SOILS AND FOUNDATIONS Vol. 45, No.

3, 51-70, June 2005

Japanese Geotechnical Society

ESTIMATION OF SUBGRADE REACTION COEFFICIENT FOR HORIZONTALLY

LOADED PILES BY STATISTICAL ANALYSES

YUSUKEHONJOi),YULVIZAIKAii)and GYANESWOR
POKHARELiii)

ABSTRACT
The purpose of the present study is to estimate horizontal subgrade reaction coefficient (kh) of pilesfrom SPT
N-value that is required to design piles against horizontal loading. This information is much demandedrecently due to
the introduction of the limit state design of pile foundations where quantified uncertainty in the prediction of pile
behavior is required. For this purpose 52 horizontal pile loading test results were collected from literatures and reports,
which were compiled in a database. The actual number of test results put to the statistical analyses was 38 cases with
pile top displacement and 21 cases with bending moment measurements along a pile. The statistical analyses were
carried out in the two folds; First, the inverse analysis procedure was applied to each loading test result to obtain the
coefficients in different soil layers. Then the obtained coefficient values were related to observed SPT N-values of the
layers by the regression analysis. The pronounced feature of the regression analysis employed in this study is that it
takes into account the magnitude of estimation uncertainty as well as the correlation structure of estimated kh for every
pile automatically. The mean value of kh obtained from the recommended equation in this study gives very similar
results to those of the major design equations used in Japan. The uncertainties associated with the recommended
equation are presented, which are intended to be used in a reliability analysis of horizontally loadedpiles.

Key words: horizonal loading test of a pile, horizonal subgrade reaction coefficient, limit state design, pile design,
reliability analysis, statistical analysis (IGC: E4/H1)

Step 1: An extensive database on laterally loaded pile

INTRODUCTION tests is built to be put to statistical analyses.
In the process of the introduction of the reliability The measurements on pile can be divided into
based design (RBD)1, it is recognized that quantification two types: the pile top displacement measure-
of the uncertainty in design is much more required. ments and the bending moment measurements
The purpose of the present study is to obtain horizontal along the pile axis. The analyses for the former
subgrade reaction coefficient of piles based on previous is termed Analysis A and for the latter Analysis
loading test results with quantified uncertainties. The B throughout this study.
results of the study is intended to be used as a base for The statistical analyses consist of the following two
RBD of pile foundation (e.g. Zaika and Honjo, 2003). steps:
Some statistical analyses based on pile loading test Step 2: Inverse analysis of horizontal subgrade reaction
results to obtain the horizontal subgrade reaction coefficient of each lateral loading test.
coefficient has been done by Aoki and Sanada (1985) and Of each loading test data, inverse analysis is
Okahara and Takagi (1990). The most distinguished carried out. The analysis based on pile top
difference between these studies and the present study is displacement measurements is called Inverse
the uncertainty (one can say reliability in this case.) in Analysis A, whereas that based on the bending
each loading test results are statistically quantified and moment measurements, Inverse Analysis B.
thoroughly considered in the analyses. It should be noticed that, in Inverse Analysis
Since the procedure taken in this study to accomplish A, only one subgrade coefficient, kh, can be
this aim is somewhat complicated, it is considered estimated from each pile loading test because
appropriate to give the outline of the procedure at the only one layer is assumed for each pile. On the
outset: other hand, in Inverse Analysis B, three kh's are

i)
Professor, Gifu University, Japan (honjo@cc.gifu-u.ac.jp).
ii)
Lecturer, Faculty of Engineering, Andalas University, Padang, Indonesia (formerly Graduate Student at Gifu University, Japan).
iii)
Formerly Research Associate, Gifu University, Japan.
The manuscript for this paper was received for review on January 7, 2004; approved on January 18, 2005.
Written discussions on this paper should be submitted before January 1, 2006 to the Japanese Geotechnical Society, 4-38-2, Sengoku,
Blinkvo-ku. Tokyo 112-0011. Japan. Upon request the closing date may be extended one month.
1In this paper, the limit state design (LSD) or the load and resistance factor design (LRFD) are used almost the same sense as the reliability based
design.

51
52 HONJO ET AL.

estimated from each test because the ground laterally loaded pile. It should be emphasized that uncer-
influencing pile behavior in horizontal loading is tainties in the estimated horizontal subgrade reaction
divided into three layers. coefficients are also quantified, which makes it possible
The number of layers introduced in the analy- to perform reliability based analysis and design of pile
sis is determined from the stability of inverse foundations.
analysis after some trial calculation. Since the
bending moment measurements (information
along a pile) contain more amount of informa- DEVELOPMENT OF ESTIMATION METHODS OF
tion than the pile top displacement measure- HORIZONTAL SUBGRADE REACTION
ments (information at a single point of a pile), COEFFICIENT IN JAPAN
it was possible to divide the ground into Historical development of horizontal subgrade
multiple numbers of layers. As a result, Inverse reaction coefficients, kh, are summarized. One of the
Analysis B is believed to give more accurate distinguished features of this section is that the develop-
estimation of kh compared to that of Inverse ment of kh in Japan is highlighted, which is not necessari-
Analysis A. ly well known outside Japan. In this section, old units
It is, however, very important to recognize (e.g. kgf/cm2) are preserved because many of the units
that the three kh's obtained for each pile in are related to the empirical numbers introduced in the
Inverse Analysis B are correlated. Cautious care design equations.
should be taken when one relate the estimated
kh's to, for example, SPT N-values of layers, Horizontal Subgrade Reaction Coefficient Specified in the
which is explained below in Step 3. Specifications of Highway Bridges
It goes without saying that the estimated kh Based on Elastic Theory
uncertainty, i.e. estimated variances of the One of rational approach to obtain kh is to estimate it
estimated kh, are also quantified in the inverse based on the linear elastic solution of rigid circular plate
analyses. on half infinite elastic body (e.g. Terzaghi, 1943, p. 382).
Step 3: Regression analyses to relate the estimated kh
and SPT N-value of soil layers.
(1)
The estimated kh's are related to SPT N-value
of ground by regression analyses. SPT N-value where,
is chosen as an index parameter to estimate kh
B: diameter of rigid circular plate
because (1) this is the most popular soil investi-
E: Young's modulus of soil from rigid circular plate
gation data in Japan, and (2) only this value was
loading test of plate diameter B
available for all the loading test results2.
One of the most original points introduced in Ip: shape coefficient (for circular shape, 4 = 0.79)
this study is the employment of the weighted v: Poisson's ratio of soil
linear regression (WLR) method. Since all kh: horizontal subgrade reaction coefficient for di-
estimated kh values have different estimated ameter B
variances, it is important to take into considera- One of application of this equation to the evaluation of
tion this aspect in the regression analyses . subgrade reaction coefficient on horizontally loaded pile
Furthermore, in Analysis B, three estimated kh's can be seen in Terzaghi (1955).
from one loading test are correlated (as Yoshinaka (1967)
mentioned above), and this effect also should be Yoshinaka (1967) carried out some extensive researches
taken into consideration in the WLR analyses. on kh, which includes a large number of horizontal load
As a result, kh value of larger variances are tests with spherical and quadrangle plate in sand and
less weighted and the correlation structures loam soil. The relationship between horizontal subgrade
among the estimated kh are properly handled in reaction coefficient corresponding to diameter 30 cm (k30)
the WLR analyses introduced in this study. and B cm diameter plate (kh), for sand and loam was
In order to highlight the effects of the WLR derived as follows:
analyses, the ordinary linear regression (OLR)
analyses are also carried out. In the OLR
(2)
analyses the error associated to each data value
is assumed to be independently and identically Obtaining k30 based on Eq. (1) and substituting it into
distributed following a normal distribution with Eq. (2), one obtains:
mean zero and a constant variance.
The obtained results in this paper are expected to
(3)
improve our prediction capability of the behavior of a

2This is one of the weakness of a study based on statistical analysis that only popular soil investigation methods could be taken into account due to
the availability of the data.
 ESTIMATION OF SUBGRADE REACTION COEFFICIENT 53

Table 1. Relation between E0 and ce (JRA, 1996)

where,
B: plate diameter (where, B > 30 cm)
k30: horizontal subgrade reaction for B = 30 cm plate in which
loading test (kgf /cm')
En : Young's modulus of soil for plate diameter 30
(6)
cm (kgf/cm2)
Yoshinaka (1967) also obtained relationship between where,
Young's modulus from bore hole tests (i.e. pressuremeter k30: the value of k correspond to the value of plate
measurement; Ep) and from plate loading tests as loading for D = 30 cm
E30= 3E as well as relationship between SPT N-value and Bh: converted load width of foundation, Bh='VA,
Ep as E,=7N (kgf /cm2).
(cm)
Yoshida and Adachi (1970) Ah: horizontal component of load area=D(1//3)
Yoshida and Adachi (1970) and Adachi (1970) re-
(cm2)
evaluated Yoshinaka (1967)'s test results and proposed αk: correction factor (see Table 1) 13:characteristic
equation for soil subgrade reaction coefficient for caisson value of a pile, fl =,41khDI4EI
foundation as follows: EI: flexural stiffness of pile (kgf/cm2)

(4) Although they have proposed non-linear subgrade

Parameter a is 1 for normal condition and 2 for earth-
quake condition. Yoshida and Adachi (1970) also re-
evaluated the relation between E30 and Ep as E30 = 4 .Ep.
The Specifications for Highways Bridges, 1980 (Japan
Road Association, JRA, 1980)
Based on the previous studies by Yoshinaka (1967) and
Yoshida and Adachi (1970), the Specifications for
Highway Bridges (1980) proposed to estimate the soil
subgrade reaction coefficient kh, applied to pile founda-
tion, as follows (Okahara and Takagi, 1990):
reaction coefficient, kc,has been used in practical design
in order to avoid non-linear analysis considering the fact
that the horizontal displacement level of pile may not
exceed far beyond 0.01 m.
Specification for Highway Bridge IV, 1991 (JRA, 1991)
In 1991 revision of Specification for Highway Bridge
IV (JRA, 1991), Eq. (6) is modified to accommodate
kh for larger diameter piles as well as other type of
foundations. At this revision, it was attempted to unify
estimation procedure of kh to all types of foundations.
The equation was modified to:

(5)
(7)
where,
where,
kh: value of soil horizontal subgrade reaction
coefficient along pile (kgf/cm3) β: characteristic value of a pile, f3=,,41lchD
14E1
k0: value of kh for y =1 cm at the ground surface EI: flexural stiffness of pile (kgf/cm2)
(kgf /cm3) This formula has been used in JRA (1996) also.
Eo: Young's modulus is obtained by various
methods (see Table 1) (kgf/cm2) Horizontal Subgrade Reaction Coefficient in Technical
D: diameter of pile (cm) Standards for Port and Harbor Facilities (JPHA, 1999)
αP: correction factor (see Table 1) Technical Standards for Port and Harbor Facilities
y: horizontal displacement at the ground surface (JPHA, 1999) are widely accepted technical standards to
(cm) design port and habor structures in Japan. The Port
The original form of Eq. (5) came from the following and Harbor Research Institute (PHRI) Model has been
equations: employed in this standard.
54 HONJO
In PHRI model, the horizontal subgrade reaction
coefficient is defined to be proportional to square root of
displacement. This method is considered to represent
the behavior of softer soil subgrade reaction coefficients
better because of its capability to take into account of the
softening force-displacement relationships of softer soil.
The model was originally developed by extensive investi-
gation on piles used for port and harbor structures by
Kubo (1964).
Based on PHRI model, the relation between the
horizontal subgrade reaction stress p and displacement y
is given as follows:
(8)
where,
z: depth from the soil surface (m)
k: lateral resistance constant of soil (kN /m3.5 for S
Model, kN /m2.5 for C Model)
m: index number 1 or 0 (m = 0: C Model; m= 1: S
Model)
y: horizontal displacement of a pile (m)
Different from Chang's model, which assume a linear
relationship between p and y, PHRI model employed a
non-linear relationship, thus no closed form solution is
available. Compared to Chang's model, however, the
PHRI model has more potential to simulate the actual
behavior of a pile better. From Eq. (8) kh becomes:
(9)
(10)
C Model (Eq. (9)) is applied when SPT N-value is
constant throughout the depth, such as highly overcon-
solidated clay layer and dense sand. S type is applied
when SPT N-value increases linearly with depth, e.g. lose
uniform sand layer and normally consolidated clay layer.
The relationship between ks and SPT N-value is obtained
from analyses of field test data and JPHA provides charts
which relate N-value and kc as well as ks.
Summary of the Review
The two groups of studies on kh introduced here are
two major streams of kh's used in Japanese pile design
practice. It is fair to say that both approaches are
fundamentally based on a hyperbolic type force-displace-
ment relationship such as Eq. (5) for pile top displace-
ment and Eq. (9) for all points along the pile. In the
following section, we have respected this fact, and tried
to estimate parameters of the hyperbolic type model
reviewed in this section. More specifically, we will try to
estimate parameter kc in Eq. (9) as well as the quantified
uncertainties associated to it in the following sections so
as to provide basic information for the reliability analysis
of the pile foundation.
ET AL.
DATABASE
Many lateral loading pile test results have been col-
lected from various literatures (Table 2). The database
included soil types, pile types and dimensions, loading
conditions and geometric conditions such as loading and
measurement points.
Soil Condition
Soil types vary from soft soil such as loam, ash, clay
and silt to hard soil such as sand and gravel (Table 2). In
some cases (BCSS-600-6, BCSS-700-1, BCSS-800-13,
SP-9-92, BCSC-500-111, BCSC-1000-107), top part of a
pile is embedded in an embankment of which the under-
neath is soft clay ground.
Only in limited cases, ground water levels are given;
they are not available in most of the cases. For this reason
we could not obtain corrected SPT N-values which take
into account the influence of the effective overburden
pressure.
Variation of SPT N-value is between 0 and 30. Loam,
clay and ash usually have zero or very small SPT N-
values. In some of these cases, undrained shear strength
of soil is given.
Pile Type
For the pile types, the following items can be observed:
(1) The database includes 52 piles which consist of 29
steel piles, 11 PHC piles, 5 cast in place concrete
piles and 7 steel pipe reinforced cast in place con-
crete piles.
(2) The diameters of steel piles vary between 0.30 (m)
and 2.00 (m), the PHC pile diameters are only be-
tween 0.30 (m) and 0.50 (m) with one exception,
whereas diameter of the cast in place concrete piles
vary between 0.40 (m) and 1.20 (m).
(3) Length of piles varies between 15 (m) and 60 (m) for
steel piles, 13 (m) and 28 (m) for PHC piles and
7.5 (m) and 30 (m) for cast in place concrete piles
(Table 2).
(4) L/D (length/diameter) ratio shown in Fig. 1 ranges
from 20 to 70 in steel piles, 20 to 57 in PHC piles,
and 8 to 45 in cast in place concrete piles. It can be
said that L/D ratios of steel piles tend to be larger
than those of PHC piles and cast in place concrete
piles.
(5) The cast in place concrete piles generally give smaller
(the maximum pile top horizontal displacement)/
(pile diameter), and dr./D, of less than 17%; on the
other hand steel pipe reinforced cast in place con-
crete piles have that of between 20% and 78%. PHC
piles exhibit dmax/D of less than 18% whereas steel
piles, the maximum dmax/D is 52% except 69% of
the experimental small diameter pile (SP-91-3-37A)
(Fig. 2). Note that dmaxis the maximum pile top
displacement and D is diameter of a pile.
(6) Relationship between averaged SPT N-values over
the influential depth versus the influential depths is
shown in Fig. 3. (Note that the influential depth is
ESTIMATION OF SUBGRADE REACTION COEFFICIENT 55
56 HONJO ET AL.
ESTIMATION OF SUBGRADE REACTION COEFFICIENT 57

Fig. 1. Average SPT N-value in influence area vs ratio of length and

diameter

Fig. 2. Ratio of maximum pile top displacement and diameter vs ratio

of length and diameter

11,6where 13is defined under Eq. (5).) The influential

depth is deeper for the smaller SPT N-values, which
can be naturally expected from the definition of the
influential depth given as 1/fl in Eq. (7).

Loading Test
Lateral load tests are usually used to examine the load
deflection behavior of piles. Since the load test result
employed in this study are taken from different litera-
tures, several different loading and measuring procedures
are taken for different cases. There are 4 types of loading
procedures:
Type I: The load is applied in number of increments in
a stepwise fashion till the target value and then released
in the same manner.
Type II: A sequence of loading and unloading cycles
with some intervals in between the sequences. The load
magnitudes are increased step by step at each sequence.
Type III: The same procedure as Type I, but loaded to
the two opposite directions.
Type IV: Details of loading procedures are not clearly
described.
The types of the loading are indicated in Table 2 for
each test. For Type I, II and III of loading procedures,
the measurements at the end of each loading steps are
used for the analysis.
The measurements can be divided into two categories;
(1) Horizontal displacement measurements at pile top
58 HONJO ET AL.

by dial gauges. cases: 18 steel piles, 8 PHC piles and 3 cast in place
(2) Bending moments calculated from flexural stresses concrete piles.
which are obtained by strain gauges. In cases of BCSS-600-111, only one loading step was
There are 42 cases where the pile top displacements applied, which are found difficult to estimate kc, thus are
were measured: 21 steel piles, 10 PHC piles and 11 cast in removed from further analysis. In some other cases,
place concrete piles. The load vs. displacement relation- inconsistent observation results are found, i.e. the
ships for all available data are presented in Figs. 4, 5 and moment or displacement measured do not increase with
6. As for the bending moment measurement, there are 29 the load increase. These cases are BCSS-700-1, BCSS-
800-7, BCSS-800-12 and BCSB-800-101 for the moment
measurements and BCSB-1000-7 and BCSB-1000-8 for
the pile top displacement measurements. On the other
hand, BF77-6-CP-C and BF77-6-CP-D piles have
excessive loading that resulted the cracks in the piles. The
one loading stage tests, i.e. BCSS-600-111, and the incon-
sistent test results, i.e. BCSB-1000-7 and BCSB-1000-8
for the displacement measurement and BCSS-700-1,
BCSS-800-7, BCSS-800-12, BCSB-800-101 for the
moment measurements, have been discarded from
further analysis.
As a result, 38 cases with pile top displacement
measurements (21 steel piles, 8 PHC piles, 2 cast in place
Fig. 3. Average SPT N-value in influence depth vs influence depth
concrete piles and 7 steel pipe reinforced cast in place

Fig. 4. Load vs pile top displacement (steel pile)

Fig. 5. Load vs pile top displacement (PHC pile)

 ESTIMATION OF SUBGRADE REACTION COEFFICIENT 59

Fig. 6. Load vs pile top displacement (Cast in place concrete pile)

concrete piles) and 22 cases with the moment measure- analyses, the ordinary linear regression (OLR) method is
ments (14 steel piles and 8 PHC piles) are put to the also applied to the results of the Inverse Analyses.
statistical analysis.
Laterally Loaded Pile Model
A laterally loaded pile can be described by the
METHODS OF DATA ANALYSIS differential equation:
Introduction
The data presented in previous chapter is analyzed in (11)
the two folds as stated in the introduction of this paper.
The first step (Step 2 in the introduction) is to estimate where:
a parameter of horizontal subgrade reaction coefficient,
z: depth from the soil surface
lc, of Eq. (9), of each soil layer based on the observed data
y: horizontal displacement at depth z
by an inverse analysis procedure.
p(y): soil reaction stress at depth z (kN/m2)
Honjo et al. (1999) has studied the problems of fitting EI: flexural stiffness of pile (kN m2)
the hyperbolic type equation for the horizontal subgrade
reaction coefficient of piles and found that a more p is described as:
important parameter to be estimated in this model is /cc
than the power 0.5. In other words, the power was less
insensitive to the result of calculation compared to per- The Eq. (11) becomes:
turbation of /cc. This conclusion is inherited in this study.
Inverse analysis A and B defined in the introduction are (12)
respectively carried out.
In the second step (Step 3 in the introduction), linear where:

regression analyses are used to estimate the relationship

between SPT N-value of each layer and the identified kc's
by the inverse analyses.
The estimated kc's in the inverse analyses contain not Note that /3 in Eq. (12) is a function of y.
only mean values but also variances which reflect the In this study, Eq. (12) is solved by finite element
reliability of the estimated values. This information method (Smith and Griffiths, 1988, pp. 107-112) where
should be properly taken into account in the regression the variable stiffness method (i.e. tangent stiffness
analyses. method) is employed to account for the non-linearity.
To achieve this aim, a weighted linear regression
Inverse Analysis
(WLR) analysis is introduced. The analysis is termed
WLR in this paper. It should also be noticed that strong Formulation of the Inverse Analysis
correlations among 3 different kg's estimated for each pile A type of inverse analysis employed in this study
in Inverse Analysis B can also be handled in the WLR. estimates model parameter values based on a physical
The details of the method will be explained in the follow- model and observed data. The basic formulation taken
ing section. here is very similar to the one employed by Honjo et al.
For the purpose of comparing the effects of considering (1993). A model which relates to the observation data and
quantified uncertainties and correlations in WLR the calculation results is given as follows:
60 HONJO ET AL.

(13)
where,

ア*i: field observation vector for i-th loading stage

(dimension k) (16)
f: laterally loaded pile model (dimension k)
where
xi: applied load at i-th loading stage
θ: model parameters vector,
i.e. k. of Eq. (9) of the layers (dimension m)
εi : the errors which are assumed to follow
a multivariate normal distribution (dimension k)
The uncertainties associated with the estimated model
i: loading stage. i is 1 to (
k: total number of observation points parameters can be obtained by the following covariance
matrix (e.g. Chatterjee and Price, 1977):
l : total number of loading stages
m: total number of estimating parameters
(17)
The bending moment and/or horizontal displacement
are obtained by two means: the laterally loaded pile where,
model and the observed data in the pile loading tests .
The discrepancies between the two are considered as
errors which may consist of two components: the
measurement error and the modeling error. In practice , it
is impossible to separate these two sources, thus it is as-
sumed that the error simply follows a multivariate nor- It can be stated that the model parameter vector 0 is a
mal distribution with mean vector p and covariance normal random vector with mean 0 and covariance
matrix V,: matrix Ve.
The conditional number can quantify the severity of
multicolinearity:

(14)
(18)

where )max and ,minare maximum and minimum eigen

As it is apparent from the covariance matrix , it is values of the covariance matrix Vo, respectively (Chatter-
presumed that each observation is independent and has a jee and Price, 1977).
constant error variance. The objective function that has
to be minimized to obtain the maximum likelihood Weighted Linear Regression Analysis
estimates of 0 derived from the log likelihood function of Formulation of the Regression Analysis
the assumed model is given as follows: The results of the inverse analysis are related to SPT
N-value of soil layers by a linear regression model . It is
of essential importance here to take into account the
uncertainties and the correlation structures that have
been obtained in the inverse analyses into this regression
analysis. The following regression model is employed to
(15)
fulfill these requirements where the estimated kg's by the
As the objective function is a non-linear function with inverse analyses and SPT N-value are related as,
respect to the model parameters (i .e. 0), a non-linear
optimization technique is required. A type of the quasi (19)
Newton method so called BFGF (Broyden-Fletcher- where,
Goldfaeb-Shanno Formula) is employed to minimize the
lce: the objective variable vector, i.e. the mean value
function J (Ibaraki and Fukushima, 1991) .
vector of kg's from the inverse analyses (dimen-
Evaluation of Parameter Uncertainties
sion n)
In this study not only mean value of estimated
H: the explanatory variable matrix (i .e. SPT N-
parameter but also uncertainties associated with the
values)
estimated parameters are quantified. The non-linear
equation, Eq. (13), is linearized at 0, i.e. the estimate of
8, by Taylor expansion as follows:
 ESTIMATION OF SUBGRADE REACTION COEFFICIENT 61

in which n is total number of k, and SPT N-value pairs.

(25)
iq: the regression coefficients
On the other hand, knowing that kc= + Co, the
variance of kc is given as follows':
ζ: the residual error vector

The uncertainties and the correlation structures of the

inverse analysis results are introduced to this regression
model by assuming C to follow the multivariate normal
distribution as follows:
It is natural to assume that the error associated with the
(20) estimation of i, i.e. -and the error in the prediction,
where i.e. Co, are independent. Which implies E [hT(3 ri)] = 0.
Thus,
σ1: the error associated with the regression on kc by
SPT N-value.
V-: the covariance matrix ( Vo includes as sub-
matrice), in which the uncertainties and the
correlation structures obtained in the inverse
analyses. (26)

The objective function that should be minimized
regression analysis is given as follows:
which can be solved as,
where the covariance matrix is calculated
The unbiased estimator of Gqis obtained as follows:
As can be understood from the explanation given
above, the estimated variances and correlation structures
of kc's by the inverse analyses are taken into account in
the regression analysis. This regression analysis formula-
tion is termed the weighted linear regression (WLR)
model through out this paper.
In order to compare the results for the case where no
considerations are taken for these aspects, the ordinary
linear regression (OLR) analyses are also carried out. In
this case, the covariance matrix V( in Eq. (21) is replaced
by an unit matrix.
Prediction of kc
The final aim of this study is to estimate kc based on the
given SPT N-value. Based on the regression analysis
formulated in the previous section, the estimated mean of
kc for the given N is given as follows:
in the A confidence interval can be obtained based on
Eqs. (25) and (26). It is a well known fact that if all the
observation errors in the regression model are independ-
ently and identically distributed following a normal
distribution, the confidence interval is obtained based on
t-distribution. However, it is not the case in this study.
(21) On the other hand, it is also a well known fact that
t-distribution can be asymptotically approximated by a
normal distribution if the degree of freedom (i.e.
(22) equivalent to the number of data minus the number of
model parameters) increases. It is speculated that in the
as follow:
present case, the confidence intervals can be approxi-
(23) mated using a normal distribution.
RESULTS AND DISCUSSION
Parameter Estimation of Inverse Analysis
Inverse Analysis A
(24)
Based on the result from the inverse analyses calcula-
tions as shown in Table 3, the following points can be
observed:
(1) When the displacement is small, sensitivity of kc is
small in the inverse analysis, which resulted in a little
change in kc from the initial value and larger standard
deviation.
(2) There are two considerably large values in the
estimated kc, namely BCSB-1000-7 and BCSB-1000-8.
This is considered due to very small clma„IDratios (the
maximum pile top displacement/diameter) compared to
other pile test results.
Inverse Analysis B
The result of inverse analysis is presented in Table 4.
The following items can be observed:
(1) Almost in all cases, the conditional numbers are low
enough to avoid serious multicollinearity problem.

3The derivation of prediction variance for the correlated linear regression is rarely seen in any standard statistic textbooks. Thus derivation here is

rather detailed.
62 HONJO ET AL.

Table 3. Result of Inverse Analysis A (pile top displacement analysis)

(a) Steel pile

(b) PHC pile

However, there are considerably high negative correla- (2) The estimated kg in the first layer tends to be larger
tions especially between kg's of the second and the third than that of the other two layers. It is also observed that
layers. The reason for such correlation is explained in the standard deviations are smaller in the first layer.
detail in Honjo et al. (1993). (3) When the sensitivity of the k, is small in the inverse
 ESTIMATION OF SUBGRADE REACTION COEFFICIENT 63

(c) Cast in place concrete pile

(d) Steel pipe reinforced cast in place concrete pile

Table 4. Result of Inverse Analysis B (moment analysis)

(a) Steel pile
64 HONJO
analysis, it tends to result in a little change in k. from the
initial value and larger standard deviation.
(4) The estimated kc for zones with SPT N-value equal
to zero, there are quite a number of variations in the
estimated value (from 200 to 2493 kN/m2.5), also some of
the estimated standard deviations are very large. The
fact indicates that SPT N-value is not a appropriate
parameter to determinate icefor very soft ground.
(5) There are several steel piles where the standard
deviation are considerably large, namely BCSS-600-8,
SP-1294-2 and SP-360. The reason for these larger
ET AL.
(continued)
standard deviation are mentioned in (3) and (4).
Regression Analysis
The reason for choosing SPT N-values for an explana-
tory soil parameter to estimate /cc is that it is the only
parameter that is available for all the cases put to the
inverse analyses in this study. It goes without saying that
other soil parameters could have been used if they were
available for many recorded cases.
In conducting the regression analysis, it is of essential
importance to take into account the uncertainties and the
 ESTIMATION OF SUBGRADE REACTION COEFFICIENT 65

(b) PHC pile

(c) Cast in place concrete pile

66 HONJO ET AL.

Fig. 9. k, vs SPT N-value with •} one standard deviation for WLR

Fig. 7. k, and •} one standard deviation vs SPT N-value in Inverse
based on Inverse Analysis A (all piles)
Analysis B (steel pile)

Fig. 8. k, and •} one standard deviation vs SPT N-value in Inverse Fig. 10. k, vs SPT N-value with •} one standard deviation for WLR

Analysis B (PHC pile) based on Inverse Analysis B (steel pile)

correlation structures that have been obtained in the in- sion lines obtained by WLR are presented in Figs. 9 to 12.
verse analyses into the regression analysis as explained in The estimated regression lines are summarized as follows
the previous section. This can be done by properly setting together with •} one standard deviation for each data set
covariance matrix, of the regression equation given in (Note that the standard deviations are N-value depend-
Eq. (20). The actual value of o in Eq. (20) are given in ent. The s.d.'s at SPT N-value is 15 are presented in the
Table 4: as standard deviation and V as estimated following equations):
correlation matrix. This type of regression analysis (1) Inverse Analysis A (The pile top displacements, for
presented here is called the weighted linear regression all data.)
analysis or WLR. To illustrate the magnitude of quanti-

fied estimation uncertainties for all cases, •} one standard (27)

deviations from the means are presented in Figs. 7 and 8. (2) Inverse Analysis B (The moment measurements, for
In order to compare the results of the regression anal- each pile type and for all data.)
yses that do not take into account the uncertainties and (a) Steel pile
the correlation structures of the inverse analyses, the

ordinary linear regression, OLR, are also performed. In (28)

OLR, it is assumed that the matrix VV in Eq. (20) is simply (b) PHC pile
assumed to be an unit matrix of dimension n . In other

words, all estimated kc's are treated independently and (29)

with the equal weight in OLR. (c) All data
The Results of the Weighted Linear Regression (WLR)

Based on the results of the Inverse Analysis A for one (30)

layer (Table 3) and Inverse Analysis B for three layers Before taking any closer look at these results , the
(Table 4), the regression lines are estimated. The regres- results obtained from OLR are exhibited first so that it
 ESTIMATION OF SUBGRADE REACTION COEFFICIENT 67

Fig. 11. k, vs SPT N-value with •} one standard deviation for WLR Fig. 13. k, vs SPT N-value with •} one standard deviation for OLR

based on Inverse Analysis B (PHC pile) based on Inverse Analysis A

Fig. 14. k, vs SPT N-value with •} one standard deviation for OLR
Fig. 12. k, vs SPT N-value with •} one standard deviation for WLR
based on Inverse Analysis B (all data)
based on Inverse Analysis B (all data)

becomes easier to highlight the characteristics of WLR Discussion

results. Comparison of WLR and OLR
The Results of the Ordinary Linear Regression (OLR) In order to compare the difference between WLR and
The results of OLR together with •} one standard OLR, we first compare Figs. 12 and 14. These are the
deviation interval at N= 15 are summarized below. Since results based on all data employed in the regression
in OLR all estimated kc's are treated independently and analyses for the bending moment measurements (i.e.
with equal weight, the results give the trend line in the Inverse Analysis B).
middle of scattered points of kc's. Two distinguished features of the WLR results are
(1) Based on the result of Inverse Analysis A:
apparent:
1. The WLR regression line does not hit the middle
(31) of the scattered data as is the case for the OLR
(2) Based on the result of Inverse Analysis B: regression line. The WLR line is more closer to the
(a) Steel Pile origin at SPT N-value is 0, and takes lager If, value
for higher SPT N-values such as 20 and 25.
(32) 2. The standard deviation of the WLR analysis is
(b) PHC Pile considerably smaller than that of the OLR
analysis.
(33) The first point comes from the fact that the points with
(c) All data lager uncertainties are weighted less in WLR analysis.
Those points with lager uncertainties are likely to be those
(34) obtained based on steel piles, and with higher Iccvalues in
The regression lines and standard deviation are lower SPT N-values, such as N= 0, and lower kc values in
presented in Figs. 13 and 14 respectively. higher SPT N-value range, such as N more than 20.
68 HONJO ET AL.

The authors believe that the observed facts above is

relevant to our engineering intuition such as SPT N-value

is not very reliable indicator of very soft soil properties.

The second point above is deeply related to mathemati-

cal mechanism that are embedded in the weighted linear

regression analysis. Since the method gives more weight

to the more reliable data, the error involved in the final

results are more controlled by a limited number of more

reliable data, and the data with larger uncertainty are

automatically almost discarded from the analysis4.

It should be emphasized that no subjective judgments

are included in obtaining the results in WLR analysis.

Every procedure from the inverse analysis to the WLR

regression is automatic and based on a sound statistical

theory. For this reason, the authors believe that the Fig. 15. Ratio of ke from result of Inverse Analysis B to estimates by
Eq. (30) vs pile diameter (all data)
results by WLR should be used instead of the results by

OLR.

For comparison of WLR results for Inverse Analyses A

and B, one should compare Figs. 9 and 12. There are Inverse Analysis B divided by the estimated values by
quite large differences between the two results obtained. Eq. (30) so as to cancel the effect of SPT N-values are
Considering the fact that Inverse Analysis A is only plotted against pile diameters as shown in Fig. 15. It is
based on a single point measurement of a pile, i.e. the observed from the figure that the effect of diameter on kc
pile top displacement, the authors consider the results is hardly visible. Thus, it is not necessary to consider
obtained in Inverse Analysis B are more reliable. There- the dependence of kg on the diameter in the regression
fore, this result is recommended to be used to estimate the analysis.
horizontal subgrade reaction coefficient in pile design. Obtained result vs JPHA (1999) and JRA (1996)
An equation to be used in design A comparison is made among the calculated kh by the
In the above discussion, it was recommended the proposed equation, Eq. (30), JPHA (1999), JRA (1996)
results obtained in Inverse Analysis B, be used in the of diameter 0.5, 1.0, 1.5 and 2.0 respectively in Fig. 16: kh
design, i.e. Eqs. (28), (29) and (30). It is further recom- is calculated for 1 cm of pile displacement for Eq. (30)5
mended in this study that one should use Eq. (30) in and JPHA (1999) for m = 0 ground (i.e. Eq. (9)); whereas
estimating horizontal subgrade reaction coefficient. The for JRA (1996), since the Eq. (7) is a function of pile
reason for this is that there is no statistical difference diameter, D and the flexural stiffness, EI, they are
among the three equations, and Eq. (30) is representative
parametrically altered: D is changed to 0.5, 1.0, 1.5 and
of the three because it is based on all the available data. 2.0 (m) and E is set to 2.0E+ 08, 2.5E+ 07 and 2.7 to
`No statistical difference' implies if one carries o
ut a 4.2E+ 07 (kN/m2) for steel pipe, cast in place concrete
statistical test for null hypothesis that Eq. (30) is statisti- and PHC piles respectively. The skin thickness of steel
cally identical to Eq. (28), the hypothesis is accepted with pipe piles are set between 0.016 and 0.025 (m) and that of
typical significance level of say 5% because Eq . (30) is PHC pile 0.13 to 0.08 (m). Since the calculated second
included in •} one standard deviation zone of Eq . (28) moments, I, for steel pipes are one order smaller than
(actually if the significance level is 5% for both sided test, those cast in concrete and PHC piles, resulting EI for all
the zone is •} 1.96 standard deviation). The same is true
piles having almost the same order for each diameter.
for Eqs. (29) and (30). Therefore the authors recommend It is observed from the first glance that the proposed
the use of Eq. (30) for the design. result, JPHA (1999) and JRA (1996) for the diameter 1.5
Influence of pile diameter on kc m are very similar. If one looks at the result more careful-
It is understood from the literature review on the ly, it is possible to say that the JPHA (1999) result is
horizontal subgrade reaction coefficient that some assume more closer to Eq. (30) for smaller SPT N-value range
dependence of pile diameter on the subgrade reaction (especially when SPT N-value is smaller than 10), whereas
coefficient such as Eqs. (1) and (2). If such dependence JRA (1996) with D=1.5 (m) is more closer to the
exists, it is appropriate to include the diameter as an proposed equation in higher SPT N-value range. The
explanatory variable to the regression analysis. justification for this may be that JPHA (1999) deals more
In order to check this dependence, the obtained kg's by with the softer soils along sea shore, whereas JRA (1996)

4All these mechanisms are embedded in Eq. (22). It is seen from this equation that estimated value with larger variances , i.e. diagonal elements of
the estimated covariance matrix Vc, are less weighted because it is the inverse of this matrix that is finally taken into calculation . Furthermore, if
there are strong correlations among the estimated parameters , they too result larger covariance in 170 which after all reduces the weights of those
values in the linear regression.
5As we have seen in Chapter that horizontal subgrade reaction coefficient used in the specifications for highway bridges is originally developed for
that at 1 cm displacement.
 ESTIMATION OF SUBGRADE REACTION COEFFICIENT 69

Fig. 16. Comparison among estimated kh at 1 cm displacement by JPHA (1999) and by the proposed equation (Eq. (30)) and possible ranges of ki,
by JRA (1996) for D = 0.5, 1.0, 1.5 and 2.0 (m)

with stiffer soils ashore. Equation (30) seems to cover all Table 5. Standard deviation of recommended kg's formula (k. = 217 +
191*N)
the range of SPT N-value reasonably well.
The parameter to be used in reliability analysis
As stated in the introduction, one of the purposes of
this research is to obtain input kc for reliability analysis
for horizontally loaded pile.
It is the recommendation of the authors that Eq. (30),
be used for the mean values of kc for a reliability analysis.
The standard deviation for each given SPT N-value is
presented in Table 5 based on WLR analysis on all the
data from Inverse Analysis B. The uncertainties included
in this result is believed to include both modeling error
and statistical uncertainty. It is assumed to follow a
normal distribution.
It may be worth to notify that since this recommenda-
tion is based on Inverse Analysis B, i.e. bending moment
measurement, the result, in a strict sense, may only be
(36)
used for a reliability analysis to deal with bending
moment in a pile, and not to be used for pile displacement The regression line with •} one standard deviation is

analysis6. If the result is to be used for a reliability analy- shown in Fig. 12 and Table 5.

sis of pile displacement, the evaluation may have a chance In addition to the above recommendation, the follow-

to be non-conservative and needs further considerations ing points are found:

1. The recommended equation above almost coin-
(Zaika and Honjo, 2003).
cides with JPHA (1999) where SPT N-value is
smaller than 10, and gives similar results to JRA
CONCLUSION (1996) for diameter 1.5 (m) where SPT-N value is
The parabolic type horizontal subgrade reaction more than 20.
coefficient, kh, is estimated based on the 22 pile loading 2. The uncertainties associated with the recom-
test results. The two folds estimation procedure where the mended equation are presented, which are in-
inverse analysis on observation data and the weighted tended to be used in a reliability analysis of
linear regression analysis to relate estimated kh and SPT horizontally loaded piles.
N-value is employed. 3. No significant influence of pile diameter is ob-
The recommended horizontal subgrade reaction served on kc as far as the collected data are
coefficient model based on this study is given as follows: concerned.

(35)

where

6It is generally known that the calculated bending moment of a pile is less sensitive to kh value set inpile design than the calculated pile displace-

ment. Actually, assuming ground to be a homogeneous linear elastic body, it is obtained that effect of kh on the pile displacement is proportional to
the power of -3/4, whereas that on the bending moment is to the power of -1 /4 only.
70 HONJO ET AL.

Ito, K. (1992): Large deformed behavior on laterally loaded cast in

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