Int. J. Reliability and Safety, Vol. 5, Nos.

3/4, 2011 299

Random set finite element method application

to tunnelling

Ali Nasekhian* and Helmut F. Schweiger

Computational Geotechnics Group,
Institute for Soil Mechanics and Foundation Engineering,
Graz University of Technology,
Rechbauerstraße 12, A8010 Graz, Austria
Fax: +43 316 873 6232
Email: anasekhian@dr-sauer.com
Email: helmut.schweiger@tugraz.at
*Corresponding author

Abstract: A real tunnel project is used to demonstrate the validity of Random

Set Finite Element Method (RS-FEM) framework in geomechanics where
engineers have to face not only imprecise data but also lack of information at
the beginning of the project. The objective of this paper is to illustrate the
RS-FEM approach, which in the authors’ view is an appealing procedure in
uncertainty analysis, by means of a real case history validated by in-situ
measurements. Furthermore, some advantages and limitations in geotechnical
problems are addressed as well as the procedure of RS-FEM approach is
elaborated, which includes providing set-based input random variables,
computing probability assignment of deterministic finite element calculations
and demonstrating the usage of such a framework in reliability analysis.

Keywords: uncertainty; tunnelling; reliability analysis; random set theory;

finite element method.

Reference to this paper should be made as follows: Nasekhian, A. and

Schweiger, H.F. (2011) ‘Random set finite element method application to
tunnelling’, Int. J. Reliability and Safety, Vol. 5, Nos. 3/4, pp.299–319.

Biographical notes: Ali Nasekhian received his Master Degree in Geotechnics

from Tehran University in 2003 following his five-year experience in DKP
Geotechnical Consulting Engineers. He is pursuing his Doctorate degree in
Geotechnics at the Graz University of Technology, investigating the impact of
uncertain parameters on the results of geotechnical problems, particularly in
tunnelling, by means of two methods, namely, Point Estimate Method (PEM)
and Random Set Finite Element Method (RS-FEM). In this regard, he has
published several papers in international workshops and conferences.

Helmut F. Schweiger is Head of the Computational Geotechnics Group at

the Institute for Soil Mechanics and Foundation Engineering of the Graz
University of Technology and has over 15 years of experience in developing
and applying numerical methods in geomechanics. He obtained his PhD from
the University of Wales, Swansea. He is a member of the editorial board of
several international journals. His main research interests are the development
of multilaminate models for soils, application of Random Set Theory to finite
element analysis and the assessment of the influence of the constitutive model
for solving practical problems, in particular deep excavations and tunnels.

Copyright © 2011 Inderscience Enterprises Ltd.

300 A. Nasekhian and H.F. Schweiger

This paper is a revised and expanded version of a paper entitled ‘Random set
finite element method application to tunnelling’ presented at the ‘4th
International Workshop on Reliable Engineering Computing (REC2010)’,
Singapore, 3–5 March 2010.

1 Introduction

“Since the early 1990s, no other area of the construction industry has been as adversely
affected by major losses as tunnelling. Besides property losses often in the two-digit
million range, third-party liability losses have also been high, and numerous people
have lost their lives. The international insurance industry has made payments exceeding
US$ 600 m for large losses” (Wannick, 2007). Certainly, a variety of causes may be
included for the losses such as flood, earthquake or fire. However, causes originating
from uncertainties, lack of knowledge or insufficient data prior to tunnel construction
cannot be overlooked. Therefore, modern concepts dealing with uncertainties (e.g. reliability
analysis, risk management and sensitivity analysis) have to be introduced into common
engineering practice, especially in large underground structures. This requires an efficient
user-friendly framework dealing with uncertainties.
In this respect, Random Set Finite Element Method (RS-FEM) has been recognised
by the authors as a possible framework that can handle uncertainty analysis using
commercial finite element codes – without requiring any modification to the core of the
code. However, other non-probabilistic methods (Moens and Vandepitte, 2005), such as
the fuzzy approach, also have been employed in recent years for uncertainty analysis
of geotechnical problems (e.g. Dodagoudar and Venkatachalam, 2000; Peschl and
Schweiger, 2003). The random set and the fuzzy set approach are similar to each other in
the sense of their concept in employing interval mathematics, although the former takes
benefits of probability concepts and the latter is backed by the possibility theory. For
example, a special case of a random set, namely the consonant sets (Tonon et al., 2000b)
in which focal elements confirm each other, can be interpreted as α-cuts of a fuzzy set.
The Random Set Theory (RST) developed by several authors (e.g. Dempster, 1967;
Kendall, 1974; Shafer, 1976; Dubois and Prade, 1991) has provided an appropriate
mathematical model to cope with uncertainty overcoming some of the drawbacks of
‘classical’ probability theory. Tonon et al. (2000a, 2000b) demonstrated the application
of RST in rock mechanics and reliability analysis of a tunnel lining. Following them,
Schweiger and Peschl (2007) have combined RST with the finite element method, called
RS-FEM. They illustrated the applicability of the developed framework to practical
geotechnical problems and showed that RS-FEM is an efficient tool for reliability
analysis in geotechnics in early design phases. It could be seen as an extension to the
so-called Observational method. For further details about basic concepts of RST and
RS-FEM procedure, the reader is referred to the work of, for example, Tonon and
Mammino (1996) and Schweiger and Peschl (2007).

2 Project description and input parameters

Here, a tunnel application was chosen to demonstrate the efficiency and validity of the
RS-FEM. This 460 m long tunnel located in Germany with the typical horseshoe-shaped
section and dimension of 15 × 12.3 m width and height, respectively, is constructed
 Random set finite element method 301

according to the principles of the New Austrian Tunnelling Method (NATM) and is
divided into three main excavation stages: top-heading, bench and invert. The overburden
along the tunnel axis starts from 7.5 m in the portal region to a maximum of 25 m. A
section with the overburden of 25 m was selected to apply the RS-FEM. The relevant
2D model geometry and finite element mesh, including some model specifications, are
depicted in Figure 1. Approximately 900 15-noded triangular elements were employed in
the model. The finite element software Plaxis® has been used for all calculations
(Brinkgreve and Broere, 2008).

Figure 1 Deterministic finite element mesh used in RS-FEM

It follows from the geotechnical report that the aforementioned tunnel section is located
in a homogeneous weathered and loosened sedimentary rock mass with a range of
characteristics values for a generalised Hoek–Brown (HB) criterion as listed in Table 1.
Table 1 Hoek–Brown model parameters of the rock mass derived from site investigation report

Symbol γ Ei RMR GSI σci mi

Description Unit Intact Young’s Rock mass Geological Uniaxial compressive HB
weight modulus rating strength index strength constant
Unit [kN/m3] [GPa] [–] [–] [MPa] [–]
Value/range 24 19–25 20–30 30–40 10–50 15–25
Note: Subscript (i) used in the symbols denotes that the parameter is given for
intact rock.
Elasto-plastic geogrid elements and elastic beam elements were adopted to model the
inner lining of the tunnel and anchors, respectively. The specifications are summarised in
Table 2.
302 A. Nasekhian and H.F. Schweiger

Table 2 Parameters for structural elements

Location Behaviour Type EAa EIa Plastic limit force

Structural element 2
[kN/m] [kN⋅m /m] [kN]
Shotcrete Top-heading Elastic Beam 1.5E6 1.12E4 –
Shotcrete Bench Elastic Beam 1.5E6 1.12E4 –
Shotcrete Invert Elastic Beam 1.0E6 3333.3 –
Anchor Elasto-plastic Geogrid 79.8E3 – 153
a
Note: EA and EI are the axial and bending stiffness of the structural elements,
respectively.

3 Providing set-based input for Random Set Analysis

3.1 Random set input of elastic modulus

There are many empirical equations and correlations between some important geological
indices, for example Rock Mass Rating (RMR) and Geological Strength Index (GSI) in
the literature (see e.g. Zhang, 2005; Hoek and Diederichs, 2006), describing the condition
of the rock mass and elastic modulus of intact rock. For instance, equation (1) given by
Hoek and Brown (1997) was chosen to estimate the elastic modulus of the rock mass:

σ ci
Em = 10(GSI −10) / 40 (GPa) for rocks: σ ci ≤ 100 (1)
100
Considering the ranges of GSI and σci presented in Table 1, one is able to infer two sets
of parameters for the geological condition of the rock mass assuming that the lower value
of σci combined with the range of GSI makes up the first set and similarly the upper value
of σci forms the second set. Consequently, in this manner two random sets given in
Table 3 are derived for the elastic modulus of rock mass using equation (1).
Table 3 Input random sets of elastic modulus of rock mass

Parameters Probability assignment σci GSI Em (modulus of rock mass)

Units [–] [MPa] [–] [MPa]
Set no. 1 0.5 10 30–40 1000–1770
Set no. 2 0.5 50 30–40 2230–3970

3.2 Random set input of strength parameters

Since in the original design, the Mohr–Coulomb (MC) failure criterion has been
employed, this is maintained in the RS-FEM analysis. The HB parameters were in hand
from the geotechnical report. In contrast to MC, the HB failure criterion is non-linear
in principal stress space. Hence, to obtain a similar response with both models, it is
necessary to fit equivalent MC parameters to the part of the HB failure line in the
relevant stress range of the problem. There are a few ways of doing so, as proposed by
several researchers (e.g. see Hoek et al., 2002; Yang et al., 2004; Sofianos and Nomikos,
 Random set finite element method 303

2006). In the case of a shallow tunnel, a fitting process proposed by Hoek et al. (2002) is
appropriate, in which the areas above and below the MC failure line are balanced with
the HB failure line within the range of the tensile strength of the rock mass and the
maximum confining stress (σ 3′max ) given by equation (2):
−0.94
σ 3′max ⎛σ′ ⎞
= 0.47 ⎜ cm ⎟ (2)
′
σ cm ⎝γH ⎠
where σ′cm is the rock mass strength and a function of HB parameters, γ is the unit weight
of the rock mass and H is the tunnel depth below the surface, here assumed as 30 m
which is approximately the depth of tunnel centre.
This fitting procedure results in the following equations for the equivalent MC
strength parameters:
⎡ 6amb ( s + mbσ 3′n ) ⎤
a −1

ϕ ′ = sin −1 ⎢ ⎥ (3)
⎢⎣ 2 (1 + a )( 2 + a ) + 6amb ( s + mbσ 3′n )
a −1
⎥⎦

σ ci [ (1 + 2a) s + (1 − a)mbσ 3′n ] ( s + mbσ 3′n ) a −1

c′ = (4)
(1 + a)(2 + a) 1 + ( 6amb ( s + mbσ 3′n ) a −1 ) / ( (1 + a)(2 + a) )

in which mb, σ′3n, a, s can be calculated using HB parameters given in Table 1 by

means of:
⎛ GSI − 100 ⎞
mb = mi exp ⎜ ⎟ (5)
⎝ 28 − 14 D ⎠

⎛ GSI − 100 ⎞
s = exp ⎜ ⎟ (6)
⎝ 9 − 3D ⎠
1 1 − GSI /15 −20 / 3
a= + (e −e ) (7)
2 6
σ 3′max
σ 3′n = (8)
σ ci
In order to take the quality of tunnelling work and construction method into account, the
disturbance factor (D) introduced by Hoek and Brown (1988) was considered. D is a
factor that depends on the degree of disturbance of the rock mass subjected to blast
damage and stress relaxation. It varies from 0 for undisturbed in-situ rock masses to 1 for
very disturbed rock masses. Here, it is assumed that the disturbance factor might change
between undisturbed (D = 0) to firmly disturbed (D = 0.5).
Similar to the procedure mentioned in the foregoing section, two sets of strength
parameters for the MC model can be derived using equations (3)–(4) and HB parameters
given in Table 4, that is to compute the lower bound of each set for c and ϕ, the lower
value of both D and GSI are used and for the upper bound the higher values are taken.
The resulting random sets of MC strength parameters are summarised in Table 4.
304 A. Nasekhian and H.F. Schweiger

Table 4 Input random sets of MC strength parameters

Parameters Probability assignment mi σci D GSI ϕ c

Units [–] [–] [MPa] [–] [–] [Degree] [kPa]
Set no. 1 0.5 15 10 0–0.5 30–40 37–47 80–130
Set no. 2 0.5 25 50 0–0.5 30–40 53–60 160–280

4 Procedure of random set finite element method

In this section, the procedure of an RS-FEM approach for typical geotechnical problems
is elaborated by means of a real case study in tunnelling. This procedure includes the
steps from preparing random sets of input parameters to retrieving typical system
responses in terms of lower and upper probability measures from deterministic finite
element computations. An overview of this procedure is schematically illustrated in
Figure 2 and described in detail in the following sub-sections.

4.1 Step 1: Selecting a calculation model to evaluate the behaviour of

the geotechnical structure
RST is a general mathematical framework that can assess the uncertainty in a model
irrespective of the model type (e.g. simple limit equilibrium analysis, analytical solution
or numerical model) in which the behaviour of structural system is being evaluated. The
benefits of numerical models such as finite element models are, especially in the case of
very complex geotechnical structures (e.g. tunnelling), that both displacement and stress
fields can be obtained. Therefore, a finite element model is used for the work presented
in this paper. It is worth mentioning that, although not followed in this paper, mainly
to be consistent with the model used for the actual design for the practical example
discussed, the use of highly advanced constitutive models poses no theoretical problem
within the framework proposed.

4.2 Step 2: Deciding on which input parameters are to be taken into

account as random variables
It is common practice in underground projects that due to the lack of primary information
(e.g. small number of soil samples) or due to the inherent variability of parameters,
designers consider different possibilities for subsurface conditions. In addition to material
parameters, uncertainties associated to geometry and applied loads can also be handled
(Figure 2) within the RS-FEM approach. The primary uncertain model parameters based
on experience were identified, namely the angle of internal friction ϕ, the effective
cohesion c, the rock mass stiffness Em, the Young’s modulus of shotcrete, the coefficient
of earth pressure at rest and the stress relaxation factor Rf which takes 3D effects of the
construction process into account in the 2D model (e.g. Vogt et al., 1998). The number of
random variables can be reduced to save the computational cost required by the method,
which is carried out in Step 4.
 Random set finite element method 305

Figure 2 Schematic RS-FEM procedure in typical geotechnical problems (see online version
for colours)
306 A. Nasekhian and H.F. Schweiger

4.3 Step 3: Determination of spatial correlation length to consider spatial

variability of soil parameters
Spatial variability of soil is a well-recognised phenomenon in geomechanics cited by
many researchers (e.g. Vanmarcke, 1983; Lacasse and Nadim, 1996; Griffiths and
Fenton, 2000). It is noteworthy that spatial variability can also be taken into account
within the RS-FEM using the variance reduction technique as introduced by Vanmarcke
(1983). The reduction coefficient Γ given in equation (9) reduces the variance of the
material properties of large soil/rock volumes:
⎡Θ ⎛ Θ ⎞⎤ Θ
Γ 2 = ⎢ ⎜1 − ⎟⎥ for ≤ 2 otherwise, Γ 2 = 1 (9)
⎣ L ⎝ 4L ⎠⎦ L

where Θ is the spatial correlation length and L is the potential failure length. Γ is
multiplied by the standard deviation of the property obtained from lab tests or field data
to represent its spatially averaged value over the volume of the soil/rock layer. The same
concept may be applied to the random set as Schweiger and Peschl (2005) have
proposed. If concerning a particular random variable x, n sources of information are
available, the spatial average of the data xi,Γ from the respective discrete cumulative
distribution function (CDF) of the field data xi can be computed using the following
empirical equations:
xi ,Γ = x′ − ( x′ − xi ) ⋅ Γ (10)

1 n −1 ( xi +1 + xi )
x′ = ⋅∑ (11)
n − 1 i =1 2

Typical values of spatial correlation lengths Θ as given, for example, by Mostyn and Li
(1993) are in the range 0.1–5 m for Θy and from 2 to 30 m for Θx. The spatial correlation
length for this study is assumed to be 10 m. L can be estimated by identifying the
potential failure mechanism if the ground loses its strength. Herein, the phi-c reduction
scheme (Brinkgreve and Broere, 2008) available in the code Plaxis has been employed to
obtain L, which for this example is estimated about 36 m. In this paper, spatial
correlation has been applied only on the modulus of elasticity, which changed both upper
and lower bounds. It is acknowledged, however, that the Random Field Finite Element
Method (RFEM) provides a more rigorous framework accounting for spatially random
soil parameters and spatial correlation (e.g. Griffiths and Fenton, 2004).

4.4 Step 4: Sensitivity analysis

The most influential parameters on the system response should be identified, which is not
straightforward in a highly complex model, unless an appropriate sensitivity analysis is
employed (e.g. refer to U.S. EPA: TRIM, 1999). A sensitivity index is used which
measures a relative change of the system response with respect to the input variations;
the details have been presented in the mentioned references and are not repeated here.
We can take the advantage of the application of sensitivity analysis to reduce the number
of uncertain parameters, whose impact on the required result is negligible. Due to this
fact, a relatively simple sensitivity analysis has been placed before the start of Random
Set Analysis in the flowchart of RS-FEM (Figure 2). Thus, after identification of the
 Random set finite element method 307

most influential parameters on the desirable system responses, the random set model
is constructed. The number of all realisations required by the random set approach is
given by:
N
nc = 2 N ∏ ni (12)
i =1

where N is the number of basic variables and ni the number of information sources
available for each variable. It means that the number of realisations goes up
exponentially with increasing number of basic variables. Thus, it is worth performing
such a sensitivity analysis to maintain the number of calculations as low as possible.
Here, after the sensitivity analysis (U.S. EPA: TRIM, 1999) and considering engineering
judgment, four basic variables are identified. The final random set input variables utilised
in further analyses are summarised in Table 5, and they are depicted in Figure 3 in terms
of a random set p-box (probability box). It is noted that both sets chosen for the stress
relaxation factor are based on expert’s opinion. In addition, the Rf values for different
stage constructions are correlated to each other, for example the left extreme value of
top-heading’s Rf is used with the corresponding lower values of relaxation factors for
bench and invert.

Figure 3 Lower and upper bounds of input variables in random set p-box
1.00 1.00
Cumulative Probability
Cumulative Probability

0.75 0.75

0.50 0.50

0.25 0.25

0.00 0.00
0 1000 2000 3000 4000 0 50 100 150 200 250 300

E [MN/m2] cC[kPa]
[kPa]

1.00 1.00
Cumulative Probability

Cumulative Probability

0.75 0.75

0.50 0.50

0.25 0.25

0.00 0.00
0 10 20 30 40 50 60 70 0.0 0.2 0.4 0.6 0.8 1.0
ϕf [°] Rf [-]
308 A. Nasekhian and H.F. Schweiger

Table 5 Input variables used in random set finite element analysis

Em
Probability (modulus of Rf Rf Rf
Parameters assignment rock mass) Top-heading Bench Invert ϕ c
Units [–] [MPa] [–] [–] [–] [Degree] [kPa]
Set no. 1 0.5 1300–2300 0.4–0.6 0.3–0.5 0.2–0.4 37–47 80–130
Set no. 2 0.5 1900–3400 0.3–0.5 0.2–0.4 0.1–0.3 53–60 160–280

4.5 Step 5: Preparation of input files using random set model

After identification of input variables, the combinations of different sources and extremes
of the parameters based on a random set model have to be calculated. Thus, data files for
deterministic finite element calculations have to be provided, and this may be performed
with the additional pre-processing tool developed for this purpose.
The concept of constructing a random set relation according to Tonon et al. (2000a,
2000b) for the case considered here is as follows.
Let u ∈ U be a vector of set value parameters, in which u = ( Em , c, ϕ , R f ), and a
random relation is defined on the Cartesian product E × c × ϕ × R. As a result, according
to combination calculus, the pairs generated by Cartesian product are given in the
following vector:

E × c × ϕ × R = {( E1 , c1 , ϕ1 , R1 )1 , ( E2 , c1 , ϕ1 , R1 )2 , ( E1 , c2 , ϕ1 , R1 )3 ,...,
(13)
( E2 , c2 , ϕ2 , R2 )16 }
where the index of parameters denotes the relevant set number and the index of pairs
signifies one combination of basic variables. Because there are two sets for each basic
variable, 16 combinations will be produced. For each combination, an interval analysis is
required, by which the deterministic input parameters of the worst and the best case of
each combination are being realised. Here, the Vertex method (Dong and Shah, 1987)
has been used to obtain the bounds of each system response. According to Tonon et al.
(2000b), the Vertext method may be applied if the mechanical system possesses certain
properties such as monotonicity. It is not a straightforward task to prove the monotonicity
condition for a geomechanical boundary value problem, especially in large-scale
problems involving many parameters. For instance, tangential stresses around a circular
tunnel might be monotonic with respect to the variation of model input parameters such
as elastic modulus, cohesion and relaxation factor while another system response like
crown displacement of the tunnel may not show monotonic behaviour. However, in the
authors’ opinion it is good enough, from a practical point of view, to check the
monotonicity of a geotechnical boundary value problem with a simple sensitivity analysis
(U.S. EPA: TRIM, 1999), and this has been checked in the example presented here.
Alternatively, a more rigorous sensitivity analysis such as monotonicity tests given
by Rama Rao and Pownuk (2007) or an optimisation scheme (Möller et al., 2000)
could be employed. Of course, the latter methods are time-consuming and need higher
computational effort.
As an example, deterministic input values of an interval analysis for the case of
(E1, c1, ϕ1, R1) are presented in Table 6.
 Random set finite element method 309

Table 6 Inputs relating to (E1, c1, ϕ1, R1) variables used in deterministic finite element
calculations

Run 1–60
Mass probability 0.5 0.5 0.5 0.5
Variable Em (GPa) c (kPa) ϕ Rf
Run number Set No. 1 1 1 1
a
1 LLLL 1.3 80 37 0.4
2 LLLU 1.3 80 37 0.6
3 LLUL 1.3 80 47 0.4
4 LLUU 1.3 80 47 0.6
5 LULL 1.3 130 37 0.4
6 LULU 1.3 130 37 0.6
7 LUUL 1.3 130 47 0.4
8 LUUU 1.3 130 47 0.6
9 ULLL 2.3 80 37 0.4
10 ULLU 2.3 80 37 0.6
11 ULUL 2.3 80 47 0.4
12 ULUU 2.3 80 47 0.6
13 UULL 2.3 130 37 0.4
14 UULU 2.3 130 37 0.6
15 UUUL 2.3 130 47 0.4
16 UUUU 2.3 130 47 0.6
a
Note: L denotes the lower extreme of a random set variable and U denotes the upper
extreme.
Thereby, similarly, the construction of 256 required realisations (see equation (12)) and
relevant input files for a deterministic finite element analysis are accomplished. The next
step is to determine the probability assignment of each realisation. Assuming that our
random variables are stochastically independent with reference to Tonon et al. (2000b),
Section 2, the joint probability of the response focal element obtained through function
f(u) (in this case, the finite element model) is the product of probability assignment m of
input focal elements by each other. For instance, in the above case since mass probability
of each set equals to 0.5, it gives:
m ( f ( E1 , c1 , ϕ1 , R1 ) ) = m( E1 ) ⋅ m(c1 ) ⋅ m(ϕ1 ) ⋅ m( R1 )
(14)
= 0.5 ⋅ 0.5 ⋅ 0.5 ⋅ 0.5 = 0.0625
Although it is known that there is usually a negative weak correlation between the shear
strength parameters (i.e. the effective cohesion and the effective friction angle) of the
soil/rock layer, according to Mostyn and Li (1993), the assumption of independent
parameters may lead to conservative results. In addition, Russelli (2008) investigated the
influence of correlation between c′ and ϕ′, and found that a negative correlation reduces
the variability of the bearing capacity of the footing and the uncertainty in the analysis
significantly and consequently it increases the reliability level.
310 A. Nasekhian and H.F. Schweiger

4.6 Step 6: Performing all the deterministic finite element calculations and
finding the bounds on system response
All the finite element calculations corresponding to random set input variables are
performed. Results such as stresses, strains, displacements and internal forces in
structural elements are obtained in terms of lower and upper bounds on discrete
cumulative probability functions, which may be compared with measured data. In this
section, some results of the tunnel problem are presented and some aspects of random set
modelling are addressed.
The actual excavation sequences according to NATM principles lead to seven
calculation phases as follows:
1 initial stresses
2 pre-relaxation phase of top-heading excavation
3 installation of anchors and primary lining in top-heading
4 pre-relaxation phase of bench excavation
5 installation of anchors and primary lining in bench
6 pre-relaxation phase of invert excavation
7 completion of primary lining and anchors.
The following typical results, which are of importance in a tunnel problem, are presented
in terms of random set p-box depicted in Figure 5 (page 312), showing the upper and
lower cumulative probability of occurrence based on the random set model.
1 vertical displacement of crown (Uy–A), that is point A in Figure 4
2 vertical (Uy–B) and horizontal (Ux–B) displacement of point B (Figure 4)
3 maximum normal force in lining
4 maximum moment in lining
5 safety factor after top-heading excavation without primary lining.

Figure 4 Position of points A and B (see online version for colours)

 Random set finite element method 311

Obtaining the safety factor by means of finite element analysis is possible using the
shear strength reduction method (Brinkgreve and Broere, 2008). In brief, the method
incorporates the successive reduction of the soil shear strength parameters, namely tan ϕ′
and c′, until a failure mechanism takes place. Then the factor of safety is computed by
dividing the actual shear strength to the reduced shear strength at failure.
To construct the belief and plausibility distribution function (i.e. lower and upper
bounds) of a required response from deterministic finite element calculations, the
following procedure is pursued. Suppose that it is required to build up the p-box of tunnel
crown displacement. The crown displacement values pertinent to all 16 realisations,
given in Table 6, are sorted out to obtain the minimum and maximum of crown
displacements which determine the focal element extremes of crown displacements
corresponding to the combination (E1, c1, ϕ1, R1). The displacement values of those
realisations which are between the extremes are discarded. According to equation (14),
the probability assignment of this focal element is 0.0625, which makes up one step in
CDF depicted in Figure 5. Similarly, this process is repeated for other combinations, for
example (E1, c2, ϕ2, R1), etc. to calculate the extremes of all focal elements of crown
displacement. Finally, the left and right extremes of all focal elements are arranged in
ascending order to obtain the upper and lower bounds for Uy–A, respectively.
Figure 5 plots the p-box of vertical displacement of point A as well as both vertical
and horizontal displacements of point B along with the respective measurements. This
plot indicates that the results of the current approach are in good agreement with the
measurements, and therefore it shows its general capability to capture the uncertainties
involved. In terms of discrete cumulative distributions, the measurement values illustrated
in the plot are in two steps, since the measurement of only two sections with similar
conditions to the model analysed are available. The more measurements available, the
more steps appear in CDF of measurements. The measured values of Uy–A lie within the
range specified as most likely values, while in the case of Point B measured values are on
the edge of the random set bounds. When the true system response falls outside the most
likely values range, it can be argued that either the models themselves are not appropriate
(e.g. a simple homogenous Mohr–Coulomb model may not be sufficient to model a
jointed rock mass) or the range of parameters is not representative of the subsurface
conditions. Generally, the most likely values are defined as values with the highest
probability of occurrence, where the slope of the corresponding CDF is steepest. For the
purpose of illustration, it is assumed that the most likely values have a probability of 50%
as shown in Figure 5.
One can show the validity of the numerical calculations against the observations
using the quality indicator shown in Figure 5. The quality indicator consists of three
parts: first in the middle, the light grey colour shows the area of the most likely values of
the system response. Next to this area there are two transition zones whose colours faded
into dark grey and comprise the random set results which are outside the most likely
zone. This part can be called alarm zone since it indicates that the actual boundary
condition of the system is gradually moving away from the assumed conditions in the
random set analysis. In other words, it is less likely that the true system response (i.e.
observation) falls into this area. The third part is shown by dark grey colour which
identifies the zone of unlikely system response. The results generated by RS-FEM along
with the quality indicator defined in this manner can be considered as a useful tool for
decision-making. In addition, when the displacement field of a problem is predicted in an
acceptable range, one can assume (at least from a practical point of view) that the internal
forces of the support elements are also reliable for design albeit the internal forces of
312 A. Nasekhian and H.F. Schweiger

tunnel structure have not been monitored. Strictly speaking, if the numerical model is
representative for the actual conditions and the chosen parameters cover the ‘true’
uncertainty in-situ, the measured values must fall inside the range of RS-FEM results. If
not, this would be a clear indication that either the model itself is not appropriate or the
range of parameters is not representative of the ground conditions. As an example in
Figure 5, quality indicators for the cases Uy–A and Ux–B have been constructed. The
observations fall mostly inside the light grey zone. This comparison not only supports the
RS model but also implies the validity of the numerical model itself.

Figure 5 Considered results in the tunnel problem in terms of random set p-box (see online
version for colours)
Quality indicator Quality indicator

1.00 1.00

0.75 0.75
Cumulative Probability

Cumulative Probability
Most likely Most likely
values values
0.50 0.50

0.25 0.25

RS-Model RS-Model
Measurement Measurement
0.00 0.00
1 2 3 4 5 6 7 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8

U y-A [mm] U x-B [mm]

1.00 1.00

0.75 0.75
Cumulative Probability

Cumulative Probability

Most likely
values
0.50 0.50

0.25 0.25

0.00 0.00
0 1 2 3 4 5 6 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0

FOS_Top Heading [-] U y-B [mm]

1.00 1.00
Cumulative Probability

0.75
Cumulative Probability

0.75
Most likely
values
0.50 0.50

0.25 0.25

0.00 0.00
0 5 10 15 20 25 30 200 400 600 800

Maximum Moment [kNm/m] Maximum Normal Force [kN/m]

 Random set finite element method 313

In addition, the mean value of the true system response obtained by random set bounds
should be within the following range given by Tonon et al. (2000a):

⎡ N N
⎤
μ = ⎢ ∑ mi ⋅ inf( Fi ); ∑ mi ⋅ sup( Fi ) ⎥ (15)
⎣ i =1 i =1 ⎦
where inf(F) and sup(F) denote lower and upper extremes of focal element F,
respectively. For instance, if F is the maximum normal force of the tunnel lining,
{inf(Fi), i = 1 … N} would be the set of all lower bound values of F obtained by random
set analysis. The intervals obtained from both the most likely range definition and those
calculated from equation (15) indicate a good conformity, and they have been tabulated
in Table 7.
Table 7 Lower and upper mean values of true system response

FOS Max Max

Uy–A Uy–B Ux–B top-heading moment normal force
[mm] [mm] [mm] [–] [kN.m/m] [kN/m]
Interval of true Lower value 1.7 1.1 0.5 2.45 4.05 190
mean values
[equation (12)] Upper value 4.2 2.5 1.1 3.7 14.2 487
Interval of Lower value 1.6 0.9 0.5 2.4 3.85 171
most likely
values Upper value 4.3 2.5 0.9 3.7 14.4 483

If one argues that the range of internal forces obtained is too wide for design purposes, it
should be realised that this is a consequence of the wide range of imprecise input model
parameters. The random set model just propagates the uncertainties in the state of our
current knowledge through the model and nothing more. Wide range results imply that it
is necessary to decrease the imprecise uncertainties by means of performing additional
site investigation schemes or utilising other measures to achieve more reliable sources of
information with a narrower range.
According to Tonon et al. (2000b), providing that the image function f(u) as well as
its derivatives are continuous and f(u) is strictly monotonic with respect to each input
variable u, the image function can be evaluated only twice for each focal element, which
dramatically reduces the number of realisations. In a very complex numerical model, the
second condition hardly holds as follows from the results of the interval analysis relating
to one of the random combinations (E1, c1, ϕ1, R1) depicted in Figure 6. This is in
particular the case when different types of system responses, for example, internal force,
displacements and safety factor of a stage construction, are of interest.
As it can be seen from Figure 6, both combinations LLLL and UUUU of input
parameters result in the maximum and minimum of crown displacement, respectively,
while in the case of maximum moment in the lining, combinations LLLU and UUUL
result in the extremes of the focal element. It means that for different desired responses,
different combinations might produce a worse and best case. As depicted in Figure 6,
finding a trend in different system responses is very difficult in advance. It suggests that
all 2N vertices for each focal element of response should be evaluated in a complicated
numerical model to find out the worst and best cases.
314 A. Nasekhian and H.F. Schweiger

Figure 6 The results of interval analysis relating to combination (E1, c1, ϕ1, R1)
7 12

Maximum Moment [kNm/m]

10

5
8
Uy-A [mm]

4
6
3
4
2

1 2

0 0
LLLL

LLUL

LULL

LUUL

ULLL

ULUL

UULL

UUUL

LLLL

LLUL

LULL

LUUL

ULLL

ULUL

UULL

UUUL
LLLU

LLUU

LULU

LUUU

ULLU

ULUU

UULU

UUUU

LLLU

LLUU

LULU

LUUU

ULLU

ULUU

UULU

UUUU
Combination of input variable extremes Combination of input variable extremes

4.7 Step 7: Reliability analysis using random set results

In practice, a tunnel design is usually accomplished based on a deterministic analysis,
which can be considered as one of the possibilities of all results within two probable
bounds achieved by means of a random set analysis. In some cases, this range of results
from RS-FEM might be very wide and therefore the question arises: ‘To what extent is
the tunnel design based on deterministic analysis reliable?’ In this section, an answer to
this question using the results of random set analysis is attempted. To do so a suitable
performance function has to be defined. A serviceability or ultimate limit state function
relating to critical deformations (e.g. tunnel crown displacement) and/or maximum
allowable stresses in the lining identifying a criterion to avoid serious cracks would be a
possibility for the problem under consideration.
To demonstrate the applicability of RSM in reliability analysis, two serviceability
limit state functions relating to deformation and design of the shotcrete lining are
considered.
1 First, the serviceability limit state of the shotcrete lining is addressed. It is based on
damage of the lining due to cracking after the tensile capacity of the material is
exceeded. The admissible value of the normal force Nlim as a function of the
eccentricity e(x) as given by Schikora and Ostermeier (1988) is:

fc d ⎛ e( x) + ea ⎞
N lim = ⎜1 − 2 ⎟ (16)
Fs ⎝ Fs d ⎠

where fc = uniaxial strength of shotcrete; ea = imperfection; d = thickness of lining;

e(x) = eccentricity M/N; M = bending moment; N = axial force; Fs = factor of
safety. x indicates the position of the point in the shotcrete lining whose moment
and normal force is considered. The safety factor involved in equation (16) reduces
 Random set finite element method 315

Nlim in order to make sure that the cracking of the lining will not take place.
Thus, the serviceability limit state function which should be evaluated is defined in
equation (17):
g ( x) = N lim − N (17)

It is required to achieve a continuous CDF of results using best-fit method. For this
purpose, commercial software such as the package @RISK (Palisade Corporation,
2007, V5) may be employed. As depicted in Figure 7, two different families of
distributions (normal and beta distribution) were tried to investigate their impact on
probability of unsatisfactory performance. Following this step, a Monte Carlo
simulation was executed using Latin Hypercube sampling technique and employing
aforementioned software to carry out a reliability analysis for serviceability
conditions of the shotcrete lining at the final stage of construction. The bounds of
g(x) portrayed in Figure 7 are derived directly from random set analysis similar to
internal forces of the lining, that is, e(x), which is a function of moment and normal
force, is the only variable of g(x). The following assumptions were made regarding
other variables involved in equation (16), that is for the shotcrete a C20/25 with an
uniaxial strength of about 17.5 MPa is used, and to cover imperfections an eccentricity
of ea = 2.0 cm is assumed. The safety factor Fs of 2.1 proposed by Schikora and
Ostermeier (1988) is used to account for a serviceability condition for cracking of
the shotcrete lining. The lower and upper values of probability of exceeding the
admissible normal force in the lining, N > Nlim, where cracking takes place
corresponding to lower and upper probability of g(x) with both Normal and Beta
distributions, are approximately zero. In this special case, different distributions had
no effect on the reliability results since the performance function is far away from
failure. Herein, the term ‘failure’ is used to refer to occurrence of unsatisfactory
performance of the determined criterion. Therefore, the value of probability of
failure (i.e. unsatisfactory performance) indicates that the shotcrete satisfies the
serviceability criterion, and it is expected that major cracking will not occur in the
lining.
2 Second, a performance function relating to tunnel crown deformation is considered.
It is common practice in tunnelling to constrain tunnel convergence to a certain limit
to provide the required space for operation. The simplest form of such a performance
function is assumed below:
g (U y − A ) = 6 − U y − A (18)

where Uy–A is vertical displacement of tunnel crown downwards, 6 is a trigger value

in unit of millimetre as a criterion adopted in this example. Similar to the previous
example, a continuous CDF fitted to random set results depicted in Figure 7 was
used to obtain the probability of failure given by equation (19):
p f = p ( g (u) ≤ 0) = ∫
g ( U )≤0
fU (u) d u (19)

The lower and upper values of probability of ‘failure’ (meaning in this context that
the trigger value for crown displacement is exceeded) calculated by means of Monte
Carlo simulation are 0.00001 and 0.032, respectively. Herein, the absolute values of
316 A. Nasekhian and H.F. Schweiger

the probability are not the main objective of the analysis but to show that the
designer may consider these calculated probabilities for decision-making in the
context of risk analysis.

Figure 7 Serviceability limit state function of the tunnel crown displacement and primary lining
in terms of random set p-box (see online version for colours)
RS-Model
RS-Model
Measurement Beta Dist.
Normal Dist.
Normal Dist.
Trigger value
1.00 1.00
Cumulative Probability

Cumulative Probability
0.75 0.75

0.50 0.50
Most likely
values

0.25 0.25

0.00 0.00
0 1 2 3 4 5 6 7 800 1000 1200 1400

Uy-A [mm] g(x) [kN/m]

5 Integration of RS-FEM with the observational method

One of the important features of this kind of analysis is that once in-situ measurements
are available, the quality of the numerical model can be judged and improvements to the
model can be made. A review process of the design based on random set model has been
depicted in Figure 8. It provides a framework by which it is possible to check the validity
of the numerical model and corresponding design. In tunnel projects constructed
corresponding to NATM principals, displacement measurements of at least three points
in the cross-section are recorded regularly until the deformations stop over a long term.
Thus, the required measurements are available at each construction stage. As it was
shown, the results of a random set model can be provided in all construction stages.
When finishing the first construction phase (e.g. top-heading), the random set model can
be validated against the measurements. If the measurements are in the predefined
acceptable range, construction proceeds to the next phase, otherwise the obtained
information from the first stage is used to update the uncertainty model. The whole
procedure is repeated, and the required design variations are applied for the next
construction phase. The required time for design revision can usually be provided since
usually a time lapse is established in the design between different construction stages
(e.g. top-heading and bench). Therefore, RS results of the intermediate construction
stages accommodate a chance for early stage recognition of a model error that is useful in
connection with the Observational method to take proper action.
 Random set finite element method 317

Figure 8 Process of the design based on random set model

6 Conclusion

A real tunnel project was used to demonstrate the validity of RS-FEM framework in
geomechanics where engineers have to face not only imprecise data but also lack of
information. From a practical point of view, RS-FEM proved its capability of capturing
uncertainty in a complex geotechnical application. Presenting results in terms of
probability measures in bounds based on imprecise input data is useful in the context of
the Observational method, which is generally applied in NATM tunnelling. Comparison
of the numerical analysis and in-situ behaviour can be judged in a systematic and rational
way. If measured values would fall outside the random set bounds, it implies that either
the assumptions made in the numerical model (e.g. employing continuum mechanics for
jointed rock) are not able to fully characterise the rock mass behaviour or the input
parameters (e.g. information sources) are not reliable. This can be viewed as an
advantage of the current approach because comparison of the results with measurements
indicates whether overall assumptions made for the model and the parameters have been
reasonable, making it easier for the designers to establish criteria for revising modelling
assumptions.
318 A. Nasekhian and H.F. Schweiger

Finally, with relatively small number of simulations (in this example, 256 realisations),
sufficiently accurate bounds on the system responses were obtained and as a result, a
satisfactory reliability analysis was accomplished. The application of RE-FEM requires
less computational effort as compared to fully probabilistic methods such as the Monte
Carlo simulation.

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