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You are on page 1of 122

21 Giugno 2005

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

B

Semi-infinite soil

c, , , =

Bearing capacity

Idealised problem (basis of design methods):

Central, purely vertical loading

qu = Qu/B

q = D

B

Semi-infinite soil

c, , , =

q = D

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

flow rule for strain rates

velocity boundary conditions

Kinematically

admissible

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,

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,

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

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 ]

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 ]

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 ]

Substitute stresses-at-yield (in terms of , ) into

equilibrium equations

xx xz

0

x

z

xz zz

x

z

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

Substitute stresses-at-yield (in terms of , ) into

equilibrium equations

xx xz

0

x

z

xz zz

x

z

>0

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

Marching from two known points to a new point:

x

z

B (xB, zB, B, B)

A (xA, zA, A, A)

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)

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

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)

point onto an interface of known roughness

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

point onto an interface of known roughness

Substitute velocities u, v into equations for

associated flow (strain rates normal to yield surface)

coaxiality (princ. strain dirns = princ. stress dirns)

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

Marching from two known points to a new point:

x,u

z,v

Marching from two known points to a new point:

x,u

z,v

Marching from two known points to a new point:

x,u

z,v

du sin( ) dv cos( ) 0

du sin( ) dv cos( ) 0

Marching from two known points to a new point:

x,u

z,v

du sin( ) dv cos( ) 0

du sin( ) dv cos( ) 0

point onto an interface of known roughness

Marching from two known points to a new point:

x,u

z,v

du sin( ) dv cos( ) 0

du sin( ) dv cos( ) 0

FD form

FD form

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

known (passive failure); = /2

known (passive failure); = /2

known (passive failure); = /2

qu from integration of tractions

Solution not strict LB until stress field extended:

Minor principal

stress trajectory

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

Rigid

id

g

i

R

Rig

id

id

g

i

R

Rigid

Rigid

id

g

i

R

Rig

id

id

g

i

R

Rigid

degenerate quadrilateral cells (zero area)

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

condition &xx &zz 0 is sufficient

& c cos &

D

internal dissipation, e.g. using

max

external work against gravity and surcharge

Rigid

id

g

i

R

Rig

id

id

g

i

R

Rigid

for each cell (4-node , 3-node )

Discontinuities do not need special treatment

Mesh

Initial

2

4

8

16

32

64

etc.

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

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

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.

qu

q

B

c = 0, > 0, > 0, =

qu

q

B

c = 0, > 0, > 0, =

Nq lim qu q

B q 0

qu

q

B

c = 0, > 0, > 0, =

Nq lim qu q

B q 0

e tan tan2 4 2

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

B/q

2qu/B

c = 0, = 30, Rough ( = )

B/q

2qu/B

0.1

397.0

c = 0, = 30, Rough ( = )

B/q

2qu/B

0.2

211.9

c = 0, = 30, Rough ( = )

B/q

2qu/B

0.5

99.43

c = 0, = 30, Rough ( = )

B/q

2qu/B

60.69

c = 0, = 30, Rough ( = )

B/q

2qu/B

40.28

c = 0, = 30, Rough ( = )

B/q

2qu/B

26.84

c = 0, = 30, Rough ( = )

B/q

2qu/B

10

21.70

c = 0, = 30, Rough ( = )

B/q

2qu/B

10

21.70

c = 0, = 30, Rough ( = )

B/q

2qu/B

20

18.74

c = 0, = 30, Rough ( = )

B/q

2qu/B

50

16.65

c = 0, = 30, Rough ( = )

B/q

2qu/B

100

15.83

c = 0, = 30, Rough ( = )

B/q

2qu/B

200

15.35

c = 0, = 30, Rough ( = )

B/q

2qu/B

500

15.03

c = 0, = 30, Rough ( = )

B/q

2qu/B

1000

14.91

c = 0, = 30, Rough ( = )

B/q

2qu/B

104

14.77

c = 0, = 30, Rough ( = )

B/q

2qu/B

105

14.76

c = 0, = 30, Rough ( = )

B/q

2qu/B

106

14.75

c = 0, = 30, Rough ( = )

B/q

2qu/B

109

14.75

c = 0, = 30, Rough ( = )

B/q

2qu/B

1012

14.75

c = 0, = 30, Rough ( = )

B/q

2qu/B

1012

14.75

Take as N

Fan (almost)

degenerate

c = 0, = 30, Rough ( = )

B/q

2qu/B

c = 0, = 30, Rough ( = )

B/q

2qu/B

0.1

397.0

c = 0, = 30, Rough ( = )

B/q

2qu/B

0.2

211.9

c = 0, = 30, Rough ( = )

B/q

2qu/B

0.5

99.43

c = 0, = 30, Rough ( = )

B/q

2qu/B

60.69

c = 0, = 30, Rough ( = )

B/q

2qu/B

40.28

c = 0, = 30, Rough ( = )

B/q

2qu/B

26.84

c = 0, = 30, Rough ( = )

B/q

2qu/B

10

21.70

c = 0, = 30, Rough ( = )

B/q

2qu/B

10

21.70

c = 0, = 30, Rough ( = )

B/q

2qu/B

20

18.74

c = 0, = 30, Rough ( = )

B/q

2qu/B

50

16.65

c = 0, = 30, Rough ( = )

B/q

2qu/B

100

15.83

c = 0, = 30, Rough ( = )

B/q

2qu/B

200

15.35

c = 0, = 30, Rough ( = )

B/q

2qu/B

500

15.03

c = 0, = 30, Rough ( = )

B/q

2qu/B

1000

14.91

c = 0, = 30, Rough ( = )

B/q

2qu/B

104

14.77

c = 0, = 30, Rough ( = )

B/q

2qu/B

105

14.76

c = 0, = 30, Rough ( = )

B/q

2qu/B

106

14.75

c = 0, = 30, Rough ( = )

B/q

2qu/B

109

14.75

c = 0, = 30, Rough ( = )

B/q

2qu/B

1012

14.75

c = 0, = 30, Rough ( = )

B/q

2qu/B

1012

14.75

Take as N

Fan (almost)

degenerate

c = 0, = 30, Rough ( = )

Mesh

Initial

2

4

8

16

32

64

etc.

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

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

c=0

= 30

B/q = 109

Rough ( = )

N = 14.7543

c=0

= 30

B/q = 109

Rough ( = )

N = 14.7543

c=0

= 30

B/q = 109

Rough ( = )

N = 14.7543

EXACT

c=0

= 30

B/q = 109

Smooth ( = 0)

N = 7.65300

c=0

= 20

B/q = 109

Rough ( = )

N = 2.83894

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

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

q=0

Semi-infinite soil

c = 0, > 0, > 0

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

( )

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)

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

Use any standard adaptive Runge-Kutta solver

ode45 in MATLAB, NDSolve in Mathematica

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

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

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

= UB, stress field extensible,

match

&, &

,

1

Influence of roughness on N

/ = 2/3

/ = 1/2

/ = 1/3

Smooth

0.504719

0.500722

0.500043

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

= 30, =

FE/FD

FELA Formulae

N by various methods

25

20

15

10

= 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

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

N by various methods

25

20

15

10

= 30, =

FE/FD

FELA Formulae

[]

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

If we use Nc and Nq that are exact for =

Nq e tan tan2 4 2

Nc Nq 1 cot

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.

If we use Nc and Nq that are exact for =

Nq e tan tan2 4 2

Nc Nq 1 cot

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)

Downloads

Tabulated exact values of b.c. factor N

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