Three-dimensional reliability analysis of earth slopes

G. Auvineta & J.L. González E.a

a
Instituto de Ingeniería, UNAM, Ciudad Universitaria, Mexico, D.F.

ABSTRACT

Reliability of cohesive soil slopes is assessed using a three-dimensional probabilistic

stability analysis algorithm. Spatial variability of soil properties is represented by an
anisotropic random field. Parametric studies are performed for a typical earth structure.
The influence of the model parameters, including expected value, variance and correlation
distance of soil shear strength, on the reliability associated to particular failure
mechanisms is evaluated. The effect on reliability of the dimensions and shape of potential
slip surfaces for a given random field is also assessed. It is shown that the mechanisms that
contribute most significantly to global probability of failure of the slope may be quite
different from those identified as critical by standard deterministic evaluations assuming
soil homogeneity. Some practical implications of this fact are discussed.

INTRODUCTION

Safety of earth slopes is a topic that has been extensively addressed in the geotechnical
literature. However, slope failures affecting natural soil masses or geotechnical structures
are still reported world wide at a surprisingly high rate. Part of this situation can be
attributed to inadequate handling of the uncertainties involved in slope stability analyses.
One of the main factors that contribute to uncertainty is the spatial variability of soil
properties. For many soil masses, including earth structures constructed in successive
compacted lifts, this variability can be represented by a random field model, generally with
a highly anisotropic spatial correlation. Assessment of reliability of slopes in soils with this
type of spatial variation must be based on three-dimensional analyses. As shown herein,
available deterministic 3D analysis algorithms can be easily modified to take into account
spatial variability and to estimate the reliability associated to particular potential failure
surfaces. It is then possible to perform parametric evaluations of the influence of the
stochastic model parameters and of the shape and dimensions of potential slip surfaces on
the associated reliability. This approach gives valuable information regarding the failure
mechanisms that contribute most significantly to global slope reliability. The results
presented in the paper are limited to short term stability of slopes in cohesive soils.

THREE-DIMENSIONAL SLOPE STABILITY ANALYSES

Duncan [1,2] has presented a thorough review of the different methods of analysis that have
been developed to assess slope stability. Bidimensional limit equilibrium analyses assume
that the soil properties can be considered as homogeneous in the direction perpendicular to
the plane of analysis and that plane deformation conditions prevail. If these hypotheses are
acceptable, techniques based on the method of slices such as the modified Bishop’s
procedure [3] give results that are generally satisfactory for engineering purposes. It is
recognized however that a three-dimensional analysis may be required in situations such as
the following:

a) In the case of short slopes for which boundary conditions cannot be ignored such as
earth dams built in a narrow valley
b) When soil properties vary significantly along the longitudinal direction of the slope
c) When the slope is submitted to concentrated loading
d) When the potential failure surface is irregular

Many techniques have been developed to perform 3D stability analyses [1]. Some of them
only introduce correction for “end effects” in analyses considering cylindrical slip surfaces
[4,5]. Others are based on limit equilibrium analyses of sliding masses divided in wedges or
vertical soil columns. For homogeneous soils, the safety factor given by these methods is
larger than those obtained by bidimensional analysis. This has lead to the common concept
that results of bidimensional analysis are always on the safe side. It will be shown that this
concept is not valid for soil masses that can only be considered as homogeneous in a
statistical sense.

Among the available 3D stability analysis methods, the algorithm proposed by Hungr [6]
was retained for the evaluation presented in this paper taking into account, among other
advantages, its flexibility regarding the type of slip surface that can be considered. In this
model, based on a generalization of simplified Bishop’s method, the potential sliding mass
is divided into an orthogonal assembly of vertical columns. For rotational surfaces, the
safety factor, SF, is derived iteratively from the sum of moments around a common
horizontal axis. For cohesive soils:
n

MR
 Cui ai Ri
i 1
SF   n
(1)
MM
 Wi xi  Ed
i 1

where MR and MM are respectively the moments of resisting and driving forces. Cui is the
cohesion at base of column i, ai is the area of base of column i, Ri is the moment arm of
resisting force, Wi is the total weight of the column and xi is the distance from the reference
axis to the center of the column. E is the resultant of all horizontal components of applied
point loads, if any, with a moment arm d, and n is the total number of active columns (Fig.
1).
 Reference axis

z
xi Column i
Ri
Slip surface d
Wi ay
E
ai

Direction of motion y

Fig. 1. Cross-section of slope and potential slip surface.

In the case of nonrotational surface, it is possible to derive the factor of safety from the
horizontal forces equilibrium in the direction of the motion (Fig. 1):
n

FR
 Cui ai cos a y
i 1
SF   n
(2)
FM
 N i cos  z tana y  E
i 1
where z and ay are defined on Fig. and Ni is the total normal force acting on the column
base derived from the vertical force equilibrium [6].

W
Y

ay S
Direction of
motion
N X
z

Fig. 2. Forces acting on base of a single column [6].

 MODELLING SPATIAL VARIATIONS OF SOILS

Variability of soil properties within a soil mass can be described by means of random
fields. The values taken by a given property V(X) at points X within the soil mass are then
considered as a realization of such a field, defined by its first moments: expected value,
E{V(X)} V  X  , variance var[V(X)]=  V2 ( X ) , coefficient of variation CV[V(X)]=
 V  X    V ( X ) and spatial autocorrelation:

covV ( X 1 ), V ( X 2 )
V (X 1 ,X 2 )  (5)
 V  X1  V  X 2 

where cov[V(X1),V(X2)]=E{[V(X1) - V  X1  ] [V(X2) - V  X 2  ]} is the autocovariance of the

field.

In statistically homogeneous soil masses, the expected value and variance are constant in
the whole domain (eventually after removal of a trend). On the other hand, the spatial
autocorrelation is generally expected to be constant but strongly anisotropic, reflecting the
geological formation process or construction procedure of the soil mass. In the case of earth
structures, for example, the spatial autocorrelation function in the vertical direction presents
well defined oscillations corresponding to the lift thickness and decreases rapidly with the
vertical distance between points X1 and X2, while decreasing much more slowly along
horizontal directions [5]. In such cases, it can be reasonably accepted that the

autocorrelation is an orthotropic function of vector distance  between pairs of points of
the medium.

   V(X1, X2) = V   (6)

An important result is that, if the average value VA of property V(X) in a domain A

(segment, surface, volume) is considered:
1
A A
VA = V(X)dX (7)

the variance of this average is [ 7]:

 V2 ( X )
var[VA] =
A2   V (X 1, X 2 )dX 1dX 2 (8)
A A

This formula expresses the well known geometrical scale effect: the variance of the average
value of a random property in a given domain A decreases as the size of the domain
increases.

Among the autocorrelation functions of the type indicated in Eqn. 6 that have been
proposed [4] one of the simplest is the exponential function:
   r z 
 V (r , z )  exp  2   (9)
 r  z 

where parameters r and z are, respectively, the horizontal and vertical correlation
distances and r = ( xi  x j ) 2  ( y i  y j ) 2 and z = z i  z j are respectively the horizontal
and vertical distances between two different points of the soil mass with respective
coordinates (xi, yi, zi) and (xj, yj, zj). Values of r have been shown to be of the order of
several tenths of meters while the vertical influence distance z is of the order of a few
meters [5]. In this paper, a random field of this type is used to represent variations of the
undrained shear strength Cu within the soil mass. The horizontal correlation distance is
assumed to be ten times larger than the vertical distance.

THREE-DIMENSIONAL RELIABILITY ANALYSIS OF SLOPES

If the mechanical properties of a soil mass are affected by uncertainty due to spatial
variations, variables MR and MM of Eqn. 1 (respectively FR and FM in the case of non-
rotational mechanisms) must be considered as random variables. The probability of failure
associated to a particular slip surface can then be defined as Pf = P[SF<1] where SF is the
factor of safety. Reliability is the complement to unity of probability of failure. An
equivalent formulation can be introduced defining safety margin, SM = MR-MM
(respectively, FR-FM). Probability of failure is then defined as Pf = P[SM < 0]. Reliability
can be expressed in term of reliability index defined as:

ESM 
 (10)
 SM
where:
 SM   MR
2
  MM
2
 2 covMR, MM  (11)

The short term resisting forces along the potential slip surface depend on the undrained
shear strength along this surface. On the other hand, the driving forces depend on the
specific weight of the soil. In most cases, uncertainty on specific weight can be neglected
and  SM   MR . Eqn. 10 can then be written:

ESM 
 (12)
 MR

A first order approximation of the expected value of the safety margin can be evaluated
performing a deterministic stability analysis with the expected value of the shear strength:
  1 
ESM   EMR1   (13)
 ESF 

On the other hand, as shown below, standard deviation  MR of the resisting moment can be
defined in terms of the parameters of the shear strength random field. For sliding mass
divided in vertical columns as in Hungr’s model [6], variance of the moment of resisting
forces can be calculated as:

n 
 
n n
varMR  varCu  ai Ri  2  ai Ri a j R j  Cu X i , X j 
  2
(14)
 i 1 i 1 j i 1 

where n is the number of columns

In this expression, the variance of average shear strength at the base of each column is
considered to coincide with the point variance of the field (mid-point method). In the same
way, the correlation between the average shear strength at the base of different columns is
considered equal to the correlation between point values of this property in Xi and Xj , at
base of columns i and j. This approximation can be considered as acceptable when the
number of columns considered in the analysis is large.

In the case of non-rotational slip surfaces, a similar procedure can be used substituting MR
by FR in Eqn.11, and writing:

n n n 
varFR   varCu  ai2 cos 2 a yi  2  ai cos a yi a j cos a y j  Cu ( X i , X j ) (15)
 i 1 i 1 j i 1 

These expressions make it possible to estimate the reliability index associated to three-
dimensional failure mechanisms. Algorithms allowing making the corresponding
computations have been developed [8,9].

If the shear strength random field can be considered as Gaussian, SM is also Gaussian and
the probability of failure can be expressed as:

 0  ESM 
PSM  0     (  ) (16)
  SM 

where  is the normalized Gaussian probability distribution function.

The above considerations refer to the reliability associated to a particular slip surface. It
must be emphasized that the global failure probability of a slope is the probability that any
of the possible failure mechanisms develop. This probability is difficult to assess; however,
taking into account that a significant correlation generally exists between soil properties
along close critical slip surfaces, the highest probability of failure found for particular
critical surfaces can generally be considered as a useful lower limit of the global probability
of failure.

3D STABILITY ANALYSIS OF AN HOMOGENEOUS EARTH DAM

In earth dam engineering, fills constructed with the same type of soil are commonly
referred to as “homogeneous”. Of course this type of homogeneity is only statistical since
natural borrow materials are far from uniform. Deviations with respect to the specified
compaction technique and changes of ambient conditions during construction introduce
additional spatial variations.

An example of this type of structure is the Mirgenbach dam [5]. This is a 22m high and
450m long earth embankment (Fig. 3). A symmetrical failure occurred during the final
stage of construction (Fig. 4). Average properties of compacted soil and foundation are
indicated in Fig. 3. This structure will be used to illustrate the three-dimensional reliability
analysis procedure.

Stability and reliability analyses were carried out for three different potential failure
mechanisms: rotation on a curved slip surface approximated by a sphere (mechanism 1),
failure of a wedge along three planar surfaces (mechanism 2) and failure of a wedge along
two planes (mechanism 3) as shown in simplified cross sections of Fig. 5.

178
Upstream 2.5 : 1 Downstream
Berm
3:1 Cu = 100 kPa 3:1
168
18 m
3.5 : 1
3.5 : 1 
Residual clay = 0º 3.5 : 1
160 m = 20.9 kN/m
3

C´ = 35 kPa ; ´30º
160 m

Fig. 3. Transversal cross-section of Mirgenbach dam.

 Dam axis

Berm

Fig. 4. Sliding zones (plan view).

For the circular mechanism, the position of the rotation axis and sphere radius that led to
the lowest safety factor was searched. In the same way, for other failure mechanisms, the
most critical inclination of the slip planar surfaces was determined by trial and error (Fig. 6)

In Fig. 7 the calculated safety factors are presented for each mechanism as a function of
width of failure zone. It must be mentioned that, following Hungr’s recommendation [6],
safety factors for non-rotational failures (mechanisms 2 and 3) were corrected to take into
account lack of symmetry of the slip surfaces.

MECHANISM 1

Upstream Residual clay

18m Cu = 100 kPa
 = 0º
3
m = 20.9 kN/m
 MECHANISM 2

10m 45º

18m Residual clay

45º 25m
Cu = 100 kPa
3
11m m = 20.9 kN/m

18m 23.5m 18m

MECHANISM 3

10m 45º

18m Residual clay

25m
Cu = 100 kPa
3
m = 20.9 kN/m

18m

Fig. 5. Stability analysis (mechanisms 1 to 3).

According to these deterministic analyses, the lowest safety factor is obtained for
mechanism 1 and the highest for mechanism 3. In all cases, the safety factor decreases
when the failure zone width increases and asymptotically tends to a constant value
corresponding to bidimensional failure. Those can be considered as typical results for
deterministic three-dimensional slope stability analyses. In the present case, however, this
type of result does not agree with the field observations since it was determined that failure
occurred by translation along a practically horizontal plane.

Fig. 6. Critical slip surfaces for mechanisms 1 and 3.

 4.4 Mechanism 3
Mechanism 2
4.2 Mechanism 1

4.0
SF
3.8

3.6

3.4
20 40 60 80 100 120 140 160 180 200
Width of failure zone, m

Fig. 7. Variation of computed safety factor with width of failure zone.

PARAMETRIC RELIABILITY ANALYSES

The stability of the above earth dam can be reviewed from a probabilistic point of view
assuming that the shear strength of the clay is adequately described by an anisotropic
random field. The parameters of this field and the dimensions and shape of the slip surface
can be modified to evaluate their impact on the results of reliability analyses.

Influence of parameters of shear strength random field on computed reliability

Eqn. 10 indicates that reliability index increases linearly with the expected value of shear
strength introduced in the analysis.

The results of the evaluation of the effect of the correlation distance and coefficient of
variation on reliability index are illustrated in Figs 8 and 9, respectively for mechanisms 1
and 3. Reliability index  decreases rapidly with the coefficient of variation of shear
strength for all mechanisms. High values of the coefficient of variation value increase the
variance of the resisting forces and of the safety margin and, consequently, the probability
of failure. Reliability index also decreases when horizontal correlation distance increases
since the variance of the average value of shear strength on the slip surface is larger
(Eqn.8).
 Fig. 8. Variation of reliability index with horizontal correlation distance for different
coefficients of variation of shear strength (mechanism 1).

50

Width of failure zone: 40m CVCu = 0.1

40 CVCu = 0.2
Reliability index, 

CVCu = 0.3

30 CVCu = 0.4

20

10

0
0 10 20 30 40 50 60 70 80

Horizontal correlation distance, r, m

Fig. 9. Variation of reliability index with correlation distance for different

coefficients of variation of shear strength (mechanism 3).

Influence of width of potential failure zone on computed reliability

The results of deterministic 3D stability analyses indicate that safety associated to particular
slip surface decreases when the width of the potential sliding mass increases. When shear
strength random variability is taken into account, this conclusion is no longer valid. As
shown in Fig. 10, the reliability index decreases with the width of the failure zone. This can
be explained in terms of the reduction of variance of average shear strength, and of the
moment of resisting forces as the size of the potential slip surface considered increases. The
corresponding decrease of coefficient of variation of the safety margin is presented on Fig.
11.

The geometry of short potential failure zones is mechanically more favorable for stability
and, in fact, reliability does increase for very narrow slip surfaces, but short zones are more
sensitive to local variations of shear strength.

30

Width = 180 m
25
Width = 100 m
Reliability index, 

Width = 40 m
20

15

10

5
0 10 20 30 40 50 60 70 80
Horizontal correlation distance, r, m

Fig. 10. Variation of reliability index with horizontal correlation distance

for different widths of failure zone (mechanism 1)

0.12 Width = 40 m
Width =100 m
0.1 Width =180 m

0.08
CVCu = 0.30
CVSM

0.06

0.04

0.02

0
0 10 20 30 40 50 60 70 80
Horizontal correlation distance, dr, m

Fig. 11. Variation of CVSM for different widths of failure zone (mechanism 1)
Influence of the shape of the slip surface on computed reliability

Fig. 12 shows variation of reliability with the correlation distance for the three mechanisms
considered in Fig. 4, for a 180m wide failure zone. The trend is similar for other widths of
the failure zone. It is clear that a lower reliability is obtained for failure mechanisms along
planar surfaces. This result confirms the results obtained previously with a simpler model
[5].

20
Mechanism 1
Mechanism 2
15 Mechanism 3
Reliability index, 

10

5 Width of failure zone: 180 m

0
0 10 20 30 40 50 60 70 80

Horizontal correlation distance, r, m

Fig. 12. Variation of reliability index for three failure mechanisms (width = 180 m)

In the horizontal plane of mechanism 3, variance of average shear strength remains high
due to the long horizontal correlation distance (Eqn. 8), while on curved and tilted plane
surfaces an averaging effect due to crossing of soils with different characteristics and low
correlation reduces the variance drastically. This shows that for earth structures commonly
considered as homogeneous, the existence of an anisotropic spatial correlation may induce
failure mechanisms that are quite different from those detected in deterministic analysis.
These results are also in a better agreement with observations on Mirgenbach dam. Failure
of this structure could be associated to deficiencies in the control of water content during
construction (high coefficient of variation of Cu), that led to the presence of a saturated
horizontal layer within the soil mass (long correlation distance).

In Fig.13, the simultaneous effect of width and shape of the slip surface on reliability is
presented for mechanism 1 and 3. In this figure, it can be observed that the lowest
reliability index is obtained for mechanism 3 and a width of about 40m.
 50

Curved slip surface

40

Reliability index, 
30

Failure along
20
two planar surfaces

Width = 180 m (Mec.1) Width= 180 m (Mec.3)

10
Width= 100 m (Mec.1) Width= 100 m (Mec.3)
Width= 40 m (Mec.1) Width= 40 m (Mec.3)
0
0 10 20 30 40 50 60 70 80
Horizontal correlation distance,r, m

Fig. 13 Variation of reliability index with horizontal correlation distance

for mechanisms 1 y 3 and three failure widths.

SAFETY FACTOR AND RELIABILITY

A general relation between safety factor and reliability index cannot be established.
However, for a specific problem and accepting that MM is deterministic, the following
relation can be used to extend the results of parametric studies:

MM ( ESF  1)
 (17)
 SM

This is illustrated by Fig. 14 that was established for a horizontal correlation distance of
20m.
 30

25
Reliability index, 
20

15
Width
40 m 180 m
10
CVCu = 0.1 CVCu = 0.1
CVCu = 0.2 CVCu = 0.2
5 CVCu = 0.3 CVCu = 0.3
CVCu = 0.4 CVCu = 0.4
0
1 1.5 2 2.5 3 3.5 4 4.5 5
E{Safety factor}

Fig. 14. Reliability index vs. expected safety factor (mechanism 1).

If it is accepted that the safety factor is approximately normally distributed, it is also

possible to draw graphs relating safety factor and probability of failure as shown on Fig 15.
This type of graph can be useful to assess the influence of shear strength variance,
associated to different levels of quality control and construction material homogeneity, on
the safety of the slope.

0.1
Probability of failure

CVCu = 0.4
0.01

40 m
0.001
CVCu = 0.1
100 m
0.0001 40 m 180 m
180 m 100 m
0.00001
1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8
E{Safety factor}

Fig. 15. Probability of failure vs. expected safety factor (mechanism 1)

 CONCLUSIONS

Reliability of cohesive soil slopes was assessed using a three-dimensional probabilistic

stability analysis algorithm. Spatial variability of soil properties was represented by an
anisotropic random field (r/z = 10). Parametric studies were performed for a typical earth
structure. It could be concluded that:

a) Deterministic three-dimensional analysis algorithms can be easily modified to take into

account spatial variability and to estimate the reliability associated to particular potential
failure surfaces.

b) For materials that are homogeneous only in a statistical sense, i.e. for most natural and
compacted materials, the commonly accepted concept that bidimensional stability analyses
give results that are on the safe side with respect to those given by three-dimensional
analyses is not valid.

c) Relatively short three-dimensional soil masses may present a higher probability of failure
than longer masses due to the higher variance of the average shear strength along small slip
surfaces.

d) When spatial correlation is anisotropic, the probability of failure associated to non-

rotational mechanisms including planar surfaces may present a higher probability of failure
than conventional curved slip surfaces.

The results presented suggest that control of construction of the so-called “homogeneous”
earth structures should focus not only on the average strength of the materials but also on
the magnitude and spatial distribution of their variations.

REFERENCES

1. Duncan, J.M., State of the art: static stability and deformation analysis. Geotechnical
Special Publication, No 31, ASCE, 1992
2. Duncan, J.M., State of the art: limit equilibrium and finite-element analysis of slopes.
Journal of Geotechnical Engineering, ASCE, Vol. 122, No 7, pp. 577-596, 1996
3. Bishop, W.A., The use of the slip circle in the stability analysis of slopes, Geotechnique,
London, England, Vol. 5, No 4, pp. 129-150, Dec. 1960
4. Vanmarcke, E.H., Reliability of Earth Slopes, Journal of the Geotechnical Engineering
Division, ASCE, vol. 103, No GT11, pp. 1247-1265, 1977
5. Auvinet, G., Rossa, O. and Fry J.J., Reliability of homogeneous earth fills, Proceedings,
Sixth International Conference on Applications of Statistics and Probability in Civil
Engineering, CERRA-ICASP6, pp. 816-824, Mexico, D.F., 1991
6. Hungr, O., An extension of Bishop’s simplified method of slope stability to three
dimensions, Géotechnique 38, No 1, pp. 155-156, London, 1987
7. Papoulis, A., Probability, Random Variables and Stochastic Processes, McGraw-Hill, New
York, 1965
8. González, J.L., Confiabilidad de taludes, análisis tridimensional. Master Degree Thesis,
Facultad de Ingeniería, Universidad Nacional Autónoma de México, Mexico D.F., 1998
(in Spanish)
9. Mrabet, Z., Fiabilité des remblais homogènes compactés, Doctoral Thesis, Laboratoire
de Géomécanique ENSG, Institut National Polytechnique de Lorraine, Nancy, France,
1997 (in French)