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Factors of Safety and Reliability in Factors of Safety and Reliability in

Geotechnical Engineering Geotechnical Engineering

Presented by Presented by

Kamal Kant Jain Kamal Kant Jain

Introduction Introduction

Basic Tools of Reliability Analysis Basic Tools of Reliability Analysis

Geotechnical Applications of Probabilistic Geotechnical Applications of Probabilistic

Methods and Reliability Analysis Methods and Reliability Analysis

Example: Example: Retaining Wall Stability Retaining Wall Stability

Conclusions Conclusions

Outline of presentation Outline of presentation

Introduction Introduction

Uncertainty: State of being unsure of something Uncertainty: State of being unsure of something

May be present in form of uncertainty in

Physical properties

Loads

Geometry

And these are taken care either by

Ignoring

Being conservative

Using the observational method

Quantifying uncertainty

Factors of safety in Geotechnical Engineering Factors of safety in Geotechnical Engineering

Based on experience Based on experience

Don¶t depend on degree of uncertainty involved Don¶t depend on degree of uncertainty involved

Present status of use of Reliability theory in Present status of use of Reliability theory in

Geotechnical Engineering Geotechnical Engineering

Involves terms and concepts that are not much familiar to Involves terms and concepts that are not much familiar to

most of the geotechnical engineers most of the geotechnical engineers

Perception that it would require more data time, and effort Perception that it would require more data time, and effort

Is not used extensively Is not used extensively

Basic Tools of Reliability Analysis

- Direct Reliability Analysis

- Normal and Lognormal Distributions

- First Order Second Moment Methods

- Monte Carlo Simulation

- Event Trees

1) Normal Variables

M R Q =

M R Q

=

µ µ µ

2 2 2

2

M R Q R Q

RQ

= +

p

o o o o o

2) Lognormal Variables

Reliability Index

M

M

µ

¡ =

o

Probability of failure

f P

= 1¸¡)

= CDF of Standard Normal Variate

1

/

ln ln ln

F R Q

F R Q

=

=

2

ln

ln

1

ln

2

F F

F

µ = µ

o

2

2

ln

ln(1 )

F

F

V = +

o

Direct Reliability Analysis

Distributions other than normal or lognormal

arise often in practice like

Gamma distribution

Extreme Type distributions

Poisson

First Order Second Moment Methods

¸ )

1 2 3,

1 2 3

1 2 3

* * * * *

1 2 3 1 2 3

*

( , , ... )

, , ... ,

( , , ... ) ( , , ... )

( , , .... )

n

n

n

n n i i

i

M x x x x

M

i

i

x

i

i

if M f x x x x

x x x x are uncorrelated random variables then using

taylor expansion

f

f x x x x f x x x x x x

x

f

f

x

x

µ µ µ µ µ

o

µ

=

+

¯

+

¦

¯

' '

+

¯

¦

¯

' '

¿

2

i

x

i

o

¿

Monte Carlo Simulation

1 2 3

1 2 3

( , , ... )

, , ...

n

n

i

if M f x x x x

x x x x are uncorrelated random variables with

known distribution type, then we generate a large

number of random data points for each of x using

tables and spreadsheets

=

and determine parameters of

M using data obtained

Event Trees

Describe logical interactions among a complex set of events,

conditions, physical parameters and states

Start with an initiating event and consider no logical difference

between an ³event´ and a ³condition´

Proceed with set of exhaustive and exclusive events that could

follow and each event is associated with conditional probability

Proceed along each path to evaluate the next outcomes, and

so on and so forth

At the end of the any stage of tree, the probability of each

outcome is simply the product of the conditional probabilities of

preceding events and conditions

Initialize Event

Outcome B

Outcome A

Outcome A2

Outcome A1

Outcome B2

Outcome B1

And so on

And so on

Fig 1 : Event Tree

Conditional probability:

P (E2 | E 1) = {P (E2 E 1)} / P (E1)

Geotechnical Applications of

Probabilistic Methods

Studies of Safety of Dams, Dikes, and

Embankments

Probabilistic Seismic Hazard Analysis

Limit State Design or Load and Resistance

Factor

Nuclear Waste Repositories

Mining

Analysis of Retaining Wall Stability

FIG. 1 : Cantilever Retaining Wall with Silty Sand Backfill

(Source: J. Michael Duncan. (2000), Factors of Safety and

Reliability in Geotechnical Engineering)

Example: Retaining Wall Stability Example: Retaining Wall Stability

Cantilever

retaining wall

Compacted silty

sand backfill

Concrete footing

built on a layer

of silty sand

Backfill drained

to prevent build

up of water

pressure behind

the wall

Factor of Safety (FoS) against Sliding Factor of Safety (FoS) against Sliding

tan

ss

W

E

F

H

=

W = Weight of wall and backfill over the heel of the wall (lb/ft or kN/m)

tanH = Tangent of friction angle between base of wall and sand

E = Earth pressure force on vertical plane through heel of wall (lb/ft or kN/m)

HCV = Highest conceivable value of the parameter

LCV = Lowest conceivable value of the parameter

Steps involved in estimation of FoS Steps involved in estimation of FoS

Estimate the standard deviations of the

quantities involved In equation

1) Computation from data :

¸ )

¸ )

2

i

=

1

x x

N

o

¿

2) Computation from published values :

V = Coefficient of variation

( ) *( ) V x o =

3) Computation from three sigma rule :

( - )

6

HCV LCV

o =

Estimation of the standard deviation and the Estimation of the standard deviation and the

coefficient of variation of the factor of safety coefficient of variation of the factor of safety

2 2 2 2

3 1 2 4

2 2 2 2

F

F

F

MLV

F F F F

F

V

o

o

A A A A

+ + + +

= + + +

¦ ¦ ¦ ¦

' ' ' ' ' ' ' '

=

; F

F F

i

i

i

+

A =

4) Graphical three sigma rule may also be used for

estimation of standard deviation

/

i

F

+

=

Where Factor of safety calculated with the value of the

i

th

parameter increased / decreased by one

standard deviation from its best estimate value

F

MLV

= Most likely value of factor of safety, computed using

best estimate values for all of the parameters.

Finding probability of failure and the reliability

of the factor of safety

Assuming that factor of safety follows a lognormal distribution :

2

ln

2

ln

1

ln(1 )

MLV

F

V

V

¡

+

¦

+

' '

=

+

ln

¡

= lognormal reliability index

V = coefficient of variation of

factor of safety

F

MLV

= most likely value of

factor of safety

Conclusions Conclusions

Thank you

Outline of presentation Introduction Basic Tools of Reliability Analysis Geotechnical Applications of Probabilistic Methods and Reliability Analysis Example: Retaining Wall Stability Conclusions .

Introduction Uncertainty: State of being unsure of something May be present in form of uncertainty in Physical properties Loads Geometry And these are taken care either by Ignoring Being conservative Using the observational method Quantifying uncertainty .

and effort Is not used extensively . Factors of safety in Geotechnical Engineering Based on experience Don¶t depend on degree of uncertainty involved Present status of use of Reliability theory in Geotechnical Engineering Involves terms and concepts that are not much familiar to most of the geotechnical engineers Perception that it would require more data time.

Normal and Lognormal Distributions .Monte Carlo Simulation .First Order Second Moment Methods .Event Trees .Basic Tools of Reliability Analysis .Direct Reliability Analysis .

Direct Reliability Analysis 1) Normal Variables Q M ! R Q M ! Q R QQ 2 2 Q R 2) Lognormal Variables F ! R/Q ln F ! ln R ln Q W !W W 2 M 2V RQW RW Q W 2 ln F ! ln(1 VF ) 2 Q1 Reliability Index F ! W1 Probability of failure Q ln F 1 2 ! ln Q F W ln F 2 P f ! *.

F *= CDF of Standard Normal Variate .

Distributions other than normal or lognormal arise often in practice like Gamma distribution Extreme Type distributions Poisson .

.xn ) § .. x3 . x3 ...xn ) QM WM ¨ xf ¸ f ( x .. x2 . then using taylor expansion f ( x1 .. x ..xn ) x1 .xn are uncorrelated random variables. x2 .. x2 .First Order Second Moment Methods if M ! f ( x1 . x3 . x2 .

Q x2 ...xi xi © ¹ i ª xxi º xi* * 1 * * 3 * * f ( Q x1 . Q x3..Q xn ) ¨ xf ¸ 2 § © xx ¹ W xi i ª i º Qx i . .

x2 .Monte Carlo Simulation if M ! f ( x1 ..... x3 . x2 .xn are uncorrelated random variables with known distribution type. then we generate a large number of random data points for each of xi using tables and spreadsheets and determine parameters of M using data obtained . x3 .xn ) x1 .

and so on and so forth At the end of the any stage of tree. conditions. physical parameters and states Start with an initiating event and consider no logical difference between an ³event´ and a ³condition´ Proceed with set of exhaustive and exclusive events that could follow and each event is associated with conditional probability Proceed along each path to evaluate the next outcomes.Event Trees Describe logical interactions among a complex set of events. the probability of each outcome is simply the product of the conditional probabilities of preceding events and conditions .

Initialize Event Outcome A Outcome B Outcome A1 Outcome A2 Outcome B1 Outcome B2 And so on Fig 1 : Event Tree And so on Conditional probability: P (E2 | E 1) = {P (E2 E 1)} / P (E1) .

and Embankments Probabilistic Seismic Hazard Analysis Limit State Design or Load and Resistance Factor Nuclear Waste Repositories Mining Analysis of Retaining Wall Stability . Dikes.Geotechnical Applications of Probabilistic Methods Studies of Safety of Dams.

Michael Duncan. 1 : Cantilever Retaining Wall with Silty Sand Backfill (Source: J.Example: Retaining Wall Stability Cantilever retaining wall Compacted silty sand backfill Concrete footing built on a layer of silty sand Backfill drained to prevent build up of water pressure behind the wall FIG. (2000). Factors of Safety and Reliability in Geotechnical Engineering) .

Factor of Safety (FoS) against Sliding W tan H F ss ! E W = Weight of wall and backfill over the heel of the wall (lb/ft or kN/m) tanH = Tangent of friction angle between base of wall and sand E = Earth pressure force on vertical plane through heel of wall (lb/ft or kN/m) .

Steps involved in estimation of FoS Estimate the standard deviations of the quantities involved In equation 1) Computation from data : W = § .

x x i 2 .

LCV ) W ! 6 .N 1 W ! (V ) *( x) 2) Computation from published values : V = Coefficient of variation 3) Computation from three sigma rule : HCV = Highest conceivable value of the parameter LCV = Lowest conceivable value of the parameter ( HCV .

4) Graphical three sigma rule may also be used for estimation of standard deviation Estimation of the standard deviation and the coefficient of variation of the factor of safety ¨ (F1 ¸ ¨ (F2 ¸ ¨ (F3 ¸ ¨ (F4 ¸ WF ! © ¹ © ¹ © ¹ ¹ © 2 º ª 2 º ª 2 º ª 2 º ª WF V F ! FMLV (F ! F i F i . i Where Fi / 2 2 2 2 ! Factor of safety calculated with the value of the ith parameter increased / decreased by one standard deviation from its best estimate value .

computed using best estimate values for all of the parameters.FMLV = Most likely value of factor of safety. Finding probability of failure and the reliability of the factor of safety Assuming that factor of safety follows a lognormal distribution : ¨ FMLV ¸ ln © 2 ¹ ª 1V º F ln ! ln(1 V 2 ) F ln = lognormal reliability index V = coefficient of variation of factor of safety FMLV = most likely value of factor of safety .

Conclusions .

Thank you .

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