Compurers and Georeehnics, Vol. 21, No. 2, pp.

121-142, 1997
Q 1997 Elsevier Science Ltd. All tights reserved
Printed in Great Britain
PII:SO266-352X(97)00019-0 0266-352X/97 $17.00 + 0.00
ELSEVIER

Probabilistic Slope Analysis Using Janbu’s Generalized

Procedure of Slices

B. K. Lowa & Wilson H. Tangb

“School of Civil and Structural Engineering, Nanyang Technological University, Nanyang Avenue,
Singapore 639798
“Department of Civil and Structural Engineering, Hong Kong University of Science and Technology,
Clear Water Bay, Kowloon, Hong Kong

(Received 30 January 1997; revised version received 27 May 1997; accepted 2 June 1997)

ABSTRACT

Practical spreadsheet techniques are proposed for the deterministic slope

stability analysis based on Janbu’s generalized procedure of slices (GPS)
and a probabilistic analysis that obtains the same reliability index as the
first order reliability method (FORM). The equilibrium equations of slices
are solved automatically. An intuitive ellipsoid perspective greatly simpltfies
the reliability analysis. A search for the deterministic critical slip surface
and the reliability-based critical slip surface is automatic, despite the fact
that the factor-of-safety expressions and the performance function are
non-explicit. The conceptual simplicity, ease of implementation, and prac-
tical versatility of the proposed perspectives and methods are emphasized.
0 1997 Elsevier Science Ltd.

INTRODUCTION

The implementations of Janbu’s generalized procedure of slices (GPS) [l]

and the first order reliability method (FORM) traditionally require special
computer programs which, though versatile, may obscure the elegant yet
simple concepts underlying both methods. This paper presents practical
spreadsheet techniques, without programming, for both the deterministic
slope stability analysis based on Janbu’s GPS, and a probabilistic analysis
that obtains the same reliability index as FORM, but is simpler in imple-
mentation. In the process the underlying concepts are made more under-
standable to practitioners, and insights are gained. In the deterministic
121
122 B. K. Low and W. H. Tang

approach a powerful method is proposed to solve the equilibrium equations

of slices and to search for the critical slip surface automatically, by the
combined use of a spreadsheet’s circular iteration option and its optimiza-
tion tool. It is shown that extending from the deterministic factor-of-safety
approach to the more rational reliability index computation requires little
extra effort. An ellipsoid perspective is offered as an intuitively obvious
interpretation of reliability index, and greatly simplifies the reliability analy-
sis. A noteworthy feature of the proposed method is that the search for both
the deterministic critical slip surface and the reliability-based critical slip
surface, both noncircular, is possible and automatic, despite the fact that the
factor-of-safety expressions and the performance function are non-explicit.
The conceptual simplicity, ease of implementation, and practical versatility
of the proposed perspectives and spreadsheet methods are emphasized.
In addition to Janbu’s generalized procedure of slices, methods of slope
stability analysis have been proposed, e.g. [2-71. Various aspects of stability
analysis of slopes have also been dealt with by others, including comparison
of different limit equilibrium methods [8,9], progressive failure and residual
strength [lo], importance of geological anomaly [ 111, reinforced slopes [ 121,
search techniques for the deterministic critical surface [13-1.51, and three
dimensional analysis [16]. Surveys of limit equilibrium analysis of slopes,
and additional references, are given in Duncan [ 171, which also reviews
the finite-element analysis of slopes, Bromhead [18], and Abramson et al.
v91.
Although the present study only addresses Janbu’s generalized procedure
of slices, other methods of slope stability analysis can similarly gain in clarity
and ease of implementation using the proposed spreadsheet techniques.

JANBU’S GENERALISED PROCEDURE OF SLICES (GPS)

With the notations as shown in Fig. 1, the equations of equilibrium in the

vertical and horizontal directions and the equation of moment equilibrium-
neglecting second order terms-of a slice were given by Janbu [l] [Eqns (86)-
(88), Eqns (135)-(137)] as:

g = p + t - t tan a! (Vertical equilibrium) (1)

AE = AQ + (p + t)Ax tancr - tAx( 1 + tan2 o) (Horizontal equilibrium) (2)

dQ (Moment equilibrium)
T = -E tan alt + ht g - ZQ dx (3)
 B. K. Low and W. H. Tang 123

in which t = dT/dx. The mobilized shear stress t at the base of a slice was
expressed in terms of the Mohr-Coulomb strength criteria and the global
factor of safety Fs:

r=c+(o-u)tan@
(Limit equilibrium)
FS

where c is the cohesion, o the total stress normal to the base of a slice, u the
average pore water pressure at the base of a slice, and @Jthe angle of friction
of soil. A further equation was given for overall horizontal equilibrium:

XAE=&-E, (5)

From Eqns (l-5), after rearrangement, Janbu proposed the set of equations
shown in Fig. 2 as the working formulae for implementing slope stability
analysis by an iterative procedure.
An illustrative slope stability analysis involving four slices was given in
Fig. 22 and Table 1 of Janbu [l]. The slope has a gradient (vertical : hori-
zontal) 1 : 2 4, and a height of about 13 m. The soil is homogeneous with
a unit weight (y) of 2 tons m-3, a cohesion (c’) of 1 ton m-*, an angle of
friction (4’) such that tan 4’ is 0.67. The pore water pressure at the base of
any slice is assumed to be equal to 0.4~2, where z is the vertical thickness
of the slice. The iteration sequence was clearly explained, and a factor of
safety of 1.48 was obtained after iteration. A computer program is normally

Boundary forces:
E,, T,, at x = a; E,, T,, at x = b

AP
p=Iyz+q+x

Fig. 1. Notations in Janbu .‘S gene] -alized procedure of slices.

 124 B. K. Low and W. H. Tang

(a) B=AQ+(p+t)&tana

(b) A’= [d+(p + I - u) tan c#i]hx (cl

k-0 A= AIn
/ n

ZA
(e) F=
E, -Eb +XB

LIE=B-~/~ (8) E=E,+&iE

dE
_=-- LIE AEi +LW,,
(h)
dr- Ax- Aq+Aq+,

(9 T=-Etanc~,+h,~-~~~; ti) AT=q-q_,

t=AT
OE) / Ax

A
(0 Cm) o’=p+t--Ztana-u
’ = F(l + tan’ ar)Ax

Fig. 2. Janbu’s equations for generalized procedure of slices. (Notations as in Fig. 1).

needed to conduct such iterations. For instance, Table 2 in Janbu [I], which
involved seven slices, was produced by a computer program. It will be shown
in the next section that a powerful spreadsheet-automated iterative method
can be used to obtain the same solution as Janbu’s examples without the
need for programming on the user’s part.

SPREADSHEET AUTOMATED DETERMINISTIC ANALYSIS FOR

A SPECIFIC SLIP SURFACE

The example in Janbu’s [l] Table 1 will be solved using the widely available
spreadsheet software Microsoft Excel. Other spreadsheet software packages
are likely to be (or will be) adequate for the task in hand. The point to note is
 B. K. Low and W. H. Tang 125

that what normally requires specialized programmed calculations can now be

performed easily by a spreadsheet user. Further, the user will in the process
also have an appreciation of what is being implemented, and will be able to
judge and experiment if and when necessary.
The spreadsheet approach to solving Janbu’s 4-slice example is shown in
Fig. 3. Spreadsheet cells within boxes contain equations; values in other cells
were input by user. The input data in columns “tat&‘, “AX”, . . . . . . . . and
“tanat” were taken from Janbu’s Table 1. These input values were presum-
ably computed manually from measurements made on a scaled drawing. (It is
convenient and straightforward to formulate these input data as functions of
slip surface geometry when searching for critical surface, as shown in a later
section of this paper.)
By following steps (lt(6) listed in Fig. 3, a factor of safety of 1.480 is
obtained, the same as Janbu’s Table 1, except that the iteration is automatic
in the proposed spreadsheet approach and more stringent criteria (e.g. max-
imum change = 0.000001 for the result displayed in Fig. 3) can be set for
termination of iteration. The following may be noted with respect to the
steps outlined in Fig. 3 (refer to Fig. 2 for equations):

(a) In step 2 the formula for F,-Eqn (e) in Fig. 2Lcannot be entered
until CA and CB are defined. An empty cell (tantamount to a value of
zero) is also not permissible because it will lead to division by zero
when the formulas for n,-Eqn (c>-are entered. Hence a temporary
non-zero value is entered.
(b) When the formula for F, is finally entered at step 5, a circular reference
is formed, because F, is a function of A, and hence of n,, which in turn
is a function of F,. By activating the iteration option and setting the
criterion for halting iteration at maximum change of 1 x 10e6, the F,
value and the four columns of B, A’, n,, and A will blink for a few
seconds until convergence. The converged values at this stage are only
transitional-they are for the condition where the columns from “AE”
to “t” are empty (equivalent to zero), and hence are not the same as
those shown in Fig. 3.
(c) In step 5, in the Tools/Options/Calculation dialog box, the default
maximum iterations is 100, which is adequate for the problem in hand.
The number can be set higher if desired. If necessary, one can also
press a key (F9, for Microsoft Excel) to test if convergence has been
reached.
(d) In step 6, when the formulas-Eqns. (f k(j) of Fig. 2-for AE, E,
AE/Ax, T, and AT are entered, the spreadsheet performs normal
calculations without iteration since no new circular reference is
formed. With the entering of Eqn (k) in the column “t”, a second
126 B. K. Low and W. H. Tang

Y E, Eb
2 0 0

0 5 10 m a
1 1 J

ht
slice# tam Ax P ” c tan4 AQ o tanat

2
3
4
1 1.13
0.5
0.18
-0.04
4.4
11
11
6
5.3
10.1
8.6
2.9
2.12
4.04
3.44
1.16
1
1
1
1
0.67
0.67
0.67
0.67
0
0
0
0
1.2
1.0
1.1
0
0.63
0.33
0.16
-
0F*
1.480

slice# B A z 0’
1 21.39 10.83 0.6639 16.315 10.36 10.36 1.78 -4.394 -4.394 -0.999 1.1 0.938
2
3
4
53.27 52.61 0.9811 53.622 17.04 27.4 0.05 -8.954 -4.56 -0.415
17.99 52.61 1.0475 50.224 -15.94 11.46 -1.612 -3.607 5.3465 0.486
-0.84 15.41 0.9803 15.721 -11.46
91.8 I w x
0 -1.91 0 3.6071 0.6012 7
2.63 4.328
2.99 5.108
1.77 2.412

‘Procedure:
1) Enter Input data in columns “tana”, “Ax”,....... “hr”, and “tan&“.
2) Enter a value of 1 in cell F, initially. (To be changed in step (5) below)
3) Enter formulas for B, A’, n, and A in their respective columns. (Drag
formula of slice#l to autofill the entire column.). All columns from AE
to CY’are blank at this time except for column headings.
4) Enter formulas for summation of the A and B columns.
5) Enter formula for F, in cell F,. Activate Too/s\Options\Ca/cu/ation\iterate,
and set maximum change to le-6.
.6) Enter formulas for columns AE, AE/Ax,T, AT, t, z, and 6’.

Fig. 3. Spreadsheet automated iterations for the case in Fig. 22 and Table 1 of Janbu[ 11.

circular reference is introduced (as shown in the next section) and all
the boxed columns in the spreadsheet again blink for a few seconds
until iteration converges. The converged final results are as shown in
Fig. 3.
 B. K. Low and W. H. Tang 127

(e) The iteration option can be temporarily deactivated if desired, for

example when a set of input data is to be changed and iteration is
desired only after all the input data changes have been made. Note
however that normal spreadsheet calculation will not be performed
while circular reference exists and the iteration option is not turned on.
(Instead of turning off the iteration option, a better alternative is to
temporarily cut the circular references, as described in the next sec-
tion.)

Note that the boundary values E,, T,, Et,, and Tb are all zero for the case
in hand. When autofilling equations in the columns E and T by dragging,
one should take care not to drag equations into the cells of Et, and Tb.
Extending the proposed spreadsheet approach to more slices and nonhom-
ogeneous soil profile is straightforward. Also, computing the average factor
of safety F, [Janbu’s Eqn (1 lo)] with respect to shear failure along each
interface requires only one additional column in the spreadsheet.
Powerful though the circular iteration is, there is a caveat: a seemingly
harmless error (for example, accidentally entering a zero into the F, cell of
the spreadsheet of Fig. 3) can be propagated rapidly in a spreadsheet that
contains circular references; the spreadsheet may even be paralyzed. Fortu-
nately, the damage is more apparent than real. One can easily restore such a
seemingly paralyzed spreadsheet to its original working condition if one
understands the formula path. The need to conduct the conceptually
straightforward formula-path analysis in order to handle such a potential
snare of circular reference is explained next.

FORMULA PATH ANALYSIS AND WORKSHEET RECOVERY

That numerical difficulty may result from error in input data or in formulae
need no explanation. What also needs to be borne in mind is that iterative
calculations among spreadsheet cells connected by circular references will
produce a solution only if the iterative calculations lead to convergence.
With methods of slices as used in slope stability analysis, numerical difficul-
ties have been noted and discussed by Whitman and Bailey [20], Ching and
Fredlund [2 13and Duncan [ 171, among others. Janbu’s GPS is no exception,
as some slip surfaces will not lead to convergence by the iterative method.
When that happens, one can select a different trial slip surface. Prior to
this, however, the spreadsheet-paralyzed by the previous slip surface that
produced divergent iterative results-would need to be restored to normal
conditions. To do this requires an understanding of the formula path, which
is fairly simple.
128 B. K. Low and W. H. Tang

From Janbu’s equations (Fig. 2), the formula path as shown in Fig. 4 is
easily established. Thus F, determines A which in turn determines F,. In like
manner F, determines t (via AE and AT) which in turn determines F,. The
paths from A to F, and from AT to t are marked with a star symbol to
indicate that they are the critical paths, in the sense that if these two paths
were severed there would not be circular references. Temporary severance of
these critical paths is the key to restoring a worksheet that has errors circu-
larly propagated through it. To break a path from AT to t requires only
deleting the formula in column t, thereby rendering t independent of AT.
To illustrate, suppose that after the spreadsheet in Fig. 3 had been set up
correctly as shown, a zero was accidentally entered into the cell of F,. The
columns from n, to (T would be filled with the unintelligible “#” signs due to
the division by zero in ~1, and hence in A and beyond. Simply retyping the
formula in the F, cell would only re-establish the path A -+ F, and thereby
propagate the error back to F,, thereby completing the “cycle of errors”.
(Such predicament of seemingly inextricable error loops may also arise when
the geometry of the slip surface is such that iteration leads to divergence
rather than convergence.) To restore the spreadsheet the two critical paths
A --f F, and AT -+ t (Fig. 4) need to be temporarily broken, as follows:

(1) Enter a value of 1 in cell F,.

(2) Delete the formula in the column t. This is equivalent to entering zero
in that column.
(3) Enter the formula of F,-Eqn (e) of Fig. 2-in cell F,.
(4) Enter Eqn (k) in the first cell of column t, and drag to fill the entire
column.

The spreadsheet will iterate at steps 3 and 4 to produce the original Fig. 3
within seconds. Execution of the above four steps requires only one minute

Fig. 4. Formula path analysis.

 B. K. Low and W. H. Tang 129

or less. Alternatively, the four steps can automatically be recorded using any
spreadsheet’s “record-macro” tool, so that whenever restoration of a work-
sheet is necessary it can be done by merely clicking the macro name or the
button assigned to it.

MEANING OF RELIABILITY INDEX IN ORIGINAL SPACE OF

THE BASIC VARIABLES

One shortcoming of the conventional factor of safety as used in geotechnical

engineering is that it does not reflect the uncertainty of the underlying para-
meters. A more rational approach is to compute a reliability index, such as
the invariant /? index proposed by Hasofer and Lind [22], which can be
expressed in matrix form [23-251 as:

/3 = r$; 4(x - m)TC-l (x - m) (6)

where x is a vector representing the set of random variables, m their mean

values, C the covariance matrix, and F the failure region. An established
elegant approach exists that transforms the failure surface (i.e. the limit state
surface) into the space of standard normal uncorrelated variates, whereby
the shortest distance from the transformed failure surface to the origin of the
reduced variates is the reliability index /3. The procedure is well explained in
Refs [24-301, among others. Probabilistic slope analysis and geotechnical
reliability were discussed, [31-381, among others. The various issues investi-
gated by the above-and others [39-50]-include system reliability of slopes,
spatially correlated soil properties and water pressure, progressive failure,
geological anomaly, and rock wedge reliability.
An intuitive interpretation of reliability index was suggested in Low [51]
and Low and Tang [52]. In the present context the meaning of reliability
index B can be explained with respect to Fig. 5. It is supposed that the main
uncertainties are in the soil strength parameters: cohesion c and angle of
friction #J. The mean and standard deviation of c are m, and a, respectively;
and those of 4 are rn@and a$ respectively. The failure surface in Fig. 5 is the
boundary that divides the combinations of (c, 4) which would lead to failure
from the combinations which would not. The failure surface is defined by
F, = 1, or equivalently by the performance function (PerFunc) = F, - 1 = 0,
where Fs is the factor of safety. The random variables c and 4 span a
two-dimensional random space, with a I- CY(one-standard-deviation) disper-
sion ellipse centred at the mean values m, and rnb.(Normal distributions are
assumed in this paper. Extensions of the proposed approach to nonnormal
130 B. K. Low and W. H. Tang

0
Friction angle, 0 (degrees)

Fig. 5. Dispersion ellipsoids in original space.

distributions are simple [52].) Correlated random variables can be viewed as

forming a tilted ellipsoid centred at the mean in original space. The equation
of the tilted ellipsoid is given by the quadratic form (x - m)TC-l (x - m) in
Eqn (6). For example, the l-a dispersion ellipse in Fig. 5 corresponds to
p = 1 in Eqn (6).
Suppose the l-a dispersion ellipse (or ellipsoid, for multidimensional
cases) gradually expands or contracts, without changing its original aspect
ratio, until it is tangent to the failure surface. The size, in terms of axis ratio,
of the dispersion ellipsoid that is tangent to the failure surface is /3 times the
size of the l-a dispersion ellipsoid, as shown in Fig. 5. Thus one may regard
the Hasofer-Lind reliability index j3 as the ratio of the ellipsoid that just
touches the failure surface to the l-a dispersion ellipsoid.
The quadratic form (x - m)TC-’ (x - m) in Eqn (6) appears also in the
negative exponent of the multivariate normal distribution (e.g. Johnson and
Wichern [53], Chap. 4). One may regard the gradually expanding ellipsoidal
surfaces as representing the contours of decreasing probability density.
Therefore, for normally distributed variables, to minimize /3 in Eqn (6) (or /I2
in the multivariate normal distribution) is to maximize the value of the
multivariate normal probability density function; and to find the smallest
ellipsoid that is tangent to the failure surface is equivalent to finding the most
probable failure point. This perspective is consistent with Shinozuka [54] that
“the design point x* is the point of maximum likelihood if x is Gaussian,
whether or not its components are uncorrelated.”
 B. K. Low and W. H. Tang 131

In the following section a spreadsheet reliability evaluation method is

proposed. A noteworthy feature is that the optimization tool of a spread-
sheet software can be used in combination with the circular iteration option
(discussed in the preceding sections) for reliability computation that involves
highly implicit performance function, and with very little extra effort on the
user’s part. The reliability computation can be extended to correlated non-
normals and non-homogeneous soil conditions.
(The spreadsheet software Microsoft Excel (0 Microsoft Corporation)
and its optimization tool Solver are used in the present study. Optimization
tools also exist in Lotus 123 and Quattro Pro.)

A simple extension from factor of safety calculation to reliability evaluation

It is shown in this section that the perspective described in the preceding

section makes it virtually effortless to extend from a factor of safety compu-
tation to a reliability index computation. In the proposed method one lit-
erally sets up a tilted dispersion ellipsoid in the spreadsheet and minimizes
the dispersion ellipsoid subject to the constraint that it be tangent to the
failure surface. In doing so one is in fact implementing Eqn (6) directly,
bypassing the steps of transformed space and rotated frame of reference
which are an integral part of the traditional method (FORM) of computing
reliability index using the same Eqn (6).
Equation (6) can be rewritten as:

in which [RI-’ is the inverse of the correlation matrix. This equation will be
used to set up the ellipsoid in the spreadsheet since the correlation matrix R
displays the correlation structure more explicitly than the covariance matrix C.
The spreadsheet reliability evaluation approach proceeds as follows: (a)
The mean and standard deviations of c, 4 and water pressure coefficient R,
and the correlation matrix are added to Fig. 3. It is assumed that c and 4 are
normally distributed, and negatively correlated with correlation coefficient
pc+ = -0.5. Th e resulting spreadsheet is as shown in Fig, 6; (b) The formulas
within boxes are entered based on the “x values”, which are initially set equal
to the mean values. Subsequent steps are:

(1) Select the entire correlation matrix, and define a name for it, say
“crmat”, using the menu command insert/name/define. Likewise,
define the column vector [(xi - mi)/ai] as “nxv”, say.
132 B. K. Low and W. H. Tang

(2) The formula Eqn (7) of the reliability index, /? = sqrt ([(x- WZ)/O]~
Wb - md)> is typed in a cell: “ = sqrt(mmult(transpose(nxv),
mmult(minverse(crmat), nxv)))“, followed by pressing “Enter” while
holding down the “Ctrl” and “Shift” keys. (“mmult”, “transpose”,
and “minverse” are Microsoft Excel’s built-in spreadsheet functions
for matrix operations.)
(3) Solver is invoked, to “Minimize”/?, “By Changing” the “xvalues”,
“Subject To” the constraints F,(x) < 1, “xvalues” 20, and c# 2 0.

The solution obtained by Solver is as shown in Fig. 6. The /? value

obtained is 2.125. The final “xvalues” (0.910, 32.47, 0.595) represent the
point where the expanding dispersion ellipsoid is tangent to the failure surface

(Units: m. ton/m. ton/m*. ton/m3\

xvalues Mean StDev
0.910 1 0.2 y Ea Eb
32.47 33.02 3.382 2 0 0

0.595 0.4 0.1

slice# fana Ax
1 1.13 4.4
2 0.5 11
3 0.18 11
4 -0.04 6

slice#
1
2
3
4

Correlation matrix
r
L
x-m
(T
1
J

j” E] E]

Fig. 6. Reliability index of slopes, as an alternative to the deterministic analysis of Fig. 3,

(implicit performance function).
 B. K. Low and W. H. Tang 133

defined by Fs = 1, and /I = 2.125 is the shortest distance, in units of standard

deviations, from the central point (m,, mg, ma,) to the failure surface. The
spreadsheet approach is simple and intuitive because it works in the original
space of the variables; it does not involve orthogonal transformation of
matrix or user-input- partial derivatives, both of which are required in the
traditional FORM procedure.
It may be mentioned that for each trial variation of the “xvalues” of c, 4,
and R, by the optimization tool Solver, the circular iteration will be executed
until convergence before Solver can try a different variation. The simplicity
of the spreadsheet approach can be appreciated in the light of the complexity
of the calculations involved. (The computation time for the case in Fig. 6,
Solver’s and circular iterations’ combined, is only a matter of seconds on a
Pentium 90 computer.)
A specified piezometric surface (rather than a value of R,) can also be used
in the spreadsheet approach for reliability analysis, which can be easily
extended to reflect spatially correlated soil properties (including water pres-
sure). For instance, instead of uniform c, 4, and R, for the entire slope, each
slice can have its own mean and standard deviation of c, 4, and R, (or
pressure head hi,), which can be mutually correlated, as well as autocorrela-
ted. For a slope with eight slices the correlation matrix would then be a
24x24 matrix instead of the 3 x3 matrix shown in Fig. 6. Formulas for
autocorrelation (e.g. a negative exponential function of autocorrelation
distance) are entered in some of the cells of the correlation matrix. The
reliability index is then automatically computed by the same three steps
above.

Deterministic analysis with search for the critical non-circular slip surface

A slope of height 13 m and similar to that in Fig. 3 will be analyzed in this

section using 10 slices. The search for the critical non-circular surface is
implemented by allowing some of the x and y coordinates (the shaded values
in Fig. 7) that define the slip surface to be varied by the spreadsheet’s opti-
mization tool. The initial arbitrary trial slip surface is as defined in Table 1,
where the column “yr” represents the y coordinates of the top of the vertical
interfaces between adjacent slices and hence defines the ground surface and
slope profile. The coordinates xb and yb define the base of the interfaces, and
hence define the slip surface. In Fig. 7, the columns hu, tana, Ax, p, u, ht,
and tan at are automatically recalculated by equations each time the slip
surface (Xb, yb) is varied by Solver. It is assumed that ht = h,/3, where h, is
the height of the vertical interface between slices, equal to (yr - yb). The last
column “tan at” is used in Eqn (i) of Fig. 2 to evaluate the interslice shear
force T, hence it is computed by equation that takes the average of the two
134 B. K. Low and W. H. Tang

tan+
R.
1

0.67

0.4
-f
2
Ea
0
Eb
0 rlFS
1.472

.xb,_ Yb YT hii ht
13 0 tana Ax p u C tan+ AQ 0 tanat
13 3.0288 1.415 2.14 3.029 1.2115 1 0.67 0 1.01
11.375 4.7474 0.836 4 7.776 3.1104 1 0.67 0 1.58
9.75 5.4931 0.593 4 10.24 4.0962 1 0.67 0 1.83
8.125 5.6682 0.448 4 11.15 4.4605 1 0.67 0 1.89
6.5 5.458 0.356 4 11.12 4.4465 1 0.67 0 1.82
4.875 4.9065 0.268 4 10.36 4.1458 1 0.67 0 1.64
3.25 3.9268 0.161 4 8.833 3.5333 1 0.67 0 1.31
1.625 2.5319 0.058 4 6.459 2.5835 1 0.67 0 0.84
0 0.312 -0.149 4 2.844 1.1376 1 0.67 0 0.1
0 0 -0.572 0.545 0.312 0.1248 1 0.67 0 l-l

T
s# I3 A’ n, A hElAx 0 t CT'

1 8.824 4.581 0.5475 8.3663 3.141 3.141 2.301 -0.247 -0.247 -0.115

2 22.31 13.55 0.8126 16.689 10.99 14.13 2.514 -4.662 -4.416 -1.104
3 22.33 18.26 0.9396 19.436 9.127 23.26 1.781 -7.952 -3.289 -0.822
4 19.1 20.63 1.0028 20.576 5.119 28.37 0.825 -9.888 -1.936 -0.484
5 15.63 21.48 1.0313 20.829 1.481 29.86 -0.12 -10.48 -0.589 -0.147
6 11.38 21.3 1.0467 20.348 -2.442 27.41 -1.158 -9.532 0.944 0.236
7 6.115 19.93 1.0462 19.046 -6.821 20.59 -2.042 -6.963 2.569 0.642
8 1.701 16.88 1.0228 16.508 -9.512 11.08 -2.453 -3.234 3.729 0.932
9 -2.16 10.68 0.9121 11.711 -10.11 0.966
10 -0.147 0.672 0.5571 1.2056 -0.966
105.1 ] [ 154.7 1

Deterministic analysis, with spreadsheet automated search for the critical slip surface.

“tancr,” values adjacent to the particular interface (notations as in Fig. 1).

By geometry, each “tan at ” is a function of ht, Ax, and tana.
One potential difficulty with searching for critical slip surface based on the
general procedure of slices is that statically inadmissible slip surfaces may be
 B. K. Low and W. H. Tang 135

xb Yb YT xb Yb YT

( 38 13.00 13 34.13622 13 13
13 32 6 13
11.375 26 4.3 11.375
9.75 24 2.1 9.75
8.125 20 0 8.125
6.5 16 -1.4 6.5
4.075 12 -2.6 4.875
3.25 8 -3.3 3.25
1.625 4 -3.2 1.625
0 0 -0.35127 0
0 -0.54477 0 0

Fig. 8. Coordinates of the initial arbitrary slip surface of Figs 7-10, and an example of a slip
surface that does not converge during iteration.

generated as the slip surface geometry is being varied during the optimiza-
tion process. This is part of the numerical difficulty that could arise with the
method of slices and has been recognised in the literature. An example of a
slip surface that fails to converge using the general procedure of slices is also
given in Fig. 8. When that happens the circular iteration will fail to converge
and the performance of the spreadsheet’s optimization tool will likewise be
affected.
It was noted in connection with Fig. 4 that there are two critical paths
responsible for the circular references: A + F, and AT + t. To avoid a slip
surface that leads to divergence during iteration, a two-stage optimization
strategy has been used. In the first stage the formula in column “t” is deleted;
Solver obtains the slip surface labelled “Temp” in Fig. 7. This was followed
in the second stage by reinstalling the formula in column “t”; Solver then
obtains the slip surface labelled “Final”.
136 B. K. Low and W. H. Tang

The details of implementation are: in the Solver dialog box, the factor
of safety F, was minimized, by changing the shaded cells of the Xb and yb
columns (i.e. Xbo, ybi - Yb9, and xbio), subject to the constraints that:
mfXb&% -iofybl -J+_&% -wXblo G - 0.1, F, >= 0.

Comparison with Chen-Morgenstern’s (1983) method

Chen and Morgenstern [5] extended the Morgenstern and Price [3] method
of slices by expressing force and moment equilibrium in two equations
involving multiple integrals. These multiple integral equations can be solved
in a spreadsheet (Low et al., to be published), with automatic search for the
critical slip surface using the spreadsheet’s optimization tool. Figure 9 shows
the critical slip surface obtained by Solver, for side force inclination obeying
a half sine function. The critical slip surface obtained using Janbu’s GPS
(from Fig. 7) is also shown for comparison. For the case in hand, the
spreadsheet approach yields practically the same Fs value and the same cri-
tical surface for both methods. Further validation of the critical slip surface
location is provided by trying a different initial slip surface for the case in
Fig. 7; the same final critical slip surface is obtained.

Reliability analysis with search for the critical non-circular slip surface

The spreadsheet set-up for reliability analysis is largely the same as in Fig. 7,
except for the following: (a) the three columns of “xvalues”, “Mean”, and
“StDev” (for standard deviations) are set up for the random variables c, 4,
and R,, as shown in Fig. 10. Initially the “xvalues” are equal to the “Mean”

Fig. 9. Deterministic critical slip surface-for two different methods-located by spreadsheet

search.
 B. K. Low and W. H. Tang 137

values; (b) equations (as in Fig. 6) are entered in the columns “u”, “c”, and
“tan #“, based on “xvalues”; (c) the correlation matrix R and the column
vector (x - m)/o are set up (as in Fig. 6, not displayed in Fig. lo), for

Y Ea
2 0

(Units: m. ton/m, ton/m’, ton/m3\

xb Yb YT hi
13 AX P u o ten+
13 2.888 3.61 2.1427 0.9325 0.831
11.375 4 8.969 5.3244 0.9325 0.631
9.75 4 11.36 6.7449 0.9325 0.631
8.125 4 12.06 7.1573 0.9325 0.631
6.5 4 11.75 6.9769 0.9325 0.631
4.875 4 10.7 6.3608 0.9326 0.631
3.25 4 8.889 5.2769 0.9325 0.631
1.625 4 6.295 3.7372 0.9325 0.631
0 4 2.579 1.5309 0.9325 0.831
0 0.323 0.173 0.1026 0.9325 0.631

=T,
E T
s# B A’ n, A AE 0 AE/Ax 0P AT t ‘5 d

9 -2.103 8.592 0.8836 9.7235 -11.83 0.73 -2.905 -0.05 3.5148 0.8787

10 -0.056
109.4] 0.347 0.515 I0.6733
169.4 1 -0.73H&2.259'
0 0&0496'0.'='

Fig. 10. Probabilistic analysis, with spreadsheet automated search for the reliability-based
critical slip surface.
138 B. K. Low and W. H. Tang

Initial / [Deterministic// Reliability-based

xb Yb YT xbf Ybf Xbf Ybf

38 13.00 13 i34.14 13
32
28
24
6.80
4.00
2.10
13
11.375
9.75
32
28
24
I
20 0.40 8.125 20
16 -0.80 6.5 16
12 -2.00 4.875 12
8 -2.60 3.25 8
4 -2.90 1.625 4
0 -1.60 0 0
-4 0.00 0 /

Fig. 11. Comparison of deterministic critical slip surface with reliability-based critical slip
surface.

computing the reliability index /I by Eqn (7). The results as shown in Fig. 10
were obtained after optimization using Microsoft Excel’s Solver tool: the
reliability index ,!J was minimized, by changing the “xvalues” column of c, 4,
R,, and the shaded cells of the xb and yb columns, subject to the constraints
as in the previous section, except that the constraint for F, is F, = 1.0, and
with the additional constraints that “xvalues” 2 0, ~‘20. To avoid a slip
surface that leads to divergence during iteration, the same two-stage optimi-
zation strategy as described in the previous section has been used. Different
Solver options were also tried after Solver’s default options stabilized.
Figure 11 shows both the deterministic critical surface and the reliability-
based critical surface.
The examples in Figs 3, 6, 7 and 10 are for slopes with homogeneous
strength parameters c,c$, and pore pressure parameter R,. The proposed
spreadsheet implementation of the deterministic Janbu’s GPS and the
probabilistic first-order reliability method (FORM) is applicable also to
nonhomogeneous slopes and slopes with spatially correlated properties. In the
 B. K. Low and W. H. Tang 139

deterministic analysis (Figs 3 and 7) this merely means that the R, (or pressure
head hr), c and tan4 could differ from slice to slice; in the probabilistic
analysis (Figs 6 and 10) this means that the columns of “xvalues”, “Mean”,
“StDev”, and the corresponding correlation matrix are larger, and that
autocorrelation formulas are entered in the correlation matrix, as discussed
earlier. (Solver can handle up to 500 constraints-one upper limit and one
lower limit for each changing cell, plus 100 additional constraints-accord-
ing to Microsoft Excel 7’s on-line help. Each changing cell can be con-
strained by a number, another cell or range reference, or formula.)

SUMMARY AND CONCLUSIONS

Powerful spreadsheet techniques have been presented to render automatic

the iterations in Janbu’s generalized procedure of slices (GPS) and the first-
order reliability method (FORM), as applied to the analysis of slopes with
non-circular slip surface. In the process the underlying concepts are made
more understandable to the user, and insights are gained.
In the deterministic analysis based on Janbu’s GPS, the equilibrium equa-
tions are solved automatically by activating the circular reference option of
the spreadsheet software package Microsoft Excel. The simple concept of
formula path analysis is necessary to recover spreadsheets that contain cir-
cular references, and this has been presented.
In the reliability analysis an intuitive perspective based on a dispersion
ellipsoid that expands in the original space of the random variables greatly
simplifies the computation of reliability index, such that the transition from
the deterministic slope stability analysis to a reliability analysis requires very
little extra physical or mental effort. The result is the same as that obtained
using the first-order reliability method (FORM), except that the concepts of
transformed space and eigenvalues and eigenvectors are not required.
The spreadsheet approach is simple and intuitive because it works in the
original space of the variables; it does not involve orthogonal transformation
of matrix or user-input partial derivatives, both of which are required in
the traditional FORM procedure. (In the proposed spreadsheet method the
partial derivatives required for optimization are computed automatically
by the spreadsheet’s optimization tool.)
A noteworthy feature of the proposed method is that the search for both
the deterministic critical slip surface and the reliability-based critical slip
surface, both noncircular, is possible and automatic, despite the fact that the
factor-of-safety expressions and the performance function are non-explicit.
Although Janbu’s generalized procedure of slices has been dealt with in
the present study, the conceptual simplicity, ease of implementation, and
140 B. K. Low and W. H. Tang

practical versatility of the proposed perspectives and spreadsheet methods

are likely to apply also to other methods of limit equilibrium analysis of
slopes.

ACKNOWLEDGEMENTS

This work was performed while the first author was on sabbatical leave at
the Hong Kong University of Science and Technology, from September to
December 1996. The second author would like to acknowledge the support
of a research grant No. HKUST 722/96E sponsored by the Research Grant
Council of Hong Kong.

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