Computers and Geotechnics 120 (2020) 103411

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Computers and Geotechnics

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Research Paper

Kriging based reliability and sensitivity analysis – Application to the stability T

of an earth dam
Xiangfeng Guoa, Daniel Diasb,c,
⁎

a
Univ. Grenoble Alpes, CNRS, Grenoble INP (Institute of Engineering Univ. Grenoble Alpes), 3SR, F-38000 Grenoble, France
b
Hefei University of Technology, School of Automotive and Transportation Engineering, Hefei, China
c
Geotechnical Expert, Antea Group, 92160 Antony, France

ARTICLE INFO ABSTRACT

Keywords: This article presents a Kriging-based probabilistic analysis of an earth dam. The dam failure probability with
Reliability analysis respect to the sliding stability is investigated by considering the influence of various factors: the filter drain
Sensitivity analysis length, the full reservoir water level location and the correlation between the input parameters. A procedure
Kriging which combines the Kriging surrogate model with the Monte Carlo Simulation (MCS), the Global Sensitivity
Earth dam
Analysis (GSA) and the First Order Reliability Method (FORM) is proposed. It aims at benefiting from the
Strength reduction method
computational efficiency of a Kriging surrogate model to provide as much as possible results such as the failure
Limit equilibrium method
probability, the sensitivity index of each input parameter and the design point. Having more useful results in a
probabilistic analysis can help engineers to make more rational decisions. The proposed procedure is compared
with the direct MCS, GSA and FORM, and shows a good accuracy and efficiency. In addition, two commonly used
slope stability analysis methods (strength reduction method (SRM) and limit equilibrium method (LEM)) are
compared in a probabilistic framework. The comparison shows that the two methods can lead to similar esti-
mates of the failure probability for most cases, except when the pore water pressure is important for the de-
termination of the critical slip surface. This kind of results can help engineers to judge when LEM is accurate
enough and when SRM is required for a probabilistic analysis.

1. Introduction efficient procedure which can provide a variety of probabilistic analysis

In recent years, there has been an increasing interest for the prob-
abilistic analysis of earth slopes and dams [1,2]. This kind of analysis is
able to rationally take into account the uncertainties related to soil
properties which are significant for earth structures. Various reliability
methods were proposed and applied in the field of geotechnical en-
gineering to perform probabilistic analyses. The main task of these
methods is to estimate the failure probability (Pf ) or reliability index of
a structure. There are also other interesting results which can be
available such as the design point by the FORM [3,4] and the model
response statistics by the MCS [5,6]. Collecting as much as possible
results in a probabilistic analysis could be beneficial for designers. For
example, a full distribution of the model response allows estimating any
statistical moments and the probability of exceeding any thresholds; the
design point permits to know how much margin there are with respect
to the mean values [7]. However, directly performing each method to
get all possible results is time-consuming, especially for the cases with a
complex deterministic model or a low Pf value. In light of this, an
results is proposed in this paper. It combines the Kriging surrogate
model with the MCS, the GSA and the FORM. The results available in
this procedure include the Pf , a full distribution of the model response,
the sensitivity index of each input parameter and the design point. The
surrogate model is constructed with the Kriging theory by using the
algorithm of Echard et al. [8], which necessitates only a limited number
of deterministic model evaluations. It is then employed to perform the
MCS, GSA and FORM. The advantage of this procedure is that a variety
of useful results can be provided because three analyses are performed.
The total computational time can be significantly reduced compared to
directly running the three analyses with the deterministic model. The
Kriging theory was originally developed as a spatial interpolation
method in the field of geostatistics [9] and was later adapted to com-
puter experiments [10]. It is used in this paper for the surrogate mod-
elling since it has been widely and successfully applied for the relia-
bility analysis of different geotechnical works such as tunnels [11],
foundations [12] and slopes [13]. Additionally, the Kriging model
presents two advantages among other metamodeling techniques: (1)

⁎
Corresponding author at: 2 avenue du Général de Gaulle, 92160 Antony, France.
E-mail address: daniel.dias@anteagroup.com (D. Dias).

https://doi.org/10.1016/j.compgeo.2019.103411
Received 28 July 2019; Received in revised form 18 December 2019; Accepted 19 December 2019
0266-352X/ © 2019 Elsevier Ltd. All rights reserved.
X. Guo and D. Dias
The Kriging also provides a variance estimate of the prediction. This
specific feature inspired various advanced experimental design algo-
rithms [14] for the model training. The efficiency and accuracy of es-
timating Pf were significantly improved by using these algorithms. (2)
Choosing the trend and correlation function for the Kriging model is
flexible. It induces a further possibility of developing the Kriging theory
for specific applications. Examples include the Polynomial Chaos based
Kriging [15] and the kernel design with some basic correlation func-
tions as shown in Rasmussen and Williams [16].
The proposed procedure is applied to an earth dam in this article.
The uncertainties of three soil properties (the effective shear strength
parameters C' and ' and the unit weight ) and of seismic loadings (a
pseudo-static acceleration ps ) are considered in the probabilistic ana-
lysis. The obtained results allow analysing the dam sliding stability
from different perspectives such as the structure vulnerability (Pf in
MCS), the influence of each input parameter (sensitivity index in GSA)
and the margin of the current input configuration (design point in
FORM). Then, the dam failure probability is furtherly investigated by
varying some key factors: filter drain length, full reservoir water level
location and correlation between C' and '. The two first factors have
been rarely treated in a probabilistic framework. The earth dam effec-
tive drain length may be decreased in case of damage or blockage, and
the full reservoir level may vary due to the climate or for different
purposes. The aim is to study the effects of the variation related to these
factors on the dam failure probability.
Additionally, two deterministic models are employed in this study
to evaluate the dam factor of safety (FoS). The first one is a numerical
model based on the finite difference method (FDM) in combination with
the SRM; the other one is an analytical model based on the LEM. These
two models are compared in a probabilistic framework within the
studied dam problem. The objective is to deal with the question ‘does a
complex model always outperform a simple model?’ [17] with a
probabilistic analysis point of view. In the field of slope stability, the
SRM is considered to have some advantages over the LEM in the sense
that no assumption is needed for the failure surface shape or the inter-
slice forces, and the soil behaviour can be modelled in terms of stresses/
strains [18]. However, the LEM is preferred by engineers in practice by
the fact that it is robust and straightforward. Moreover, the LEM is
usually faster than the SRM. This specific feature could be meaningful
for a probabilistic analysis since it usually requires many deterministic
calculations. The comparison study performed in this study allows ob-
serving if the two methods can lead to similar Pf estimates or not, and
studying the influence of employing different deterministic models on
the probabilistic results. The obtained results can provide first insights
into the comparison between the two methods (SRM and LEM) in a
probabilistic framework.
The studied dam was firstly investigated in Guo et al. [19]. These
authors implemented the soil spatial variability into the dam prob-
abilistic stability analysis and investigated its effects on the dam re-
liability by comparing with the case of homogenous soils. The variation
of three factors (coefficient of variation for input parameters, correla-
tion between C' and ' and autocorrelation distance) was considered by
Guo et al. [19] in the context of stochastic soils. The present study
continues to work on the probabilistic analysis of the same dam and
also employs the deterministic models developed in Guo et al. [19] for
the dam FoS evaluation since the same design scenario (steady state
flow conditions and a pseudo-static acceleration) is considered in the
two works. Compared to the previous study [19], this paper has two
new objectives: (1) apply the proposed procedure to the dam to show
that it can efficiently provide a variety of valuable results; (2) compare
LEM and SRM in a probabilistic framework under different loadings or
design conditions (e.g. different reservoir water levels and different
filter drain lengths). Firstly, the proposed procedure is illustrated via a
flowchart and is followed by the application of the procedure to the
dam. Then, the dam Pf is investigated by varying the three factors and
the two deterministic models are compared based on the dam
2
Computers and Geotechnics 120 (2020) 103411
probabilistic analysis. Particularly, the accuracy and efficiency of the
proposed procedure are highlighted by comparing with the direct MCS,
GSA and FORM.
2. Presentation of the research methods
This section aims at providing a brief introduction to the methods
employed in this study. It includes the Kriging theory, MCS, GSA and
FORM, which are the essential elements for the proposed procedure.
2.1. Kriging theory
The Kriging theory is based on the assumption that a random model
response (or a performance function G (X ) in the field of reliability
analysis) is a realisation of a Gaussian Process (GP). It predicts the value
of G (X ) at unknown points by a combination of G (X ) at known points
with a random function which includes a regression part and a sto-
chastic process as follows [8]:
G (X ) = fr (X )T AK + (X ) (1)
where AK is a vector of unknown coefficients, fr (X ) is a vector of re-
gression functions, fr (X )T AK is the trend of prediction or mean of the
GP, and (X ) is assumed to be a GP with zero mean and covariance
Cov [ (X i ), (X j )] (Eq. (2)). In this paper, the ordinary Kriging is se-
lected which means that the fr (X )T AK is a scalar value 0 to be de-
termined.
Cov [ (X i ), (X j )] = 2
R (X i X j, ) (2)
where 2
is the constant variance of the GP, is a vector of unknown
parameters, and R (.,.) is the correlation function which describes the
spatial correlation between observations and new points. A valid cor-
relation function needs to satisfy two conditions, saying that the R (.,.)
should be symmetric and positive semi-definite. There are many func-
tions which have been proven effective for these two conditions such as
the constant, Gaussian and Matérn functions. This paper adopts the one
of Matérn 5/2 [20] for the correlation function.
For the construction of a Kriging surrogate model, a set of
Experimental Design (ED) should be provided for the estimation of the
hyper-parameters ( 0 , 2 and ). The input in the ED can be generated
by a sampling method (e.g. Latin hypercube [21]) with respect to the
input joint distribution, while the output is evaluated by using a de-
terministic model. In this paper, the hyper-parameters are determined
by an optimisation procedure (Genetic algorithm) performed on the
cross-validation error of the Kriging model as in Lataniotis et al. [20].
2.2. Monte Carlo Simulation
The Monte Carlo Simulation (MCS) has been widely employed in
reliability analysis of geotechnical engineering. It offers a robust and
simple way to estimate the distribution of a system response and then to
assess the associated failure probability Pf by defining a threshold. Due
to its versatility and robustness, this method is usually regarded as a
standard reference to evaluate the accuracy of other reliability
methods. For an MCS with NMCS numbers of model evaluations, the Pf
can be computed by [5]:
NMCS
1
Pf = IMCS
NMCS j=1 (3)
where IMCS is a failure index. It will be set to 1 if the sample causes the
system to fail and IMCS = 0 otherwise. An advantage of MCS is that it
can also provide an error estimate for Eq. (3). If the NMCS is large en-
ough, the estimated Pf can be approximated by a normal distribution
^ ~N (µ ,
[22] saying Pf ) . The mean value µ is the Pf calculated in
Pf Pf Pf
Eq. (3) while the standard deviation can be expressed as:
Pf = Pf (1 Pf ) NMCS . An important measure for assessing the
X. Guo and D. Dias
Fig. 1. The geometry of the studied dam (g represents the gravitational acceleration).
accuracy of the MCS estimator can thus be given by the coefficient of
variation (CoV) of Pf [22]:
CoVPf = (1 Pf ) (NMCS Pf ) 100%
2.3. First Order Reliability Method
The First Order Reliability Method (FORM) is preferred by engineers
due to its efficiency and its possible implementation in a spreadsheet
[23]. Moreover, this method is able to provide different kinds of results
(reliability index, design point and importance factor) which are useful
for practical designs.
In FORM, the input random vector X is firstly transformed into a
standard normal vector U . The design point U is then defined as the
point which is located in the failure domain and is closest to the origin
of the standard normal space. The norm of U is known as the Hasofer-
Lind reliability index HL [24] and is directly related to the Pf :
Pf = ( HL ) = ( U )
where is the standard normal cumulative density function. It can be
seen that the main effort of FORM lies in searching the design point U .
According to the definition, the U reads as [25]:
U = argmin{ U , G (U ) 0}
where G ( ) represents the performance function. The Eq. (6) can then
be cast as a constrained optimisation problem, and it can be solved by
using the iterative approach of Rackwitz and Fiessler [26]. Once the
design point is identified, it can be used to extract additional results
such as the HL in Eq. (5) and the importance factor of each input
variable. The latter, in FORM, is defined as the fraction of the safety
margin due to the component of the design vector [27].
2.4. Global sensitivity analysis
The aim of a sensitivity analysis is to quantify the effect of an input
variable on a specific result (e.g. output variance). As it gives a measure
of the parameter importance in a system, performing a sensitivity
analysis is of great interest for reliability analyses where input un-
certainties are considered. Among the abundant literature on sensitivity
measures, the Sobol’ indices have received much attention [28]. They
are based on the idea of defining the expansion of a system model into
summands of increasing dimension. The total variance and partial
variances are then expressed with the summands. The contribution of
each group of variables can be obtained by dividing the related partial
variance to the total variance. In practice, the mentioned variances may
be computed by means of MCS with a computational model [28]. To
generalise the Sobol’ indices to the case of correlated input parameters,
the Kucherenko indices were proposed [29]. For details of the calcu-
lation of these two indices, readers are referred to Marelli et al. [30].
Computers and Geotechnics 120 (2020) 103411
3. The studied dam and the deterministic models
This section presents the two deterministic models employed for the
(4) dam FoS evaluation in this study. Firstly, the studied dam is described
by giving its geometry and the soil properties. Then, the two models are
presented.
3.1. Presentation of the studied dam
The present study is based on the dam, which was firstly studied in
Guo et al. [19]. The dam has a width of 10 m for the crest. The full
reservoir level is equal to 11.88 m. A horizontal drain of 28 m long is
installed at the toe of the downstream slope. The ratio between the
drain length and the dam base (AB in Fig. 1) is around 0.3. The soil is
assumed to follow a linear elastic perfectly plastic behaviour char-
acterised by the Mohr Coulomb shear failure criterion. The dam stabi-
lity is analysed under steady state flow conditions, which means that
the reservoir water level in the dam upstream part is fixed to a constant
value.
(5)
The uncertainties of the soil properties and the seismic loadings are
taken into account by simulating the C', ' and of the compacted fill
and the pseudo-static acceleration ps applied on the dam with means of
random variables. The foundation is assumed to be bedrock and is si-
mulated in a deterministic framework as in the previous work [19]. The
(6) mean values of the three above-mentioned soil parameters are taken
from an existing dam reported in Guo et al. [2], and the illustrative CoV
values are determined by considering the recommendations of Phoon
and Kulhawy [31]. For the variable ps , the average is set equal to
1.5 m/s2 which corresponds to a mediocre earthquake level in France
according to Loudière et al. [32]. A CoV of 20% is adopted so that 99%
of the generated possible accelerations are between two extreme values:
0.9 and 2.68 m/s2 which represent a weak and a strong seismic loading
in France respectively [32]. Table 1 presents the illustrative values
selected for the variables C', ', and ps . They are assumed to follow a
Log-normal distribution except for ' (a Beta distribution is used in
order to avoid generating unrealistic values). The pseudo-static analysis
[33–35] is adopted in this paper to assess the dam seismic performance
because it is a simple way to take into account seismic loading effects
and permits to obtain fast estimates of reliability results compared to a
real-time dynamic analysis. Additionally, the design is considered to be
Table 1
Input probabilistic model for the dam problem.
Mean CoV Distribution
Effective cohesion C' (kPa) 8.9 30 Log-normal
Effective friction angle ' (degree) 34.8 10 Betaa
Unit weight (kN/m3) 19.8 10 Log-normal
Pseudo-static acceleration ps (m/s2) 1.5 20 Log-normal
a
A Beta distribution bounded with the values 10 and 45.
3
X. Guo and D. Dias
Fig. 2. The numerical model mesh of the studied embankment dam.
Table 2
Deterministic soil parameters for the studied dam.
Compacted fill Foundation
Effective cohesion (kPa) 8.9 100
Effective friction angle (o) 34.8 34.1
Unit weight (kN/m3) 19.8 18
Young Modulus (MPa) 100 600
Poisson’s ratio(/) 0.3 0.25
Hydraulic conductivity (m/s) 5 × 10−5 1 × 10−6
Porosity (/) 0.2 0.15
conservative when using the pseudo-static approach [36,37]. Such a
simplified approach simulates the seismic loading effects by adding a
horizontal permanent body force on the dam. The force is within the
static framework and is related to the peak ground acceleration. It could
affect the soil effective stress and thus the slope stability condition.
3.2. The computational models
For the deterministic calculations, two computational models in-
itially developed in Guo et al. [19] are used in this study. They were
created for the purpose of evaluating the dam FoS by considering a
steady flow condition and a pseudo-static acceleration.
The first one is a numerical model based on the finite difference
method combined with the SRM using the Flac2D code [38]. The
pseudo-static acceleration is considered by adding a permanent hor-
izontal force on the dam body. The model can automatically locate the
critical slip surface of the dam according to the deformation of each
finite element. The FoS is obtained as the reduction factor at the last
step of the SRM process. Fig. 2 presents the finite difference model
created using Flac2D and the used mesh for the following calculations.
There are around 1800 4-node quadrilateral plane elements generated
for the mesh of the whole dam. Concerning the model boundary con-
ditions, the displacements are fully blocked at the base while only the
horizontal displacements are not allowed for the lateral edges. Hydro-
static loadings, related to the reservoir water level, are applied as sur-
face loads on the dam upstream slope. The pore water pressure dis-
tribution inside the dam can then be calculated by considering a steady
state flow. Table 2 presents all the soil parameters which are necessary
for a dam stability analysis within this model. The presented values are
consistent with the previous study [19]. For the modelling of the filter
drain, only its hydraulic conductivity is increased to 10−2 m/s. The
other parameters are assumed to be the same as the compacted fill [18].
Such an assumption permits to simulate the drain function of lowering
the phreatic surface and is conservative for a slope stability analysis
since the drain is usually composed of coarse gravels and thus more
resistant to shear deformation than the earth-fill zone.
The second model is based on the limit equilibrium theory and was
developed in the Matlab platform. The model employs the Morgenstern
Price Method (MPM) [39] to estimate the FoS of a given slip surface.
The MPM is able to satisfy all the equilibrium conditions [40] and thus
4
Computers and Geotechnics 120 (2020) 103411
allows accounting for a pseudo-static acceleration. The slip surface
shape is assumed to be circular since the rotational failure mechanism
dominates in the case of homogeneous slopes [41,42]. The critical slip
surface is determined in this model by a searching process which
sweeps three parameters [19]. The final FoS value of the dam for one
input configuration is the one estimated with the critical slip surface. It
is noted that the pore water pressure used at the base of each slice for
this model is taken from the numerical model. This means that a nu-
merical flow calculation should be performed before the analytical
model simulations.
As presented before, the numerical model has some advantages (e.g.
no assumption is required for the inter-slice force and the slip surface
shape) over the analytical one. However, the latter is more efficient
than the numerical model and is able to provide reasonable estimates of
slope FoS values for most cases in a deterministic framework, as said in
Cheng et al. [43]. Therefore, the two models are both adopted in the
study and are compared in a probabilistic framework.
A first comparison of the two models is carried out in this section
with the soil parameters given in Table 2 and the dam geometry of
Fig. 1. The aim is to show the dam stability condition and the failure
surface location in a deterministic framework. Fig. 3 presents the two
failure surfaces determined by the two models. It can be seen that a
global failure is formed from the dam crest to the slope toe. The two
models give basically a similar shape for the slip surface. The estimated
FoS value is respectively equal to 1.51 and 1.49 by the numerical and
analytical model, which shows a good agreement.
4. Reliability and sensitivity analysis results
This section presents the reliability and sensitivity analysis results of
the dam. Firstly, a procedure which combines the Kriging model with
the MCS, GSA and FORM is detailed. Then, a reference case of the dam
is investigated with the proposed procedure. Lastly, the dam failure
probability is estimated by varying three key parameters.
4.1. Proposed procedure
Fig. 4 shows a flowchart of the proposed procedure. The main idea
lies in combining the Kriging surrogate model with the MCS, GSA and
FORM. The purpose is to benefit from the efficiency of a surrogate
model to provide designers with a variety of useful results within ac-
ceptable computational efforts. In this paper, the proposed procedure is
named as K-MGF. Table 3 gives a detailed description of each step
which should be performed for the proposed procedure. Particularly, an
active learning algorithm (steps 5.1 to 5.3) proposed by Echard et al.
[8] is used in this paper to determine the final Kriging model. It gra-
dually enlarges the ED and improves the obtained Kriging model by
adding each time a new sample which is considered to have the highest
probability of being misjudged for failure or safe. The added sample is
selected so that the Eq. (7) [8] is minimised. The improvement process
for the Kriging model is stopped when the Eq. (8) [27] is satisfied. This
algorithm can lead to a highly accurate meta-model around the limit
state surface, and the number of deterministic model evaluation is
X. Guo and D. Dias
Fig. 4. Flowchart of the proposed procedure K-MGF.
Table 3
Description of each step performed for the proposed procedure.
Step Description
1 Create a computational model (Md ) for deterministic calculations
2 Simulate the input uncertainties
3 Generate an initial EDa and evaluate the corresponding model responses
using the Md
4 Generate a large numberb of input samples (noted as Sc ) according to the
joint distribution defined in step 2
5.1 Construct a Kriging modelc with the current ED
5.2 Predict the model responses on the sample set Sc using the current
Kriging model and evaluate the stop condition of Eq. (8). If it is satisfied,
go to step 6, otherwise, continue to next step.
5.3 Choose the best next sample from the Sc according to the learning
function of Eq. (7). Evaluate the model response of the selected sample
using the Md and update the ED. Go back to step 5.1.
6 Perform an MCS with the finally obtained Kriging model
7 Perform a GSA with the finally obtained Kriging model
8 Perform a FORM with the finally obtained Kriging model
a
ED size is 12 in this paper as suggested by Echard et al. [8].
b
A large value, for example, 1 × 106 can be set or it can be determined by
an adaptive process [8].
c
The toolbox UQlab [48] is used in this paper for the Kriging model con-
struction with the options presented in Section 2.1.
significantly reduced for a reliability analysis.
|µK (X )|
U (X ) =
K (X )
Computers and Geotechnics 120 (2020) 103411
Fig. 3. Failure surfaces determined by the two
models for the parameters of Table 2.
P+
f Pf
Pf
Pf (8)
where µK (X ) and K (X ) are the mean and standard deviation of the
Kriging predictions, Pf is an acceptance threshold (set as 0.05 in this
paper) for the failure probability variation. The Pf is obtained by using
the mean prediction of Kriging µK (X ) to identify IMCS in Eq. (3), while
the two other failure probabilities (P f± ) are computed by using
(µK (X ) k K (X ) ) in Eq. (3). The value of k is 1.96, as suggested in
Schöbi et al. [15].
The proposed procedure can also be extended or improved in three
directions: (1) the algorithm [8] used in Table 3 for obtaining the final
Kriging model can be replaced by another one if necessary, given that
various Kriging improvement algorithms are available in literature as
said in the Introduction; (2) the surrogate model in the second stage of
Fig. 4 is not limited to Kriging but can be replaced by other metamo-
deling techniques such as the Polynomial Chaos Expansion [44] or
Artificial Neural Network [45]; (3) the obtained meta-model can be
further coupled with other uncertainty-related simulations such as op-
timization in order to make more results available.
When dealing with a geotechnical reliability analysis, another issue
is the soil spatial variability modelling and its implementation in a
probabilistic analysis. A common approach for this issue is the random
finite element method (RFEM) [46] which involves the generation of
soil properties random fields and then mapping them to a finite element
mesh. The following step is to use a conventional FE analysis and to
repeat the process many times using MCS. The proposed procedure is
also applicable for the cases of spatially varied soils. Compared to the
(7) RFEM, the differences lie in the facts that a surrogate model is created
before conducting the MCS and three analyses (MCS, GSA and FORM)
5
X. Guo and D. Dias Computers and Geotechnics 120 (2020) 103411

Table 4
All available results by the approach K-MGF.
Results by MCSa

Pf CoVPf µFoS FoS Other available results

5.55 × 10−3 3% 1.511 0.213 Higher statistical moments of the FoS

values;
PDF and CDF of the FoS values (see
Fig. 5)

Results by GSAa (see Fig. 6)

Results by FORMa

Pf DPb-C' DP- ' DP- DP- ps Other available results

2.56 5.28×10−3 6.68 26.8 20.3 1.85 Partial safety factor [4,25];
Importance factor (Fig. 6)
a
These analyses are performed by using the Kriging surrogate model.
b Fig. 5. PDF and CDF of the obtained FoS values by the K-MGF.
Design Point.

instead of only one are performed in the K-MGF. Attention should be

paid to the meta-model construction in case the soil variabilities are
simulated by random fields, since it becomes a high dimensional sto-
chastic problem due to the random-fields discretisation. A possible so-
lution for this issue is to reduce the input dimension using the techni-
ques introduced in Guo et al. [6] a priori the meta-model training. Then,
the proposed procedure can be used to provide a variety of valuable
results.
In this paper, the soil spatial variability is not considered in the dam
probabilistic analysis in order to focus on showing the idea of coupling
the Kriging surrogate model with MCS/GSA/FORM, and comparing
LEM and SRM in the context of probabilistic analysis. Neglecting the
soil spatial variability is also based on the two following reasons: (1)
Generation of random fields and implementing them in deterministic
models require significant computational efforts. Additionally, quanti-
fying the autocorrelation distance of random fields needs a large
number of geo-localised measurements. Therefore, it is not always
feasible to account for the soil spatial variability by random fields in
practice. (2) The random-variables approach, proven by previous works Fig. 6. Sensitivity index and importance factor of each variable obtained re-
[19,47], will overestimate failure probabilities if the mean value of FoS spectively by GSA and FORM.
is higher than 1. Therefore, the present study can be used for con-
servative designs.
any statistical moments and to plot the probability density function
4.2. Results for the reference case (PDF) and cumulative distribution function (CDF) of the FoS values as
shown in Fig. 5. It is observed that the FoS distribution is roughly
The proposed procedure is firstly applied to a reference case which symmetric. Most of the possible FoS values vary between 1.1 and 1.9.
refers to the geometry, the full reservoir water level and the input The CDF curve permits to show the probability of being lower than a
parameters presented in Section 3.1. The aim is to assess the dam sta- specific threshold. For instance, the probability of getting an FoS which
bility with a probabilistic way and to show the capacity of the K-MGF is smaller than 1.3 is around 15%.
method. The steps described in Table 3 are followed to conduct the The Kriging-based GSA is dedicated to evaluating the global sensi-
reliability and sensitivity analysis of the reference case. At the first tivity index of each input variable. The related results (total Sobol in-
stage, the input uncertainties are represented, and a computational dices) are presented in Fig. 6. It can be seen that the ' contributes the
model is created as in Sections 3.1 and 3.2. Secondly, a Kriging-based most to the variation of the FoS values. The Sobol index of ' is over 0.5.
surrogate model is constructed [8] (steps 5.1 to 5.3 of Table 3). For the The next important variables are ps and C'. The least one is with a
current problem, it requires finally 31 deterministic evaluations to Sobol index lower than 0.03. It means that the FoS variation is slightly
reach the final Kriging model according to Eq. (8). Then, three analyses influenced by the uncertainties. The importance factor of each input
(MCS, GSA and FORM) are performed with the surrogate model. The variable obtained by the FORM is also presented in Fig. 6. It measures
last stage is to collect all the available results from the three analyses the importance of a variable with respect to the dam failure. This is
and to interpret them. Table 4, Fig. 5 and Fig. 6 present all the obtained different from the Sobol index, which focuses on evaluating the im-
results. portance of each variable with respect to the FoS variation. It is why the
For the results obtained by the Kriging-based MCS, the Pf is esti- importance factors of FORM are not exactly equal to the sensitivity
mated as 5.55 × 10−3. The sample size in the MCS is set as 200 000 indices of GSA as shown in Fig. 6. However, the two analyses give the
which leads to a CoVPf of 3%. The average and the standard deviation same order of importance for the four variables (C', ', and ps ) under
for all the possible FoS values is respectively equal to 1.511 and 0.213. the current input configuration (i.e. Table 1). The ' is always the most
This corresponds to a CoV of 14% for the FoS values. As a large number important one for both the failure and FoS variation, while the least
of FoS values are available in the MCS, it is then possible to estimate variable is always .

6
X. Guo and D. Dias
The Kriging model is also coupled with a FORM analysis in order to
provide complementary results including reliability index , Pf , design
point, partial safety factor and importance factor of each variable. The
is a measure related to the vulnerability of a structure. It allows judging
a structure safety degree with the classification proposed by Phoon [49]
for example. For the studied dam with the reference case, the safety
degree is between the ‘below average’ and ‘above average’ levels ac-
cording to Phoon [49]. Concerning the design point in FORM, it is
considered as the most probable failure point. From Table 4, the C' and
' are decreased from the mean value to the design point while the
and ps are increased. Together with the partial safety factors, one can
have an idea about how much margin is available for the current input
configuration. In addition, the partial safety factor is comparable with
the coefficient used in a deterministic calculation for adjusting the soil
parameters in order to be conservative. The calculation of this kind of
factor can be found in Mollon et al. [25].
4.3. Dam failure probabilities under different scenarios
The previous section investigates the dam reliability and estimates
the importance of each input variable by considering a reference case.
This section aims at analysing the dam Pf with varying three para-
meters: the correlation between C' and ', the full reservoir water level
and the drain length. The objective is to simulate different design sce-
narios for the dam and to assess its reliability. For each design scenario,
a reliability analysis is conducted by following Table 3 without steps 7
and 8 since the focus here is to estimate the dam Pf .
Firstly, the effect of the correlation between the soil shear strength
parameters (C' and ') on the dam Pf is evaluated by testing three va-
lues (−0.2, −0.4 and −0.6) for the correlation coefficient c . A ne-
gative correlation between the two parameters is widely reported from
laboratory measurements [50–52] and the c usually varies between
−0.7 and −0.24 [50,53]. Previous studies have shown that the esti-
mated reliability results of dams [19] or slopes [54] could be severely
biased if the c is assumed to be 0. Then, the variation of the full re-
servoir water level (RFWL) is simulated by testing several values. The
value of RFWL could vary due to climate or for specific purposes like
energy production. Thirdly, the effect of the horizontally filtered drain
on the dam reliability is studied by assuming different values for the
drain length since it could be decreased in case of damage or blockage.
In summary, three parametric studies are performed in this section.
Each study varies only one parameter compared to the reference case.
Particularly, the parametric studies with the RFWL and the drain length
are based on an assumption that the c is equal to −0.4.
Fig. 7 plots the evolution of the dam Pf following the variation of
Fig. 7. The dam failure probability with the three factors.
7
Computers and Geotechnics 120 (2020) 103411
the three parameters. It indicates that the Pf is decreased with the in-
crease of the drain length, but increased with increasing the two other
factors. The finding related to the effect of the correlation on the dam
Pf is consistent with the previous work [19] which also found that a
smaller negative c can lead to a lower Pf . This can be explained by the
fact that the uncertainties of C' and ' are reduced and the unfavourable
C'- ' combination sets (C' and ' are both small) are partially eliminated
if a negative c is considered. Additionally, it is observed that the FRWL
variation has an insignificant effect on the dam Pf . The increase of
FRWL from 9.13 m to 14.91 m induces just a change of 6% for the Pf .
This observation may be explained by the existence of the horizontal
drain, which can significantly lower the phreatic surface inside the dam
even with a high FRWL. It should be mentioned that only the steady
state flow condition is considered here for the dam stability analysis.
The computed Pf involves the dam reliability with a fixed FRWL lo-
cation. In the case where a transient flow condition is considered, the
FRWL variation may have a non-negligible effect on the dam stability
[55]. Concerning the third factor, the drain length, it seems to have a
significant impact on the dam Pf . Without considering the drain, a high
value (around 0.5) can be reached for the Pf . On the contrary, the Pf is
quickly reduced to 0.005 by using a drain of 28 m. This indicates the
necessity of the horizontal drain installation. It is also found that the Pf
remains almost unchanged between the length ratio of 0.3 and 0.5. This
means that a drain of 28 m (i.e. ratio of 0.3) can easily lower the
phreatic surface inside the dam and can be regarded as an optimal
length. For the studied dam, the drain length ratio should be at least 0.3
and it is useless to increase its length furtherly. It is noted that the term
drain length ratio in Fig. 7 represents the ratio between the drain length
and the dam base (AB in Fig. 1).
5. Effects of using a simplified deterministic model
This section aims to study the effect of using a simplified determi-
nistic model on the probabilistic stability analysis of the dam. The three
parametric studies of Section 4.3 are performed again but with the
analytical computational model. The obtained results are plotted and
compared with the ones of the numerical model in Fig. 8 by providing
the relative difference between the two Pf values for each case.
It is observed from Fig. 8 that using a simplified computational
model can lead to reasonable estimates of the dam Pf for most cases
(considering the numerical model based results as a reference). Basi-
cally, the relative difference is lower than 12%. The predicted Pf evo-
lution following the increase of the three factors are quite similar be-
tween the two models. An exception is found in the cases where the
Fig. 8. Comparison of the dam Pf values obtained by the two deterministic
models.
X. Guo and D. Dias
drain length ratio is smaller than 0.3. For these cases, the relative dif-
ference is always higher than 40%. This means that using the analytical
model can lead to a totally different estimate of Pf compared to the
numerical one. The simplified model should thus be avoided in these
cases. This observation can be explained by the fact that the pore water
pressure, one of the major factors which influences the slope stability, is
considered differently in the two models. In the analytical one, the pore
water pressure is considered into the base forces calculation but not at
the inter-slice forces (or, consequently, the equilibrium of slices)
[56,57]. On the contrary, if the numerical model is used, the pore water
pressure will affect the soil effective stress for which the stability ana-
lysis is based on. When accounting for pore water pressures, the dif-
ference between the obtained FoS values of the two models increases
more than in dry cases. For the cases with a sufficient length drain, the
piezometric line inside the dam is well lowered, and the critical slip
surface rarely passes through the water flow zone. For this reason, the
obtained FoS values show a good agreement between the two models.
As a result, the Pf values are consistent between the two models. The
first two parametric studies are based on a drain of 28 m. Such a length
is long enough to lower the phreatic surface inside the dam as discussed
in Section 4.3. Nevertheless, the piezometric line is still high in the dam
downstream part for the cases of small length ratios (i.e. < 0.3). For
such cases, almost all the critical slip surfaces pass through the water
flow zone. Consequently, the Pf values obtained by using the two
models are quite different compared to the cases of high length ratios.
This finding highlights the different performance of the two models in a
probabilistic analysis when the pore water pressure is influential for the
FoS evaluation.
The idea of using the analytical model in a probabilistic analysis
instead of the sophisticated numerical model is mainly for the purpose
of reducing the total computational time. For one deterministic simu-
lation, the calculation time can be decreased from 5 mins to 4 s by using
the analytical one. With the proposed procedure, the number of calls to
the deterministic model is limited between 30 and 50 for all the ana-
lyses of Fig. 8. The total computational time of a probabilistic analysis is
respectively around 5 h and 3 mins for the numerical and the analytical
model. Therefore, it is preferred to use a simplified model for a dam
probabilistic analysis since the induced Pf estimate is relatively accu-
rate for most cases and the computational time can be significantly
reduced. Attention needs to be put on the cases where the pore water
pressure is an essential element in the determination of the dam final
FoS value. For these cases, the simplified deterministic model can be
used only for a rapid estimate of the order of magnitude for the dam Pf
at a first stage. It is noted that the computational time shown in the
paper is evaluated in a PC which is equipped with an Intel Xeon CPU
E5-2609 v4 1.7 GHz (2 processors).
6. Discussion
This section discusses two issues that are not treated in the previous
sections. It starts with an assessment of the accuracy and the efficiency
for the proposed procedure K-MGF. Then, some recommendations for
the practical application of the proposed procedure are provided.
6.1. Accuracy and efficiency of the approach K-MGF
The proposed procedure K-MGF is evaluated by performing two
comparison studies based on the reference case. The first one is con-
ducted with the analytical deterministic model. It represents a complete
comparison in the senses that the essential results available in the K-
MGF are compared with the ones obtained by the direct MCS, GSA and
FORM which are coupled with the computational model rather than the
Kriging surrogate model.
Table 5 presents the comparison study. It is found that all the results
using the Kriging-based (noted as K-based in Table 5) analyses are in
good agreement with the ones of the direct analyses. For example, the
8
Computers and Geotechnics 120 (2020) 103411
estimated Pf value by the Kriging-based MCS is 5 × 10−3, which is
close to the reference (4.96 × 10−3). These observations indicate that
the constructed Kriging surrogate model performs well in predicting the
dam FoS value and consequently in providing probabilistic analysis
results. The idea of using the Kriging model to replace the computa-
tional model in the MCS, GSA and FORM analyses is thus effective.
Once the replacement is validated, the accuracy of the obtained results
can be guaranteed and more importantly the computational time can be
greatly reduced as shown in Table 5. Running directly an MCS needs
around 3.3 days for the reference case even a simplified deterministic
model is employed. However, it needs less than 1 s for the Kriging-
based MCS. In fact, the time of performing the Kriging surrogate model
for one deterministic calculation is almost negligible. This allows run-
ning the model easily for a large number of simulations. The consuming
time of the proposed procedure lies mainly on the Kriging model con-
struction. The total time TAK MGF is the sum of four parts: Kriging model
training, MCS, GSA and FORM. For Table 5, the TAK MGF is around 3
mins ( 160 s + 1 s + 1 s + 1 s). On the contrary, directly performing
the three analyses needs 3.5 days (3 days + 0.5 days + 3mins). Such a
comparison shows the significant advantage of the K-MGF over the
direct analyses.
The second comparison study is based on the numerical model. Due
to its heavy computational burden, directly performing an MCS is not
affordable. For this reason, only the accuracy of the obtained Kriging
model is assessed. 1 200 input samples are generated randomly at first
from the joint distribution described in Table 1. Then, the numerical
model and the Kriging surrogate model are both used to estimate the
dam FoS for each input sample. The obtained results are plotted and
compared in Fig. 9. It is observed that the FoS values for the 1 200
samples vary mainly between 1 and 2. The scatter points in Fig. 9 are
basically around a line of 45°. All the points are within the lines which
represent an error of 5%. These observations show that the surrogate
model can give similar estimates of the dam FoS compared to the ori-
ginal computational model for a large range of input samples. Then, the
surrogate model based MCS, GSA and FORM analyses are expected to
be accurate. The total computational time TAK MGF cannot be compared
since directly running all the three analyses is time-consuming. How-
ever, it is possible to estimate the number of model evaluations (i.e.
simulation time) of a direct MCS by using Eq. (4). Assuming that the Pf
is the one shown in Table 4 and the target CoVPf is 5%, a direct MCS
requires at least 72,000 model evaluations which corresponds to
250 days. As a comparison, the K-MGF needs only 5 h to create a sur-
rogate model and then 1 s to perform an MCS.
In conclusion, the two comparison studies validate the effectiveness
of the proposed procedure K-MGF. Its efficiency is also highlighted. To
obtain a variety of probabilistic analysis results, the K-MGF needs only
several hours for the numerical model and around 3 mins for the ana-
lytical one.
6.2. Practical implementation of the presented procedure
Probabilistic analysis for geotechnical engineering has received
much attention for the last decades. However, its application by en-
gineers for practical geotechnical problems is still limited due to the
complexity and the non-existence of reliability methods in numerical
simulation software. The proposed K-MGF is based on the Kriging
theory, which is widely used in the field of geo-statistics and surrogate
modelling. Many packages which allow efficiently constructing a
Kriging surrogate model are available in different programming plat-
forms such as the DACE package [58] in Matlab. Then, the three ana-
lyses MCS, GSA and FORM can be performed with one of the Un-
certainty Quantification toolboxes which were recently developed.
Examples of the toolboxes are: UQlab [48] and OpenTURNS [59]. It is
noted that training of a Kriging model is also available in the mentioned
toolboxes. To couple or connect the probabilistic analysis with the de-
terministic model which is usually created in third-party software (e.g.
X. Guo and D. Dias Computers and Geotechnics 120 (2020) 103411

Table 5
Comparison of the K-MGF with the direct analyses.
Time Pf CoVPf µFoS d FoS

−3
Direct MCS 3 days 4.96 × 10 4.5% 1.504 0.206
K-based MCS <1 s 5 × 10−3 4.5% 1.502 0.204

Time SIa-C' SI- ' SI- SI- ps

Direct GSA 12 h 0.11 0.63 0.01 0.26

K-based GSA <1 s 0.10 0.64 0.01 0.25

Time Pf Design point Importance factor

C' ' ps C' ' ps

Direct FORM 3 mins 2.57 5.07 × 10−3 7.0 26.5 20.1 0.19 0.06 0.7 0.01 0.22
K-based FORM <1 s 2.57 5.08 × 10−3 7.0 26.6 20.1 0.19 0.07 0.7 0.01 0.21
a
Sensitivity index.

capacity. The accuracy and efficiency are highlighted by comparing

Fig. 9. Comparison of the FoS values estimated by the Kriging model and the
numerical model.
Flac), one can use a code wrapper which allows the execution of one
program within the scope of another. For example, it can be realised by
using the command system in Matlab. Such a connection can avoid
manually modifying the input parameters for each deterministic si-
mulation. A complete probabilistic analysis by the K-MGF can then be
achieved in only one click.
with direct analyses which are coupled with the computational model.
The failure probability of the studied dam is furtherly studied by
varying three factors: correlation ( c ) between C' and ', full reservoir
water level (RFWL) and effective drain length (LD ). It is found that the
c and LD have important influences on the dam Pf while the RFWL
effect is not significant since a steady state flow condition is considered.
Moreover, an optimal value for the LD is determined for the dam from a
point of view of reliability analysis.
Based on the presented dam, two commonly used slope stability
methods (SRM and LEM) are compared in a probabilistic framework. It
is observed that the two deterministic models can give similar estimates
of the dam Pf for most cases. The use of the analytical model permits to
significantly reduce the computational time compared to the numerical
one. It is thus recommended to use an analytical model at the pre-
liminary design stage for a quick estimation of the reliability results.
Special attention is required for the cases where the pore water pressure
is important for the FoS evaluation, since the comparison study high-
lights the different performance of the two models for these cases. The
obtained Pf estimates are totally different for the two deterministic
models. The significant difference is due to the different ways of con-
sidering the pore water pressure.
CRediT authorship contribution statement
Xiangfeng Guo: Investigation, Writing - original draft. Daniel Dias:
Methodology, Writing - review & editing.
Declaration of Competing Interest

7. Conclusions
This paper proposes a procedure, called K-MGF, which combines the
Kriging surrogate model with the MCS, GSA and FORM. It allows pro-
viding a variety of probabilistic analysis results with a good accuracy
under a limited computational time. The available results for the K-
MGF include Pf , statistical moments, PDF, CDF, global sensitivity
index, , design point, partial safety factor and importance factor.
Directly running these three analyses to obtain the mentioned results
will need several days for the analytical model and over half a year for
the numerical one. The consuming time can be reduced by using the K-
MGF to respectively 3 mins and 5 h for the two deterministic models.
This highlights the significant interests for the application of the K-MGF
in practice. With the recommendations aforementioned, one can easily
perform a K-MGF analysis to reach many useful results. Having more
results in a probabilistic analysis can help designers to better under-
stand the encountered problems and then to propose more reliable
designs. The proposed procedure is applied to an earth dam to show its
The authors declare that they have no known competing financial
interests or personal relationships that could have appeared to influ-
ence the work reported in this paper.
Acknowledgements
The first author thanks gratefully the China Scholarship Council,
China (CSC No. 201608070075) for providing him with a PhD
Scholarship for his research work.
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