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Geotechnical Stability Analysis
Geotechnical Stability Analysis
001]
This paper describes recent advances in stability analysis that combine the limit theorems of classical
plasticity with finite elements to give rigorous upper and lower bounds on the failure load. These
methods, known as finite-element limit analysis, do not require assumptions to be made about the
mode of failure, and use only simple strength parameters that are familiar to geotechnical engineers.
The bounding properties of the solutions are invaluable in practice, and enable accurate limit loads to
be obtained through the use of an exact error estimate and automatic adaptive meshing procedures.
The methods are very general, and can deal with heterogeneous soil profiles, anisotropic strength
characteristics, fissured soils, discontinuities, complicated boundary conditions, and complex loading
in both two and three dimensions. A new development, which incorporates pore water pressures in
finite-element limit analysis, is also described. Following a brief outline of the new techniques,
stability solutions are given for several practical problems, including foundations, anchors, slopes,
excavations and tunnels.
KEYWORDS: anchors; bearing capacity; excavation; numerical modelling; plasticity; slopes; tunnels
531
532 SLOAN
Bearing capacity ⫽ q ⫽ ? σij . . ∂f
σ ε pij ⫽ λ
∂ σij
B f (σij) ⫽ 0
Fig. 3. (a) Perfectly plastic material model and (b) associated flow
rule
Fig. 1. Smooth strip footing on deep layer of undrained clay
Smooth footing
4
Pressure/su
Smooth
Smooth
G/su ⫽ 100
2 νu ⫽ 0·49
φu ⫽ 0
1 48 quartic triangles
825 degrees of freedom
Smooth
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
100 (footing displacement)/B
explicit methods to integrate the stress–strain relations and four-noded quadrilateral). Locking can also occur for dis-
load–deformation response to within a specified accuracy, placement finite-element analysis with the Mohr–Coulomb
and is thus well suited to collapse predictions (Sloan, 1987; model, which involves dilatational plastic shearing and is
Abbo & Sloan, 1996; Sheng & Sloan, 2001; Sloan et al., widely used for drained stability predictions (Sloan, 1981).
2001). For the mesh shown, the displacement finite-element To ensure that an element is suitable for accurate collapse
analysis indicates a clear collapse pressure of 5.19su , which load predictions, under both undrained and drained condi-
is within 1% of Prandtl’s exact result of (2 + )su : Unlike tions, three different strategies have been proposed.
the methods discussed previously, stability analysis with the
displacement finite-element method requires not only the (a) The use of ‘reduced’ integration in forming the element
conventional strength parameters, but also the deformation stiffness matrices (e.g. Zienkiewicz et al., 1975; Zienkie-
parameters (Poisson’s ratio and shear modulus in this case). wicz, 1979; Griffiths, 1982). This approach, which has
Displacement finite-element analysis computes the form of been widely used with the quadratic eight-noded quad-
the failure mechanism automatically, and can model a variety rilateral, reduces the number of constraints on the nodal
of complicated loadings and boundary conditions. The degrees of freedom at collapse, and introduces additional
method is not for the naı̈ve user, however, and even with the ‘flexibility’ into the displacement field by approximate
advent of sophisticated geotechnical software considerable numerical integration of the element stiffness matrices. In
care and experience are required to use the procedure with general, the method gives good estimates of the collapse
confidence in geotechnical practice (Potts, 2003). Since a load, but may generate unrealistic deformation patterns
displacement finite-element solution satisfies equilibrium and for some problems (Sloan, 1983; Sloan & Randolph,
the flow rule only in a ‘weak’ sense over the domain, the 1983). Selective integration methods, which under-
quality of the resulting collapse load prediction is often integrate the volumetric stiffness terms while fully
critically dependent on the mesh adopted. Sensitivity studies, integrating the deviatoric stiffness terms, may also be
using successively finer meshes, are generally advisable to used in some cases to alleviate the problem of locking for
confirm the accuracy of the computed limit load, since no low-order elements (Malkus & Hughes, 1978).
reliable error estimate is available for the elasto-plastic (b) The use of high-order triangular elements, with full
models commonly used in geotechnical analysis. In addition, integration of the stiffness matrices. This approach, first
the accuracy of the limit load can be affected by the number advocated by the author (Sloan, 1979, 1981; Sloan &
of load steps used in the analysis (Sloan, 1981; Abbo & Randolph, 1982), follows from the observation that, as
Sloan, 1996; Sheng & Sloan, 2001), the numerical integra- meshes of high-order triangles are refined, the new
tion scheme used to evaluate the elasto-plastic stresses (Potts degrees of freedom are added at a faster rate than the
& Gens, 1985; Sloan, 1987; Sloan et al., 2001), the toler- nodal constraints imposed by the incompressibility
ances used to check convergence of the global equilibrium condition, thus avoiding the problem of locking. Since
iterations, and the type of element employed (Nagtegaal et these elements use full integration, no difficulties are
al., 1974; Sloan, 1979, 1981; Toh & Sloan, 1980; Sloan & encountered with spurious deformation patterns.
Randolph, 1982). Of these factors, the correct choice of Although a variety of triangular elements can be shown
element is particularly crucial for stability analysis, since the to be suitable for geotechnical stability analysis, the 15-
incompressibility constraint imposed by undrained analysis noded triangle, with a quartic displacement expansion,
may lead to ‘locking’ where the load–deformation response gives good collapse load predictions under both plane-
rises continuously with increasing deformation, regardless of strain and axisymmetric loading. This element is also
the mesh discretisation adopted. This phenomenon is due to highly effective for drained stability applications invol-
constraints on the nodal displacements, generated by the ving dilatational plasticity models, and can be imple-
incompressibility condition, multiplying at a faster rate than mented to give efficient run times (Sloan, 1979, 1981;
the degrees of freedom as the mesh is refined, and it is Sloan & Randolph, 1982). For plane-strain deformation,
especially pronounced for axisymmetric loading with low- which generates fewer constraints than axisymmetric
order elements (such as the linear three-noded triangle and deformation, the six-noded quadratic triangle with full
GEOTECHNICAL STABILITY ANALYSIS 535
integration is a viable alternative to the 15-noded triangle, of its development will be given. This review serves to
and gives reliable estimates of the collapse load. highlight some of the advantages and drawbacks of the
(c) The use of mixed pressure–displacement formulations. approach, as well as its application to practical examples.
To avoid numerical oscillations in the solutions, these
elements traditionally use a pressure expansion that is one
order lower than the displacement expansion (e.g. a six- Historical development of finite-element lower-bound analysis
noded quadratic displacement triangle with a linear Lysmer (1970) was an early pioneer in applying finite
pressure variation interpolated at the corner nodes), but elements and optimisation theory to compute rigorous lower
they can also be used in a ‘stabilised’ form where the bounds for plane-strain geotechnical problems. Lysmer’s
pressure and displacement expansions are of equal order formulation was based on a linear three-noded triangle, with
(Pastor et al., 1997, 1999). Although they appear to give the unknowns being the normal stresses at the end of each
good results, these formulations are more complicated side, plus another ‘internal’ normal stress, and he employed
than the previous two options, and have not been widely linear programming to solve the resulting optimisation pro-
adopted for geotechnical stability analysis. blem. To satisfy the Mohr–Coulomb yield function in its
native form, the Cartesian stresses at every point in an
In geotechnical applications, undrained and drained stability element must satisfy a non-linear (quadratic) inequality
analyses can be performed as limiting cases of fully coupled constraint. To avoid this type of constraint, and thus generate
Biot consolidation, with the former case corresponding to a a linear programming problem, Lysmer (1970) linearised the
very fast loading rate and the latter case corresponding to a yield surface using an internal polyhedral approximation that
very slow loading rate. Interestingly, when using this ap- replaced each non-linear yield inequality constraint by a
proach for stability calculations with a Mohr–Coulomb yield series of linear inequalities. The accuracy of the resulting
criterion, a non-associated flow rule with a zero (or small) linearisation can be controlled by varying the number of
dilation angle should be used to obtain realistic estimates of sides in the polyhedral approximation, with the highest
the collapse load (Small et al., 1976; Small, 1977; Sloan & accuracy being obtained at the cost of additional constraints
Abbo, 1999). If a finite dilation angle is adopted, the load– and increased solution times. Because the stress field inside
deformation response will display a hardening characteristic each element is assumed to vary linearly, it is sufficient to
and fail to asymptote towards a clear collapse state. impose these inequalities at each node to ensure that the
linearised yield condition is satisfied throughout the domain,
thereby satisfying a key condition of the lower-bound theo-
Comparison of methods for stability analysis rem. In addition to the triangular elements used for model-
Table 1 summarises the key features of the limit equili- ling the soil, Lysmer’s formulation also included statically
brium, limit analysis and displacement finite-element ap- admissible stress discontinuities along the edges between
proaches for assessing geotechnical stability. Clearly, the adjacent elements. These greatly enhance the accuracy of a
limit-equilibrium method has shortcomings, some of which finite-element lower-bound formulation, especially when sin-
will be explored further in a later section of this paper, while gularities are present in the stress field (such as at the edge
the displacement finite-element method is the most general. of a rigid footing), and feature prominently in most subse-
Conventional limit analysis has the intrinsic advantage of quent implementations of the method. Application of the
providing solutions that bound the collapse load from above element equilibrium equations, the discontinuity equilibrium
and below, but it is restricted to the use of simple soil models equations and the stress boundary conditions leads to a set
and is often difficult to apply in practice. The results in Table of equality constraints on the unknown stresses, while, as
1 suggest that finite-element limit analysis, which combines described above, the linearised yield criterion generates a
the generality of the finite-element approach with the rigour large set of linear inequality constraints. The objective func-
of limit analysis, is an appealing alternative to traditional tion, which corresponds to the collapse load, is a linear
stability prediction techniques. The potential of this type of function of the stresses. After assembling all the element
method will be explored fully in this paper, with a particular and nodal contributions for the mesh, the collapse load,
focus on its practical utility and scope for future development. denoted by the quantity cT , is maximised by solving a
linear programming problem of the form
Maximise cT collapse load
FINITE-ELEMENT LIMIT ANALYSIS subject to A1 ¼ b1 continuum and discontinuity
The theory of finite-element limit analysis is quite differ-
equilibrium, stress boundary
ent from that of displacement-based finite-element analysis,
even though both methods are rooted in the concept of a conditions
A2 < b2 linearised yield conditions
discrete formulation. Before discussing the fundamental de-
tails of finite-element limit analysis, a brief historical review (2)
w
q σyy
Aw h τyx
Aq
τyz
τxy
τzy
σxx
At V τxz
g τzx
t σzz
uy gy ⫹ h y
x
z
gx ⫹ h x
ux
uz gz ⫹ hz
Qs ⫽ ⌠qs dA
⌡
q 2n Qn ⫽⌠qndA
⌡
y
q 2s
s n 2 q
β
Node σ i ⫽ {σ ixx , σ iyy, τ ixy} T Node σ i ⫽ {σ ixx , σ iyy, σ izz , τ ixy, τ iyz, τ ixz } T x q 1n
1 Segment length ⫽ L
Element he ⫽ {h xe, h ye } T Element he ⫽ {h xe, h ye , h ze } T
q 1s
Fig. 8. Linear elements for lower-bound limit analysis Fig. 10. Optimising the load along a boundary
qn
Maximise Q ⫽ ⌠qn dA ⫽ collapse load
⌡
σn ⫽ τ ⫽ 0 Nodes σ i ⫽ {σ ixx, σ iyy, τ ixy} T
Triangles he ⫽ {h xe , h ye } T
τ⫽0
∂σxx ∂τxy
⫹ ⫹ hx ⫹ g x ⫽ 0
∂x ∂y
n
∂σyy ∂τxy
τ⫽0
⫹ ⫹ hy ⫹ g y ⫽ 0
∂y ∂x
s
3
(x1, y1) ⫽ (x2, y2)
Qy (x3, y3) ⫽ (x4, y4)
n D2 4
1
Qx D1 s
y y
n
δ→0
β 2
Element area ⫽ Ae x
x s
Fig. 11. Optimising body forces over an element Fig. 12. Statically admissible stress discontinuity
542 SLOAN
T f (σ 1 ) ⭐ 0
T B
B T 0 e ¼ B T 0 1 2 3 T ¼ 0
B
1 1 1 1
which implies 1
T1 1 ¼ B
B T1 2
f (σ 2 ) ⭐ 0 2
Hence the left pair of relations in equation (13) are satisfied. y 3
f (σ 3 ) ⭐ 0
A similar argument for triangle D2 yields the right pair of
relations in equation (13), so that all four of the discontinu-
ity equilibrium conditions (equation (13)) are satisfied. x
Although the normal and shear stresses are continuous along
each discontinuity, the tangential normal stress ss may Fig. 14. Yield conditions
jump, which means that the stresses can potentially differ at
nodes that share the same coordinates. This type of formula-
tion permits discontinuities to be modelled using standard Extension elements
continuum elements, and is simple to implement in both two For problems involving semi-infinite domains, special ‘ex-
and three dimensions. Other alternatives for implementing tension’ elements are needed to complete the stress field so
stress discontinuities are possible, such as imposing the that the equilibrium, stress boundary and yield conditions
constraints in equation (13) on the nodal stresses explicitly, are satisfied everywhere. These elements are placed around
and these have been used by a variety of researchers, the periphery of a standard mesh, and although their effect
including Pastor & Turgeman (1976), Sloan (1988a) and is often small for a grid that is sufficiently large to capture
Lyamin & Sloan (2002a). the zone of plastic yielding, they do guarantee that the
solution is a rigorous lower bound. For two-dimensional
applications where the yield surface has a linear envelope,
Stress boundary conditions complete stress fields can be found using the unidirectional
To satisfy equilibrium, the stresses for any boundary node and bidirectional extension elements shown in Fig. 15. The
must match the prescribed surface tractions (stresses) t. equilibrium and stress boundary conditions for these exten-
These boundary conditions may be specified in a Cartesian sion elements are identical to those for the standard con-
reference frame, but are more commonly defined in terms of tinuum elements, with the only change being the different
normal and tangential components along a boundary edge, yield conditions (Pastor, 1978). In the latter, the function
as shown in Fig. 13. F() is defined by the relation f () ¼ F() k, where k is a
Noting that the stresses vary linearly along an edge, the non-negative constant (Makrodimopoulos & Martin, 2006).
stress boundary conditions take the form For the unidirectional extension element, node 4 is a
dummy node, since its stresses are not independent and can
1 1 2 2 be expressed as linear combinations of the stresses at nodes 1,
nn t nn tn
¼ n1 , ¼ 2 and 3. This node is included for the sole purpose of being
1ns ts 2ns t2s
able to accommodate a stress discontinuity along the edge
defined by nodes 3 and 4, and it is not subject to constraints
where f inn , ins gT for node i are again given by equation other than those imposed by discontinuity equilibrium.
(14). These constraints must be applied to all edges where For cases where the envelope of the yield surface is not
surface stresses are specified, and they ensure that the linear, such as the widely used Hoek–Brown criterion, the
boundary conditions are satisfied exactly for a linear finite- above extension elements are inapplicable, and hence the
element model. computed lower bounds are based on an ‘incomplete’ stress
field. Although theoretically undesirable, this is not a serious
shortcoming in practice, since the extension conditions seldom
Yield conditions have a significant effect on the collapse load for a well-
Provided the stresses vary linearly over an element and constructed mesh that includes all the zones of plastic yielding.
the yield function f () is convex, the yield condition is
satisfied at every point in the domain if the inequality
constraint f ( i ) < 0 is imposed at each node i. In the two- Lower-bound non-linear optimisation problem
dimensional case, this implies that the nodal stresses for For a given mesh, summing the various objective function
each triangle are subject to three non-linear inequality con- coefficients and constraints described above leads to the non-
straints, as shown in Fig. 14.
F(σ1 ⫺ σ2) ⭐ 0
f (σ 2 ) ⭐ 0 2 1
Unidirectional extension zone
3 4
3
f (σ ) ⭐ 0
t 2n
t Dummy node
y
t 2s
2 1 2
1 F(σ ⫺ σ ) ⭐ 0
s n f (σ 2 ) ⭐ 0 2
Bidirectional extension zone
t 1n 3
β F(σ3 ⫺ σ2) ⭐ 0
y
1
x
t 1s x
T
Triangles σ e ⫽ {σ xx
e e
, σ yy e
, τ xy}
. .
ε pxx ⫽ λ∂f / ∂σ xx
.p . . .
ε yy ⫽ λ∂f / ∂σ yy , λ ⭓ 0, λf (σ e) ⫽ 0
ux ⫽ uy ⫽ 0
ux ⫽ 0
. .
γ pxy ⫽ λ∂f / ∂τ xy
n
ð ð
dimensional case. A similar formulation for three dimen- cT u ¼ t T udAþ gT udV (21)
sions can be found in Lyamin & Sloan (2002b). At V
and B i is given by equation (10). Using the matrix where º_ is the plastic multiplier. After combining equations
e ¼ Ae Be defined in equation (12), equations (18) and (19)
B (19) and (22), and then multiplying both sides by the
furnish the total internal dissipated power for the mesh, in element area, the flow rule constraints for each element may
terms of the unknowns stresses and velocities, as be expressed as
Pint ¼ T B
u (20) e ue ¼ Æ_ = f ð e Þ, Æ_ > 0, Æ_ f ð e Þ ¼ 0
B (23)
where is a global vector of element P stresses, u is a global where Æ_ ¼ Ae º_ denotes the conventional plastic multiplier
vector of nodal velocities, and B¼ e
eB : times the element area. Thus, for the two-dimensional case,
Using the formulation of Krabbenhøft et al. (2005), which the continuum flow rule generates four equality constraints
models each discontinuity by a patch of continuum elements and one inequality constraint on the element unknowns.
of zero thickness, equation (20) can also be used, without Unless the yield criterion is a linear function of the stresses,
modification, to compute the plastic dissipation in the velo- all the equality constraints are non-linear.
city discontinuities due to plastic shearing. Thus Pint is found
by summing over both the continuum elements and the
discontinuity elements, as they can be treated identically. Discontinuity flow rule
The remaining two integrals in equation (15), involving The patch-based formulation of Krabbenhøft et al. (2005)
the fixed tractions t and body forces h, can be evaluated incorporates velocity discontinuities using a procedure iden-
using the linear expansions for the velocities u, and lead to tical to that mentioned previously for the lower-bound
an expression of the form method. For the two-dimensional case, shown in Fig. 18,
GEOTECHNICAL STABILITY ANALYSIS 545
3 Δun
y
n (x1, y1) ⫽ (x2, y2)
L Δus (x3, y3) ⫽ (x4, y4)
β
x D2
D1 4
1
s
each discontinuity comprises two triangles of zero thickness, relations confirm that discontinuous velocity jumps can be
and thus has six unknown stresses. Both triangles are subject modelled by using two zero-thickness continuum elements
to the flow conditions defined by equations (23). with (x1 , y1 ) ¼ (x2 , y2 ) and (x3 , y3 ) ¼ (x4 , y4 ), provided the
Across the discontinuity, velocity jumps can occur in the flow rule constraints (equations (23)) are satisfied over each
normal and tangential directions, so that the velocities can triangle. Note that Æ_ in equation (23) is well-defined as
potentially differ at nodes that share the same coordinates. ! 0, even though it is the product of a quantity that is
In the following, the implications of enforcing the flow rule zero (A e ) and a quantity that is infinite (º). _ For a plane-
conditions in equations (23) for zero-thickness elements are strain discontinuity, the general yield condition f ( e ) can,
discussed, and it is shown that the resulting discontinuity without loss of generality, be replaced by its planar counter-
formulation is equivalent to that proposed by Sloan & Klee- part f ( n , ), where n denotes nn and denotes ns : The
man (1995). flow rule conditions (equations (23)) that define (˜u n , ˜u s )
Using the strain–displacement relations equations (10) are then given by
and (19) with the discontinuity width ! 0, it is straightfor-
ward to show that the local strains in triangle D1 approach ˜un ¼ Æ_ @ f =@ n
, Æ_ > 0, Æ_ f ð n , Þ ¼ 0
the values ˜us ¼ Æ_ @ f =@
_ pss ! 0
The common case of a velocity discontinuity in a Mohr–
_ pnn ! ˜u12
n = (24) Coulomb material is shown in Fig. 19. Using Koiter’s
ª_ pns ! ˜u12 theorem for composite yield surfaces, the jumps in the
s = normal and tangential directions are given by
where ˜un ¼ ˜uþ
n þ ˜un ¼ Æ
ð _ þ þ Æ_ Þ tan
12
1
˜un , ˜u12
s ¼ un u2n , u1s u2s ˜us ¼ ˜uþ
s þ ˜us ¼ Æ
_ þ Æ_
where
are the normal and tangential velocity jumps at the nodal
pair (1, 2). From equation (24) it is clear that the strains Æ_ þ > 0
become infinite as ! 0, but multiplying them by the
element area 0.5 L gives finite quantities according to Æ_ > 0
Ae _ pss ¼ 0 and
Ae _ pnn ¼ ˜u12
n L=2 Æ_ þ f þ ð n , Þ ¼ 0
Ae ª_ pns ¼ ˜u12
s L=2 Æ_ f ð n , Þ ¼ 0
where a unit out-of-plane element thickness has been as- Noting that the normal and tangential jumps at a nodal pair
sumed. Similar relations hold for triangle D2 , with the (i, j) can be expressed in terms of the Cartesian velocity
superscript pair (1, 2) being replaced by (3, 4). These jumps through the relations
τ
f ⫹ ⫽ τ ⫹ σn tan φ ⫺ c
. .
Δu ⫹s ⫽ α⫹ ∂f /∂τ ⫽ α⫹ ⬎ 0
.⫹ .⫹
Δu ⫹
n ⫽ α ∂f /∂σ n ⫽ α tan φ ⬎ 0
c
φ
Mohr–Coulomb σn
f ⫽ |τ| ⫹ σn tan φ ⫺ c φ
c .⫺ .⫺
Δu ⫺
n ⫽ α ∂f /∂σ n ⫽ α tan φ ⬎ 0
.⫺ .⫺
Δu ⫺
s ⫽ α ∂f /∂τ ⫽ ⫺α ⬍0
. .
f ⫺ ⫽ ⫺ τ ⫹ σn tan φ ⫺ c Multipliers (α⫹, α⫺) ⭓ 0
it follows that the complete set of flow rule constraints for These constraints must be applied to all boundary nodes that
the discontinuity is given by have prescribed velocities.
( 12 ) þ12
cos sin ˜ux ðÆ_ þ Æ_ 12 Þ tan
¼
sin cos ˜u12
y Æ_ þ12 Æ_ 12 Load constraints
To perform an upper-bound analysis, various additional
(25)
constraints are imposed on the velocity field to match the
( )
cos sin ˜u34
x ðÆ_ þ34 þ Æ_ 34 Þ tan type of loading. For the case shown in Fig. 17, the boundary
¼ conditions defined by equations (28) and (29) can be used to
sin cos ˜u34
y Æ_ þ34 Æ_ 34
model the loading associated with the rigid footing by
(26) setting the normal velocities w1n ¼ w2n ¼ C along the ap-
Æ_ þ12
>0 propriate element edges, where C is some constant. The
actual magnitude of C does not matter, since it cancels when
Æ_ 12
>0 the loads are computed using equations (15)–(17). For a
(27) ‘smooth’ interface the tangential velocities w s underneath
Æ_ þ34
>0 the footing are unrestrained, whereas for a ‘rough’ interface
Æ_ 34 > 0 w s ¼ 0. These types of velocity boundary conditions may be
used to define the ‘loading’ caused by any type of stiff
Æ_ þ12 f þ 1n , 1 ¼ 0 structure, such as a retaining wall or a pile.
For problems where part of the body is loaded by an
Æ_ 12 f 1n , 1 ¼ 0
unknown uniform normal pressure q, such as a flexible strip
Æ_ þ34 f þ 2n , 2 ¼ 0 footing, it is appropriate to impose constraints on the surface
normal velocities of the form
Æ_ 34 f 2n , 2 ¼ 0
ð
where (Æ_ þij , Æ_ ij ) denotes the values of the plastic multi- un dA ¼ C (30)
Aq
pliers (Æ_ þ , Æ_ ) at the nodal pair (i, j), ( 1n , 1 ) are the
stresses in triangle D1 , and ( 2n , 2 ) are the stresses in D2 :
Equations (25)–(27) are identical to the formulation pro- where C is a prescribed rate of flow of material across the
posed in Sloan & Kleeman (1995), which uses line elements boundary, typically set to unity. Noting that the velocities
to model a velocity discontinuity without including element vary linearly, substituting equation (29) into equation (30)
stresses. Thus imposing the constraints in equation (23) over yields the following equality constraints on the nodal velo-
the zero-thickness triangles D1 and D2 is sufficient to model cities
a velocity discontinuity.
1 X h i
i
Lij ux þ uix cos ij þ uiy þ uiy sin ij ¼ C
2 edges
Velocity boundary conditions
To be kinematically admissible, the velocity field must where Lij and ij denote the length and inclination of an
satisfy the prescribed boundary conditions. These boundary edge with nodes (i, j), and a unit thickness is assumed. This
conditions may be specified in a Cartesian reference frame type of constraint, when substituted into the rate of work
but, as shown in Fig. 20, are more commonly defined in done by the external forces, given by equation (17), permits
terms of normal and tangential velocity components along a an applied uniform pressure to be minimised directly.
boundary edge. Another common type of loading constraint, which is
Noting that the velocities vary linearly along each edge, useful when a body force such as unit weight is to be
the general form of the boundary conditions may be ex- optimised, takes the form
pressed as
1 1 2 2 ð
un wn un wn uy dA ¼ C (31)
¼ , ¼ (28)
u1s w1s u2s w2s V
where, for some node i, the transformed nodal velocities are where C is a constant that is typically unity. This constraint
related to the Cartesian velocities by the standard equations permits a vertical body force to be minimised directly when
the power expended by the external loads is equated to the
internal power dissipation, and is particularly useful when
w 2n analysing the behaviour of slopes. Noting again that the
w velocities vary linearly over each element, the condition in
y equation (31) gives rise to the following constraints on the
w 2s
s
2
nodal velocities
n ð
w 1n
1 X i
β uy dA ¼ uy þ ujy þ uky Ae ¼ C
x 1 V 3 elements
w 1s
where (i, j, k) denote the nodes for some element e, and A e
Fig. 20. Velocity boundary conditions is the element area.
GEOTECHNICAL STABILITY ANALYSIS 547
Yield conditions of equation (32), which gives a stress-based upper-bound
To be kinematically admissible, the stresses associated method (Krabbenhøft et al., 2005). The optimisation problem
with each element (including the zero-thickness discontinu- that results from this approach can be solved using any of the
ities) must satisfy the yield condition f ( e ) < 0. Since the algorithms discussed above.
element stresses are assumed to be constant, this requirement
generates one non-linear inequality constraint for each con-
tinuum triangle and each discontinuity triangle. ADAPTIVE MESH REFINEMENT
Limit analysis is most useful when tight bounds on the
collapse load are obtained. For the finite-element limit analy-
Upper-bound non-linear optimisation problem sis methods described above, the size of the ‘gap’ between
After assembling the objective function coefficients and the bounds depends strongly on the discretisation adopted,
constraints for a mesh, the upper-bound non-linear optimisa- and it is therefore desirable to investigate the possibility of
tion problem can be expressed as developing automatic mesh refinement methods.
Minimise A comprehensive discussion of mesh generation for the
lower-bound method, including stress discontinuities and
TB
u cT u power dissipation – rate of work done ‘fans’ that are centred on stress singularities (such as those
by fixed external forces that occur at the edge of a rigid footing), has been given by
Lyamin & Sloan (2003). Their procedure uses a parametric
subject to mapping technique to automatically subdivide a specified
B e ue ¼ Æ_ e = f ð e Þ flow rule conditions for each number of subdomains in both two and three dimensions,
and has proved invaluable for solving large-scale problems
element e in practice. To optimise the lower bound, however, a trial-
Æ_
e
> 0 plastic multiplier times Ae and-error procedure is needed, where successively finer
meshes are generated until no improvement in the limit load
for each element e is found. Owing to their strong similarities to lower-bound
Æ_ f ð
e eÞ
¼ 0 consistency condition for grids, this approach can also be used to generate upper-
bound grids, with a similar trial-and-error approach being
each element e required.
Au ¼ b velocity boundary conditions, Since a priori error estimates are not available in discrete
limit analysis, a posteriori techniques are needed to predict
load constraints the overall discretisation error, and hence extract a mean-
f ð eÞ
< 0 yield condition for each ingful mesh refinement indicator. In one of the few studies
of adaptive mesh generation for discrete limit analysis,
element e Borges et al. (2001) presented an adaptive strategy for a
(32) mixed formulation. Their approach employed a directional
error estimator, with the plastic multiplier field taken as the
where is a global vector of unknown element stresses, u is control variable, and permitted anisotropic mesh refinement,
a global vector of unknown nodal velocities, B e is the where elements can stretch or contract by different amounts
element
P ecompatibility matrix defined by equation (12), in different directions. Computational results show that it
¼ B
B is a global compatibility matrix, T B u is the successfully localises the elements in zones of intense plastic
power dissipated by plastic shearing in the continuum and shearing, and significantly improves the predicted collapse
discontinuities, cT u is the rate of work done by fixed tractions loads. Although the lower-bound formulation described in
and body forces, Æ_ e is the plastic multiplier times the area the section ‘Finite-element lower-bound formulation’
for element e, f ( e ) is the yield function for element e, A is involves only stress fields, it is possible to obtain ‘quasi
a matrix of equality constraint coefficients, and b is a known velocities’ and ‘quasi-plastic multipliers’ from the dual solu-
vector of coefficients. The solution to equation (32) constitu- tion to the optimisation problem described by equation (3).
tes a kinematically admissible velocity field, and can be Exploiting this fact, Lyamin et al. (2005b) adapted the
found efficiently by treating the system of non-linear equa- approach of Borges et al. (2001) to their lower-bound
tions that define the Kuhn–Tucker optimality conditions. formulation, and used it to study the effects of various
Interestingly, these optimality conditions do not involve Æ_ e , control variables, isotropic and anisotropic element refine-
so these quantities do not need to be included as unknowns. ment, and special ‘fan’ zones centred on stress singularities.
The two-stage quasi-Newton solver proposed by Lyamin They employed a modified form of the advancing-front
(1999) and Lyamin & Sloan (2002b) typically requires less algorithm (Peraire et al., 1987) to generate the grid, and
than about 50 iterations, regardless of the problem size, and permitted the elements to grow as well as shrink during the
results in very efficient formulations for two- and three- refinement process. The results of Lyamin et al. (2005b)
dimensional problems. This type of solver has the advantage show that the quasi-plastic multipliers, when used with a
that it can be used for general types of yield surfaces, variety of error indicators based on recovered Hessian
including those with curved failure envelopes. As with the matrices and gradient norms, can lead to lower bounds that
lower-bound case, however, its rate of convergence is affected lie within a few per cent of the exact limit load. For
by non-smooth yield criteria, and the vertices in the Tresca problems involving strong singularities in the stress field,
and Mohr–Coulomb surfaces must be smoothed to obtain however, the best performance is obtained by incorporating
good performance. Alternatively, second-order cone program- fan zones, as these are able to model the strong rotation in
ming and semi-definite programming algorithms can be em- the principal stresses that occurs.
ployed to solve equation (32) for the Tresca/Mohr–Coulomb More recently, exact a posteriori techniques for estimating
models under two- and three-dimensional conditions respec- the discretisation error in discrete limit analysis formulations
tively. As mentioned previously, both these procedures are have been proposed by Ciria et al. (2008) and Muñoz et al.
applicable to non-smooth yield criteria, and are thus ideally (2009). These approaches rely on identical meshes being
suited to the Tresca and Mohr–Coulomb models. Yet another used for the upper- and lower-bound analyses, and provide
option, which is adopted in this paper, is to consider the dual direct measures of the contributions from each element to
548 SLOAN
ð
the overall bounds gap. Since the latter is precisely the
˜¼ ð UB LB ÞT _ p dV
quantity that needs to be minimised in practical stability V
calculations, this type of error estimator is innately attrac-
tive, and performs well for a wide variety of cases. In the provides a direct measure of the difference between the
formulations proposed by Ciria et al. (2008) and Muñoz et upper- and lower-bound loads. Noting the usual assembly
al. (2009), the contribution of each element to the bounds rules for a grid, it follows that
gap is found through an elaborate series of volumetric and
surface integrations that include the effects of the discon- X
˜¼ ˜e
tinuities. For the discrete limit analysis procedures described elements
in the sections on finite-element lower-bound and upper-
bound formulations these integrations are much simpler, with ˜ e denoting the bounds gap contribution from each
because the discontinuities are modelled as standard con- element. To allow for the contributions of both continuum
tinuum elements (with zero thickness), and because the elements and zero-thickness discontinuity elements, it is
upper-bound method includes stresses as unknowns as well convenient to compute ˜ e using the relations
as velocities.
To derive the element contributions to the bounds gap, the
T e e
˜e ¼ eUB eLB B u (37)
principle of virtual power is invoked for the case where
identical meshes are used for the upper- and lower-bound e
analyses. In the upper-bound case the total plastic dissipation where B is the standard compatibility matrix times the
for the whole mesh is defined by element volume (defined for the two-dimensional case by
ð ð ð equation (12)). Since the element quantities defined by equa-
TUB _ p dV ¼ qTUB udAþ hTUB udV tion (37) are always positive (Ciria et al., 2008), they can be
V Aq V used to identify elements that make large contributions to
ð ð (33) the bounds gap and are thus in need of refinement. More-
þ T
t udA þ T
g udV over, for the upper- and lower-bound formulations described
At V in ‘Finite-element lower-bound formulation’ and ‘Finite-
element upper-bound formulation’, all the quantities needed
where the subscript UB denotes upper-bound values for the to compute the error estimator are readily available, regard-
unknown stresses, surface tractions and body forces. Noting less of whether the element is a continuum element or a
that the velocities u and plastic strain rates _ p are kinemat- discontinuity element. As mentioned previously, the sole
ically admissible throughout the domain, including the velo- restriction on this type of refinement process is that identical
city discontinuities, the principle of virtual power for the meshes must be adopted for both the upper- and lower-
computed lower-bound stresses LB , tractions qLB and body bound analyses.
forces hLB gives Using the exact error estimate provided by equation (37),
ð ð ð the following procedure is used to adaptively refine the mesh
to give tight bounds on the limit load.
TLB _ p dV ¼ qTLB udAþ hTLB udV
V Aq V 1. Specify the maximum number of continuum elements
ð ð (34) allowed, Emax , and generate an initial mesh.
þ t T udA þ gT udV 2. Perform upper- and lower-bound analyses using the same
At V mesh.
3. If the gap between the upper and lower bounds is less
where the prescribed tractions t and body forces h are the than a specified tolerance, or if the maximum number of
same for each analysis. Subtracting equation (34) from equa- continuum elements Emax is reached, exit with upper- and
tion (33) furnishes the ‘dissipation gap’ ˜ as lower-bound estimates of the limit load.
ð 4. Specify a target number of continuum elements for the
˜ ¼ ð UB LB ÞT _ p dV current mesh iteration, Ei , with Ei < Emax :
V 5. For each element, compute its contribution to the bounds
ð ð (35) gap ˜ e using equation (37). In the case of a discontinuity
¼ T
ðqUB qLB Þ udAþ ðhUB hLB ÞT udV element, its bounds gap contribution is added to the
Aq V neighbouring continuum element with which it shares the
most nodes.
For the common case of proportional loading, with the 6. Scale the size of each continuum element to be inversely
upper- and lower-bound multipliers (ºUB , ºLB ) defined so proportional to the magnitude of ˜ e , subject to the
that qUB ¼ ºqUB q, qLB ¼ ºqLB q, hUB ¼ ºhUB h and hLB ¼ ºhLB h, constraint that the new number of continuum elements in
equation (35) becomes the grid matches the predefined target number of
ð continuum elements for the current iteration Ei :
7. Go to step 2.
˜ ¼ ð UB LB ÞT _ p dV
V In the above algorithm, the target number and maximum
ð ð number of continuum elements, Ei and Emax , are included to
¼ ºqUB ºqLB qT udAþ ºhUB ºhLB hT udV give the user additional control over the adaptive refinement
Aq V
process. In step 6, some supplementary constraints may be
(36) included to limit the rate of decrease or increase in the
element size from iteration to iteration. Typically, the maxi-
In the above, if both the tractions and body force loads are mum decrease in element size is set to a factor of 4, and the
optimised simultaneously, their corresponding multipliers maximum increase in size is set to a factor of 2. These
must be related (e.g. by an equation such as º q ¼ º h , with limits serve to reduce the oscillations in the size of elements
being a prescribed constant). Equation (36) shows that the as the optimum mesh is sought, and do not greatly affect the
dissipation gap defined by number of iterations that are needed.
GEOTECHNICAL STABILITY ANALYSIS 549
APPLICATIONS: UNDRAINED STABILITY ANALYSIS with a maximum of 4000 continuum elements, with the
The finite-element limit analysis formulations described solutions of Davis & Booker (1973) obtained using the
above are fast and robust, and can model cases that include method of characteristics. Results are presented for both
inhomogeneous soils, anisotropy, complex loading, natural smooth and rough footings, and the split scale on the
discontinuities, complicated boundary conditions, and three horizontal axis accounts for the two limiting cases of uni-
dimensions. They not only give the limit load directly, with- form shear strength (rB/su0 ¼ 0) and zero surface strength
out the need for an incremental analysis, but also bracket (su0 /rB ¼ 0). Whereas there is close agreement between the
the solution from above and below, thereby giving an exact limit analysis and characteristics solutions for rB/su0 < 8,
estimate of the mesh discretisation error. These features significant differences are evident for low values of su0 /rB
greatly enhance the practical utility of the bounding theo- where the surface shear strength is small. To resolve this
rems, especially in three dimensions, where conventional surprising inconsistency, the problem was reanalysed using
incremental methods are often expensive and difficult to use. the stress characteristics program ABC, developed at Oxford
In this section, the finite-element limit analysis methods are by Martin (2004). This program provides a partial lower-
used to study a variety of undrained stability problems. The bound stress field, and adaptively refines the mesh of charac-
results will serve to illustrate the types of case that can be teristics to ensure the solution is accurate. In a private
tackled, and the quality of the solutions that can be ob- communication, Martin (personal communication, 2011)
tained. confirmed that, for each of the cases considered, the lower-
bound stress field from ABC can be extended throughout the
soil mass without violating equilibrium or yield, and that it
Bearing capacity of rigid strip footing on clay with can also be associated with a velocity field that gives a
heterogeneous strength coincident upper-bound collapse load. This suggests that the
First a rigid footing is considered, of width B, resting on solutions from ABC, shown in Fig. 23, are exact estimates
clay that has an undrained surface shear strength of su0 and of the bearing capacity. Indeed, there is excellent agreement
a rate of strength increase with depth equal to r, as shown between these characteristics solutions and the new finite-
in Fig. 21. Following Davis & Booker (1973), the bearing element limit analysis solutions, with a maximum difference
capacity can be expressed in the form of less than 1%.
When the quantity su0 /rB is small, the failure mechanism
Qu rB
¼ F 2 þ u0 þ
ð Þs involves soil being squeezed out in a thin band underneath
B 4 the footing. Unless adaptive meshing is employed for these
cases, such as that used in the program ABC, the method of
where F is a factor that depends on the dimensionless characteristics will be unable to model the true failure
quantity rB/su0 and the footing roughness. mechanism with high accuracy. This explains the discrepan-
Figure 22 compares the bearing capacity factors from cies observed with the solutions of Davis & Booker (1973).
finite-element limit analysis, using adaptive mesh refinement The finite-element limit analysis methods have no difficulty
in dealing with this extreme case, since the adaptive mesh-
ing strategy, with the bounds gap error estimator, automatic-
Qu /B
ally concentrates the elements where they are needed.
su0
Figure 24 further highlights the difficulties that can arise
when numerical methods are used to predict the limit load
B associated with a highly localised failure mechanism. The
1 Saturated clay plot shows the ratio of the bearing capacity found from the
Undrained shear strength ⫽ su(z) ⫽ su0 ⫹ ρz limit-equilibrium analysis of Raymond (1967) to the bearing
ρ Rate of strength increase ⫽ ρ ⫽ dsu /dz
Tresca material φu ⫽ 0°
capacity found from finite-element limit analysis (taken as
z su(z)
the average of the upper and lower bounds, which are within
1% of the characteristics solutions of Martin (personal
Fig. 21. Rigid footing on clay whose undrained strength increases communication, 2011). Except for the case of uniform
with depth strength (rB/su0 ¼ 0), the limit-equilibrium method, which
2·0
2·0
FRough Davis & Booker 1·9 FRough Martin ABC
1·9 FSmooth Martin ABC
FSmooth Davis & Booker 1·8
1·8
1·7
1·7
1·6
1·6
F 1·5
F 1·5
1·4
1·4
1·3 FRough UB
FRough UB
1·3 FRough LB
FRough LB 1·2
FSmooth UB
1·2 FSmooth UB 1·1 FSmooth LB
1·1 FSmooth LB
1·0
1·0 0 4 8 12 16 20
0 4 8 12 16 20 0·05 0·04 0·03 0·02 0·01 0
0·05 0·04 0·03 0·02 0·01 0 ρ B /su0 su0 /ρB
ρB /su0 su0 /ρB
Fig. 23. Bearing capacities predicted by finite-element limit
Fig. 22. Bearing capacities predicted by finite-element limit analysis and method of characteristics (Martin, personal com-
analysis and method of characteristics (Davis & Booker, 1973) munication, 2011)
550 SLOAN
5·0
converges to the optimum mesh after four cycles of refine-
4·5 ment, and gives bounds that bracket the exact solutions to
(Qu) limit analysis
4·0
Rough within 1%. Subsequent mesh refinement cycles do not
improve the estimate of the bearing capacity, owing to the
(Qu) limit equilib
Smooth
3·5 restriction of using 2000 elements, and more accurate pre-
3·0 dictions would require this limit to be increased. Note that
extension elements were used to check the completeness of
2·5
the lower-bound stress field for the finest mesh, but these
2·0 have been omitted from the plot for clarity. The bounds gap
error indicator clearly concentrates the elements in the zones
1·5
of intense plastic shearing that are shown in Fig. 25.
1·0 Computationally, the upper- and lower-bound limit analysis
0 4 8 12 16 20 methods are very fast, with each solution requiring around
0·05 0·04 0·03 0·02 0·01 0
ρB/su0
2 s of CPU time on a standard desktop machine for a grid
su0 /ρB
with 2000 elements.
Fig. 24. Bearing capacities predicted by finite-element limit
analysis and limit equilibrium (Raymond, 1967)
Strip footing under inclined eccentric loading
Now the problem, defined in Fig. 27, of a rigid strip
assumes a circular slip surface, furnishes solutions that are footing, subject to an inclined eccentric load, resting on a
typically two to three times greater than the exact values. soil with uniform undrained shear strength su is considered.
For the worst case, where the surface shear strength is zero To predict the magnitude of the load P, the influence of
and the failure mechanism is highly localised, the limit- three different footing interface models is examined.
equilibrium solution overestimates the exact bearing capacity
(a) Tension permitted with a shear capacity equal to the
by a factor of approximately 4.5.
undrained strength.
The large error in the bearing capacity predictions indi-
(b) No tension permitted, but no limit on the shear capacity.
cated in Fig. 24 is due to the inability of a circular slip
(c) No tension permitted, with a shear capacity equal to the
surface to model the actual mode of failure, especially for
undrained strength.
cases where su0 /rB is small. This is shown clearly in Fig.
25, which compares the failure surfaces predicted by limit The first of these models is often assumed in practice
equilibrium with the failure mechanisms (contours of plastic because of its simplicity, while the third model provides a
dissipation) predicted from adaptive upper-bound limit ana- better representation of actual interface behaviour.
lyses for a rough footing on two soils with rB/su0 ¼ 4 and The optimised meshes and associated failure mechanisms
rB/su0 ¼ 100. For the latter case, the zones of plastic for the three cases are shown in Fig. 28. Using the average
deformation at collapse are highly localised, and occur in of the upper and lower bounds to estimate the collapse load,
close proximity to the underside of the footing. The limit- and a maximum number of elements equal to 3000, the
equilibrium method, because it assumes a circular failure exact solutions are bracketed to within 1.6% for the
surface, is unable to replicate this mode of deformation, and various interface conditions. As expected, the flow rule for
thus overpredicts the bearing capacity. Contours of plastic case (a) ensures that no interface separation occurs, while
dissipation, like those shown in Fig. 25, provide a clear the flow rule for case (b) dictates that no relative shear
indication of zones of intense plastic shearing, and are deformation arises, with all motion being normal to the
useful tools for visualising collapse mechanisms when using interface. Owing to the effect of the no-tension constraint,
finite-element limit analysis to solve practical stability prob- case (c), which is a reasonable approximation to the ‘no
lems in geotechnical engineering. suction’ conditions that might apply in practice, gives an
The meshes generated by the adaptive mesh refinement average collapse load that is approximately 19% lower than
scheme, using the bounds gap error indicator described in that for case (a). The power dissipation plots in Fig. 28
the section ‘Adaptive mesh refinement’ with a maximum highlight the different collapse mechanisms that occur for
limit of 2000 elements, are shown in Fig. 26 for the case the three cases, with case (b) exhibiting an interesting
rB/su0 ¼ 4. These plots show that the adaptive scheme double failure surface. These examples underscore the versa-
Fig. 25. Failure mechanisms predicted by upper-bound limit analysis and limit equilibrium (Raymond, 1967)
GEOTECHNICAL STABILITY ANALYSIS 551
100 elements
1·7
FRough
0 1 1·6
1·5 Fexact
1·4
2 3
UB
1·3
LB
1·2
0 1 2 3 4 5
Iteration
4 5
2000 elements
e ⫽ 0·45B
PH /PV ⫽ 0·2
Saturated clay
Undrained shear strength ⫽ su
Tresca material φu ⫽ 0°
tility of the finite-element limit analysis formulations in traditional empirical bearing capacity factors for inclined
modelling complex interface conditions, as well as the eccentric loading are conservative, often underestimating
benefits of adaptive mesh generation. the exact values by more than 25%. Moreover, for problems
In closing, it is noted that a detailed study of the behav- where there is a significant strength gradient, these empiri-
iour of strip footings under combined vertical, horizontal cal factors are unreliable, and not recommended for practi-
and moment (V, H, M) loading can be found in Ukritchon cal use.
et al. (1998). Using modified versions of the early finite-
element limit analysis programs developed by Sloan
(1988a) and Sloan & Kleeman (1995), they derive compre- Stability of plane-strain tunnel and tunnel heading
hensive three-dimensional failure envelopes that account for The undrained stability of a circular tunnel in clay, whose
the effects of underbase suction and heterogeneous un- shear strength increases linearly with depth, has been studied
drained strength profiles. These envelopes suggest that the by several researchers, including Davis et al. (1980), Sloan
552 SLOAN
Fig. 28. Meshes and failure mechanisms for rigid footing subject to an inclined eccentric load
& Assadi (1992) and Wilson et al. (2011). The problem is either compressed air or clay slurry as the tunnel is exca-
defined in Fig. 29, where a tunnel of diameter D and cover vated, and the known quantities are C/D, P/D, ªD/su0 and
C is embedded in a soil with a surface undrained strength rD/su0 , with the value of (s t )/su0 at incipient collapse
su0 and a strength gradient with depth r. This idealised case being unknown.
models a bored tunnel in soft ground where a rigid lining is Before tackling the stability of a three-dimensional tunnel
inserted as the excavation proceeds, and the unlined heading, heading, first the plane-strain problem shown as section
of length P, is supported by an internal pressure t : Collapse A–A is considered. For this case, P/D may be omitted from
of the heading is driven by the action of the surcharge s the analysis, and the relevant stability parameter is
and the soil unit weight ª. The assumption of plane strain is
s t C ªD rD
clearly valid only when P D, but the stability for this case ¼ f , ,
is more critical than that of a three-dimensional tunnel su0 D su0 su0
heading, and thus it yields a conservative estimate of the
loads needed to trigger collapse. For the purposes of analy- To analyse this problem, the quantities su0 , r, ª, H, D and
sis, it is convenient to describe the stability of the tunnel by s are fixed, and the value of t (i.e. the tensile stress on
two dimensionless load parameters, (s t )/su0 and ªD/su0 : the face of the tunnel) is optimised. Alternatively, it is
In practice, the unlined heading is typically supported by possible to fix the value of t and optimise the surcharge s :
GEOTECHNICAL STABILITY ANALYSIS 553
A Surcharge σs Surcharge σs
su0
P C Unit weight ⫽ γ
1
σt Tunnel lining D σt
ρ
A Section
A–A
z
su(z) ⫽ su0 ⫹ ρz
Figure 30 shows upper and lower bounds on the stability power dissipation plot for a tunnel with C/D ¼ 4 in a soil
parameter (s t )/su0 , plotted as a function of the dimen- with ªD/su0 ¼ 3 and a uniform strength profile. In the lower-
sionless unit weight ªD/su0 and the soil strength factor rD/ bound analyses, extension elements were added around the
su0 , for two tunnels with cover-to-diameter ratios of C/D ¼ 4 border of the grid (not shown) to propagate the statically
and C/D ¼ 10. These bounds bracket the exact stability admissible stress field over the semi-infinite domain. This
parameter to within a few per cent, and were found from step has a negligible effect on the computed stability param-
adaptive finite-element limit analysis using a maximum of eter, but ensures that the lower-bound results are truly
around 4000 elements. rigorous. For the finest grid, with around 4000 elements,
By definition, a negative value of N ¼ (s t )/su0 indi- each bound calculation required about 4 s of CPU time on
cates that a compressive normal stress of at least j s Nsu0 j a desktop machine, and the optimum arrangement was
must be applied to the tunnel wall to support the imposed deduced after four cycles of refinement. The ability of the
loads, whereas a positive value of N implies that no internal adaptive mesh refinement scheme to concentrate the ele-
tunnel support is required to maintain stability provided ments where they are needed is again apparent. Fig. 32
s < Nsu0 . Indeed, in the latter case, the tunnel is theoreti- shows the failure mechanism for the same example, but with
cally capable of sustaining a uniform tensile pressure up to a finite strength gradient. Compared with the case with
j s Nsu0 j without undergoing collapse. Points that lie on uniform strength, shown in Fig. 31, the zone of plastic
the horizontal axis defined by s t ¼ 0 indicate configura- deformation is much more localised, and, as expected, does
tions for which the tunnel pressure must precisely balance not extend below the invert, where the strength is higher.
the ground surcharge in order to prevent collapse. The predictions from limit analysis theory are compared
Figure 31 shows the optimised limit analysis mesh and with the centrifuge results of Mair (1979) in Fig. 33. For the
25 70
UB UB
60 LB
20 LB
C /D ⫽ 4 50 C /D ⫽ 10
15
40
10 30
20
(σs ⫺ σt )/su0
(σs ⫺ σt )/su0
5 ρD /su0
10
ρD /su0 1·00
0
0
1·00
0·75
⫺5 ⫺10
0·75
Fig. 30. Stability bounds for plane-strain tunnel: (a) C/D 4; (b) C/D 10
554 SLOAN
C /D ⫽ 4
γD /su0 ⫽ 3
ρ D /su0 ⫽ 0
4000 elements
Fig. 31. Optimised mesh and failure mechanism for circular tunnel with C/D 4 and uniform
strength
C /D ⫽ 4
γD /su0 ⫽ 3
ρ D /su0 ⫽ 1
Fig. 32. Failure mechanism for circular tunnel with C/D 4 and finite strength gradient
σs ⫽ 0 10
⫺4 γD /su ⫽ 2·6
Uniform su P /D → ∞
8
⫺5
1·0 1·5 2·0 2·5 3·0 6
C /D
σt /su
C /D ⫽ 3
Fig. 33. Comparison of limit analysis predictions with centrifuge 4 γD /su ⫽ 3·6
results for plane-strain tunnel
UB
2 LB
(UB ⫹ LB)/2
case of a plane-strain tunnel in kaolin clay with a uniform Centrifuge (Mair, 1979)
strength profile and zero surcharge, the stability bounds 0
predicted by limit analysis are in excellent agreement with 0 1 2 3 4 5 6
P /D
the experimental observations.
Finite-element limit analysis results for a three-dimen- Fig. 34. Comparison of limit analysis predictions with centrifuge
sional tunnel heading in kaolin clay with a uniform strength results for three-dimensional tunnel heading
GEOTECHNICAL STABILITY ANALYSIS 555
well as the centrifuge results taken from Mair (1979). In this soils unless the problem is strongly constrained in a kine-
example there is a bigger gap between the upper and lower matic sense. A precise definition of the degree of kinematic
bounds, since a trial-and-error meshing procedure was neces- constraint is elusive, but many geotechnical collapse modes
sary using 20 000–30 000 tetrahedral elements (the three- are not strongly constrained, since they involve a freely
dimensional adaptive limit analysis methods are still under deforming ground surface and a semi-infinite domain. For
development). Overall, however, the lower-bound tunnel these cases, Davis (1968) conjectured that it is reasonable to
pressure predictions are close to the observed results of Mair assume that the bound theorems will give acceptable esti-
(1979), and asymptote clearly towards the limiting value for mates of the true limit load. In addition, by examining the
plane-strain conditions. For values of P/D > 1, the average failure behaviour on slip-lines for a non-associated Mohr–
of the upper and lower bounds underpredicts the measured Coulomb material, he established that the shear and normal
tunnel pressures by a maximum of 15%. Not surprisingly, stress are related by
this problem is computationally demanding, and typically ¼ n tan þ c
required around 4 h of CPU time for each analysis with a
grid of 30 000 tetrahedral elements. where c and are ‘reduced’ strength parameters, defined
Figure 35 shows the power dissipation plots for two of the by
cases in Fig. 34, where P/D ¼ 0 and P/D ¼ 4. In the former,
c ¼ c9 cos ł9 cos 9
the failure mechanism involves mostly soil that is directly ¼ (38)
above or in front of the tunnel face, and comprises several tan ¼ tan 9 1 sin ł9 sin 9
zones of intense plastic shearing. As expected, failure in the
case of P/D ¼ 4 is associated with a much larger zone of and c9 is the effective cohesion, 9 is the effective friction
plastic deformation, including collapse of the tunnel roof angle and ł9 is the dilation angle. The use of these reduced
and heave of the tunnel floor. Clearly, however, the mode of strengths provides a practical means for dealing with non-
plastic deformation is not uniform along the length of the associated flow in limit analysis, and will be explored later
tunnel, which suggests that the condition of plane strain has in this paper. When considering the behaviour of real soil it
not been reached. For all the lower-bound analyses, three- should, of course, be remembered that the dilation angle
dimensional extension elements were added to the edge of actually varies during the plastic deformation that precedes
the grids (not shown in Fig. 35) to ensure that the stress failure, and in fact approaches zero at the critical state.
fields were statically admissible over the semi-infinite Nonetheless, in the absence of laboratory or field data, a
domain. constant rate of dilation is often assumed in practice, with
values in the range 0 < ł9 < 9/3 being typical.
Apart from the approach suggested above by Davis
CONSEQUENCES OF AN ASSOCIATED FLOW RULE (1968), very few useful theoretical results are available for
For total stress analysis of the undrained stability of clays, modelling non-associated flow in a cohesive-frictional soil.
where the friction angle is assumed to be zero and all If a plastic potential g is defined so that the plastic strain
deformation takes place at constant volume, the assumption _
rates are now given by _ pij ¼ º@g=@ ij , where g is convex
of an associated flow rule has little influence on the failure and contained within the yield surface f, the impact of the
load. For drained stability analysis involving soils with high flow rule can be estimated by using the following results.
friction angles, however, the use of an associated flow rule
(a) A conventional upper-bound calculation gives a rigorous
predicts excessive dilation during shear failure, and raises
upper bound on the limit load for an equivalent material
the question of whether the bound theorems will provide
with a non-associated flow rule (Davis, 1968).
realistic estimates of the limit load.
(b) A rigorous lower bound on the limit load for a non-
associated material can be obtained by substituting the
plastic potential for the yield criterion in the static
Theorems for non-associated flow rules
admissibility conditions (Palmer, 1966).
In a pioneering investigation of the crucial issue of non-
associated flow, Davis (1968) argued that the flow rule will Although conceptually valuable, these two theorems fre-
not have a major influence on the limit load for frictional quently furnish weak bounds if the dilation angle is consider-
P /D ⫽ 0 P /D ⫽ 4
Fig. 35. Failure mechanisms for three-dimensional tunnel headings with C/D 3 and ªD/su 3.6
556 SLOAN
ably less than the friction angle. Unfortunately, this is often Biaxial test with Mohr–Coulomb material
the case for materials with high friction angles, such as dense To further investigate the influence of the flow rule on the
sands. Drescher & Detournay (1993), in a stronger result, collapse load for a cohesive-frictional problem, the biaxial
proved that the limit load obtained from a rigid block mechan- compression of a plane-strain block of Mohr–Coulomb
ism with Davis’ discontinuity strengths c and , as defined material is now considered, as shown in Fig. 38. Two length-
in equations (38), gives an upper bound on the true limit load to-width ratios of L/B ¼ 1 and L/B ¼ 3 are analysed, each
for a non-associated material with parameters (c9, 9, ł9). using a rigidity index G/c9 ¼ 300 and Mohr–Coulomb
This theorem suggests that limit analysis with Davis’ reduced parameters of 9 ¼ 308 and ł9 ¼ 08, 158, 9. Provided the
strength parameters may provide useful estimates of the limit sample length is such that L > B tan(458 + ł9/2), a failure
load, provided collapse is triggered by localised plastic de- plane is free to form across the specimen at an angle of
formation along a well-defined failure surface. Ł ¼ 458 + ł9/2 to the horizontal, and the exact collapse
pressure is given by qu ¼ 2c9tan(458 + 9/2). For shorter
samples where L , B tan(458 + ł9/2), the exact collapse
Volume change behaviour of real soil pressure is unknown and must be determined numerically.
For a Mohr–Coulomb material undergoing plastic deform- To begin the investigation, the displacement finite-element
ation, the shear strength is governed by the effective cohe- computer program SNAC (Abbo & Sloan, 2000) was used
sion c9 and friction angle 9, while the volume change is to analyse this problem with both associated and non-
controlled by the dilation angle ł9. With an associated flow associated flow rules. The mesh employed for L/B ¼ 1 is
rule it is assumed implicitly that ł9 ¼ 9, whereas for a real shown in Fig. 39, and comprises 800 quartic triangles. A
soil ł9 , 9, so that plastic deformation obeys a non- similar mesh is used for the case L/B ¼ 3, except that the
associated flow rule. Fig. 36 shows the dilation predicted by
these two assumptions for plastic shearing along a planar qu
failure surface. For the same shear displacement increment
(velocity jump) ˜u s , the associated flow rule gives a larger
normal displacement increment (velocity jump) ˜u n , and Rough platen
hence a larger volume change in the material.
B Mohr–Coulomb
Under a general state of stress, the volumetric plastic L /B ⫽ 1, 3
strain rate is related to the maximum principal strain rate by G /c⬘ ⫽ 300
_ pv ¼ [tan2 (458 þ ł9=2) 1]_p1 , where tensile strains are φ⬘ ⫽ 30°
taken as positive. Typical plots of _ pv against _ p1 for a variety ψ⬘ ⫽ 0°, 15°, φ⬘
L
of soils, shown in Fig. 37, indicate clearly that the dilation
angle varies throughout the process of failure, and eventually θ ⫽ 45° ⫹ ψ⬘/2
approaches zero at the critical state. Moreover, even in stress
ranges where the rate of volume change is constant, the
dilation angle is often appreciably less than the correspond-
ing friction angle. All the above observations suggest that Rough platen
great care should be exercised when using a simple Mohr–
Coulomb model with an associated flow rule to predict the qu
limit load under drained loading conditions, particularly for
soils with high friction angles. Fig. 38. Biaxial compression of Mohr–Coulomb block
Δun ⫽ |Δus|tan φ⬘
ψ⬘ ⬍ φ⬘ Δun ⫽ |Δus|tan ψ ⬘
ψ⬘ ⫽ φ⬘
Δus Δus
ψ⬘ ⬍ φ⬘
σ1 ⫺ σ3
Loose sand
NC clay .
ε pv
Axial strain
ψ⬘ ⫽ 0
Loose sand
Axial strain NC clay
L/B ⫽ 1 L/B ⫽ 3
c⬘ ⫽ 1 c⬘ ⫽ 1
φ⬘ ⫽ ψ⬘ ⫽ 30° φ⬘ ⫽ ψ⬘ ⫽ 30°
4·48 ⭐ qu /c⬘ ⭐ 4·53 qu /c⬘ ⫽ 3·46 ⫽ exact
Fig. 41. Finite-element limit analysis meshes and failure mechanisms for biaxial compression of Mohr–Coulomb block
(associated flow rule)
ered, as shown in Fig. 42. For an anchor of diameter D results reported by Pearce (2000) for a sand with an
buried at depth H, the ultimate load capacity can be ex- identical friction angle and dilation angle, and by Ilampar-
pressed in the form Qu ¼ ªHANª , where A ¼ D2 /4 is the uthi et al. (2002) for a sand with a friction angle of
anchor area, and Nª is a dimensionless ‘breakout’ factor that 9 ¼ 438. Overall, discrete limit analysis provides good
is a function of 9 and H/D. Fig. 42 illustrates the finite- predictions of Nª for all anchor depths, although there is
element limit analysis mesh used for an anchor with H/ some discrepancy with the observations of Pearce (2000) for
D ¼ 2. Even though the anchor problem is axisymmetric in high values of H/D (where the author reported that the
nature, a three-dimensional slice is analysed to obtain fully effects of his chamber dimensions could be significant).
rigorous upper- and lower-bound solutions that properly Indeed, although they are preliminary, these limit analysis
account for the hoop components of velocity and stress. The results provide encouraging support for the option of using
number of tetrahedra used in the limit analysis calculations Davis’ reduced strengths for soils with high friction angles,
ranged from approximately 2000 (for H/D ¼ 2) to 14 000 where the influence of non-associated flow is most likely to
(for H/D ¼ 10), with corresponding CPU times of 5–80 min. be significant. Interestingly, the limit analysis estimates of
In all lower-bound analyses, three-dimensional extension Nª also compare well with the displacement finite-element
elements were employed to extend the stress field over the predictions, which were based on the actual measured fric-
semi-infinite domain (these are not shown). To estimate Nª tion and dilation angles of 9 ¼ 43.18 and ł9 ¼ 13.68. It
for each geometry, the vertical pullout force Qu was opti- should be noted, however, that considerable judgement was
mised directly after specifying the material properties and needed to determine the values for Nª from some of the
anchor dimensions. displacement finite-element computations, owing to oscilla-
For the case of an anchor in a medium-dense sand with tions in the load–deformation response. These oscillations
9 ¼ 43.18 and ł9 ¼ 13.68, Fig. 43 shows the breakout factor were similar in magnitude to those in observed in Fig. 40
Nª predicted from discrete limit analysis, as well as the for the non-associated analyses of the biaxial test, and in a
SNAC displacement finite-element code. In the former set of few cases led to numerical problems associated with poor
analyses, the upper and lower bounds on Nª were computed convergence. No such problems occur when the ‘Davis
by adopting the reduced friction angle of ¼ 38.48, parameters’ are adopted in the limit analysis formulations,
defined by Davis’ equation (38), to account for the influence since these assume an associated flow rule.
of non-associated flow. Fig. 43 also shows the laboratory test For a cohesionless material such as sand, the quantity to
GEOTECHNICAL STABILITY ANALYSIS 559
15°
σnn ⫽ τtn ⫽ τsn ⫽ 0
un ⫽ 0
Unit weight ⫽ γ
Friction angle ⫽ φ⬘
Cohesion ⫽ c⬘ ⫽ 0
ux ⫽ uy ⫽ uz ⫽ 0
H
D
τtn ⫽ τsn ⫽ 0
ux ⫽ uy ⫽ uz ⫽ 0
Fig. 42. Circular anchor in sand: problem definition and limit analysis mesh
H /B ⫽ 2 H /B ⫽ 10
6·38 ⭐ Nγ ⭐ 7·17 77·15 ⭐ Nγ ⭐ 83·18
Fig. 44. Plastic multiplier (strain) contours for shallow and deep circular anchors in sand
σnn ⫽ 0 un ⫽ 0 15°
τtn ⫽ τsn ⫽ 0
ux ⫽ uy ⫽ uz ⫽ 0
2R
τtn ⫽ τsn ⫽ 0
Unit weight ⫽ γ
Friction angle ⫽ φ⬘ ⫽ 0°,10°, 20°
Cohesion ⫽ c⬘ ⫽ 1
Extension mesh
(LB only)
Fig. 45. Circular excavation in cohesive-frictional soil: problem definition and limit analysis mesh
INCORPORATION OF PORE PRESSURES IN LIMIT lower-bound analyses, there is no need to import and inter-
ANALYSIS polate the pore pressures from another grid (or program),
Pore water pressures have a major effect on the stability which is a significant practical benefit.
of many geotechnical structures, and it is important that they During the iterative solution process, a Hessian (curva-
are properly accounted for. In this section, a new approach ture)-based error estimator is applied to the pore pressure
is described that incorporates the effects of steady-state field to generate a mesh that gives accurate pore pressures.
seepage in finite-element limit analysis. To find the steady- Simultaneously, the ‘bounds gap’ error estimator of the
state pore pressures, the governing seepage equation is section ‘Adaptive mesh refinement’ is employed to identify a
solved using optimisation theory and finite elements. Both separate mesh that gives accurate upper and lower bounds
confined and unconfined seepage flow conditions are mod- on the limit load. By combining these two strategies, a
elled efficiently, and the problem of locating the phreatic hybrid refinement strategy is developed that minimises both
surface in the latter presents no special difficulty. Since the the bounds gap and the error in the computed pore pres-
proposed method employs the same mesh as the upper- and sures.
GEOTECHNICAL STABILITY ANALYSIS 561
12 φ⬘ ⫽ 20°
subject to appropriate boundary conditions on the total head
γH /c⬘
10 H.
φ⬘ ⫽ 10° For the two-dimensional case, this problem can be dis-
8 cretised using the linear triangular element shown in Fig. 48
according to
6 φ⬘ ⫽ 0°
X
3
4 H¼ N i H i ¼ Ne H e (40)
i¼1
2
0
where Ni are linear shape functions, N e ¼ [N1 , N2 , N3 ] is the
1·0 1·5 2·0 2·5 3·0 element shape function matrix, and H e ¼ {H1 , H2 , H3 }T is
H /R the element vector of unknown nodal heads. Substituting the
expression for H from equation (40) into equation (39)
Fig. 46. Stability of unsupported circular excavation in cohesive- gives, after some manipulation, the discrete optimisation
frictional soil problem
Minimise 12H T KH
(41)
subject to AH ¼ H 0
@2H @2H y H2
k ðx, yÞ=2 H ¼ k ðx, yÞ 2 þ k ðx, yÞ 2 ¼ 0
@x @y
x
where k(x, y) is the soil permeability. Using standard vari- Fig. 48. Linear finite-element for modelling total head
562 SLOAN
1. Solve equation (43) to give the nodal heads H. Node ui ⫽ {u ix, u iy, p} T
2. Compute the nodal pore pressures using the relation Element σe ⫽ {σ ⬘xxe, σ ⬘yye , τ ⬘xye } T
p ¼ (H z)ªw :
y
3. If the change in objective function HT KH is less than a x
small tolerance, exit with the final pore pressures.
4. For all nodes i where the pore pressure pi , 0, adjust the Fig. 51. Upper-bound element with auxiliary pore pressure
nodal permeability using the relation k i ¼ s( p)k i , where
s(p) is a smoothed step function that ranges between 0
and 1 (see Fig. 49). Following Kim et al. (1999), the additional term in equa-
5. Recompute K using equation (42) with the adjusted nodal tion (15) due to the rate of work done by the static pore
permeabilities for each element k i ; then go to step 1. pressures means that the quantity to be minimised becomes
ð ð ð ð
This process, although relatively crude, typically locates the _
W ¼ _ dV
T p
t udA g udV =pT udV
T T
phreatic surface in five or six iterations, and thus imposes V At V V
only a small overhead on the overall limit analysis computa-
tion. The smoothed step function in step 4 is introduced to where =p ¼ f@p=@x, @p=@ygT is the gradient of the pore
minimise the occurrence of pore pressure oscillations in the pressure field. Assuming that the pore pressure varies lin-
vicinity of the phreatic surface. This function can take a early, these derivatives are uniform over each element, and
variety of forms, although the simple expression are given by the equations
s(p) ¼ 12[1 þ tanh (Æp)], shown in Fig. 49, works well in
practice with Æ ¼ 50. When computing the contributions to @p X 3
@N i X3
K in step 5, the permeability is assumed to vary linearly ¼ pi ¼ bi pi
@x @x
over each element. This gives a ‘weighted’ permeability for i¼1 i¼1
elements that are bisected by the phreatic surface, and aids
convergence of the iteration scheme. @p X 3
@N i X3
¼ pi ¼ ci pi
@y i¼1
@y i¼1
m ⫽ (γUB ⫹ γLB)/2γ
7. For each element, compute its contribution to the bounds Trial 2, m ⫽ 1·477
1·5
gap ˜ e using equation (37). In the case of a discontinuity
Trial 3, m ⫽ 1·141
element, its bounds gap contribution is added to the
neighbouring continuum element with which it shares the 1·0
Trial 4, m ⫽ 0·926
most nodes. Then scale the size of each continuum
element to be inversely proportional to the magnitude of 0·5 F ⫽ 1·27
˜ e , subject to the constraint that the new number of
continuum elements in the grid matches the predefined
target number of continuum elements for the current 0
1·00 1·10 1·20 1·30 1·40
iteration Ei :
Factor of safety, F
8. Compare the predicted size for each element from steps 6
and 7, and choose the smallest one. Then scale the Fig. 53. Strength reduction process for slope with weak layer
element sizes to meet the target number of continuum
elements for the current iteration Ei :
9. Go to step 2. section ‘Adaptive mesh refinement’, compute upper and
lower bounds on the unit weight that can be supported by
the slope (ªLB , ªUB ). Then compute the mean of these
bounds according to ª ¼ (ªUB þ ªLB )=2 and the gravity
APPLICATIONS: SLOPE STABILITY ANALYSIS
multiplier m0 ¼ ª =ª, where ª is the actual unit weight.
Now the classical problem of slope stability is considered,
4. If m0 , 1, set ˜F ¼ 0.1; else set ˜F ¼ 0.1.
and the solutions from finite-element limit analysis are
5. Compute F1 ¼ F0 + ˜F.
compared with those found by conventional methods. Two
6. Compute the available strengths c9a ¼ c9=F 1 and
cases are considered, one with no seepage flow and one with
9a ¼ tan1 (tan 9=F 1 ):
unconfined seepage flow, and both have a weak layer that
7. Using the available strengths (c9a , 9a ), compute upper
causes a non-circular failure surface to develop. To permit
and lower bounds on the unit weight (ªLB , ªUB ). Then
direct comparisons with conventional methods of stability
compute the mean according to ª ¼ (ªUB þ ªLB )=2 and
analysis, an efficient strength reduction scheme is described
the multiplier m1 ¼ ª =ª:
that gives the safety factor in terms of the shear strength
8. If (m1 1)(m0 1) . 0, then set m0 ¼ m1 and F0 ¼ F1
rather than the applied load.
and go to step 5.
9. Linearly interpolate the factor of safety according to
F ¼ F0 + (F1 F0 )(m0 1)/(m0 m1 ).
Slope in cohesive-frictional soil with weak layer
The first example, taken from the benchmark prediction
exercise documented in Donald & Giam (1989a), is shown This process starts by assuming a trial estimate of the safety
in Fig. 52. The problem is designed to develop a non- factor, and continues with a simple marching scheme until
circular failure plane that propagates along the weak zone, the factor of safety is found that gives a gravity multiplier
and is a useful test for conventional slope stability methods on the unit weight, m, of unity. Instead of taking the average
as well as finite-element limit analysis. of the upper and lower bounds on the unit weight to
Using the algorithm described in the section ‘Adaptive compute this multiplier in steps 3 and 7, it is of course
mesh refinement’, adaptive finite-element limit analysis was possible to use the actual lower or upper bounds, and hence
performed with a maximum of 4000 continuum elements. compute an upper or lower bound on the safety factor F.
Unlike previous examples, however, a strength reduction This is an attractive feature, but it is generally unnecessary
process was followed to compute the safety factor in terms owing to the very tight bounds (better than 1%) that are
of the shear strength (rather than the applied load). This generated by the finite-element limit analysis approach. For
process, shown graphically in Fig. 53, can be summarised by this particular example, the safety factor F ¼ 1.27 was found
the following steps. after four iterations, and required around 30 s of CPU time.
The optimised mesh at the completion of the strength
1. Start by assuming a trial safety factor, F0 ¼ 1. reduction process, shown in Fig. 54, indicates that the
2. Compute the available strengths c9a ¼ c9=F 0 and bounds gap error estimator has concentrated the elements
9a ¼ tan1 (tan 9=F 0 ): along the failure surface, precisely where they are needed.
3. Using the available strengths (c9a , 9a ) and the adaptive The corresponding plots of the velocity vectors and plastic
finite-element limit analysis algorithm given in the multipliers (strains), shown in Figs 55 and 56 respectively,
σnn ⫽ τsn ⫽ 0
Lower-bound extension elements
not shown
ux ⫽ uy ⫽ 0
ux ⫽ uy ⫽ 0
ux ⫽ uy ⫽ 0
Fig. 55. Velocity vectors at collapse for slope with weak layer
Fig. 56. Plastic multiplier (strain) contours at collapse for slope with weak layer
confirm that the mode of failure is dominated by intense bounds for a specified mesh, since the governing optimisa-
shear deformation in the weak layer of cohesionless material. tion problem is both constrained and convex (provided the
Interestingly, the latter plot indicates that a secondary failure yield surface is convex).
mechanism also occurs along a plane at right angles to the A further complication with limit-equilibrium procedures
slope face. is that they each make different assumptions in order to
Figure 57 compares the factors of safety computed from obtain a solution, some of which are physically more
finite-element limit analysis and a variety of conventional justified than others. This has resulted in a multitude of
limit-equilibrium methods. The latter, reported in Donald & techniques being proposed in the literature, as well as end-
Giam (1989a), indicate significant variations in the safety less debates on which one is the best. A detailed discussion
factor, even for analyses with the same procedure. These of the theory and merits of various limit-equilibrium ap-
variations reflect the difficulty in locating the critical limit- proaches can be found in Duncan & Wright (2005). With
equilibrium failure surface, which is actually an uncon- regard to the results compared in Fig. 57, the methods of
strained optimisation problem that demands sophisticated Morgenstern & Price (1965), Spencer (1967) and Sarma
strategies to obtain a reliable solution (especially if the (1973, 1979) may be viewed as ‘complete equilibrium’
failure surface is permitted to be non-circular). In contrast, techniques, since they satisfy both force and moment equi-
the solutions from the finite-element limit analysis method librium for each slice. Compared with the limit analysis
are guaranteed to give the best possible upper and lower prediction of F ¼ 1.27, the various implementations of the
GEOTECHNICAL STABILITY ANALYSIS 565
2·2
2·1
Bishop simplified
2·0
1·9
Janbu generalised
1·8
1·7
Factor of safety
Sarma
1·6
Generalised wedge
Morgenstern–Price
Janbu simplified
1·5
Spencer
1·4
PLAXIS
1·3 Limit
analysis
1·2
1·1
1·0
Method
Fig. 57. Comparison of factors of safety for slope with a weak layer
Morgenstern–Price, Spencer and Sarma methods reported in strength reduction with the displacement finite-element
Donald & Giam (1989a) gave, respectively, F ¼ (1.242, 1.2), method, there is also the question of which monitoring
F ¼ (1.31, 1.24) and F ¼ (1.27, 1.273, 1.51). Hence, to three points should be chosen to detect non-convergence of the
significant figures, two of the Sarma predictions coincide iterations, as different points can give slightly different safety
with those of the limit analysis method, whereas the average factors.
of the Spencer estimates is F ¼ 1.275. The generalised
wedge method of Donald & Giam (1989b) also gives a
safety factor of 1.27. Interestingly, it can be shown (Giam & Slope in cohesive-frictional soil with weak layer and
Donald, 1989a) that this technique gives answers identical to unconfined seepage flow
those of the rigorous upper-bound wedge method of Giam & The final example is identical to the preceding case,
Donald (1989b) and Donald & Chen (1997), which further except that the slope is now subject to the effects of pore
corroborates the finite-element limit analysis estimate. The pressures that are generated by unconfined seepage flow
overestimates of the safety factor provided by the simplified (Fig. 58). Ignoring, for the moment, the limit analysis phase,
Bishop method reflect the fact that it is better suited to cases Figs 59 and 60 show, respectively, the optimised mesh and
where the failure surface can be approximated by a circle. the pore pressure head generated by the methods described
For completeness, Fig. 57 also shows the factor of safety in ‘Determination of steady-state pore pressures’ and ‘Limit
computed by the displacement finite-element code PLAXIS analysis with adaptive mesh refinement in presence of pore
2D (2011) using strength reduction. The estimate from this pressures’. In these results, for a mesh with a maximum of
method of F ¼ 1.20 is slightly low, possibly because the 2000 elements, the Hessian-based refinement scheme clearly
program assumes non-associated flow for the Mohr–Coulomb identifies the phreatic surface and concentrates the elements
model in the strength reduction iteration process. In using in its vicinity. Moreover, the contours of the pore pressure
2m
12·25 m
1m c⬘ ⫽ 28·5 kN/m2
φ⬘ ⫽ 20°
γ ⫽ 18·84 kN/m3
26·6°
2000 elements
Hessian-based refinement of pore pressures
Fig. 59. Optimised pore pressure mesh for unconfined seepage flow in slope with weak layer
p /γw
18·0
17·0
16·0
15·0
14·0
13·0
12·0
11·0
10·0
9·0
8·0
7·0
6·0
5·0
4·0
3·0
2·0
1·0
0·0
Fig. 60. Pore pressure head for unconfined seepage flow in slope with weak layer
head are smooth, and have values that were verified indepen- 3
dently using the program SEEP/W in GeoStudio (2007).
The strength reduction process for this example is again
conducted using the algorithm described in ‘Slope in cohe-
m ⫽ (γUB ⫹ γLB)/2γ
4000 elements
Lower bound extension elements not shown
Fig. 62. Optimised mesh for slope with weak layer and unconfined seepage flow
GEOTECHNICAL STABILITY ANALYSIS 567
1·1
pressures’ has, simultaneously, concentrated elements along
the failure surface and the phreatic surface. The correspond- 1·0 Limit
ing velocity vectors at collapse, shown in Fig. 63, confirm analysis
0·9
that the mode of failure is again dominated by intense shear
deformation in the weak layer of cohesionless material. 0·8
Compared with the case with no water table (Fig. 55), the
failure mechanism is much more extensive, and generates 0·7
Factor of safety
Morgenstern–Price
greater lateral deformation on the face of the slope.
Janbu generalised
0·6
Bishop simplified
Figure 64 compares the factors of safety computed from
finite-element limit analysis and a variety of conventional 0·5
limit-equilibrium methods as implemented in SLOPE/W in
Spencer
0·4
PLAXIS
Sarma
GeoStudio (2007). To obtain the values for the latter, each
method was run with a variety of options (where applicable) 0·3
until the lowest factor was found. Compared with the limit 0·2
analysis estimate of F ¼ 0.96, the SLOPE/W implementa-
tions of the Morgenstern–Price, Spencer and Sarma methods 0·1
give values of F ¼ 0.94, F ¼ 0.94 and F ¼ 0.95 respectively. 0
Slightly lower values are obtained from the less rigorous
Method
simplified Bishop and generalised Janbu procedures, which
predict, respectively, F ¼ 0.9 and F ¼ 0.93. For this case, Fig. 64. Comparison of factors of safety for slope with weak layer
PLAXIS 2D with strength reduction gives the lowest safety and unconfined seepage flow
factor of F ¼ 0.86. These results confirm that the finite-
element limit analysis method, incorporating pore pressures
and strength reduction, gives believable slope stability pre-
(d ) The methods give the limit load directly, without the need
dictions. Moreover, with the development of efficient adap-
to perform a complete incremental analysis. This is a
tive meshing for this technique, tight upper and lower
major advantage in large-scale three-dimensional appli-
bounds on the safety factor can be found at low computa-
cations, where stability calculations using conventional
tional cost. Bearing in mind that a low factor of safety
displacement finite-element analysis are both difficult and
obtained by an approximate limit-equilibrium method is not
time-consuming.
necessarily correct, this feature is invaluable in practice.
(e) The numerical solutions fulfil all the conditions of the
limit theorems, so that the difference between the upper
and lower bounds provides a direct estimate of the mesh
CONCLUSIONS
discretisation error. This is an invaluable feature in
New methods for performing geotechnical stability analy-
practice, especially for cases where it is difficult to
sis in two and three dimensions have been described. The
estimate the collapse load by other approximate techni-
techniques are based on finite-element formulations of the
ques.
limit theorems of classical plasticity, and incorporate an
( f ) The bounding property of the methods provides some
adaptive meshing strategy to give tight bounds on the
insurance against operator error. Owing to the complexity
collapse load. Unlike many limit-equilibrium methods, no
of many geotechnical stability problems, this type of
assumptions regarding the shape of the failure surface need
error can be difficult to detect with conventional
to be made in advance.
approaches.
Finite-element limit analysis has several other important
(g) The lower-bound solution can be used as the basis for
advantages that make it a very attractive option for geotech-
design, with the upper-bound solution providing an
nical stability analysis. In no particular order of importance,
accuracy check as well as an insight into the failure
these advantages include the following.
mechanism.
(a) The methods require only conventional strength param- (h) Because they are founded on the finite-element concept,
eters, such as su , c9 and 9. the methods can model heterogeneity, anisotropy, com-
(b) The methods are ideally suited to strength reduction plex boundary shapes, complicated loading conditions
analysis, and hence they can provide a safety factor on and arbitrary geometries.
strength as well as on load. (i) Because the methods incorporate discontinuities in the
(c) The methods can model the effect of the pore pressures stress and velocity fields, they are well suited to
generated by steady-state seepage in a rigorous manner. modelling jointed media and soil/structure interfaces.
Fig. 63. Velocity vectors at collapse for slope with weak layer and unconfined seepage flow
568 SLOAN
( j) Owing to recent advances in non-linear optimisation, the ˜F increment in factor of safety for slope
procedures are robust, efficient and straightforward to use. f þ , f positive and negative branches of planar Mohr–
(k) For materials with high friction angles, the effects of non- Coulomb yield criterion
associated flow can be modelled using the modified f (ij ), f () yield surface
strength parameters proposed by Davis (1968). =f () gradient of yield surface with respect to stresses
G elastic shear modulus
g vector of fixed body forces at a point
g e vector of fixed body forces for element e
ACKNOWLEDGEMENTS g plastic potential
The fundamental research reported in this lecture could not g x , g y fixed body forces in x- and y-directions
have taken place without the financial support of the Australian gex , gey fixed body forces in x- and y-directions for element e
Research Council, which is currently funding the author’s H global vector of unknown nodal heads
Australian Laureate Fellowship on ‘Failure analysis of geotech- H e vector of unknown nodal heads for element e
nical infrastructure’, as well as the ARC Centre of Excellence H0 global vector of fixed nodal heads
H depth of circular anchor; depth of circular
for Geotechnical Science and Engineering (headquartered at excavation; total head
The University of Newcastle, Australia). Special thanks are H i total head at node i
also due to several industry partners, including Coffey Geotech- h global vector of unknown body forces; vector of
nics, Douglas Partners and Advanced Geomechanics Pty Ltd, unknown body forces at a point
for their generous support of the Centre of Excellence. h e vector of unknown body forces for element e
During my career I have been especially fortunate to have hLB vector of lower-bound body forces
benefited from the sage advice of several mentors, including hUB vector of upper-bound body forces
the late John Booker, John Carter, Ian Donald, Harry Poulos h x , h y unknown body forces in x- and y-directions
and Mark Randolph. The geotechnical group at Newcastle has hex , hey unknown body forces in x- and y-directions for
element e
been a special place to work, and heartfelt thanks are due to
K flow matrix
Andrei Lyamin, Kristian Krabbenhøft, Richard Merifield, Dai- k soil permeability
chao Sheng, Peter Kleeman, Andrew Abbo, Jim Hambleton k i permeability at node i
and Majid Nazem. Internationally, Dave Potts and Lidija
k i smoothed permeability at node i
Zdravkovic at Imperial College were a great help in clarifying L length of discontinuity; length of element edge;
my ideas for the lecture, and Chris Martin from Oxford height of sample in biaxial test
contributed important results. Other international collaborators m gravity multiplier for slope equal to ª =ª
on the work reported here include Charles Augarde (Durham), n, s local Cartesian coordinates in normal and tangential
Antonio Gens (UPC Barcelona), Rodrigo Salgado (Purdue), directions
Andrew Whittle (MIT) and Hai-Siu Yu (Nottingham). N e shape function matrix for element e
Ni linear shape function for node i
Last, but not least, I should like to thank my wife Denise, Nª breakout factor for circular anchor
my daughter Erica, and my sons Rory and Oscar for their P eccentric load applied to strip footing; unsupported
patience and support during the writing of this lecture. length of tunnel heading
PH , PV horizontal and vertical components of eccentric load
applied to strip footing
NOTATION PLB , PUB lower and upper bounds on inclined eccentric load
A matrix of constants applied to strip footing
A boundary area of soil mass; area of circular anchor p global vector of unknown nodal pore pressures
Ae area of element e pi pore pressure at node i
Aq boundary area of soil mass subjected to unknown =p gradient of pore pressure field
surface tractions Q collapse load
At boundary area of soil mass subjected to fixed surface Q n , Qs normal and tangential (shear) loads per unit
tractions thickness acting on element edge of length L
Aw boundary area of soil mass subjected to fixed Qx , Q y element body force loads per unit thickness acting in
velocities x- and y-directions
B global strain–displacement matrix for mesh Qu load capacity of strip footing; load capacity of
multiplied by the element areas circular anchor
Be strain–displacement matrix for element e q vector of unknown tractions acting on area A q
e
B strain–displacement matrix for element e multiplied qLB vector of lower-bound tractions acting on area A q
by its area qUB vector of upper-bound tractions acting on area A q
Bi strain–displacement matrix for node i of an element q bearing capacity
i
B strain–displacement matrix for node i of an element qu collapse pressure for biaxial test; pullout pressure for
multiplied by the element area circular anchor
B width of footing; width of biaxial sample q n , q s unknown normal and tangential (shear) stresses
b vector of constants acting on element edge
C tunnel cover qin , qis unknown normal and tangential (shear) stresses
c vector of constants acting on element edge at node i
c cohesion R radius of circular failure surface about origin; radius
c reduced cohesion parameter proposed by Davis of circular excavation
c9 drained cohesion Rc radial distance to centre of footing from origin of
c9a drained cohesion divided by factor of safety circular failure surface
D tunnel diameter; diameter of circular anchor su undrained shear strength
Ei target number of elements in current iteration of su0 undrained shear strength at ground surface
adaptive meshing process s(p) smoothed step function that lies between 0 and 1
Emax maximum number of elements allowed in adaptive t vector of fixed surface tractions acting on area A t
meshing process tin , tis fixed surface tractions in normal and tangential
e eccentricity of load applied to strip footing (shear) directions at node i
F bearing capacity factor for strip footing on clay with u global vector of unknown nodal velocities; vector of
heterogeneous strength; factor of safety for slope velocities at a point
based on shear strength u e vector of unknown nodal velocities for element e
GEOTECHNICAL STABILITY ANALYSIS 569
ui vector of unknown velocities at node i ł9 dilation angle
u n , us unknown velocities in normal and tangential (shear) ø_ angular velocity of rigid rotating segment
directions
˜u n , ˜u s velocity jumps across discontinuity in normal and
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mun. 3, No. 6, 469–476 (in French). ground. Proceedings of the Peter Wroth memorial symposium on
Pastor, J. & Turgeman, S. (1982). Limit analysis in axisymmetrical predictive soil mechanics, Oxford, pp. 644–663.
problems: numerical determination of complete statical solu- Sloan, S. W. & Assadi, A. (1994). Undrained stability of a plane
tions. Int. J. Mech. Sci. 24, No. 2, 95–117. strain heading. Can. Geotech. J., 31, No. 3, 443–450.
Pastor, M., Quecedo, M. & Zienkiewicz, O. C. (1997). A mixed Sloan, S. W. & Kleeman, P. W. (1995). Upper bound limit analysis
displacement-pressure formulation for numerical analysis of with discontinuous velocity fields. Comput. Methods Appl.
plastic failure. Comput. Struct. 62, No. 1, 13–23. Mech. Engng 127, No. 1–4, 293–314.
Pastor, M., Li, T., Liu, X. & Zienkiewicz, O. C. (1999). Stabilized Sloan, S. W. & Randolph, M. F. (1982). Numerical prediction of
low-order finite elements for failure and localization problems in collapse loads using finite element methods. Int. J. Numer.
undrained soils and foundations. Comput. Methods Appl. Mech. Analyt. Methods Geomech. 6, No. 1, 47–76.
Engng 174, No. 1–2, 219–234. Sloan, S. W. & Randolph, M. F. (1983). Reply to discussion of
Pearce, A. (2000). Experimental investigation into the pullout ‘Numerical prediction of collapse loads using finite element
capacity of plate anchors in sand. MSc thesis, University of methods’. Int. J. Numer. Analyt. Methods Geomech. 7, No. 1,
Newcastle, Australia. 135–141
Peraire, J., Vahdati, M., Morgan, K. & Zienkiewicz, O. C. (1987). Sloan, S. W., Assadi, A. & Purushothaman, N. (1990). Undrained
572 SLOAN
stability of a trapdoor. Géotechnique 40, No. 1, 45–62, http:// stability problems. He has transformed a numerical method
dx.doi.org/10.1680/geot.1990.40.1.45. that had focused on load–deformation behaviour to one that
Sloan, S. W., Abbo, A. J. & Sheng, D. C. (2001). Refined explicit can be applied to a range of problems that had previously
integration of elastoplastic models with automatic error control. defied confident analysis with the traditional finite-element,
Engng Comput. 18, No. 1/2, 121–154. Erratum (2002): Engng displacement-based approach. In addition, he has developed
Comput. 19, No. 5/6, 594–594.
Small, J. C. (1977). Elasto-plastic consolidation of soils. PhD
highly valuable parametric solutions, some of which he has
thesis, University of Sydney, Australia. presented this evening. Such solutions can be used both
Small, J. C., Booker, J. R. & Davis, E. H. (1976). Elastoplastic directly for routine geotechnical design and also for check-
consolidation of soil. Int. J. Solids Struct. 12, No. 6, 431–448. ing the results of more complex numerical techniques. The
Spencer, E. (1967). A method of analysis of the stability of latter application is particularly important these days, when
embankments assuming parallel inter-slice forces. Géotechnique many analysts accept the results of their complex analyses
17, No. 1, 11–26, http://dx.doi.org/10.1680/geot.1967.17.1.11. without an adequately critical appraisal of their relevance
Toh, C. T. & Sloan, S. W. (1980). Finite element analysis of and applicability to the problem in hand.
isotropic and anisotropic cohesive soils with a view to correctly In this context, it is appropriate that we recall the follow-
predicting impending collapse. Int. J. Numer. Analyt. Methods
ing words of a former Rankine Lecturer, Professor David
Geomech. 4, No. 1, 1–23.
Turgeman, S. & Pastor, J. (1982). Limit analysis: a linear formula- Potts: ‘The potential of the numerical analysis in solving
tion of the kinematic approach for axisymmetric mechanic geotechnical problems is enormous. The potential for disas-
problems. Int. J. Numer. Analyt. Methods Geomech. 6, No. 1, ter is equally great if it is used by operators who do not
109–128. understand soil mechanics principles and the concept of
Ukritchon, B., Whittle, A. J. & Sloan, S. W. (1998). Undrained geotechnical design.’ The work described by Professor Sloan
limit analysis for combined loading of strip footings on clay. J. this evening will assist in reducing the potential for disaster
Geotech. Geoenviron. Div. ASCE 124, No. 3, 265–276. to which Professor Potts refers.
Ukritchon, B., Whittle, A. J. & Sloan, S. W. (2003). Undrained In recent years, Professor Sloan has built up a world-class
stability of braced excavations in clay. J. Geotech. Geoenviron. research group at The University of Newcastle, a group that
Div. ASCE 129, No. 8, 738–755.
Wilson, D. W., Abbo, A. J., Sloan, S. W. & Lyamin, A. V. (2011).
he leads with enthusiasm and aplomb, and in which the
Undrained stability of a circular tunnel where the shear strength cooperative spirit that he embraces is strongly evident. The
increases linearly with depth. Can. Geotech. J. 48, No. 9, 1328– scope of research within this group has become quite broad,
1342. embracing not only traditional geotechnical engineering, but
Yu, H. S., Sloan, S. W. & Kleeman, P. W. (1994). A quadratic also materials technology and geoenvironmental and geo-
element for upper bound limit analysis. Engng Comput. 11, No. chemical science. While much of the research is numerical,
3, 195–212. there is also, rightly, an emphasis on the verification of
Yu, H. S., Salgado, R., Sloan, S. W. & Kim, J. M. (1998). Limit theoretical analyses via laboratory and field experiments.
analysis versus limit equilibrium for slope stability. J. Geotech. While his focus has been on research, Professor Sloan has
Geoenviron. Engng ASCE 124, No. 1, 1–11.
also applied his techniques to practical problems involving
Zienkiewicz, O. C. (1979). The finite element method. London, UK:
McGraw-Hill. considerable geological complexity – for example, the
Zienkiewicz, O. C., Humpheson, C. & Lewis, R. W. (1975). stability of retaining structures in stiff fissured clays existing
Associated and non-associated visco-plasticity and plasticity in in Botany Bay in Sydney Australia.
soil mechanics. Géotechnique 25, No. 4, 671–689, http:// This Rankine Lecture has had something for everyone
dx.doi.org/10.1680/geot.1975.25.4.671. attending this evening
Zouain, N., Herskovits, J., Borges, L. T. A. & Feijóo, R. A. (1993).
An iterative algorithm for limit analysis with nonlinear yield (a) intricate numerical details for the advanced analysts and
functions. Int. J. Solids Struct. 30, No. 10, 1397–1417. software developers
(b) design charts and parametric solutions for the practitioner
(c) an increased understanding of failure mechanisms for all
VOTE OF THANKS present.
PROFESSOR H. G. POULOS, Coffey Geotechnics Pty
Ltd, Australia. We have had the privilege of listening to a person with a
When I first met Professor Sloan about 30 years ago, the remarkable knowledge of numerical analysis and its applica-
late Professor Peter Wroth made a ‘Class A’ prediction that tion to geotechnical problems. It has been a stimulating and
Scott Sloan would make an impact on the geotechnical thought-provoking lecture, and members of our profession,
world. Unlike some of our geotechnical predictions, Peter both in academia and in practice, will eagerly await the
Wroth’s was accurate, and over the following three decades culmination of his work through the software package to
Scott Sloan’s career has blossomed. In particular, he has which he has referred. It is with great pleasure that I invite
developed innovative applications of the finite-element meth- you all to show your appreciation to Professor Sloan for a
od and applied these to a wide range of geotechnical most memorable Rankine Lecture.