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11th International Conference of IACMAG, Torino

21 Giugno 2005

Exact bearing capacity calculations


using the method of characteristics
Dr C.M. Martin
Department of Engineering Science
University of Oxford

Outline
Introduction
Bearing capacity calculations using the method
of characteristics
Exact solution for example problem
Can we solve the N problem this way?
The fast (but apparently forgotten) way to find N
Verification of exactness
Conclusions

Bearing capacity
Idealised problem (basis of design methods):
Central, purely vertical loading
qu = Qu/B

Rigid strip footing


B
Semi-infinite soil
c, , , =

Bearing capacity
Idealised problem (basis of design methods):
Central, purely vertical loading
qu = Qu/B
q = D

Rigid strip footing


B
Semi-infinite soil
c, , , =

q = D

Classical plasticity theorems


A unique collapse load exists, and it can be
bracketed by lower and upper bounds (LB, UB)
LB solution from a stress field that satisfies
equilibrium
stress boundary conditions
yield criterion

Statically
admissible

Plastically admissible

UB solution from a velocity field that satisfies


flow rule for strain rates
velocity boundary conditions

Kinematically
admissible

Theorems only valid for idealised material


perfect plasticity, associated flow ( = )

Method of characteristics
Technique for solving systems of quasi-linear
PDEs of hyperbolic type
Applications in both fluid and solid mechanics
In soil mechanics, used for plasticity problems:
bearing capacity of shallow foundations
earth pressure on retaining walls
trapdoors, penetrometers, slope stability,

Method can be used to calculate both stress and


velocity fields (hence lower and upper bounds)
In practice, often gives LB = UB exact result
2D problems only: plane strain, axial symmetry

Method of characteristics
Technique for solving systems of quasi-linear
PDEs of hyperbolic type
Applications in both fluid and solid mechanics
In soil mechanics, used for plasticity problems:
bearing capacity of shallow foundations
earth pressure on retaining walls
trapdoors, penetrometers, slope stability,

Method can be used to calculate both stress and


velocity fields (hence lower and upper bounds)
In practice, often gives LB = UB exact result
2D problems only: plane strain, axial symmetry

Outline
Introduction
Bearing capacity calculations using the method
of characteristics
Exact solution for example problem
Can we solve the N problem this way?
The fast (but apparently forgotten) way to find N
Verification of exactness
Conclusions

Lower bound stress field


To define a 2D stress field, e.g. in x-z plane
normally need 3 variables (xx, zz, xz)
if assume soil is at yield, only need 2 variables (, )
x

c
3

3 = R

1 n
2
Z

1 = + R
z

R c cos sin
[ R f (, )

M-C
general ]

Lower bound stress field


To define a 2D stress field, e.g. in x-z plane
normally need 3 variables (xx, zz, xz)
if assume soil is at yield, only need 2 variables (, )
x

c
3

3 = R

1 = + R

1 n
2

R c cos sin
[ R f (, )

M-C
general ]

Lower bound stress field


To define a 2D stress field, e.g. in x-z plane
normally need 3 variables (xx, zz, xz)
if assume soil is at yield, only need 2 variables (, )
x

= /2
c

3 = R

1 = + R

R c cos sin
[ R f (, )

1 n
2
Z

M-C
general ]

Lower bound stress field


Substitute stresses-at-yield (in terms of , ) into
equilibrium equations
xx xz

0
x
z

xz zz

x
z

Result is a pair of hyperbolic PDEs in ,


Characteristic directions turn out to coincide with
and slip lines aligned at
Use and directions as curvilinear coords
obtain a pair of ODEs in , (easier to integrate)
Solution can be marched out from known BCs

Lower bound stress field


Substitute stresses-at-yield (in terms of , ) into
equilibrium equations
xx xz

0
x
z

xz zz

x
z

>0

Result is a pair of hyperbolic PDEs in ,


Characteristic directions turn out to coincide with
and slip lines aligned at
Use and directions as curvilinear coords
obtain a pair of ODEs in , (easier to integrate)
Solution can be marched out from known BCs

Lower bound stress field


Marching from two known points to a new point:
x
z

B (xB, zB, B, B)

A (xA, zA, A, A)

Lower bound stress field


Marching from two known points to a new point:
x
z

B (xB, zB, B, B)

A (xA, zA, A, A)

(xC, zC, C, C)

Lower bound stress field


Marching from two known points to a new point:
x
z

B (xB, zB, B, B)
dx
tan
dz

A (xA, zA, A, A)

2R
d tan dx dz
cos

dx
tan
dz
d

(xC, zC, C, C)

2R
d tan dx dz
cos

Lower bound stress field


Marching from two known points to a new point:
x
z

B (xB, zB, B, B)
dx
tan
dz

A (xA, zA, A, A)

2R
d tan dx dz
cos

dx
tan
dz
d

2R
d tan dx dz
cos

(xC, zC, C, C)

One-legged variant for marching from a known


point onto an interface of known roughness

Lower bound stress field


Marching from two known points to a new point:
x
z

B (xB, zB, B, B)
dx
tan
dz

2R
d tan dx dz
cos

FD form

A (xA, zA, A, A)

dx
tan
dz
d

(xC, zC, C, C)

2R
d tan dx dz
cos

FD form

One-legged variant for marching from a known


point onto an interface of known roughness

Upper bound velocity field


Substitute velocities u, v into equations for
associated flow (strain rates normal to yield surface)
coaxiality (princ. strain dirns = princ. stress dirns)

Result is a pair of hyperbolic PDEs in u, v


Characteristic directions again coincide with the
and slip lines aligned at
Use and directions as curvilinear coords
obtain a pair of ODEs in u, v (easier to integrate)
Solution can be marched out from known BCs

Upper bound velocity field


Marching from two known points to a new point:
x,u
z,v

B (xB, zB, B, B, uB, vB)

A (xA, zA, A, A, uA, vA)

Upper bound velocity field


Marching from two known points to a new point:
x,u
z,v

B (xB, zB, B, B, uB, vB)

A (xA, zA, A, A, uA, vA)

(xC, zC, C, C, uC, vC)

Upper bound velocity field


Marching from two known points to a new point:
x,u
z,v

B (xB, zB, B, B, uB, vB)

A (xA, zA, A, A, uA, vA)

du sin( ) dv cos( ) 0

du sin( ) dv cos( ) 0

(xC, zC, C, C, uC, vC)

Upper bound velocity field


Marching from two known points to a new point:
x,u
z,v

B (xB, zB, B, B, uB, vB)

A (xA, zA, A, A, uA, vA)

du sin( ) dv cos( ) 0

du sin( ) dv cos( ) 0

(xC, zC, C, C, uC, vC)

One-legged variant for marching from a known


point onto an interface of known roughness

Upper bound velocity field


Marching from two known points to a new point:
x,u
z,v

B (xB, zB, B, B, uB, vB)

du sin( ) dv cos( ) 0

du sin( ) dv cos( ) 0

FD form

A (xA, zA, A, A, uA, vA)

(xC, zC, C, C, uC, vC)

FD form

One-legged variant for marching from a known


point onto an interface of known roughness

Outline
Introduction
Bearing capacity calculations using the method
of characteristics
Exact solution for example problem
Can we solve the N problem this way?
The fast (but apparently forgotten) way to find N
Verification of exactness
Conclusions

Example problem
Rough base
qu
q = 18 kPa

q = 18 kPa
B=4m

c = 16 kPa, = 30, = 18 kN/m3

after Salenon & Matar (1982)

Example problem: stress field (partial)


known (passive failure); = /2

Example problem: stress field (partial)


known (passive failure); = /2

Symmetry: = 0 on z axis (iterative construction reqd)

Example problem: stress field (partial)


known (passive failure); = /2

Symmetry: = 0 on z axis (iterative construction reqd)

Shape of false head region emerges naturally


qu from integration of tractions
Solution not strict LB until stress field extended:

Example problem: stress field (complete)

Minor principal
stress trajectory

Example problem: stress field (complete)


Extension strategy
by Cox et al. (1961)
Here generalised for
>0
Utilisation factor at
start of each spoke
must be 1

Minor principal
stress trajectory

Extension technique
q
z0
1
z

3
1
z0 + q

1 + (z z0)
z + q

Extension technique
q
z0
1
z

3
1
z0 + q
Critical utilisation is here:
1 z0 q
2c cos 1 z0 q sin

1 + (z z0)
z + q

Example problem: velocity field

Rigid

id
g
i
R

Rig
id

id
g
i
R

Rigid

Example problem: velocity field

Rigid

id
g
i
R

Rig
id

id
g
i
R

Rigid

Discontinuities are easy to handle treat as


degenerate quadrilateral cells (zero area)

Some cautionary remarks


Velocity field from method of characteristics
does not guarantee kinematic admissibility!
principal strain rates &1, &3 may become mismatched
with principal stresses 1, 3
this is OK if = 0 (though expect UB LB)
but not OK if > 0: flow rule violated no UB at all

If > 0, as here, must check each cell of mesh


condition &xx &zz 0 is sufficient

Only then are calculations for UB meaningful


& c cos &
D
internal dissipation, e.g. using
max
external work against gravity and surcharge

Example problem: velocity field

Rigid

id
g
i
R

Rig
id

id
g
i
R

Rigid

qu from integration of internal and external work rates


for each cell (4-node , 3-node )
Discontinuities do not need special treatment

Convergence of qu (kPa) in example


Mesh
Initial
2
4
8
16
32
64
etc.

Convergence of qu (kPa) in example


Mesh

Stress calc.

Initial

1626.74

1625.96

1625.76

1625.71

16

1625.70

32

1625.70

64

1625.70

etc.

1625.70
LB

Convergence of qu (kPa) in example


Mesh

Stress calc.

Velocity calc.

Initial

1626.74

1626.94

1625.96

1626.01

1625.76

1625.77

1625.71

1625.72

16

1625.70

1625.70

32

1625.70

1625.70

64

1625.70

1625.70

etc.

1625.70

1625.70

LB

UB

Outline
Introduction
Bearing capacity calculations using the method
of characteristics
Exact solution for example problem
Can we solve the N problem this way?
The fast (but apparently forgotten) way to find N
Verification of exactness
Conclusions

Why not?
The solutions obtained from [the method of characteristics]
are generally not exact collapse loads, since it is not
always possible to integrate the stress-strain rate relations
to obtain a kinematically admissible velocity eld, or to
extend the stress eld over the entire half-space of the soil
domain.
Hjiaj M., Lyamin A.V. & Sloan S.W. (2005). Numerical limit analysis
solutions for the bearing capacity factor N. Int. J. Sol. Struct. 42,
1681-1704.

N problem as a limiting case


qu

q
B
c = 0, > 0, > 0, =

N problem as a limiting case


qu

q
B
c = 0, > 0, > 0, =

Nq lim qu q
B q 0

N problem as a limiting case


qu

q
B
c = 0, > 0, > 0, =

Nq lim qu q
B q 0

e tan tan2 4 2

N problem as a limiting case


qu

q
B
c = 0, > 0, > 0, =

Nq lim qu q
B q 0

e tan tan2 4 2

N lim 2qu B
B q

Stress field as B/q


B/q

2qu/B

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

0.1

397.0

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

0.2

211.9

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

0.5

99.43

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

60.69

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

40.28

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

26.84

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

10

21.70

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

10

21.70

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

20

18.74

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

50

16.65

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

100

15.83

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

200

15.35

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

500

15.03

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

1000

14.91

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

104

14.77

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

105

14.76

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

106

14.75

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

109

14.75

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

1012

14.75

c = 0, = 30, Rough ( = )

Stress field as B/q


B/q

2qu/B

1012

14.75

Take as N

Fan (almost)
degenerate
c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

0.1

397.0

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

0.2

211.9

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

0.5

99.43

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

60.69

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

40.28

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

26.84

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

10

21.70

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

10

21.70

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

20

18.74

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

50

16.65

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

100

15.83

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

200

15.35

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

500

15.03

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

1000

14.91

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

104

14.77

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

105

14.76

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

106

14.75

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

109

14.75

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

1012

14.75

c = 0, = 30, Rough ( = )

Velocity field as B/q


B/q

2qu/B

1012

14.75

Take as N

Fan (almost)
degenerate
c = 0, = 30, Rough ( = )

Convergence of 2qu/B when B/q = 109


Mesh
Initial
2
4
8
16
32
64
etc.

Convergence of 2qu/B when B/q = 109


Mesh

Stress calc.

Initial

14.7166

14.7446

14.7518

14.7537

16

14.7541

32

14.7542

64

14.7543

etc.

14.7543
LB

Convergence of 2qu/B when B/q = 109


Mesh

Stress calc.

Velocity calc.

Initial

14.7166

14.8239

14.7446

14.7713

14.7518

14.7585

14.7537

14.7553

16

14.7541

14.7545

32

14.7542

14.7543

64

14.7543

14.7543

etc.

14.7543

14.7543

LB

UB

Completion of stress field (coarse)

c=0
= 30
B/q = 109
Rough ( = )
N = 14.7543

Completion of stress field (fine)

c=0
= 30
B/q = 109
Rough ( = )
N = 14.7543

Completion of stress field (fine)

c=0
= 30
B/q = 109
Rough ( = )
N = 14.7543
EXACT

It also works for smooth footings

c=0
= 30
B/q = 109
Smooth ( = 0)
N = 7.65300

and other friction angles

c=0
= 20
B/q = 109
Rough ( = )
N = 2.83894

Outline
Introduction
Bearing capacity calculations using the method
of characteristics
Exact solution for example problem
Can we solve the N problem this way?
The fast (but apparently forgotten) way to find N
Verification of exactness
Conclusions

Notice anything?

c=0
= 30
B/q = 109
Smooth ( = 0)
N = 7.65300

Tractions distance from singular point


Characteristics self-similar w.r.t. singular point

Recall N problem definition


q=0

Semi-infinite soil
c = 0, > 0, > 0

Recall N problem definition


q=0

Semi-infinite soil
c = 0, > 0, > 0

Governing equations
No fundamental length can solve in terms of
polar angle and radius r
Along a radius, stress state varies only in scale:
r s( )
mean stress r
major principal stress orientation = const

( )

Combine with yield criterion and equilibrium


equations to get a pair of ODEs:
ds s sin 2 2 sin 2

d
cos 2 2 sin
2
d cos cos 2 sin s cos

d
2s sin cos 2 2 sin

von Krmn
(1926)

Direct solution of ODEs


r s( ), ( )

Underside of
footing ( = 0):
0 2

s0 ?
0 0

Edge of
passive zone:
1 4 2

solve
(iteratively)

cos 1
s1
1 sin
1 2

Direct solution of ODEs


Use any standard adaptive Runge-Kutta solver
ode45 in MATLAB, NDSolve in Mathematica

Easy to get N factors to any desired precision


Much faster than method of characteristics
Definitive tables of N have been compiled for
= 1, 2, , 60
/ = 0, 1/3, 1/2, 2/3, 1

< 10 s to generate

Values are identical to those obtained from the


method of characteristics, letting B/q

Selected values of N
[]
5

Smooth

/ = 1/2
0.1001

/ = 2/3
0.1048

Rough

0.08446

/ = 1/3
0.09506

10

0.2809

0.3404

0.3678

0.3929

0.4332

15

0.6991

0.9038

0.9940

1.072

1.181

20

1.579

2.167

2.411

2.606

2.839

25

3.461

5.030

5.626

6.060

6.491

30

7.653

11.75

13.14

14.03

14.75

35

17.58

28.46

31.60

33.34

34.48

40

43.19

73.55

80.62

83.89

85.57

45

117.6

209.7

225.9

231.9

234.2

0.1134

Exactness checked by method of characteristics: LB =


UB, stress field extensible,
match&, &
,
1

Selected values of N
[]
5

Smooth

/ = 1/2
0.1001

/ = 2/3
0.1048

Rough

0.08446

/ = 1/3
0.09506

10

0.2809

0.3404

0.3678

0.3929

0.4332

15

0.6991

0.9038

0.9940

1.072

1.181

20

1.579

2.167

2.411

2.606

2.839

25

3.461

5.030

5.626

6.060

6.491

30

7.653

11.75

13.14

14.03

14.75

35

17.58

28.46

31.60

33.34

34.48

40

43.19

73.55

80.62

83.89

85.57

45

117.6

209.7

225.9

231.9

234.2

0.1134

Exactness checked by method of characteristics: LB


= UB, stress field extensible,
match
&, &
,
1

Influence of roughness on N
/ = 2/3

/ = 1/2
/ = 1/3

Smooth
0.504719

0.500722

0.500043

Outline
Introduction
Bearing capacity calculations using the method
of characteristics
Exact solution for example problem
Can we solve the N problem this way?
The fast (but apparently forgotten) way to find N
Verification of exactness
Conclusions

N by various methods
25

20

15

10

Limit Eqm Characteristics ODEs Upper Bd

= 30, =

FE/FD

FELA Formulae

N by various methods
25

20

15

10

Limit Eqm Characteristics ODEs Upper Bd

= 30, =

FE/FD

FELA Formulae

N by FE limit analysis
Ukritchon et al. (2003)
UPPER
BOUND

LOWER
BOUND

Rough
Smooth

Smooth
Rough

N by FE limit analysis
Hjiaj et al. (2005)
UPPER
BOUND
Smooth
Rough

LOWER
BOUND

Smooth
Rough

N by FE limit analysis
Hjiaj et al. (2005)
UPPER
BOUND
Smooth
Rough

LOWER
BOUND

Smooth
Rough

N by FE limit analysis
Hjiaj et al. (2005)
UPPER
BOUND
Smooth
Rough

LOWER
BOUND

Smooth
Rough

N by FE limit analysis
Hjiaj et al. (2005)
UPPER
BOUND
Smooth
Rough

LOWER
BOUND

Structured meshes (different for each )

Smooth
Rough

N by FE limit analysis
Makrodimopoulos & Martin (2005)

UPPER
BOUND

Rough
Smooth

LOWER
BOUND

Smooth
Rough

N by FE limit analysis
Makrodimopoulos & Martin (2005)

UPPER
BOUND

Rough
Smooth

LOWER
BOUND

Smooth
Rough

Single unstructured mesh (same for each )

N by various methods
25

20

15

10

Limit Eqm Characteristics ODEs Upper Bd

= 30, =

FE/FD

FELA Formulae

N ( = ) by common formulae: error [%]


[]

Meyerhof
(1963)

Hansen
(1970)

Vesi
(1975)

Eurocode
(1996)

Poulos et
al. (2001)

-38.5

-34.3

296.3

-12.4

114.9

10

-15.3

-10.2

182.6

19.8

30.0

15

-4.4

0.1

124.1

33.4

10.1

20

1.1

3.8

89.7

38.4

5.9

25

4.2

4.1

67.6

38.8

7.1

30

6.2

2.1

51.8

36.2

8.9

35

7.8

-1.6

39.3

31.2

7.7

40

9.5

-7.0

27.9

23.9

0.3

45

12.2

-14.3

16.0

14.3

-15.3

Bearing capacity factors for design


If we use Nc and Nq that are exact for =
Nq e tan tan2 4 2
Nc Nq 1 cot

then we should, if we want to be consistent,


also use N factors that are exact for =
Then start worrying about corrections for

non-association ( < )
stochastic variation of properties
intermediate principal stress
progressive failure, etc.

Bearing capacity factors for design


If we use Nc and Nq that are exact for =
Nq e tan tan2 4 2
Nc Nq 1 cot

then we should, if we want to be consistent,


also use N factors that are exact for = .
Then start worrying about corrections for

non-association ( < )
stochastic variation of properties
intermediate principal stress
progressive failure, etc.

less capacity!

Conclusions
Shallow foundation bearing capacity is a longstanding problem in theoretical soil mechanics
The method of characteristics, carefully applied,
can be used to solve it c, , (with = )
In all cases, find strict lower and upper bounds
that coincide, so the solutions are formally exact
If just values of N are required (and not proof of
exactness) it is much quicker to integrate the
governing ODEs using a Runge-Kutta solver
Exact solutions provide a useful benchmark for
validating other numerical methods (e.g. FE)

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Program ABC Analysis of Bearing Capacity


Tabulated exact values of b.c. factor N
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