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ProbabilisticAnalysis
Objectives
Reviewofbasicprobabilityandstatisticsconcepts
Uncertainty
Motivationforprobabilisticanalysis
Statisticalcharacteristicsofdata
Probabilityoffailure
Reliabilityindex
Simulation MonteCarloandLatinHypercube
Sensitivityanalysis fundamentalsanduses
ProbabilisticSlopeStability
Principalareasofuncertaintyinslopestabilityanalysis
Soilpropertiesandbehaviour
Groundwaterconditions
Mechanismsoffailure
Uncertaintyin
SoilProperties
Systematic
Error
DataScatter
RealSpatial
Variation
Random
TestingErrors
Statistical
Errorinthe
Mean
Biasin
Measurement
Procedures
ProbabilisticSlopeStability
Dataforvarioussoiltypes(Harr,1977)
Unitweightforclayshasacoefficientofvariation
(COV)rangingfrom1.9to12.3
Material
Parameter
Numberof
Samples
Mean
Standard
Deviation
CoefficientofVariation
(%)
Clay(High
Plasticity)
Water
Content
98
0.206
0.0270
13.1
UnitWeight
97
113.300
2.8000
2.5
Water
Content
99
0.131
0.0082
6.3
UnitWeight
99
115.800
14.2000
12.3
Water
Content
97
0.138
0.0092
6.7
UnitWeight
97
112.500
2.0900
1.9
Clay (Med
Plasticity)
Clay (Low
Plasticity)
ProbabilisticSlopeStability
Dataforvarioussoiltypes(Harr,1977)
Angleoffrictionforsandshasacoefficientof
variation(COV)rangingfrom7.0to11.0percent.
Material
NumberofSamples
Mean
StandardDeviation
Coefficientof
Variation(%)
Gravel
38
36.22
2.160
6.0
Sand
73
38.80
2.800
7.0
Sand
136
36.40
4.050
11.0
Sand
30
40.52
4.560
11.0
GravellySand
81
37.33
1.970
5.3
ProbabilisticSlopeStability
Uniaxial Compressive Strength (UCS) Test
Rock Type
Lateritic Soil
Light Grayish Shale
Dark Grayish Shale
Carbonate Rock
Dolerite
18.74
74.55
88.42
109.13
180.50
Standard Deviation
12.56
11.79
11.85
8.34
11.73
Coefficient of variation
67.02
15.81
13.40
7.64
5.23
ProbabilisticSlopeStability
Principalareasofuncertaintyinslopestabilityanalysis
Soilpropertiesandbehaviour
Groundwaterconditions
Mechanismsoffailure
ProbabilisticslopeanalysisDOESNOTaccountforbad
choiceoffailuremechanism
Morerationalapproachtodesign
ProbabilisticSlopeStability
Helpsaccountforuncertaintiesinestimationof
slopestability
Sourcesofmodelling uncertainty
Methodofcalculation(assumptionofrigid
blocks,assumptionofspecificstrengthmodel,
peakversusresidualstrength,relevanceof
analysismethod)
ProbabilisticSlopeStability
Twosimilarslopeswithdifferentuncertainties
Probability Density
2.5
2
Probability of
failure = area
1.5
m=1.5, s=0.2
m=1.5, s=0.3
1
0.5
0
0
0.5
1.5
2.5
3.5
Factor of Safety
ProbabilisticSlopeStability
Sourcesofuncertainty
Sitetopography
Sitestratigraphy
Geologicoriginsandcharacteristics
Groundwaterconditions
Engineeringproperties
Materialbehaviour
ProbabilisticSlopeStability
BasicConcepts
Probabilitydensityfunction(pdf):probability
randomhasvaluex
Total area equals 1
F(X)
Probability (5<X<8)=
Shaded Area
X=5 X=8
ProbabilisticSlopeStability
BasicConcepts
Cumulativedistribution
function(cdf):
probabilityrandom
variablehasvalueless
thanorequaltox
Horizontalaxisisdomain
(rangeofxvalues)
Verticalaxisisprobability
(liesbetween0and1)
NUMERICAL MODELLING IN GEOTECHNICAL
ENGINEERING
ProbabilisticSlopeStability
BasicConcepts
Mean
1 n
m xi
n i 1
Variance
Standarddeviation
1 n
Var
( xi m) 2
n 1 i 1
s Var
Coefficientofvariation
s
V
m
ProbabilisticSlopeStability
BasicConcepts
Generalrolesofmeanandstandarddeviation
where
ProbabilisticSlopeStability
BasicConcepts
CorrelationbetweentworandomvariablesX and
Y
Correlationcoefficient,r positive
1
isthesamplemean
isthestandarddeviation
ProbabilisticSlopeStability
BasicConcepts
Plot of X against Y
25
20
r = 0.97
15
10
5
0
0
10
15
20
25
ProbabilisticSlopeStability
BasicConcepts
Plot of X against Y
25
20
15
10
5
0
-5 0
-10
r = 0.74
5
10
15
20
25
ProbabilisticSlopeStability
BasicConcepts
Plot of X against Y
25
20
r= 1
15
10
5
0
0
10
15
20
25
ProbabilisticSlopeStability
BasicConcepts
Plot of X against Y
15
10
5
Y
0
-5
10
15
20
-10
-15
-20
X
25
ProbabilisticSlopeStability
BasicConcepts
Ruleofthumbforpracticalanalysis
Assumenocorrelation
r > 0.9
ProbabilisticSlopeStability
BasicConcepts
Commonprobabilitydensityfunctionsfor
geotechnicalengineering
Normal
Lognormal
Uniform
Triangular
Beta
Gamma
Exponential
ProbabilisticSlopeStability
BasicConcepts
Normalpdf
ProbabilisticSlopeStability
BasicConcepts
Normalcdf
ProbabilisticSlopeStability
Normaldistribution
Mostwidelyused;symmetrical
Example:cohesivestrengthofmaterial
ProbabilisticSlopeStability
BasicConcepts
Lognormalpdf
ProbabilisticSlopeStability
Lognormaldistribution
Randomvariablecannothavenegativevalues
duetophysicalaspectsofproblem
Positivelyskeweddistributionwithlargespike
nearzero
Example:elasticmodulusofsoil
ProbabilisticSlopeStability
BasicConcepts
Gammapdf
ProbabilisticSlopeStability
Gammadistribution
Randomvariablethatisalwayspositiveand
continuous
Positivelyskeweddistributionwithlargespike
nearzero
Similartolognormal
Exampleofuse:cohesionorshearstrength
ProbabilisticSlopeStability
BasicConcepts
Betapdf
ProbabilisticSlopeStability
Betadistribution
Flexible,usedasroughmodelinabsenceofdata
Usedwhenshapeisgenerallyknown:uniform,
skewedtoleft/right,Ushaped,Jshaped
Inthesecases,betterthannormaldistributionsince
normaldistributionisunboundedintwodirections
Usedwhenrandomvariablevariesbetweentwo
definedlimits
Example:upperandlowerboundsoffriction
angle
NUMERICAL MODELLING IN GEOTECHNICAL
ENGINEERING
ProbabilisticSlopeStability
BasicConcepts
Exponentialpdf
ProbabilisticSlopeStability
Exponentialdistribution
Usedtomodeltheriskoftheoccurrenceofsome
event(e.g.earthquake)duringlifetimeof
engineeringstructure
Example:spacingamongrockjointtracesin
outcrop
ProbabilisticSlopeStability
BasicConcepts
Uniformpdf
ProbabilisticSlopeStability
Uniformdistribution
Usedasfirstmodelforquantitythatlies
betweena andb butaboutwhichlittleelseis
known
Goodforproblemswithknownboundsbutno
informationonrelativelikelihoodoftherandom
variable
Doesnotassumepreferentiallikelihoodof
randomvariable eachvaluehasequalchance
ProbabilisticSlopeStability
BasicConcepts
Triangularpdf
ProbabilisticSlopeStability
Triangulardistribution
Usedasroughmodelinabsenceofdata
Usedwhenlimitsareknownbutnoinformation
onthedistributionofthedata,i.e.,whenonly
knownare:mostlikely,minimumandmaximum
ProbabilisticSlopeStability
BasicConcepts
Sampleadistribution
Createdatasetofpointsthathavecharacteristicsof
specifieddistribution,i.e.mean,standarddeviationand
shapeofhistogramofgeneratedsamplesconformto
pdf
ProbabilisticSlopeStability
BasicConcepts
Probabilityoffailure
m=1.5, s=0.3
1.4
P robability Density
1.2
Probability
of failure
0.8
m=1.5, s=0.3
= Area
0.6
0.4
0.2
0
0
0.5
1.5
2.5
3.5
Factor of Safety
ProbabilisticSlopeStability
Probabilityoffailure
RelativeFrequency
0.044476
0.088951
0.177903
0.133427
0.444757
0.266854
0.355806
0.889515
1.111894
1.378748
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
Bin
RelativeFrequency
0.786400
0.000000
0.808885
0.000000
0.831369
0.000000
0.853853
0.000000
0.876337
0.000000
0.898821
0.000000
0.921305
0.000000
0.943790
0.000000
0.966274
0.000000
0.988758
0.000000
1.011242
1.867981
1.033726
2.001408
1.056210
2.401690
1.078695
2.935399
1.101179
2.668545
1.123663
3.602535
1.146147
3.424632
1.168631
3.469108
1.191115
3.469108
1.213600
2.668545
1.236084
2.713020
1.258568
1.601127
1.281052
1.779030
1.303536
1.734554
1.326020
0.978466
1.348505
0.978466
1.370989
0.355806
1.393473
0.489233
1.415957
0.266854
1.438441
0.088951
1.460925
0.088951
1.483410
0.000000
Hilighted Data = Factor of Safety - bishop sim plified < 1 (110 points)
Relative Frequency
Bin
0.786400
0.808885
0.831369
0.853853
0.876337
0.898821
0.921305
0.943790
0.966274
0.988758
1.011242
1.033726
1.056210
1.078695
1.101179
1.123663
1.146147
1.168631
1.191115
1.213600
1.236084
1.258568
1.281052
1.303536
1.326020
1.348505
1.370989
1.393473
1.415957
1.438441
1.460925
1.483410
0
0.8
0.9
1.0
1.1
1.2
1.3
1.4
SAMPLED: m ean=1.145 s.d.=0.1171 m in=0.7865 m ax=1.461 (PF=11.000% RI=1.24048, best fit=Norm al distribution)
FIT: Norm al m ean=1.145 s.d.=0.1171 m in=0.7865 m ax=1.461
ProbabilisticSlopeStability
BasicConcepts
MonteCarlosimulation
Inslopestabilityusedtoevaluateprobabilityoffailure
Canbeusedwithonlylittlebackgroundinstatisticsand
probability
Relativelysimple
Robust
Verygeneral(comparedtoanalyticalmethods)
ProbabilisticSlopeStability
BasicConcepts
5(actually6)essentialstepsMonteCarlo
simulation
Identifyinputparametersthatarerandomvariables
Quantifycharacteristicsofallrandomvariables
GenerateN samplesofeachrandomvariables creates
N setsofrandomvariables
Inacycle/run,computemodeldeterministicallyforeach
setofvariables
ExtractprobabilisticinformationfromN factorofsafety
results
NUMERICAL MODELLING IN GEOTECHNICAL
ENGINEERING
GeneralMonteCarloSimulationApproach
DeterministicSituation
IndependentParametersorVariables
DistributionAnalysis
RandomTrialofParametersforDeterministicSituation
Monte
Carlo
Simulation
ProbabilityDistributionFunctionEstablished
PDFForDeterministicSituation
Trials
N Times
ProbabilisticSlopeStability
BasicConcepts
ProbabilisticinformationfromMonteCarlosimulations
Probabilityoffailure
Meanfactorofsafety
Standarddeviation
Bestfitdistribution
ProbabilisticSlopeStability
BasicConcepts
Inputrequiredforsimulationofcorrelatedvariables
Probabilitydistributionforeachrandomvariable(mean,
standarddeviation,shape,min,max)
Coefficientofcorrelation
Slideallowsonlycorrelationofc and foramaterial
ProbabilisticSlopeStability
BasicConcepts
LatinHypercubesampling.ExampleofN=10
Dividecdf intoN probabilityintervals
Samplerandomlyfromeachinterval
Probability
Cumulative Distribution
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0
0.5
1.5
2.5
3.5
ProbabilisticSlopeStability
BasicConcepts
FeaturesLatinHypercubesampling
Considerablyreduceschanceofunderrepresentinglow
probabilityregionsofdistributions
RequiresfewersamplestogiveaccuracysimilartoMonte
Carlomethod
ProbabilisticSlopeStability
MonteCarlovs LatinHypercubesampling
Monte Carlo (left) and Latin Hypercube (right) cohesion 1000 samples
NUMERICAL MODELLING IN GEOTECHNICAL
ENGINEERING
ProbabilisticSlopeStability
GlobalMinimumvs.OverallSlope
ProbabilisticSlopeStability
TheGlobalMinimumanalysistypefirstperforms
theregularstabilityanalysistodeterminetheslip
surfacewiththeoverallminimumfactorofsafety
Theprobabilisticanalysisisthencarriedoutonthe
globalminimumslipsurface,usingthesamples
generatedforeachrandomvariable.The
probabilityoffailureisthensimplythenumberof
analyseswhichresultinasafetyfactorlessthan1,
dividedbythetotalnumberofsamples
ProbabilisticSlopeStability
Thisisdoneforeachanalysismethod(e.g.Bishop
orJanbu)independently
TheGlobalMinimumanalysistypeassumesthat
theprobabilityoffailurecalculatedfortheoverall
minimumslipsurfaceisrepresentativeofthe
probabilityoffailurefortheentireslope
Thisisthemethodweusuallyuse
ProbabilisticSlopeStability
TheOverallSlopeanalysistypedoesnotmakethis
assumption
Instead,theentiresearchforaglobalminimum
slipsurface,isrepeatedNtimes(whereN=
numberofsamples).Foreachsearchiteration,a
newsetofrandomvariablesamplesisfirstloaded,
andthesearchiscarriedout
ProbabilisticSlopeStability
Aglobalminimumslipsurfaceisthendetermined
foreachsearchiteration.
Thismightresultinthelocationof10to50
differentGlobalMinimumslipsurfaces
Thedefinitionoftheprobabilityoffailureisthe
sameasfortheGlobalMinimummethod
OverallSlopeExample
WewilluseOverallSlopeanalysistodeterminethe
probabilityoffailureoftheglobalminimumslip
surfaces.
Method
First,switchthe
probabilisticanalysis
typetoOverallSlope.
Thensetthematerial
propertiestothe
appropriate
distributions.
Method
Chooseanumberof
surfacestocompute;
OverallSlopeanalysiscan
takeaverylongtime.We
willonlychoose500
surfaces,sotheCompute
shouldonlytakeafew
minutes.
Results
Results
Interpretgivesusalargeamountofinformationon
theslope theglobalminimumslipsurfaces,the
meansafetyfactor,theprobabilityoffailure,etc.
Probability of
Failure(%)
ReliabilityIndex
(Normal)
ReliabilityIndex
(Lognormal)
FactorofSafety
(mean)
OverallSlope
3.7
1.770
1.879
1.177
CriticalProbabilistic
Surface (Normal)
2.8
1.816
1.201
CriticalProbabilistic
Surface (Lognormal)
2.8
1.946
1.201
CriticalDeterministic
Surface
2.9
1.840
1.966
1.19
MaterialBackAnalysis
Oftendifficulttoobtainmaterialpropertiesforall
ofthesoillayersinaslopestabilityanalysis
WithSlide,itispossibletobackanalyseaproblem
toestimatethedesiredparameters
Ifaparticularslopehasfailed,thenyoucan
simulatethisslopeinSlide andthenstatistically
varytheunknownpropertiestodeterminewhat
valuesofthesepropertiesproduceaFS <1
MaterialBackAnalysis Example
OpenfileExample(MaterialBackAnalysis)
SensitivityAnalysis
Basics
Changeaninputparameterslightlywhileholdingallothersconstant
Observeimpactoncomputedoutcomes(factorofsafety)
Ifminorinputparameterchangecausesfairlylargefactorofsafety
changethendesign(F)issaidtobehighlysensitivetoparameter
Powerfulprocedureforestablishinghowsensitive
factorofsafetyistochangesininputparameters
Powerfulforstudyingrangeofpossibilities
Usefulforcomparingeffectivenessofalternative
remedialmeasures,optimizingtradeoffbetween
maxsafety&mincost
NUMERICAL MODELLING IN GEOTECHNICAL
ENGINEERING
SensitivityAnalysis
Engineeringdecisionsbasedonsensitivityresults
Determineinputparametermoreaccurately
Redesignslopetobelesssensitivetoinput
parameter
SensitivityAnalysis
Example reducefailuremechanismsensitivityto
1.231
Modified design
2.8
2.6
2.4
2.2
2.0
1.8
1.6
1.4
1.2
0
10
20
30
40
50
60
70
80
90
100
SensitivityAnalysis
Sensitivityofmodelparameters
Materialproperties
Support
Identifyingmostinfluentialparameters
Determinationofremedialmeasures
Allocationofresourcesandeffortinsite
investigations
ProbabilisticSlopeStabilityusing
PointEstimateMethodandSSR
DevelopedbyRosenbleuth (1975)
Foreachnormallydistributedrandomvariable,we
calculatesamplesthatareonestandarddeviation
oneithersideofthemean
Therefore,fornrandomvariables,weproduce2n
solutions
ProbabilisticSlopeStabilityusing
PointEstimateMethodandSSR
Fromthese2nsolutionswecalculatethenormally
distributedmeanandstandarddeviationofthe
factorofsafety
Thismethodassumesthattheoutputdistribution
isnormalandshouldonlybeusedwhenallthe
randomvariableshavenormaldistributions
ProbabilisticSlopeStabilityusing
PointEstimateMethodandSSR
ProbabilisticSlopeStabilityusing
PointEstimateMethodandSSR
Mean:
StandardDeviation:
HomogeneousSlope Example
VII2
MaterialProperties
TableofSamples
2randomvariables
4separateanalyses(2nsamples)
Analysis
Cohesion
1
2
3
4
6
6
4
4
+
+
Friction
Angle
33
27
33
27
FactorofSafetyResults
ProbabilityofFailure:15.34%
CriticalSRFmeanvalue:1.14
CriticalSRFstd.Dev.value:0.1407
File
CriticalSRF
1
1.3
2
1.06
3
1.22
4
0.995
Slide Results
ComparingPhase2 andSlide
Nearlyidenticalresults
14.6
1.15
0.14
Slide
13.1
1.14
0.12
ComplexMultiMaterialSlope
MaterialProperties
VariableType
Material/Joint
Name
PropertyType
Mean
Standard
Deviation
MaterialProperty
MHweatheredA
FrictionAngle(peak)
34
MaterialProperty
MHweatheredA
Cohesion(peak)
MaterialProperty
MweatheredA
FrictionAngle(peak)
24
MaterialProperty
MweatheredA
Cohesion(peak)
MaterialProperty
UpperMarineSed
FrictionAngle(peak)
17
MaterialProperty
UpperMarineSed
Cohesion(peak)
TableofSamples
M
MH
UpperMarine UpperMarine
MweatheredA,
MHweathered
weathered
weatheredA,
Sed,Friction Sed,Cohesion
FrictionAngle
File# A,FrictionAngle
A,Cohesion
Cohesion
Angle(peak)
(peak)
(peak)
(peak)
(peak)
(peak)
1
37
10
27
9
19
5
2
31
10
27
9
19
5
3
37
6
27
9
19
5
4
31
6
27
9
19
5
5
37
10
21
9
19
5
62
31
10
21
5
15
3
63
37
6
21
5
15
3
64
31
6
21
5
15
3
SlideResults
Results:Phase2 vs.Slide
Nearlyidenticalresults
Program Probabilityof MeanFactorof
Standard
Name
Failure
Safety
DeviationF.S.
Phase2
30.4
1.05
0.092
Slide
22.0
1.07
0.091
EndofModuleVII