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By Knut O. Ronold and Peter Bjerager, Member ASCE: J. Geotech. Engrg. 1992.118:363-376
By Knut O. Ronold and Peter Bjerager, Member ASCE: J. Geotech. Engrg. 1992.118:363-376
INTRODUCTION
The true, but unknown, pile capacity Z for a particular pile is sought.
The pile capacity is predicted by a selected prediction model to be X, a
stochastic variable that, first of all, depends on random soil strength prop-
erties. Once a realization of the soil strength properties is specified, an
outcome x of Xwill be achieved for the predicted pile capacity by the model.
x may deviate from the realized value z of the true capacity Z. This is due
to uncertainty and insufficiency in the model, e.g., due to simplifications
that have been made, such as neglecting field effects and discretizing by
neglecting some random quantities, e.g., geometry. The deviation between
the predicted and true capacities will be random, varying from case to case.
Based on this, the relationship between the true capacity Z and the predicted
capacity X can be written as
Z = / X (1)
where I = a random model uncertainty factor, describing the stochastic
functional dependence between the true and the predicted capacities.
/ is assumed to follow a probability distribution with mean value |x7 and
standard deviation 07. The mean value jx7 will be equal to 1.0 if the model
is expected to give an unbiased estimate of the true capacity Z. It will be
different from 1.0 if the model is biased and is expected not to give a correct
estimate for Zfor example, if the model is known to be conservative.
The mean value \L, can be a function of geometrical properties, such as the
pile length. This may be the case if the model is calibrated with measure-
ments from model tests rather than full-scale tests and scale effects are
known to prevail. The standard deviation 07 represents the variability in the
capacity predictions about the mean value |i,7. This is due to uncertainties
in the model, random variations in the predictions, etc., but may also reflect
scale effects, of which one has no control. It is of interest to establish realistic
statistics for /, i.e., estimates for |x7 and 07 that can be used together with
an assumed probability distribution type to represent / in a probabilistic
analysis. Capacity predictions Xk can be made for n piles, but the corre-
sponding true capacities Zk will be unknown, k = 1, . . . n. Information
about the true capacities Zk must be obtained by other means.
Full-scale measurements of pile capacities form a possible way to obtain
information about the true, but unknown, capacities Zk. This implies a
restriction on the number of piles and soil deposits that can be considered,
as one is limited to use available measurements from relatively few full-
scale tests performed on instrumented piles at given test sites. The use of
full-scale measurements in this context conforms to the fundamental sci-
entific principle, that mathematical models for strength and deformation
properties for structural elements are subjected to experimental tests in
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(4)
'* = ?
xk
which can be considered as a realization of the model factor /for the capacity
prediction model.
Assume now that test data are available from n full-scale tests on instru-
mented piles, i.e., n outcomes yk of measured capacities, and n correspond-
ing outcomes xk of predicted capacities can be established by the capacity
prediction model. This will give n realizations of the model uncertainty
factor /. A statistical analysis of these n realizations will give information
about the probability distribution for /.
The mean value u,7 of / is estimated by
^--k--t^ (5)
n k=i n k=i xk
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1
07 = (6)
distribution type for /, but for the purpose of a probabilistic analysis based
on reliability methods it is necessary to assume a distribution type, and
normal and lognormal distributions are often the candidates for this. If a
normal distribution is assumed, the stochastic model uncertainty factor can
be expressed as
/ = M-/ Uu, (7)
where U = a standard normally distributed variable. This is based on the
assumption that the mean value \i, and the standard deviation 07 are fixed
numbers, u./ and a, are, however, estimated by statistical analysis of a limited
number of data, and statistical uncertainty in the estimates is present. It
can be shown that when the statistical uncertainty is included in the model
uncertainty factor, the model uncertainty factor can be expressed as
1
1= fi.,+ T 1 + (8)
1
Wi = In ii, - - In (10a)
and
o-; = i In + 1 (10ft)
1
/ = exp U ; + T^&ljl + (11)
where
and
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full-scale tests on piles, say at least four or five tests and preferably more,
and corresponding capacity predictions must be carried out for the respective
pile geometries and soil data by means of the considered capacity prediction
model, for which the model uncertainty factor / shall be established.
Scale effects will be present in the predicted capacities, when the true
capacity is known to depend to some extent on geometrical properties, such
as the pile length, and the prediction model does not account for this.
Without adequate knowledge of how scale effects influence the capacity of
a pile (and without ability to isolate these effects), scale effects will inevitably
become included in the model uncertainties, which are estimated based on
field test data obtained from measurements on piles of different lengths.
Ideally, the model uncertainty factor could be refined by letting the distri-
bution parameters |x and a be functions of the pile length, but sufficient
data to allow for such a refinement will very seldom be available.
The basis for the estimation of the mean value u.7 and standard deviation
07 of the model uncertainty factor / associated with a particular pile capacity
prediction method is formed by two parts, as described previously. The one
part consists of field measurements of the capacities of piles installed on
given test sites, whereas the other consists of predicted capacities for these
piles, calculated by means of the considered model and based on average
soil strength properties as estimated by regression analyses of available soil
strength observations from the respective test sites.
Once the statistics for the model uncertainty factor /have been established
for the considered capacity prediction model, and the input to this model
in terms of statistics for soil strengths, etc., has also been established, re-
liability analyses can be carried out by use of the model for one or more
pile geometries with specified environmental loadings at given sites.
Consider now just one pile at a given location. The soil profile at this
location is modeled with uncertainty in the soil strength properties. The
capacity of the pile can then be calculated by the model for any outcome
of these soil strength properties and can thereafter be multiplied by the
associated model uncertainty factor to account for the uncertainty involved
with the use of that particular model. If, as an example, the probability of
pull-out of the pile during its lifetime is sought, a simple limit state function
for this event can be established as
g(Z) = I-X- Qmax, (13a)
Z = (/, X, Qmax) (13ft)
This function fulfills the requirement that g(Z) > 0 for the safe set of Z,
and g(Z) < 0 for the failure set of Z. Z denotes the vector of stochastic
variables governing the loading and the capacity of the pile. It is noticed
that Z also includes the model uncertainty factor I. X = the capacity of the
pile, as estimated by the prediction model, and depends on one or more of
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uncertainty.
A reliability analysis can now be executed for the considered pile with
solution of the pull-out probability
PF = P[g (Z) < 0] (14)
by means of reliability methods, as described by Madsen et al. (1986) and
Bjerager (1989). These methods include first- and second-order reliability
methods as well as simulation methods, all of which are based on the use
of a limit state function as the one defined in (13).
It is of particular interest to note that the importance of the model un-
certainty factor for the applied capacity prediction model can be studied
from the results of a reliability analysis. Also, sensitivities in the analysis
results to changes in this model uncertainty factor and its underlying mean
and standard deviation can be assessed.
Since model uncertainty can be significant, and since it can form a con-
siderable contribution to the total sources of uncertainty associated with a
considered problem, the inclusion of a proper model uncertainty represen-
tation in a reliability analysis may be important. This is especially so if the
reliability analysis serves as a decision tool for structural design, in particular
for foundation design. On the other hand, problems may exist where the
model uncertainty does not play a dominating role at all, and the repre-
sentation of the model uncertainty in a reliability analysis may be left out
of consideration, when the insignificance has been verified through an anal-
ysis where the model uncertainty has been included and represented, e.g.,
as described earlier.
EXAMPLE
Qf = irD Jo su dz (15)
Reliability Method
The reliability of the example pile against pull-out is computed by a first-
order reliability method analysis. The input to the reliability analysis consists
of a limit state function in terms of a set of basic variables, comprising
stochastic variables as well as deterministic parameters. Furthermore, the
statistical distributions of the stochastic basic variables must be given and
the values of the deterministic parameters must be specified. The following
sections describe the stochastic basic variables, the deterministic parameters,
and the limit state function used.
Basic Variables
The uncertain variables involved in the analysis are described together
with their statistical distributions. Separate sections are devoted to envi-
369
S = 4TT
m (2f exp
2TT
Tz.
w> 0 (16)
where Hs = the significant wave height in the most severe storm during
the lifetime of the pile; Tz = the corresponding mean zero-upcrossing
period; and w = the angular frequency. Tz relates to the spectral peak
period TP through
T (17)
"'ji
For a typical North Sea location, Hs follows an extreme value distribution,
and TP\HS is lognormally distributed
-j 1/1.385
-r Jo
ay' \HF(ca)\2 5^(w) dco
The maximum tensile force in the worst storm during the lifetime of the
pile is critical with respect to pull-out of the pile and can be found by standard
upcrossing considerations for a Gaussian process to be
2TT \
Qmax = i ~2kF0\n In *(/) (23)
4.
_ s ^ <>
9.261
E[a] = (26a)
0.513
0.307
D[a] = (26b)
0.047
-0.9361 (26c)
/ = ( ! , + T^ &tJl+- (29)
n
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Design Sensitivity
Variable Symbol Distribution point z* factors a
(1) (2) (3) (4) (5)
(a) Loading
Significant wave height Hs Extreme value 14.09 m 0.0267
Peak period TP\HS Lognormal 15.94 s 0.0045
Inherent uncertainty in
max. force U0\HS, TP Normal 0.0870 0.0264
(b) Soil strength
Strength intercept i Lognormal 9.255 kPa -0.0011
Strength gradient a2k Lognormal 0.511 kPa/m -0.0010
Strength intercept 61 Lognormal 14.33 kPa 0.0010
Strength gradient b2\bt Lognormal 1.717 kPa/m -0.0065
(c) Capacity model
Model uncertainty factor I Transformed / 0.3045 -0.9993
Note: Reliability index ft = 3.300; probability of pull-out PF = 4.831 IP' 4 .
373
H = -0-0057 ...:..(33)
fr 3 - 98 w
S=~ 1 9 - 2 (**>
This indicates rather significant sensitivities in p to changes in the distri-
bution parameters for the model uncertainty factor, especially to changes
in the standard deviation.
Table 1 shows that the design point for the model uncertainty factor /
is a point on the tail of the distribution for / and hence has a rather low
value. An investigation shows that the reliability index (3 is very sensitive
to the choice of the distribution type for the model uncertainty factor, for
example if the underlying distribution of / is changed from a normal to a
lognormal distribution, as given by (9). This significance is known as the
tail sensitivity problem in structural reliability. The tail sensitivity problem
is generally believed to be less as regards the outcome of comparable studies
under consistent assumptions.
The importance of the model uncertainty seems to be almost indifferent
to the choice of the distribution type. Even if the significant statistical
uncertainty in / due to the very few observations of / is removed in the
analysis by using the normal distribution in (7) for / instead of the trans-
formed t distribution in (8), the importance remains very high.
The low tail value of the design point for / is a result of the exclusive
dominance of the model uncertainty among the uncertainty sources in com-
bination with its high standard deviation. It is demonstrated by the calcu-
374
have been neglected in the analysis. That the importance of the model
uncertainty is so high is an expression of the fact that the physical under-
standing of the pull-out problem is very limited, and that the model, in this
case the API method, is crude and needs to be improved, at least for a
detailed reliability analysis.
No model uncertainty factor on the maximum pile force is included in
the analyses. The model uncertainty associated with this force can be sig-
nificant, for example because of the application of linear wave theory in
the load model. Also, model uncertainty in the scatter diagram underlying
the distribution of the significant wave height in (18) [see Winterstein et al.
(1989)], may be significant. The inclusion of a model uncertainty factor on
the maximum pile force in the analysis would most likely have turned the
reliability problem into a two-variable problem dominated by the two model
uncertainty factors for load and capacity, respectively, and the overriding
importance of the uncertainty in the capacity model would then have been
broken. However, the conclusion from the performed analyses with respect
to the dominating role of the uncertainty in the capacity model relative to
the uncertainties in the soil strength properties would still hold.
CONCLUSIONS
ACKNOWLEDGMENTS
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