe selection of the geotechnical characteristic value is required. The use of a conservatively assessed mean value is recommended, and an approach for its interpretation is presented. Key words: limit states design, working stress design, characteristic value, partial factors, factored resistance, load and resistance factor design. Résumé : Cet article examine le processus de conception des fondations en termes de niveau de sécurité découlant de I’état actuel de Ia pratique, des sources d'incertitudes et comment on en tient compte, de l'importance du jugement et de I'expérience de I'ingénieur et du role des codes de pratique. Les approches basées sur les notions de contrainte de travail, d’états limites et de fiabilité sont décrites et discutées selon leur histoire, leurs fondements, leurs différences, leurs avantages et leurs limites, Les états limites sont les conditions dans lesquelles lune structure ne remplit plus la fonction demandée. Les caleuls aux états limites considérent séparément deux asses dats limites, ultimes et de service. avec des coefficients de sécurité partils. lei on compare et discute approche européenne par résistance pondérée et l'approche nord-américaine par force moyenne pondérée. approche par force moyenne pondérée est un prolongement logique du caleul par contrainte de travail et posstde 'avantage significatif de refléter non seulement lincertitude sur la résistance mais aussi sur les modéles théoriques, les conditions en place, les tolérances de construction et les mécanismes de rupture. Les coefficients partiels de charge et de résistance sont religs et dépendent de grandeurs caractéristiques. On recommande usage «une valeur moyenne, estimée de maniére conservatrice, et on présente une approche pour som interprétation. Mots clés : calculs aux états limites, calcul par contrainte de travail, grandeur caractéristique, coefficients de sécurité partels, résistance pondérée, calcul par facteur de charge et de résistance. [Traduit par la rédaction} Foreword is an ever-increasing demand on the geotechnical engincer- ing community to adopt LSD. The geotechnical engineering Limit states design (LSD) has been the general design approach used by structural engineers in Canada since the mid 1970's. However, most geotechnical design continues to be based on traditional working stress design (WSD). Over the last 2 decades or so, LSD has received increasing, attention in the geotechnical engineering literature. There Received June 7, 1996. Accepted July 24, 1996. D.E. Becker. Golder Associates Lid., 2180 Meadowvale Boulevard, Mississauga, ON LSN $83, Canada, profession in Canada is in the process of evaluating LSD for its incorporation into codes of practice for foundation engineering to provide a consistent design approach between structural and geotechnical engineers. LSD for foundations is not new. It was first introduced in Europe in the mid 1950"s and has been practiced for ‘over 30 years in Denmark. In Canada, LSD for foundations was first introduced in the second edition of the Ontario Highway Bridge Design Code (OHBDC; Ministry of Trans- portation and Communication 1983). The OHBDC was Can, Geotech. 5.38: 956-983 (1996), Printed in Canads / Imprimé av CanadaBecker based on factored strength concepts consistent with the development of LSD in Denmark. Nevertheless, there has been a general reluctance by geotechnical engineers in Canada to adopt LSD as originally introduced into the OHBDC, Lack of familiarity with and incomplete under- standing of LSD concepts, together with the experience ‘of the OHBDC and apparent deficiencies identified through its use of LSD, were responsible for the general reluctance of geotechnical engineers to embrace LSD. It was antici- pated that LSD would result in economy of design. Foun. dations and retaining walls should have become smaller and thinner; however, they became larger and thicker. ‘This initial introduction of LSD in Canada was not well accepted by geotechnical engineers; it has generated a fair ‘amount of confusion and controversy, Based on the Author's, review of the literature and his experience and discussions ‘with engineering colleagues, it became apparent that LSD means different things to different people. It was also apparent that the transfer of the fundamental principles and the kernel concepts of LSD to geotechnical (foundation) engineers was not successful, and certainly not well und stood. It is important that the fundamental principles of LSD be conveyed to and understood by geotechnical engi- neers if they are to accept the new LSD design format Further, the initial transition to LSD should be as gradual and smooth as possible. “To add to the confusion, the concept of LSD with the use of partial factors of safety developed differently in the United States and in Europe. A factored strength approach forms the basis of the European practice, while a factored ‘overall resistance approach is the basis of the American approach, In 1991, the third edition of OHBDC (Ministry ‘of Transportation of Ontario 1991) also adopted a factored ‘overall resistance approach. In Ontario, geotechnical engi- neers who were still struggling with the factored strength approach, used in the second edition of OHBDC, suddenly had co adopt a new version of LSD, At the same time, it was planned to introduce LSD for foundations into the National Building Code of Canada (NBCC) and a Canadian Highway Bridge Design Code was under preparation. Tt became apparent that consistency needed to exist between the various codes in Canada. The decision was made t0 adopt a factored overall resistance approach for both the NBCC and the Canadian Bridge Code. The rationale for this decision will be outlined and discussed in this colloquium, An objective of this colloquium is to review and sum- marize fundamental LSD concepts in order to define a consistent meaning and basis upon which geotechnical engineers can not only readily understand and apply LSD concepts, but also so that they will embrace them and rec- ognize the inherent advantages of LSD. Hopefully, it will leave the reader with a basic understanding of the essence of not only LSD, but also of the overall foundation design. process and traditional design methods such as WSD. ‘The colloquium is presented as a two part paper. Part 1 ‘examines the overall geotechnical (foundation) design process and presents an overview of WSD, LSD, and reli- ability-based design approaches. The fundamental bases and differences of each of these three design approaches are described and discussed. Further, the differences between 957 LSD development in North America and in Europe are compared and discussed, The colloquium outlines the advantages of the factored overall resistance approach and the reasons for its selection for code development in the NBCC. Part IT describes the work carried out, based on art I, for the initial development of LSD for foundations in the 1995 National Building Code of Canada, ‘The primary objectives of engineering design are safety, serviceability, and economy. Safety and serviceability can be improved by increasing the design margins or levels of safety to reduce the probability of failure. However, this increases the cost of the structure. Considerations of overall economy in design involves balancing the increased cost associated with increased safety against the potential losses that could result from unsatisfactory performance (ie. failure). Regardless of the design philosophy and approach used, the basic design criteria is that the capacity or resistance of the system must be greater than the demand fr loads on the system for an acceptable or required level of safety. In equation format, the design criterion is given by LI] Resistance (R) > Loads (S) Failure or unsatisfactory performance occurs when the demand on a system exceeds the capacity of the system. ‘This statement can be expressed in graphical form, as shown in Fig. 1. The term system is general; it could be a building, a bridge, a dam, a transportation network, and the like. This paper deals with systems or structures that are common to both structural and geotechnical engineering. Throughout the paper the general term structure is used. ‘The term structure, whether it is a building or a bridge, includes the parts designed by structural engineers (e.g. the building or bridge) and the parts designed by geo- technical engineers (e.g., foundation beating capacity). ‘The basis of design is to achieve a state that lies in the “safe” region shown in Fig. 1 during the lifetime of the structure. As pointed out by Oliphant (1993), the terminol ogy of safe and unsafe is misleading. The terms “satisfying” fF “not satisfying” the design criteria is considered to be more appropriate than safe and unsafe. The precise position of the failure surface (i.e., R= S) is not known as a result of uncertainty. Therefore, measures of safety such as factor of safety, safety margin, reliability index, and probability of failure are not true or absolute. Rather, in a relative sense, they provide an aid or tool in the overall design process for managing safety in view of the uncertainty inherent in the design process Design criteria for safety lie above the failure boundary surface; they define levels of safety as a measure of the distance from the failure surface, as shown in Fig. 1. The reserve capacity in excess of the required capacity represents the safety margin or level of safety. However, for different applications, the offset distance from the failure surface (e., safety margin) will vary. For example, the mining industry tends to use lower levels of safety: whereas, in civil engineering application a higher level of safety is used. The level of safety used depends on the class and ‘importance of the structure and the consequence of failure.958 Fig. 1. General design criteria for capacity versus demand systems (after Oliphant 1993), “SAFE REGION DESGN CRITERA SATSFED | | INCREASING Leve OF SHEN = | 2 3 "UNSAFE" REGION DESIGN CRITERIA NOT SATISFIED Res) ‘MAN ‘The more important the structure and the more serious the consequence of failure, the higher the level of safety used in the design process. Geotechnical design process The geotechnical design process, as it relates to foundation design, is schematically summarized in Fig. 2. The design process starts off with the project description (@.g., a build- ing with specific capacity and serviceability requirements based on the client's needs). A basic design issue, from the perspective of geotechnical engineers, is related to determining the most appropriate type and size of foun- dation units (¢.g., what width of footing is required to safely and economically support the building and satisfy the design criteria), ‘To assist in the design process and to ensure compliance with a minimum specified level of technical quality, engi- neers refer to a jurisdictional code of practice. The purpose of codes is to assist engineers in making appropriate deci- sions to produce a safe and economical design, Codes usu- ally provide general guidance for site investigation require- ments. From an interpretation of the results from the investigation, geotechnical engineers formulate a geo- {echnical model of the site in terms of stratigraphy, soil and groundwater conditions, and engineering properties. Codes also usually provide guidance for the choice of appropriate geotechnical parameters, present a discussion ‘on appropriate theory and calculation models or equations for geotechnical resistances, and specify load combinations. and load effects for design. The geotechnical parameters are dependent on many factors and are subject to significant inherent variability and uncertainty. There is no unique answer to questions such as which shear strength and deformation parameters are most appropriate for design purposes? Depending on Can, Geotech, J. Vol. 93, 1996 past experience and jedgement, differen engineers will Erie stand se afer vals of seat stent come presi: even or the same sit The clclton pocedue design equation for ute resistance is usualy based on plasty teu. However, Giferent theo podace detent beanny capt fers and, thus, ferent ansmers The bearing cope of foe ing i fen deteined from the evap oarng apt formule, Eventhough this eliod i edely aed ad topic troughout the Word large number of cstone ate concerning the bearing capacity factor Gr) the Shape, depth, and inclination fet: and eer Been for tingle friction angle (0) of 50" a range i ils for try between 8 and 30 can be found aie of rset from eight countries (Ovesen and OF Sp th dion; oma aay oaher types of geotechneal design paremetem may aso be selected on the bass of performance correlations to insite such a he sanard pentraton tes (SPT) oe piezacone penevation test (CPFC), These coreatons fol inherent uncer and may beste speci, Sich Empl colons need to be apied juts. Poon eral (1993) cation lc use and sugdest ta te geo technical community move sway and vores ba these pes of modes, Noverielst these crepes or Telatoat ae expewted 10 oan inte and comin toe an tel par of design prac for some tine erase te ftotechnical professional heslage is embodied in seh Enpiiea corelatons or the sasolaton modi load effects, codes wil spectysaety factor prosucng «denen ith an acceptable risk or level of sufty. The salen Tacor specified help to account for and tomate unceitiey ithe design pots sch tose elated ods, mater properties, design cquatons and inherent varabity the ground conditons atthe se ‘AS hown in Fig 2 the geotechnical model ofthe sit calculation model, and load effects are considered rte) Go oes eaing capacity and of the foundation materials. The results from the ‘analysis, when appropriately tempered or modified by eng: neering judgement and experience, are then used in the decision making process as to what constitutes the most appropriate type and size of foundation unit for the building Uncertainties in design Significant and varying degrees y 2 inerenty involved inthe design process. MED mst be made for these unceraintes, The source of uncertainty in foun dation design ean be grouped into four main categories, (U uncertainties i estimating the loads (2) uncertainties asocited wih variability ofthe ground Conditions atthe ster (@) uncertainties in evaluation of geotechnical material properties: and (a) uncertainties associated withthe degree to which the ttyioal eodel sopeoms the sal bobrviour ofthe foaation, structure, andthe ground that supprt the structure To some extent, the shove uncertainties can be reasonably uvanfied either explicily or impli, they are generallyBecker Fig. 2. Components of foundation design and role of codes of 1981, 1993) Be STE NVESTGATON PROUECT DESCRIPTION LonD erFects ESN ISSUE referred to as objective uncertainties (Eisenstein 1989) ‘The uncertaimie associated withthe natural variability af ground conditions and withthe evaluation ofthe geo- technical properties are usualy the greaest s a conse aoence ofthe complex geological processes Involved with the deposition and formation of so and rock (Tan et a 1991: Phoon et sl. 1993; Bolton 1981) Tn conta gross ewors including human eros oF om sions that occur in practice =r ua in design These errors are Usually handled by, br mitigated through, design qualty contol and assurance programs, and inte pendent (ice third party) design review (Simpson et TO81; Eisenstein 1989; Tan et al. 1991). Simpson eta (498!) also point out that gross or human errors ae prob. tly responsible forthe majority of failures in practice Bolton (981) implies that 90% of fares occur beause the design caleulaons ae inappropriate for he desig situation No level of safety. which economically acceptable, can be expected to covet sluations where the ste conditions of Inueral propertis have been completely misunderstood, 959 f practice (after Ovesen (GEOTECHNICAL MODEL ENGINEERING Direc B=15m = DESIGN DECISION a major load effect has been forgotten, or an inappropri- ate design calculation or analysis has been carried out. ‘Tolerable risk and safety considerations Design most assure an acceptable risk or required level fale but how does one anaize What i a aceepable sk? ‘The design needs to be based on a probability of failure that is comparable to the risks that people (ie., society) MGB (0 accept in specific situations oc from natura and marrmade wonts Ths is referred (o as tolerable risk Boyd (1994) notes that tolerability does 4 6 mean acceptability. Tolerable isk refers toa Ive with isk 50 as to secure eran beoefts and in the confidence ht risks being property convoled cr minaged To tolerate a risk meang that is ered neh 2 or something that can be ignored, Rater ete ete TOS Kept under seriny and reduced if equted and if possible For risk to be aveeptable. society must be willing 0 live With the risk for purposes of life or works960 Fig. 3. Risks for selected natural events and engineering projects designed in keeping with current practice (afler Whitman 1984; Boyd 1994), T S| /ennanace | FREQUENCY (VENI /YEAR) ANNLAL RORABUY OF FALE seus \ a4 lost ues joo 10% 10000 comms Ym, Toma Teor TE 1Obton ‘CONSEQUENCE OF EVENT AMES MacGregor (1976) has summarized levels of acceptable risk as ‘Avoidable risks connected with daring people 10” per year Avoidable risks connected with careful people 10" per year Unavoidable risks: 5X 10” per year Mactiregor (1976) rationalizes that most occupants of buildings would considera sratral collapse an unavoi able risk; thus the design probability of fale shouldbe of the order of 5 x 10° per year. This risk level corresponds tothe target reliability index sed in the calibration ofthe National Building Code of Canada (NBCC) for structural design — -_= beth natural events and enginering projects In essence the or, TCC === file associated with the cent state-of pace in engi hr —hr—CS—e—————L Stress significa less than that or natural eases Ina eases, engineering works pose risk that sles than seerally acceptable rik, ul greater than negligible isk as defined by Boyd (1998) Phe probability of dam fares is similar to that of meteor hits, Dams tend to be designed or perfor wit higher levels of safety (he les 8h than ee rs ni oie ees sesuence of fare in terms of lives losis mach higher for dams. The probability of failure asociated with earth, works and foundations generally hes inthe range of 10 2 (2 10" per yar The observations summarized on Fig. 3 Can. Geotech. J. Vol. 33, 1996 generally agree with those reported by Meyerhof (1970, 1993, 1995). However, based on a survey of failures of foundations in conjunction with semiprobabilistic methods and considerable judgement, Meyerhof considers that the lifetime probability of failure for foundations on land is as low as 10 per year, Role of codes of practice and standards Codes of practice have been described as documents for quality assurance of the design of civil engineering struc- tures (Ovesen and Orr 1991; Ovesen 1993), According to the International Standards Organization (ISO 1986), a code of practice is a document that recommends practices or procedures for the design, manufacture, installation, ‘maintenance, or utilization of equipment, structures, of products. ISO defines a standard as a document, established by consensus and approved by a recognized body, that provides for common and tepeated use, rules, guidelines, or char- acteristics for activities or their results aimed at the achieve ‘ment of the optimum degree of order. In geotechnical engi- neering, standards are usually used in the form of testing standards or product standards (ie., American Society for ‘Testing and Materials (ASTM), British Standards Institute (BSD, Canadian Standards Association (CSA), and Deutsches Institut fuer Normung (DIN). Standards are useful tools for engineers as reference documents to assist in achieving an optimum degree of order, accuracy, and repeatability in measurement, Standards also enable engi- neers to “speak the same language” (Ovesen 1993). ‘The term “standard” is sometimes used interchangeably with the term “code.” However, conceptually a code is different from a standard. A code of practice is a legal document that strives to obtain or ensure a specitie mini- ‘mum level of technical quality; whereas, a standard aims to achieve a specific degree of order and consistency. In the present context, a code of practice describes rec. ‘ommended good engineering design practice by defining a set of requirements or provisions that are aimed at reaching 4 reasonable technical level of quality and the desired or specified level of safety. Code requirements are normally written as performance requirements and are based on sci- entific or technical principles, Codes of practice will usually avoid standardizing certain methods or procedures of design and construction. It is the responsibility of the design engi- neer to select design parameters which used in conjunc: tion with appropriate analytical techniques will produce a design that is in compliance with the defined set of require ments or criteria within the code. Ovesen (1993) states that itis important to understand that a code of practice, at its very best, represents a fine balance between the components of design shown in Fig. 2 A code needs to address all components because the com: ponents cannot be treated separately in a vacuum. The design calculation can only be judged or assessed in com: bination with the safety factors, loads, and material prop- erties used for design. ‘A code does not represent “the truth” or an absolute; rather, it represents 2 tool by means of which rational deci sions can be made. The proof of a good code is if it works in practice. The code should provide sufficient guidanceBecker in a clear, consistent, and concise manner to assist the design engineer in making the “right” decisions. The right decision means that the design produces a structure that is sufficiently safe and economical. A good code leads 10 design situations where only a few structures fail from time to time (Ovesen and Orr 1991). That is, the concept of tolerable risk is satisfied. Risk is an inherent part of all engineering works. Dif ferent types of risk exist for different types of works or projects; there are different ways to evaluate and manage such risks. Amongst geotechnical engineers, the following sentiments generally exist and were expressed at the Inter national Symposium oa Limit State Design in Geotechnical Engineering held in Copenhagen, Denmark, in May 1993 (Steenfelt 1993) + The best way to reduce risk is to give the design engi reer sufficient freedom to do a good job. ‘+ Judgement is indispensable to the successful practice of ‘geotechnical engineering. + There is a strong need to keep the format for managing safety simple. A good code, therefore, needs to incorporate the above sentiments. Role of engineering judgement and experience Engineering judgement and experience are, and always will be, an essential part of geotechnical engineering and are vital for controlling safety of geotechnical structures. There will always be a need for judgement, tempered by experience, to be applied to new technologies and tools. Further, many aspects of geotechnical design are still heav- ily reliant on engineering judgement and experience, It is very important, if not essential, that calibration of various design procedures be carried out so that they are consistent with the geotechnical, empirical experience base. AS stated by Mortensen (1983), the intent of the Timit states design philosophy, for example, is not to replace engineering Judgement and experience, nor to quantify them. The spirit of the limit states design concept, as it was originally conceived and described later in this paper, is particularly important in geotechnical engineering. The proper identification of potential modes of failure oF limit sates of a foundation, which is the first step in design, is not always a trivial task. This step generally requires @ thorough understanding and appreciation of the interaction between the geological environment, loading characteristics, and foundation behaviour. Useful generalizations as to which limit states (i.e., modes of failure) are likely to con- trol the design in typical foundation design cases are cer- tainly possible, similar to those made in structural design However, the role of an experienced geotechnical engineer in making adjustments to these generalizations based on site-specific information is essential For the geotechnical engineer to check if any of the limit states or failure modes have been violated, it is nec- essary to use a model or theory to predict the performance of the system using measured geotechnical parameters. In geotechnical engineering this is not a straightforward task. In addition to the uncertainty associated with the models themselves, geotechnical materials are not manufactured 961 to a specified set of engineering properties, as is the case for structural materials. The behaviour of soil under loading is also dependent on many variables, including boundary conditions, stress path, stress history, loading rate effects, and others (Been 1989 and Bolton 1993). The need to deal ‘with natural rather than man-made materials, the reliance ‘on engineering judgement to interpret limited and sometimes meagre site information, and the effect of sampling and construction on geotechnical properties are examples of components specific to the geotechnical design process (Phoon et al. 1993), Despite these difficulties, reasonable analyses can be made using relatively simple models if the essence of geo- technical behaviour and soil-structure interaction are cap- tured in such models. There must also be a sufficient data and experience base to calibrate these models properly. Empirical-based models are only applicable within the range of specific conditions reflected or included in the calibration process. Extrapolation beyond these conditions can potentially result in erroneous predictions of performance. In summary, engineering judgement and experience play an integral role in geotechnical engineering analysis and design. The role of the geotechnical engineer through his fo her judgement and experience, and that of others, in appreciating the complexities of geotechnical behaviour and recognizing the inherent limitations in geotechnical ‘models and theories is clearly of considerable importance. ‘The management of safety in geotechnical engineering design is distributed amongst the many aspects of the over- all design process, including experience and judgement. Uncertainties in loads, material strengths (Fesistance), models, identification of potential failure modes or limit states, and geotechnical predictions all need to be considered collectively in controlling or ensuring an adequate level of safety in the design. These aspects are equally important and applicable to all design philosophies and methods. Design philosophies and methods To predict performance and make assessments of safety, the engineering profession has developed various design philosophies and approaches. The design approaches have not remained stagnant, but have changed or evolved over, the years in response to a changing social environment, higher public awareness and expectations, and advancements in technology. ‘The basic design criteria, regardless of method used, is that the resistance must be greater than the summation of the load effects for an acceptable or required level of safety (cq. [1]). The comparison between the load effects and resistance for an assessment of safety can be carried out in various ways, including the following: (1) A single global factor of safety as embodied in working stress design meth ‘ods; (2) partial factors of safety as embodied in limit states design methods; and (3) reliability-based and probabilistic methods. ‘The basis for establishing the values of design parameters and assessing or managing the level of safety constitute the fundamental differences in the above three design meth- ‘ods. Each of these methods are described and discussed in the following sections of the paper.962 Can, Geotech. J. Vol. 33, 196 Table 1. Ranges of global factor of safety commonly used for foundation design. Failure type tem. Earthworks. Earth retaining structures, excavations Foundations Shearing Seepage Uplift heave xit gradient, piping Ultimate pile Load tests Loads Dynamic formulae ‘Note: Dita aller Termaghi and Peck (1948, 1967) Working stress design (WSD) was one of the first rational design bases to develop. Prior to its introduction, structures were designed by experience alone. Design by experience worked well because changes in construction methods and. materials were, at that time, very slow (Allen 1994), How- ever, the industrial revolution soon changed the approach based on experience because materials and construction, ‘methodologies started to change rapidly. To accommodate these rapid changes, civil engineers had to develop more rational design procedures. WSD has been the traditional design basis in civil engi- neering since it was first introduced in the early 1800's, Itis also referred to as allowable stress or permissible stress design. The basis of the design is to ensure that throughout the structure, when it is subjected to the “work- ing” or service applied load, the induced stresses are less than the allowable stresses. A single, global factor of safety is used, which collectively considers or lumps all uncertainty associated with the design process into a single value wit ro distinction made as to whether it is applied to material strength and resistances or to load effects. The assessment of the level of safety of the structure is made on the basis of global factors of safety, which were developed from previous experience with similar structures in similar envi ronments or under similar conditions. The values of the global factor of safety selected for design reflect past expe. Fience and the consequence of failure. The more serious the consequence of failure or the higher the uncertainty, the higher the factor of safety. Similar values of global factor of safety became customary for geotechnical design throughout the world. The ranges of customary global fac- tors of safety, as stated by Terzaghi and Peck (1948, 1967), are shown in Table 1 A global factor of safety represents a relationship between allowable and applied quantities. Although this, concept is simple and useful, itis also accompanied with, difficulties and ambiguity. Problems arise when factors of safety are used without firstly defining them and under- standing why they were introduced. A single global factor of safety would have unambiguous meaning if carefully prescribed standard procedures for selecting capacity, for defining loads, and for carrying out the analysis or calcu- lations were always used in design. However, these steps are usually not well defined, nor followed uniformly or consistently by all engineers. Different engineers will use Factor of safety, FS 4ifferent approaches and select different values of strength for design, even for the same site. For example, some engi- neers may use a mean value for strength, while others will use a much more conservative value such as minimum or lower bound values in measured strength. Therefore, for the same numerical value of global safety factor, the actual margin of safety can be very different. Further, the value of the factor of safety tells us very little quantitatively as to the possibility or probability of failure. Definitions of global factor of safety ‘The global factor of safety (FS) can be defined in many ways. FS is commonly defined as the ratio of the resistance Of the structure (R) to the load effects (S) acting on the structure R 2) Fe=% a 5 For FS = 1, a limiting condition theoretically exists where the resistance equals the load effects (.e., a state of failure). ‘The traditional FS is defined as the ratio of ultimate resistance to the applied load: Ultimate resistance _ R, ‘Applied Toad S, BI FS = ‘The above equation can be rearranged into: [Ba] R= FSS, Ry FS In eq, [3a] the uncertainty is implicitly associated with loads; the loads are multiplied by FS. This forms the basis of the load factor method, which is discussed in a subse- quent section of this paper. This method has merit if the greatest uncertainty in the design is loading; however, the ‘method is not so useful or rational in design cases where the design is sensitive to changes in material strength (resistance). Traditionally, the global factor of safety is applied to resistance as in eq. [36]. This method gives sensible results, when material strength (resistance) represents the greatest uncertainty in design (Simpson et al. 1981) . In many geo- technical problems this is the case; the method has worked well and can be used successfully. In WSD, both the loads and geotechnical resistances are generally considered to be deterministic and characterized (301Becker Fig. 4, Definition of global factor of safety for WSD, UIMATERESSTANCE Ry B= ‘APPLIED LOAD 3a (SAFE Mans = Ry PROBABLY OF OCCURRENCE Sq Ry RESSTANCE OR LOADS (8) in calculation or analysis by a single value, called the nominal or characteristic value. The random nature of the Joads and resistances is usually implicitly taken into con- sideration when selecting nominal values. As shown in Fig. 4, eq. [3] implies that both loads and resistances are well defined, each with a unique value, However, resis- tances and load effects are dependent upon a number of variables or parameters. In reality, ranges in loads and resistances exist as shown in Fig. 5: unique values do not exist for loads and resistances, ‘The gencral frequency distribution diagrams, as shown in Fig. 6, can be assigned specific values, such as the mean of the distribution curves (5 and R) or nominal values of loads and resistances (S, and R,) to assist in characterizing the frequency diagrams. The design values do not neces- sarily need to be taken as the mean values, although this is common geotechnical design practice, The design process may also involve overestimating the mean load effects {ie., S, ® 5) and underestimating the mean resistance (ve., RER) ‘Two alternative definitions of the factor of safety can be defined as follows: R [4] Mean factor of safety = Ry S [5] Nominal factor of safety Limitations of working stress design ‘The numerical values for FS as defined in eqs. (4 and {5} do not equal each other, but both are greater than one. The ‘mean FS is higher than the nominal FS. The intersection of the S and R curves shown by the shaded area in Fig. 5 represents a condition where, under some combinations of loads and resistances, the resistance is less than the load effect. This intersection indicates that a chance or probability of failure exists for some combinations of loads and resistances. For given distributions of loads and resis tance, different numerical values of FS can be computed, yet the actual level of safety or probability of failure remains the same for these different definitions and mumer- ical values of global FS. Therefore, the global FS in the WSD approach does not provide an unambiguous measure ot indication of the level of safety or probability of failure. 963, Fig. 5. Variation of loads and resistances. DIsTRUBLTION J Fionss /--_DISTRBUTON /- OF RESSTANCE. R 8 5 g i RESISTANCE OR LOADS (2, $} 6. Design values for loads and resistances. (Mean saeETY [waren = 8s 7 8 J RESSIANCE OR LOADS (25) ‘This shortcoming is best illustrated through consideration of the distribution curves shown in Fig. 7. The upper dia gram represents the case where the loading and resistance are well-defined and controlled. There is a relatively low probability of failure, as shown by the small overlap of the $ and R distribution curves, The middle diagram cor- responds to a common case in foundation design where the loads are reasonably well defined, but geotechnical resistance is not. The lower diagram corresponds to a case where both loadings and resistances are not well defined nor controlted, as represented by the broad distribution curves. Although the values of 5 and R are the same and, thus, FS js the same for all three cases, the probability of failure is much higher for the second and third cases, as shown. by the relatively large overlap in the R and S curves shown in Figs. 7b and 7c. It is noted that the area of this overlap, as shown by the shaded areas, is not equal to the probability of failure; however, itis related to the probability of failure. The risk or level of safety associated with a value of FS depends on its definition and application (Smith 1981, 1985). Further, it is known or has been demonstrated that a computed value of global FS greater than one does not necessarily ensure safety. Earth structures have failed even though the computed FS was greater than one. Similarly, failure does not necessarily occur when the computed FS964 Fig. 7. Possible load and resistance distributions (after Green 1989): (a) very good control of R and S; (b) mixed control of R and S; (c) poor control of & and S. (al, & R FREQUENCY OR PROBABILTY DENSITY RS MAGNITUDE OF RESISTANCE AND LOADS (RS) is less than one. In general, the actual level of safety or safety margin is not specifically known to the engincer. WSD is largely deterministic in nature and does not lend itself readily to probabilistic assessments of level of safety and probability of fallure. There is no rational explicit method of quantifying the probability of failure. The expected probability of failure or level of safety comes from, or is derived from, experience, as shown in Fig. 3. In general terms, the design engineer has a sense of the level Of safety, based on experience and an existing data base; however, the degree of safety is not explicitly known for the project in question. The general public demand better quan- tification of the level of safety or probability of failure. ‘The engineer increasingly comes under the critical scrutiny of the general public. The public will no longer accept a statement from engineers that it is safe. They demand 10 know how safe the structure is and what is its tisk or prob: ability of failure WSD and a global FS approach generally does not encourage the design engineer to think about and explicitly differentiate between the behaviour of the structure under ultimate and serviceability conditions. The distinction between safety and deformation (serviceability) analysis, while implicity made, is not explicitly made, In some cases, the global FS developed from experience and used in foun” dation design is to limit settlement to generally acceptable limits; its value was not derived for the separate consid: eration of soil rupture or collapse under bearing capacity considerations. Further, a global FS makes no attempt to separate or distinguish between the various sources of ‘uncertainty. All uncertainty is lumped under a single factor, Can. Geotech. J, Vol. 33, 1996 there is no attempt to distinguish between system or model uncertainty and parameter uncertainty. Despite all its apparent limitations, as discussed above, hhe global FS and WSD approach is a simple approach that has worked well in geotechnical engineering design. WSD has been the traditional design method for over a 100 years, Consequently, an extensive data base and expe- rience has been assimilated over the years towards the development of good engineering practice. Improvements and refinements have been incorporated as the need arises It would be foolish and inconceivable to ignore this sub- stantial data base and experience gained in WSD. It is, noted that despite its shortcomings, the development of limit states design in codes using partial factors has utilized the WSD experience to calibrate itself in order to produce designs with comparable levels of safety as those existing in previous design codes based on WSD. Limit states and limit states design Over the last 2 decades or so, limit states design (LSD) has received increasing attention in the geotechnical and structural engineering literature. Many authors (researchers and practitioners) have published papers on this topic. Notable examples include Meyerhof (1970, 1982, 1984, 1993, 1995), Ovesen (1981, 1993), Ovesen and Orr (1991), Allen (1975, 1991), MacGregor (1976), Green (1991, 1993), and Barker et al. (1991). In addition, in May 1993, an International Symposium on Limit State Design in Geo: technical Engineering was held in Copenhagen, Denmark. ‘This symposium, organized by the International Society for Soil Mechanics and Foundation Engineering (ISSMFE) ‘Technical Committee TC23, Danish Geotechnical Institute, and Danish Geotechnical Society, included 68 papers and. discussions on a variety of topics related to LSD. What are limit states? Limit states are defined as conditions under which a strue- ture or its component members no longer perform their intended functions. Whenever a structure or part of a stru tue fais to satisfy one of its intended performance criteria, it is said to have reached a limit state. In the LSD process, each potential limit state is con- sidered separately, and its occurrence is either eliminated or shown to satisfy the design criteria. The original concept of limit states refers to a design philosophy that essentially involves the following: + Identification of all potential “failure” modes or limit states that a structure may experience. Failure is used in the sense of unsatisfactory performance and represents general conditions of a structure in which the structure ceases to fulfil the function for which it was designed. It does not necessarily mean rupture or exceedance of capacity. + Consideration of and application of separate checks by the design engineer on each limit state or failure mode. + Demonstration that the occurrence of the limit states is sufficiently improbable or within acceptable risk (ic. levels of safety or probability of failure) so as to minimize the loss to society or to the owner.Becker Fig. 8. Ultimate limit states for foundation design, sr (o)suoING (0) BEARING CAPACITY ae oS = + LAR TT couse oscrmmscnce FOUNDATION RESULTING IN ‘AN ULTIMATE LIMIT STATE Ld OF SUPERSTRUCTURE = ~ eeatecnen lesOvERTURNING —_()LOSSOF OVERALL STABLY In LSD, two main classes of limit states are normally considered: (1) ultimate limit states and (2) serviceability mit states. Ultimate limit states (ULS) pertain to structural safety and in a sense define things that are dangerous (Allen 1994); they involve the total or partial collapse of the structure (e.g., strength, ultimate bearing capacity, over- turning, sliding, etc.). Schematic representations of ULS. for foundation design are shown in Fig, 8. The ULS con. ditions are usually checked using separate partial factors of safety on loads and strengths (resistances). Because of their relationship to safety, ULS conditions have a low probability of occurrence for well-designed structures (Duncan et al. 1989). Serviceability limit states (SLS) represent those condi- tions which affect the function or service requirements (performance) of the structure under expected service or ‘working loads. They include conditions that may restrict the intended use of the structure, such as deformation, cracking, excessive total or differential settlement, excessive vibra tions, local damage, and deterioration. Deformation or set- Hlement of foundations could also cause loss of service- ability in the building. According to Allen (1994), SLS may be viewed as those things that make life difficult, SLS have 2 higher probability of occurrence than ULS (Duncan et al. 1989). Empirical damage criteria for SLS are generally related to soil-structure interaction, relative rotation, angular dis: tortion ratio, and other structural and operational con- straints. These criteria are different for different types of structures depending on the relative settlement after the end of construction, The allowable movements and defor- mations of structures can only be determined on a project, by project basis or in each particular case. For common types of buildings, however, tentative safe limits of the 965 9. Design basis for spread footings on sand (afler Peck et al. 1974). DESIGN CONTROLLED By SEMTLEMENT 1g | DESIGN B | CONTROUED 2 | By eEaRING S| capacny: 3 y 2 INCREASING N VALUES Z = relative rotation have been suggested as a guide, The eri- teria proposed by various researchers (e.g., Skempton and MacDonald 1956; Bjerrum 1963; Burland et al. 1977) have been summarized by Meyerhof (1982) ‘The SLS conditions are checked using unfactored loads and unfactored geotechnical properties. A partial factor of ‘one is used on all specified or characteristic loads and load effects, and on the characteristic values of deformation and compressibility properties of soils, which are generally based on conservative mean values obtained from in situ or laboratory tests. In this sense, the methodology of caleu- Tacion im connection with SLS in LSD is virtually identical to that of WSD. According to Meyerhof (1995), this approach gives a nominal reliability of about 80% and a corresponding estimated lifetime reliability index of about fone, which should be adequate for SLS design in practice. The distinction between safety (ultimate) and deformation (serviceability) analyses and the classification of perfor- mance requirements that flow from this distinction is the kernel concept of the LSD approach. For most structures, adequate capacity or strength is, the key limit state. In some cases, other limit states become primary. MacGregor (1989) cites the case of a water tank where the primary or key limit state is watertightness; strength, while important, is a secondary issue or criterion. In geotechnical design, a serviceability condition or set- lement criterion frequently constitutes the primary limit state. Accordingly, the design would be based on specific SLS; the ULS would be checked subsequently. The design Of spread foundations in loose to compact sand is an exam- ple where settlement or serviceability governs design. In WSD, however, the ultimate bearing capacity is generally not explicitly checked. Geotechnical engineers know from experience and design charts, such as that shown in Fig. 9, that the settlement criterion will govern the design; ultimate bearing capacity (i-e., ULS) usually will not be checked,966 An advantage of LSD is that it provides a clearer methodology for the separation of the ULS and SLS. In WSD, the term “allowable soil bearing pressure” may be ccontrolted by either bearing capacity (ULS) or by settlement (SLS) considerations. WSD implicitly accounts for these two key limit states, but generally does not do so explicitly An example of this is shown in Fig. 9, which presents a standard WSD basis for spread footings on sand, which is familiar to all geotechnical engineers. The initial portion of the design curve for small footing width is controlled by bearing capacity or ULS considerations. The horizontal portion of the design curves is controlled by settlement or SLS to restrict total settlement to 25 mm or less. The allowable soil bearing pressure calculated from nominal capacity (resistance) using a single global FS lumps both of these limit states together. The traditional FS of three on ultimate bearing capacity developed from experience also generally limits deformations to acceptable values. Confusion is generated between structural and geo- technical engineers when the term “allowable” is used in WSD with no explicit reference as to whether itis based on capacity (WLS) or settlement (SLS) considerations. When using WSD, the geotechnical engineer should use the wording “allowable soil pressure to limit settlement” to a specified value. When design is controlled by capacity, the term “allowable soil bearing capacity” should be used. Limit states are based on things that go wrong (je. do not perform satisfactorily). However, recognition of the potential limit states associated with any given structure is, in itself, not sufficient, The limit states must be pre- ddictable within a reasonable level of accuracy. The design engineer needs to use realistic models and theories to make reliable predictions of limit states. Perhaps even more important, the design engineer needs to have a thorough understanding of the mechanism of failure and knowledge of the material behaviour of the structure, The above discussion supports the sentiment of Mortensen (1983) who in his 1982 Laurits Bjerrum Memo- rial Lecture stated: “Limit states design represents a logical calculation principle. It is not in itself a radically new method compared to earlier design practice, but represents a clearer formulation of some widely accepted principles.” Based on the above, there is nothing really new about the SD approach. It may be regarded as a calculation tool in a design process where satisfactory performance is the primary objective of design, LSD represents a methodical approach to design; its principles are embodied in all the design methodologies discussed in this paper. LSD is an evolution of WSD, with the emphasis shifted from elastic theory and material strength to failure of the structure to perform its intended function. The essential difference in limit states methods is not in the definition of the limit state condition, but in how the level of safety or safety margin is calculated for any given limit state. The level of safety required will vary according to the severity of each limit state. LSD in itself does not imply anything about the way in which safety will be ensured. The level of safety may be provided through partial safety factors or by other means. LSD is not to be only associated with a probabilistic interpretation, although frequently this has been the case. Further, LSD is a useful aid to the clarity of Can. Geotech, J. Vol. 33, 1996 thought and communication between structural and geo technical engineers, While the essence of LSD with its emphasis on satis- factory performance may be viewed as simple and elegant, problems developed with the attempts to formalize the LSD process in the early 1970's. The precedent development of reliability-based design in structural engineering resulted in a significant overshadowing of the fundamental concept and role of LSD. Much attention was focused on the con- sistent determination of level of safety using probabilistic techniques. Although the achievement of consistent levels of safety is an admirable goal, it should not be overem- phasized to the point that the importance of other key aspects of LSD become unduly diminished. The crucial concept of considering each limit state in turn has been, at times, lost due to the fixation on probability-derived partial factors for the ultimate limit states (MacGregor 1989), When LSD was first introduced, concern was also expressed that it is too complicated for practice. However, as pointed out by Allen (1994), LSD can be as simple or complicated as required “to do the jab.” Emphasis is placed ‘on the project requirements and a good understanding of fundamental behaviour, not on the analytical capability of the design engineer. Design calculations and analyses can range all the way from mental estimates and back-of-the- envelope calculations to three-dimensional finite element analysis. Simple calculations that capture the essence of the behaviour and promote thinking are preferred for pre- liminary design and checking, rather than complex computer programs (Allen 1994). Regardless of the complexity of analysis and calculation, all limit states designs are cartied out to satisfy the following criteria: Ultimate limit states (ULS): [6] Factored resistance 2 Factored load effects Serviceability limit states (SLS): [7] Deformation < Tolerable deformation to remain serviceable Limit states design development ‘The historical development of LSD in structural engineer- ing (steel and reinforced concrete) is reviewed and dis- cussed by Allen (1975, 1994) and MacGregor (1976). LSD. can be traced back to the 17th century to the work of Hooke, Newton, Euler, and others. European countries started developing LSD in the 1960's. The International Standards Organization (ISO) adopted LSD as the basis for international structural design standards in 1973. In Canada, LSD was adopted as an alternative to WSD for structural design for buildings in 1975. The historical development of geotechnical limit states design has been summarized by Meyerhof (1970, 1984, 1993, 1995), Ovesen (1981, 1993), Ovesen and Orr (1991), and by others. The first uses of limit states concepts in geotechnical engineering include the work of Coulomb in 1773 who, based on limit states consideration, derived the critical height of a vertical embankment in a cohesive soil, and Rankine's work in 1857 when he established limit states of active and passive earth pressures. Therefore, limit state problems in soil mechanics such as theories ofBecker ‘Table 2. Summary of partial factors for foundation design 967 Brinch Hansen Denmark DS 415 Burocode 7 «D1 1965) 10 1.109) 1s 15 (0) 1s 15.0) 10 1.00) 10 100) 1.25 1.25 Ls L416 Ls 14-16 20 L16 16 124 20 10 10 tem (1953) (1956) (CEN 1992)" Loads Dead loads, soil weight rope 10) Live loads ts 4s Environmental loads rs 4s ‘Water pressures 10 10 Accidental loads = id Shear strength Friction (tan ’) 12s 2 Cohesion (c) Slopes, earth pressures is Spread foundations = ou Piles = 20) Ultimate pile capacities Load tests is Dynamic formutae-penetration tests — 2.0 Deformations = 10 ‘Note, Data afler Meyerhot (1998, 1995) “Values in parentheses indicate minimum factors for certain lad combinations earth pressure and bearing capacity, stability of slopes, and seepage were already treated in the 18th and 19th cen- turies. In 1943, Terzaghi pointed out two principal groups ‘or classes of problems in geotechnical limit states, namely, stability problems and elasticity problems. The stability class deals with conditions immediately before ultimate failure by plastic flow without consideration of strain; the elasticity class deals with soil deformation either under self-weight or external forces without consideration of stress conditions for failure. The above two groups of problems coincide with ULS and SLS, respectively. in limit states design. The first LSD standard was the 1956 Danish Standard for foundations. It appears that in earlier days, geotechnical engineering was ahead of structural engineering in the knowledge and application of the limit states philosophy. Through the years, the term LSD with its emphasis on satisfactory performance has come to represent different things to different people, mainly because of the diversity in the manner in which the limit states design philosophy ‘was developed and implemented into various codes through- ‘out the world. In North America, for example, it appears that most geotechnical engineers usually associate or think of LSD as ULS design using separate, partial load and resistance factors. SD using partial factors of safety Taylor (1948) introduced separate or partial factors of safety for the cohesive and frictional components (c and tan 4’, respectively) of the shear strength of soil for the stability analysis of slopes. This approach was subsequently for- malized by Brinch Hansen (1953, 1956) who established a philosophy of geotechnical design based on separately applying partial factors of safety to loads and strength. ‘Values of partial factors of safety applied to loads were different from those applied to strength parameters. Partial factors were also developed for piles and earth-retaining structures, In this approach, the specified or characteristic loads ‘are multiplied by their respective partial factors to obtain design loads, and the strength parameters are divided by their respective partial factors to arrive atthe design strength parameters for the calculation of geotechnical resistance: [8] Design (factored) load = Specified (unfactored) load X Partial load factor (f) [9] Design (factored) strength ‘The values of the partial factors are summarized in Table 2. Meyethof (1993, 1995) notes that these partial factors were chosen to give about the same design as con- ventional or traditional WSD. The numerical values of the partial factors in Table 2 have undergone only minor changes during the last 40 years. These changes reflect experience gained through the use of the LSD principle using partial factors. They have also been refined by semi- probabilistic methods on the basis of the variabilities of the loads, soil strength parameters, and other design data available in practice Factored strength approach versus factored resistance approach (the European versus the North American approach) Over the past 10 years or so there has been a concerted effort to persuade the geotechnical engineering community at large to adopt the philosophy of LSD and to use a con: sistent set of partial factors. However, the concept of LSD with the use of partial factors of safety has developed410. Comparison of limit states design approaches for ulti and Orr 1991). EUROPEAN APPROACH : (factored strength approach) Can. Geotech. J. Vol. 33, 1996 imate limit states (after Ovesen RESISTANCES LOAD EFFECTS —j Unfactored __—Factored peace 2 foci Srey fo Pecucos _ Ressonce (REC | chacctonte ae ag > Sterah tecoason, 2 [eNetean,) toadetecs 5 Parameters d So Ra Sa (moo) fo, fob [E.¢4 WHERE (cr4) < (C.6) fed]: NORTH AMERICAN APPROACH : (factored resistance approach) RESISTANCES — LOAD EFFECTS Unfactored Unfactored Foctored Factored 1a! Sheng (Compal pe (2 Reccod) te recaed mrad ee RS fbeden ter Besgn ae " " Ra aS, 7 differently in North America and in Europe, mainly in the ‘manner for calculating factored resistance for ULS. In the factored strength (European) approach, partial factors are applied directly to only the strength parameters contributing to overall resistance for each applicable limit state. This approach follows the original work of Brinch Hansen and the Danish Code where specified partial factors, are applied to the individual soil strength properties of cohesion (c) and angle of internal friction (tan 6’) prior to using them in the model or calculation for factored resistance. In the factored resistance (North American) approach, an overall resistance factor is applied to the resistance for each applicable limit state. With this approach, the calculated ultimate resistance for a given limit state is firstly calculated using “real” or unfactored strength para- meters; the calculated ultimate resistance is then multiplied by a single resistance factor to obtain the factored resistance for design, ‘A comparison of the European and North American approaches is shown in Fig. 10. For both approaches, the factored resistance must be greater than or equal (0 the factored load effects. The primary difference in concept lies in the resistance side of the limit states criteria. The load effects side of the equation is identical in concept; the characteristic load effects are multiplied by appropriate load factors to produce the factored (Le., increased) load effects for design as per eq. [8]. However, different values of load factors and load combinations are used in the (wo approaches. In the factored strength (European) approach, the strength parameters are divided by partial factors f, and f, to produce factored (ie., reduced) strength parameters, as per eq. [9]Becker ‘The factored strength parameters are then used directly in ‘geotechnical models, such as bearing capacity, to calculate the factored resistance for design, Ry. The value of R, must be greater than or equal to the factored load effects, 5S, for design (Fig. 10) In the factored resistance (North American) approach, the unfactored strength parameters are used directly in similar geotechnical models to calculate an unfactored or nominal geotechnical resistance, similar to calculating ultimate resistance in WSD. The nominal resistance, R,, is then multiplied by a resistance factor, , to calculate the factored resistance, PR,, for design, which must be greater than or equal to the factored load effects, «5, (Fig. 10). The North Amnerican approach is embodied in the load and resistance factor design (LRFD) method, which is described in detail in a subsequent section in this paper. ‘Comparison of factored strength and factored. resistance approaches ‘The factored resistance approach combines all uncertainty associated with the calculation of resistance into one term, a resistance factor, (® < 1), The value of a resistance factor reflects the chance or probability that the actual resistance may be smaller than the calculated nominal resistance using characteristic (ie, unfactored) values of soil strength as a result ofthe uncertainties associated with the strength parameters, geometry and construction tolerances, the theoretical model or analysis used to calculate resistance, and the consequence of failure. Different ® values are used for different types of resistance and failure modes. Selection of the value of ® depends on the quality of data and the method of calculation. The higher the degree of uncertainty, the lower the value of . The values of ® lie in the range of about 0.3 to about 0.9. In general, values between 0.5 and 0.85 are normally used or recommended in foundation design. The major advantages of the factored resistance approach axe its simplicity in application and familiarity to geo- technical engineers. Only one factor needs to be considered instead of potentially many partial factors on material strength, geometry, theoretical model, and others. In concept, the single resistance factor, &, is similar to the global FS used in WSD, which also lumps the effects of all uncer- tainty into a Single factor. It may also be slightly more pleasing statistically from the viewpoint of properly com- bining the variations of one particular set of variables to derive a factor that reflects the combined effect of that family of variables (MacGregor 1976) The factored strength approach has the potential of being. more sophisticated because the partial material factors ave related directly to the parameters that are the sources of variability in strength. For example, the effective strength parameter ¢” can be determined with greater confidence tan undrained shear strength, c,- Consequently, itis logical for the value of the partial factor on tan ¢ to be smaller than the partial factor on ¢,. A potential advantage of this approach is that it may allow for'8 more precise calibration over a wide range of soil types: therefore, it should lead to more uniform reliability (Meyerhof 1993, 1995). A key disadvantage of the factored sirength approach is that it does not allow for the sources of other uncertainty to be 969 taken into account in the calculation of factored resistance. That is, the factored strength approach inherently assumes that the only sources of uncertainty are associated with soil strength parameters. There is no explicit means to account for other factors that affect resistance, such as ‘geometry, effect of approximations in the design equations, ‘or the analytical model used, the consequences of failure, and the type of failure. While the fundamental principle underlying design using ‘set of unigue and constant partial factors is easy 10 grasp and understand, its implementation in a rational and con- sistent manner is not so easy o straightforward. Design using partial factors has worked well in structural engineer- ing primarily because a sufficient quality control on the ‘manufacturing process of structural materials exists and design calculations are based on a specified theory or approach. On the other hand, for geotechnical materials, the implementation of the concept runs into considerable difficulty. The reasons for this include the inherent vari- ability of natural geological materials; the fact that many different methods exist for measuring Soil strength param- eters and different values will be obtained from different tests; that different theories are available to calculate the same type of resistance (¢.g., bearing capacity of spread footings, vertical and horizontal pile capacities); and that much geotechnical design is based on empirical or semi- empirical methods. Furthermore, in a large country such as Canada, different geotechnical design methods are com- monly preferred and used in different regions based on the specific conditions in any given region. This creates additional problems for consistent implementation of design. ‘The use of a unique set of material strength factors f and f, has been critically questioned by many geotechnical engineers, both researchers and practitioners (Bolton 1981, 1993; Semple 1981; Fleming 1989, 1992; Gutierrez et al 1993). From a review of these papers and others, a common theme of criticism emerges. Concern is expressed from the viewpoint that factored material strengths alone do not capture all sources of uncertainty in the calculation of resistance. There is a need (0 also take into account the factors discussed above and others such as the development of excess pore-water pressure and stress-strain behaviour. ‘The mere application of partial factors on and ¢' wo han- dle such cases is not sufficient. Eurocode 7, (CEN 1992) states that all factors or variables that influence soil strength, such as rate efforts, stress path, stress-stain behaviour, etc., and the inaccuracy in the design model are to be con sidered in the determination and selection of the charac- teristic strength values. However, no instructions or sub: stantial guidance on how to do this are provided (Bengtsson et al, 1993), Another criticism or a potential shortcoming in the fac- tored strength approach is that it does not capture the true ‘mechanism of failure when failure is influenced by soil behaviour (Been 1989). Inconsistencies may arise because ‘many geotechnical problems are nonlinear; the effect of a factored load or strength is not the same as the factored effect of an unfactored load or resistance calculated using unfactored (.e., characteristic) strength. For example, the mechanism of failure in the bearing capacity calculation (i.c., the shape of the plastic zone) is controlled by the970 friction angle, '. Because the failure mechanism changes when the soil strength changes, the resistance based on factored strength is not the same as a factored resistance. Another example is related to the design of piles. The rela- tionship between shaft resistance and soil strength is non- linear. Different valves in pile capacity will be obtained depending on whether shaft resistance is based on unfac~ tored or factored strength parameters. A significant portion of geotechnical engineering design is based on empirical correlations and performance testing such as pile load tests. The most common correlations involve the standard penetration test (SPT) and the piezo- cone penetration test (CPTU). Geotechnical resistance such as bearing capacity of footings and pile capacities have been correlated directly to these in situ tests. In WSD, dif- ferent values of global FS are customarily used in geo- technical design based on these in situ correlations and performance tests. Within the framework of the factored strength approach, empirical design methods and perfor- mance (load) tests need to be considered separately. The design equation for the calculation of resistance for these cases does not contain the strength parameters tan ¢' and ¢. Other partial factors need t0 be applied to obtain an appropriate design resistance (i.., factored resistance). For this case, the European approach uses a “perfor- ‘maneo” factor. The nominal capacity of a foundation based ‘on empirical correlations or load tests is modified by multi- plying it by a performance factor that has a value less than tunity and accounts for uncertainties associated with the design process and methodology. This can be expressed as [10] Design resistance = Performance factor X Nominal resistance ‘The right-hand side of the above equation is essentially equivalent to ,, where the performance factor may be viewed, for all practical purposes, as equivalent to the resistance factor, ®. Similar to the resistance factor, the performance factor combines all uncertainty associated with the design calculation for overall resistance into a single term. Therefore, itis essentially a factored resistance approach. The performance or resistance factor, ©, appro- priately adjusts the design calculation to produce a design that is essentially equivalent to WSD. Therefore, the fac- tored resistance (North American) approach can be used in a consistent manner in geotechnical design regardless ‘of whether the design calculation is based on theoretical considerations explicitly using soil strength parameters of ' and c, empirical correlations with SPT, CPTU, and other in situ tests, or by performance testing such as pile load tests. The resistance factor, ®, is similar in concept to the global FS, The factored resistance approach is similar 10 conventional WSD and may be viewed as a logical exten sion to WSD. Because of its comparative simplicity and the other reasons discussed above, the factored resistance approach would be familiar to geotechnical engineers. ‘Therefore, it should be better received by the geotechnical engineering community at large, which will allow for a smoother transition from WSD to LSD for foundation design. With time and an increased level of experience in designing foundations using a LSD (LRFD) approach, the Can. Geotech. J. Vol. 33, 1996 basis of LSD can be refined to possibly incorporate separate and different material factors for tan 6" and c. Meyerhof (1995) states that the factored strength and factored resis- tance approaches can produce the same design result. The choice of method will depend on the background and expe- rience of the engineer. LSD load factor method This method involves multiplying the applied nominal or characteristic loads by various factors of safety. The strue- ture is then designed under the influence of the modified or factored load effects (Simpson et al. 1981), The magnitude of the factors of safety can be selected so as to also limit eformations. No factors are applied to material properties or derived resistances of the strueture. This method has merit if the greatest uncertainty in the design is loading. However, the method is not so useful or rational in design ceases where the design is sensitive to changes in material strength. Therefore, this approach has no merit and cannot be applied rationally to many geotechnical problems Load and resistance factor design (LRED) ‘An extension of the load factor design methodology is LRED, which uses partial factors of safety on both loads and material strength (resistance). The use of separate load and resistance factors is logical because loads and resistance have largely separate and unrelated sources of uncertainty This is a reasonable approximation for the case of foun- dation design where the building applies a loading that must be supported by the foundation subsoil. However, for the case of earth-retaining structures, itis not as straight forward because the soil provides both a resistance and a oad. Nevertheless, in many applications of foundation design, the use of separate load and resistance factors is & convenient and rational way of practically accounting, for the sources of uncertainty in design. LRED js currently used in several design codes (¢.8.. Ontario Highway Bridge Design Code, National Building Code of Canada, American Association of State Highway and Transportation Officials (AASHTO) Standard Spec fications for Highway Bridges, Canadian Highway Bridge Design Code (under preparation), and Canadian Standards Association (CSA) design standards for structural steel and reinforced concrete. LRFD makes use of the concept of partial safety factors, which are usually based on or calibrated using probability and reliability theory. Partial factors can also be evaluated using judgement and comparison or calibration with the traditional WSD methods to ensure that consistent results will be obtained between the two design procedures. LRFD can be viewed as « logical extension of the WSD method, It recognizes the fact that some loads (e.g. five loads) are ‘more variable than others (e.g, dead loads) and that some results of estimating or determining geotechnical resistances ‘or material properties are inherently less accurate than ‘others. Probability and reliability considerations and sta- tistical data are used as background tools to derive parti factors: however, such probabilistic methods are not used explicitly in the design procedure developed and specified in the various codes. By making the probabilistic part hid- den in the LRFD method and using procedures similar toBecker Fig. 14. Load and resistance factor design (LRED). 1 —a8,=ORp 1 PRT) PROBABILITY DENSITY OF R and S 8 $n RR ov LSD FORMAT :OR2 Sp Ras Bike L RESISTANCE (R) MAGNITUDE OF RESISTANCE AND LOAD EFFECTS (R, S} those in existing codes, itis anticipated that the use of the LRED method will meet with less resistance from practicing geotechnical engineers (Barker et al. 1991). This should encourage use of this rational concept in the design of foundations and earth-retaining structures. ‘The applied loads and resistances are to some extent independent variables and are generally treated as random variables in the derivation of the respective partial factors. ‘The loads and resistances are characterized through prob- ability density functions, as shown in Fig. 11. The LRFD approach examines the probability of failure of a structure by underestimating its resistance and overestimating the load effects to provide a factored resistance that is greater than or equal {0 the factored load effects. The level of safety is defined in terms of probability of failure, and the design is based on some acceptable level of risk or prob. ability of failure. Partial safety factors on loads and res tances are used to obtain the acceptable probability of failure. ‘The LRFD criterion is expressed in the following general form: oy where R, is the factored resistance; is the resistance factor; R, is the nominal resistance determined through engineer: ing analyses (e.g., bearing capacity) using characteristic (unfactored) values for geotechnical parameters or per- formance data (e.g., pile load test); it represents the ‘geotechnical engineer’s best estimate of resistance, which hhas appropriately taken into account all factors influ- cencing the resistance; ‘Za,5,, is the summation of the factored overall load effects for a given loading condition; 4, is the load factor corresponding to a particular load, Sy: it accounts for uncertainties in loads; @R, > 3 S,z 18 a specified load component of the overall load effects (.g., dead load due to weight of structure or live load due to wind); and 7 represents various types of loads such as dead load, live Toad, wind load, ete. ‘The load factors, a, are usually greater than one; they account for uncertainties in loads and their probability of ‘occurrence, The resistance factors (or performance factor as they are sometimes called), , are less than one and account for variabilities in geotechnical parameters and ‘model the associated uncertainties when calculating geo- technical resistances, ‘The left-hand side of eq. [11] corresponds to the capacity or resistance provided by the material, while the right- hand side represents the required resistance to accommodate 2 combination of loads or load effects. For satisfactory design, the factored resistance must exceed the sum of the factored load effects for a given limit state. Equation [11] must be satisfied for all applicable load combinations and Timit states, Equation [11] can be visualized by inspecting the inter: action of the probability distribution curves for resistance and load effects, as shown schematically in Fig. 11. It should be noted that the resistance and load effects are assumed to be independent variables, which is approxi- mately true for the case of static loading. The characteristic ‘or nominal values for load effects (S,) and resistance (R,) do not necessarily need to be taken as the mean values Of $ and R, respectively. The nominal or characteristic values for design are related to the mean values as follows: g U2) =e 5 13 = 03) z972 where ie is the ratio of mean value to nominal (characteristic) value for resistance; and i is the ratio of mean value to specified (characteristic) value for load effects. The factors ky and k, are used to consistently define char- acteristic values for design based on the mean values of the resistance and load distribution curves, respectively. ‘Typically, ky values are greater than one (ie, R, < R) and ik, values are less one (ie., 5, 2 5). The terms ky and ky are also referred to as bias factors by some researchers (Rojiani et al. 1991; Liet al. 19932, 19934). Additional discussion oon ky and &, is provided later in this paper under the section on characteristic strength. In practice, values for a and ® are usually specified in codes. They are based on target values of reliability or acceptable probabilities of failure selected to be consistent with the current state of practice. In general, different a and @ values would be provided for different limit states. While values of a may differ between codes in various countries, load factors are typically in the range of 0.85-1.3 for dead loads and in the range of 1.5-2.0 for live and environmental loads. A load factor of less than 1.0 for dead loads would be used when the dead load component. contributes to the resistance against overturning, uplift, and sliding. Typical values of range from about 0.3 10 0.9, for soils, depending on soil type, method of calculating resistance, and class of earth structure, such as foundation {ype or retaining structure, ‘The load and resistance factors are interrelated to each other. That is, the value of a is dependent on the value of and vice versa. Consistent sets of these factors must, therefore, be used in design as per their intended purpose and specific evaluation. It is inappropriate and inconsistent to select a set of resistance factors that have been derived for specific values of load factors and use them with other Toad factors taken from an unrelated source or vice versa, The values of « and © are also interrelated to the global FS. used in WSD according to the following expression (Tan et al. 1991): us #3) ‘The relationship between a, ®, and FS is examined further in part II of this paper (Becker 1996). Although LRFD may be viewed as an extension to WSD, there are fundamental differences between WSD and LRFD, The main differences are that, for LRFD the following applies: + Several partial safety factors are used instead of a single global factor of safety. + Different values of load factor are used for different loads. The selection of load factors is based on the perceived level of uncertainty in each load. Loads with 2 greater degree of uncertainty are assigned load factors that are larger than those assigned to loads with smaller uncertainty ‘+ Variability in both loads and resistances are explicitly taken into account. ‘The main advantage of LRFD over WSD is that it can provide for a more consistent and uniform level of safety Can. Geotech. J. Vol. 33, 1996 for all load combinations, different types of materials, structures, and foundations. This is achieved through the use of several different partial factors instead of one global factor of safety (Meyerhof 1970). A basie premise of the LRFD approach is that a more economical and consistent design can be achieved by using common safety and ser- viceability criteria for all materials, structures, and types of construction. LSD using worst credible values Simpson et al. (1981) consider that LSD using partial safety factors is inappropriate for geotechnical engineering application for two important reasons. Firstly, the degree of uncertainty with which given geotechnical parameters can bbe assessed varies significantly from one project to another. Secondly, they consider that it is not sensible to apply par- tial factors to water pressures and to geological uncertainties, ‘They describe a method of design that uses the worst cred- ible values for the various parameters and that reasonably satisfies the requirement that the level or margin of safety be proportional to the overall uncertainty, Worst credible values of loads and material properties represent the worst values that the design engineers could realistically believe might occur. The worst credible value is not the worst that is physically possible, but rather a value that is very unlikely to be exceeded. As a guide, they suggest that the worst value that engineers can sensibly contemplate corresponds to an annual probability of exceedance of about 0.1%. The basis of the method is to define a limit states value for each variable and to demonstrate that the limit state will only just occur with these values. A prescribed set of constants to be applied to the independent variables are given which are related to the reliability index. The method ensures that the calculated margin of safety is proportional {o the uncertainty in its value. As currently formulated, the method considers uncertainty in parameters, but not in the theoretical models or methods of analysis. The ‘method is a useful exercise in rationalizing the margins of safety and relating it to the degree of risk. As such, it represents an advance over the traditional WSD approach (Oliphant 1993), MacGregor (1989) also notes that bounding soil parameters using upper and lower credible values is worthy of study. The method of evaluating the uncertainty interval varies from one parameter to another, depending on ‘whether the parameter is better represented by normal or Jog-normal distributions within its range of interest. Con- sideration also needs to be given as to whether there are physical limits to values that the parameters could obtain in order to avoid limit state values that are physically impossible. ‘Simpson et al. (1981) outline the general procedures for use or steps required for design using worst credible values and present a design example involving bearing capacity of a spread footing on clay. The use of this ‘approach does not appear to be well accepted by the geo- technical community. LSD using extreme values According to Bolton (1981, 1986), design approaches using factors of safety and probabilistic design methods should not be used to demonstrate safety of geotechnical structures.Becker Instead, designs should be checked for the occurrence of Timit states when all the parameters are assigned their worst obtainable values and a conservative method of calculation is used. The use of critical state soil parameters is an exam- ple of design using extreme values. No factors of safety are required in an analysis based on extreme values. ‘This design methodology has the important merit that it compels the design engineer to think explicitly about worst case scenarios that might arise. However, as noted by Simpson et al. (1981), the following points concerning Bolton's proposal need to be considered: ‘+The worst circumstances that could, just possibly, occur will usually be extremely pessimistic. The strength of the structure and load effects would be assumed to be at the pessimistic limits of physical possibility ‘+ In designs in which several independent parameters all have significant uncertainty, it will often be unreasonably pessimistic to set them all at the same time to pes- simistic extreme values. + In designs in which only one independent parameter has significant uncertainty, an insufficient margin of safety could exist to adequately account for small see- ‘ond order effects not explicitly considered by this design approach, Oliphant (1993) also discusses Bolton's proposal of design using extreme values. He shows through a design ‘example of a propped embedded cantilever retaining wall that designing with extreme values and no factor of salety could produce a design that is less conservative than con- ventional practice. Other than the references cited above, the use of Bolton’s proposed design using extreme values does not appear to be accepted by the geotechnical community. Reliability-based design In recent years there has been considerable interest and an increasing trend towards the use of probability theory and reliability concepts for modelling uncertainties in engi- neering design (e.g., Harr 1987; Chowdhury 1994; Tang 1993; ICE 1993; Ang and Tang 1984; Phoon et al. 1993; Been et al. 1989, 1993; Elms and Turkstra 1992; Christian et al. 1994; Li and Lo 1993), In reliability-based design, the parameters are treated as random variables instead of con- stant deterministic values. The measure of safety is the probability of failure that can be computed directly if the actual probability density functions or frequency distribution curves are known, oF measured for the loads and resistances, The probability of failure is related to the shaded area rep- resenting the overlap between the load and resistance curves shown in Fig. 5. ‘Oliphant (1993) expresses the view that reliability theory is concerned with calculating “notional” probability that any specified limit state will not be reached during the design life of any structure. He prefers the term “notional” probability of failure because of the assumptions and Approximations that have been used in the determination of the probability of failure. Further, reliability-based design cannot account for, or be expected to cover, situations such as the influences of gross errors, such as human errors involving misinterpretation of site conditions, incorrect, 973 assessment of geotechnical properties, or the use of inap. propriate models by the geotechnical engineer (Phoon et al 1993). Unlike the global factor of safety, which is based mainly fon experience and judgement, the probability of failure can be obtained in a consistent manner from a systematic analysis of the uncertainties associated with the design variables. Although this approach is much more compli cated than the deterministic method, itis potentially more economical and capable of producing more consistent safety of risk levels between different types of structures and. materials (Duncan et al. 1989). It is generally accepted, however, that absolute values of reliability or probability of failure cannot be determined because of the lack of complete understanding and lack of data concerning actual engi neering behaviour. Reliability-based design has important potential advan- tages such as being more realistic, rational, consistent, and widely applicable. Most design parameters possess sig: nificant statistical uncertainly that is not explicitly con- sidered in the global factor of safety. However, without the proper information and data to implement reliability based design, these potential theoretical advantages cannot be realized in practical design situations. This is generally the most important disadvantage in using probabilistic ‘methods, A fundamental knowledge of probability, statistics, and sufficient data is required to implement such procedures, which are much more complicated than conventional deter- rministic methods. The lack of sufficient statistical data on some types of material strengths and loading and the level of effort involved in evaluating the probability of failure hhave been factors that have resulted in the reluctance on the part of many practicing geotechnical engineers to accept probabilistic design methods, There are several levels of probabilistic design. The complete or fully probabilistic method, usually called Level UL reliability method, requires that the actual probability dis- tribution curves be known or measured for each random variable. From a theoretical point of view, fully probabilistic methods provide the most general treatment of safety. However, the information on loads and resistance are sel- dom available. Fully probabilistic methods are difficult and time-consuming to carry out, and as a result they are expensive, which makes them generally suitable for only large special projects. Fully probabilistic methods are not considered workable or practicable at this time for most projects ‘The Level Il or approximate probabilistic methods do not require a knowledge of the actual probability distributions of all the random variables. The shape or type of the distrib- tutions for loads and resistances, however, need to be defined. These distribution curves can be approximated by an analysis of existing data, and it is assumed that the load and resistance are statistically independent. Typically, both normal and log-normal distributions are assumed. A special case of approximate probabilistic methods is the second moment probabilistic method. It considers the ran- dom nature of the variables and is based on only the two ‘moments of the mean and coefficient of variation of the loads and resistance. In this method, safety is defined by the reliability index (Allen 1975; CSA 1981; Harr 1987; Li