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Reliability based design of geotechnical structures

Yusuke Honjo

Special features of geotechnical reliability analysis (GRA) are discussed in
comparison to structural reliability analysis (SRA) from the stand point of uncertainty
classifications. It is concluded that model uncertainty and statistical uncertainty are
more important than physical uncertainty or special variability of the material
properties in GRA. In SRA, model and statistical uncertainties are rarely taken into
actual calculation. Some of the cases taken from the literatures analyzing these
uncertainties are presented to illustrate the points.
The examples include
embankment on soft ground, pile loading tests and exploration strategy.
Keywords: Geotechnical reliability analysis, Physical uncertainty, Model uncertainty,
Statistical uncertainty, Kriging, Stability analysis, Aleatory, Epistemic

Uncertainties in structural reliability analysis (SRA) It is widely accepted that
uncertainties encountered in SRA can typically be classified to the following four
categories (e.g. Thoft-Christensen and Baker, 1982):
Physical uncertainty: Uncertainty due to original variation of loads, material
properties, sizes and configurations.
Statistical uncertainty: Uncertainty in estimating statistical model parameters for
loads, material strength etc. that comes from limited number of samples.
Model uncertainty: Uncertainty due to idealized and simplified statistical models
and physical models employed in the design.
Gross error: Uncertainty due to human factors. Human errors.
In SRA, physical uncertainties seems to be the main factor considered followed by
the statistical uncertainty. Model uncertainty is rarely taken into account, and gross
error is almost never respected.

Professor, Department of Civil Engineering, Gifu University, Gifu 501-1193, Japan; Ph.

Special features of geotechnical reliability analysis (GRA) In comparison to SRA,

GRA has the following distinguished features:
Material properties should be specified at each site based on field exploration and
laboratory testing.
The ground usually is a big lump of continuous mass, and no such concept as a
member exists in most cases.
Full scale loading tests and model tests closer to the real scale are relatively
common in geotechnical engineering, e.g. pile loading tests, compared to
structural engineering.
Observational methods, which changes the design during construction based on
the observations, are frequently employed especially in earth structures.
Because of these features, GRA has characteristics that are very distinguished from
SRA. It is no exaggeration to say that GRA, in some cases, has clear advantages over
SRA in practicing the reliability based design.
Purpose of this paper Purpose of this paper is to discuss some of the specific
features of GRA. Special emphasizes are given to the advantages of GRA over SRA
concerning statistical and model uncertainties as shown in Table 1.
Table 1 Comparison of GRA and SRA on various uncertainty factors

Model uncertainty

Gross error



Special variability averages out for

large mass of ground.

The main factor considered.

System reliability assessment is
more important.
Rarely considered.

Essence of geotechnical eng.

Statistical treatment be introduced.
(e.g. Kriging)
Quantification possible and important.
Failure cases, real scale tests and
Database approach.
Observational methods
Usually not taken into account.

Rarely considered.

Usually not taken into account.

Aleatory vs. Epistemic Gregory Baecher, who has reflected the uncertainties in
geotechnical engineering for a long time, has recently discussed the issue as
following way (Baecher and Christian, 2003). After introducing some of the classic
definitions of uncertainty, He classified the uncertainty in two categories: Aleatory,
from the Latin for a gambling device, meaning random uncertainty like throwing a
dice, and Epistemic, after the Greek for "knowledge", implying uncertainty due to
limitation of knowledge for example playing cards like poker and bridge.
The main points Baecher made are most of the uncertainties geotechnical engineers
recognize and appreciate are those of epistemic (limited knowledge) uncertainties

such as model and statistical uncertainties. Some uncertainty is due to aleatory origin,
typically spatial variability of ground properties, but they tend to average out as the
size of the ground mass under consideration increases. To emphasize the conclusion,
he finished his talk by saying 'God may not play dice with the universe, but He does
play cards'.
The main argument of this paper also goes along with Baecher's conclusion that
epistemic (limited knowledge) uncertainty is more important than aleatory (random)
uncertainty in GRA. This conclusion is reinforced by examples taken form various
Physical uncertainty: special variability
A random variable that is a function of a parameter, say time, is called random
process. If it is a function of more than one parameter, say 3-D space, is often termed
random filed. There are vast amount of literatures on these topics.
Lumb (1966, 1974) was the one of the first scholars to introduce formal random
process analysis to geotechnical engineering. He also was the founder of ICASP
conference series in 1971.
Vanmarcke (1977, 1982) introduced systematic random field theory. The emphasis
of the moving average (MA) in geotechnical engineering is considered to be the most
important contribution in the context of GRA by Vanmarcke. MA has at least three
very important features: (1) it is average over some area or mass of soil properties
that controls performance of geotechnical structures, (2) MA field tends to follow
Gaussian process because of the central limit theorem, and (2) variance of MA
reduces as the window size increases. The second point opened the channel to
analyze MA field, such as first exceedance probability estimation of a random field.
Vanmark (1977, 1982) has proposed simplified procedure to analyze the random field,
such as variance function and scale of fluctuation to make the analysis easier. The
variance function is direct measure of the reduction of variance of MA as the window
size increases.
Model Uncertainty
Embankment on soft ground As stated previously, it is almost impossible to
estimate model uncertainty in SRA. In GRA, however, there are cases this
uncertainty is estimated beautifully based on loading tests and failure cases. One of
such cases can be found in the problem of an embankment on soft ground. Two
distinguished studies are introduced here.
Wu and Kraft (1970) has systematically studied the problem of model uncertainty of
this problem. Mainly based on the previous literatures, they have quantified the
uncertainties as presented in Table 2.

Table 2 Error in the stability analysis (Wu and Kraft, 1970)

Error in strength
Progressive failure
Sampling effect
Plane strain

-0.28 to 0
-0.10 to 0
0 to +0.30
-0.05 to +0.05
-0.43 to +0.35

Error in stress
Slip surface
End resistance

-0.05 to +0.15
-0.10 to 0


-0.15 to o.15

They have calculated the failure probability of an embankment based on these

uncertainties and compared results with the failure cases investigated by Bishop and
Bjerrum (1960) etc., and found the variation of safety factors for failed cases are in
good agreement with the reliability analysis results based on Table 2.
Matsuo and Asaoka (1976) had taken different approach. They doubted that the
uncertainty concerning the model error could be fully elucidated by just making
investigations on each factor because of the following reasons:
The contribution of each factor might be different in one case from the other.
The total error might not be a simple sum of errors of factors.
Overlooking of one error might cause a fatal result.
Because of these reasons, Matsuo and Asaoka (1976) collected the failure cases and
looked at the distribution of safety factors at failure cases. Fig.1 presents the result,
and it is clearly seen that the bias of the safety factor distributes between -0.1 and
+0.1 as an uniform distribution. Based on this fact, it become possible for them to
calculate the absolute value of the failure probability, and they carried out optimum
design to check the conventional safety factors used in the design.

Fig. 1 Error distribution of =0 stability analysis (Matsuo and Asaoka, 1976)

Pile loading tests and Database approach There are some studies estimating the
uncertainties of pile bearing capacity based on the loading tests (Honjo 2002
etc.). Also determination of resistance factors for AASHTO highway bridge
foundation design specifications by Paikowsky et. al. (2002) gives interesting GRA
based on database.

Statistical Uncertainty
One of the essential issues in geotechnical engineering is determination of
characteristic values of soil parameters used in geotechnical design. It is no
exaggeration to say that all geotechnical investigations and testings are aiming at this
issue. In this sense, quantification of statistical uncertainty is very important issue.
There are several approaches to this problems, but only application of Kriging to
GRA is briefly introduced in this paper.
Kriging and reliability analysis Honjo and Kuroda (1991) have proposed a design
procedure for slope stability which can explicitly take into account not only special
variation of geotechnical data but also the number of samples and the relative
location of the samples to the structure. The method is based on Kriging originally
developed by Matheron in the area of Geostatistics.
Due to the limitation of the space, only typical results are presented. The location of
borings together with the plan of 1.5m high embankment on soft ground is presented
in Fig. 2. At each boring locations, undrained shear strength at each depth is
measured for a sample by unconfined compression test. Based on this information,
failure probability are calculated by =0 circular slip line analysis to obtain
probability of failure, Pf.
One of the results is presented in Fig. 3. It is seen from the result that the mean value
of the resistance moment, Mr, increases at the location of boring No.1, which gives
higher strength at the depth the circular arc is crossing. The driving moment, Md, is a
constant value because the unit weight of the soils are assumed to be deterministic
variables. Because of larger standard deviation of Mr between the boring locations
and both ends of the embankment, the probability of failure in these area increases
considerably, which reflects the amount and the location of strength measurements
clearly. Based on this method, it is possible to argue the necessary number and
optimum locations of borings.

Fig. 2 Plan of the embankment

(Honjo and Kuroda, 1991)

Fig. 3 Result of the analysis (Honjo and Kuroda, 1991)

Some of the features of GRA are considered in this paper from the viewpoint of
uncertainty classification. Following points are emphasized and illustrated by
In GRA, model uncertainty can be quantified reasonably well based on failure
cases and loading test results. The point was illustrated by stability problem cases.
There are methods to deal with special variability in GRA, which indicate
considerable reduction of variability when MA's are considered.
Statistical uncertainty is of essential importance in GRA. A case is introduced
where Kriging is employed to tackle this problem.
G. Baecher has pointed out that Epistemic (limited knowledge) uncertainty is
more important and appreciated in geotechnical engineering than Aleatory
(random) uncertainty. This is along with the conclusion obtained in this study.
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universe, Proc. Pan-American Conf. on SMGE (Soil and Rock America 2003), Vol.2,
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reliability design, Soils and Foundations, Vol.31, N0.1, pp.110-120,1991.
Honjo, Y., M. Suzuki, M.Shirato and J. Fukui (2002): Determination of partial factors
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Lumb, P. (1966): The variability of natural soils, Canadian Geotechnical J., Vol.3,
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horizons', pp.44-111, Newness Butterworths, London, 1974.
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