Optimum design of cantilever sheet pile walls in sandy soils using

inverse reliability approach

G.L. Sivakumar Babu
*
, B. Munwar Basha
Department of Civil Engineering, Indian Institute of Science, Bangalore 560 012, India
Received 5 December 2006; received in revised form 31 March 2007; accepted 1 April 2007
Available online 23 May 2007
Abstract
In this paper an approach for obtaining depth and section modulus of the cantilever sheet pile wall using inverse reliability method is
described. The proposed procedure employs inverse rst order reliability method to obtain the design penetration depth and section mod-
ulus of the steel sheet pile wall in order that the reliability of the wall against failure modes must meet a desired level of safety. Sensitivity
analysis is conducted to assess the eect of uncertainties in design parameters on the reliability of cantilever sheet pile walls. The analysis
is performed by treating back ll soil properties, depth of the water table from the top of the sheet pile wall, yield strength of steel and
section modulus of steel pile as random variables. Two limit states, viz., rotational and exural failure of sheet pile wall are considered.
The results using this approach are used to develop a set of reliability based design charts for dierent coecients of variation of friction
angle of the backll (5%, 10% and 15%). System reliability considerations in terms of series and parallel systems are also studied.
2007 Elsevier Ltd. All rights reserved.
Keywords: Failure modes; Optimization; Reliability; Safety factors; Sensitivity analysis; Sheet pile wall
1. Introduction
Cantilever sheet pile walls are frequently used for retain-
ing small height of granular soil in river protection walls,
excavation and as temporary supports in foundation con-
struction. Sheet pile walls resist the overturning moment
due to pressure from the retained soil by developing a
restraining moment due to passive pressure at the base
along the embedment length of the wall. In the determinis-
tic design procedures of sheet pile walls, the penetration
depth is determined satisfying equilibrium of moments
and horizontal forces.
Uncertainties in the geotechnical design exist in estimat-
ing in situ engineering soil properties and determining sub-
soil prole and boundary conditions. The traditional way
of dealing with the uncertainties is to use conservative val-
ues of the uncertain quantities and/or safety factors. Owing
to the uncertainties in the back ll soil and foundation soil
properties, depth of the water table, yield strength and sec-
tion modulus of steel sheet pile, the assessment of stability
of sheet pile walls needs to consider uncertainties in design.
Reliability analysis of sheet pile walls is useful in this con-
text. Duncan [1] highlights some of the advantages of using
reliability based designs in geotechnical engineering prac-
tice. The work presented in this paper proposes a reliability
based design approach for steel sheet pile walls in sandy
soils.
2. Design guidelines and uncertainties
Rowe [2] performed model tests with free embedded
cantilever walls in sand and ne gravel. Bransby and Mil-
ligan [3] performed model tests with free embedded cantile-
ver walls in coarse sand. Lynden and Pearson [4] performed
centrifuge tests with free embedded cantilever walls. Bica
and Clayton [5,6] suggested penetration depth ratios
(D/H) for design based on experimental data and also sug-
gested design guidelines.
0266-352X/$ - see front matter 2007 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compgeo.2007.04.001
*
Corresponding author.
E-mail addresses: gls@civil.iisc.ernet.in (G.L.S. Babu), basha@civil.
iisc.ernet.in (B.M. Basha).
www.elsevier.com/locate/compgeo
Available online at www.sciencedirect.com
Computers and Geotechnics 35 (2008) 134143
For a satisfactory design, King [7] indicated that factors
of safety shall be applied with reference to shear failure in
the restraining soil and bending stresses in the wall.
USACE [8] suggested dierent factors of safety for passive
pressures for ood walls and retaining walls made of sheet
piled structures for dierent loading cases. These guidelines
suggest that partial factors for cohesion and friction angle
shall be applied in the form of strength reduction factors as
passive pressures calculated by conventional design proce-
dures are less likely to be fully developed than the active
pressure on the retaining side. Bowles [9] outlined the di-
culties associated with the design assumptions and the
choice of design parameters as well as the selection of fac-
tor of safety for both penetration depth and moments.
Becker [10] indicated that arbitrary use of strength reduc-
tion factors needs to be created with caution and reliability
based designs considering total loads and resistances are
necessary in foundation designs. Basma [11] presented
some results on the design of sheet piles using probabilistic
techniques. Powrie [12] presented a critical appraisal of
codes of practice in UK and indicated that though the var-
ious codes of practice are similar in principle, they have dif-
ferences in detail. He also brought out the dierences
associated with applying factors of safety to the penetra-
tion depth and passive earth pressure.
The above literature and multiplicity of recommenda-
tions lead to diculties in the harmonization of codes
internationally. It is also realised that (i) uncertainties
should be accounted for and (ii) type of construction, tem-
porary or permanent; should be identied as sheet pile
walls are used in both the situations. For example, lower
factors of safety or reliability index can be used for tempo-
rary structures.
Therefore there is a need for a coherent design approach
that considers uncertainties (in the back ll soil properties,
depth of the water table from the top of the sheet pile wall,
yield strength of steel and section modulus of steel pile) in
the design of sheet pile walls. It is also necessary that the
optimization principles are used in arriving at the sections
and depth parameters of the wall. In this paper an attempt
has been made to establish an inverse reliability based
design approach for determining the penetration depth
and section modulus of the steel sheet pile in the cantilever
sheet pile wall and for assessing the stability of the wall
structure considering the variability of input design
parameters.
3. Reliability based design (RBD)
Reliability based design of sheet pile wall is concerned
with nding a penetration depth and a section modulus
of the pile material such that the retaining system reliability
is within acceptable limits and also economical. First-order
reliability method (FORM) is recognised to be ecient and
widely accepted for reliability analysis [13]. The limit state
function (g(x) = 0) is written explicitly in terms of a vector
of random variables (X fx
i
g
n
i1
. The limit state function
separates acceptable performance (i.e., when g(x) > 0) from
unacceptable performance (i.e., failure when g(x) < 0).
The limit state function g(x) is formulated such that the
probability of failure (P
f
) corresponds to the condition that
g(x) < 0
P
f
Pgx < 0

gx<0
. . . ::

f
X
xdx 1
where X is vector of random variables representing uncer-
tain quantities and F
X
(x) is a joint probability density func-
tion of X. Let X be mutually correlated Gaussian random
variables. Covariance matrix of the correlated random
variables x
1
, x
2
, . . . . . . . . . ,x
n
is C
ij
= (x
i
l
i
)(x
j
l
j
), in
which is the expectation operator, l
i
and r
i
are mean
and standard deviation of random variable x
i
. To deter-
mine the location of the most probable point of failure
the set of original random variables X is mapped into a
Gaussian and uncorrelated set of reduced variables
R fr
i
g
n
i1
by r
i
= (x
i
l
i
)/r
i
, where r
i
s are normally
distributed with mean zero and unit standard deviation.
Covariance matrix of R is q
ij
h
xi l
i
ri

xjl
j
rj

i, where
jq
ij
j 6 1, i, j = 1 to n. The required set of uncorrelated
transformed variates can be obtained from R by the trans-
formation. Y = T
T
R, where T is the transformation matrix
can be obtained from the eigen value analysis of the covari-
ance matrix of the original random variables ([q
ij
]). In any
case T must satisfy the equation given by T
T
[q
ij
]T = [m],
where [m] is a diagonal matrix of the eigen values of [q
ij
].
Y fy
k
g
n
k1
is a set of uncorrelated random variables with
0 mean and

m
k
p
is the standard deviation. Uncorrelated
set of Gaussian random variables Y can be transformed
into a standard normal space U fu
k
g
n
k1
by
u
k
y
k
=

m
k
p
, where u
k
is independent of u
j
"k 6 j with
mean 0 and unit standard deviation. By rearranging the
terms in the above equations we can write random variable
x
k
as follows:
x
k
r
k

n
i1
U
ki

m
i
p
:u
i
l
k
where k; i 1; 2; . . . . . . ; n
2
If the variables are not normally distributed, it is necessary
to transform the non-Gaussian variables into equivalent
Gaussian variables. Rackwitz and Fiessler estimated the
parameters of the equivalent Gaussian distribution, l
N
x
and r
N
x
by the transformation u
i
U
1
F
Xi
x
i
, where
U(u) is the cumulative distribution function (CDF) of the
standard normal variate, U
1
() is the inverse of a standard
Gaussian distribution, F
Xi
x
i
is the CDF of the original
non-Gaussian variable X
i
and l
N
X
, r
N
X
are the mean and
standard deviation of the equivalent Gaussian variable at
the checking point [14]. In the standard normal space, the
point on the rst order limit state function at which the dis-
tance from the origin is minimum is the most probable
point of failure (MPP) and the shortest distance corre-
sponding to MPP is called as reliability index (b). Probabil-
ity of failure is given by P
f
= P[g(u) < 0] = U(b).
G.L.S. Babu, B.M. Basha / Computers and Geotechnics 35 (2008) 134143 135
Fig. 1 illustrates the concept of reliability index and MPP
search for a two variable case in the standard normal space.
Finding the MPP and the reliability index is a minimization
problem, which usually involves an iterative search process
using FORM. Among the various possible values
(b
1
, b
2
, b
3
, b
4
, b
5
, b
6
), the minimum b is identied. While this
minimum value corresponds to a set of design variables, a
number of trials should be made to obtain the design vari-
ables corresponding to target reliability index. For practical
applications, it is important that the approach requires a
manageable number of numerical evaluations since each
one can be computationally expensive. Eciency of the
approach is achieved by reformulating the problem in such
a way that the design variables corresponding to a target
reliability index can be obtained using an inverse approach,
termed inverse rst order reliability method (IFORM) in the
present study. Lee et al. [15] examined both the approaches,
i.e., trial and error method of obtaining design variables
corresponding to target reliability index vis a vis inverse
approach and concluded that the later is superior in view
of both computational eciency and numerical stability.
Hence in this paper, inverse reliability approach, i.e., inverse
rst order reliability method (IFORM) has been adopted
for the reliability based design. Salient features of the
approach are presented in the following sections.
3.1. Inverse reliability approach using IFORM
Fig. 2 illustrates the concept of IFORM and MPP
search. Consider an arc of circle of radius equal to the tar-
get reliability index (b
t
) in a two dimensional space describ-
ing independent standard normal variables. Each point on
the arc is associated with same reliability level. Lee et al.
[15] suggested that the identication of points in the region
where the distances from the origin are likely to be equal to
the target reliability index (b
t
) is useful. He further stated
that the point on the target arc with the minimum and posi-
tive value of limit state equation should be searched. This
point is called the targeted most probable point of failure
(TMPP). The value of the limit state equation should be
positive (i.e., g(u) = 5,10 . . . etc. as shown in Fig. 2)
because negative value indicates that a failure has occurred
and probabilistic constraint is not satised. Kiureghian [16]
proposed an extension of the HasoferLindRackwitz
Fiessler [17] algorithm that uses a merit function and
search direction to nd the TMPP that is associated with
the target reliability. Li and Foschi [18] extended Kiuregh-
ian [16] approach to multiple design parameters and
constraints.
The target reliability is given by j Pgx > 0 Ub
t

3
where U() is the standard normal CDF. In an inverse reli-
ability problem, the required reliability j is given and the
required design variables of the limit state function corre-
sponding to j are to be evaluated. This process can be ex-
pressed as follows: Let v be a design variable of the limit
state function, i.e., g(u, v). We wish to nd v such that
the reliability index is a target value, say b = b
t
.
The inverse reliability problem is modeled as a minimi-
zation problem as follows:
Find v; which
minimize gu; v
subjected to

u
T
u
p
b
t

4
The above approach is used to obtain optimum design of
cantilever sheet pile wall.
4. Cantilever sheet pile wall penetrating sandy soil
Consider a cantilever sheet pile wall adog as shown in
Fig. 3 with a free standing portion aa
1
above the dredge
line with height of H and a penetration portion a
1
dg below
dredge with pivot point O about which wall is assumed to
rotate. The depth of water table from the top of the sheet
pile wall considered is h. The height of portion a
1
d is d
1
, Fig. 1. Identication of MPP in the reliability analysis (FORM).
Fig. 2. Inverse reliability analysis and MPP for target probability of
failure.
136 G.L.S. Babu, B.M. Basha / Computers and Geotechnics 35 (2008) 134143
height of dg is d
2
and height of triangle ehf is d
3
. Fig. 3 sche-
matically indicates the variation of earth pressures acting
on both sides of the sheet pile wall. Eective earth pressures
acting against sheet pile walls can be calculated by using
the following equations (5)(10). (For the detailed informa-
tion see Appendix).
Eective active earth pressure acting against the sheet
pile at the level of water table is given by
r
1
d
1
cK
a
5
Eective active earth pressure acting against the sheet pile
at the dredge line level given by
r
2
hc H hc
sub
K
a
6
Net eective earth pressure acting against the sheet pile at
any depth z from the top of sheet pile wall is given by
r hc H hc
sub
z h H hc
sub
K
a
z h H hc
sub
K
p
7
The point d at which the passive pressure acting towards
the right should equal the active pressure acting towards
the left, that is
r 0 ) r
2
z Hc
sub
K
p
K
a
8
Net eective earth pressure acting at the bottom of the
sheet pile acting towards the backll is calculated from
the following expression given by:
r
3
c
sub
d
2
K
p
K
a
9
Net eective earth pressure acting at the bottom of the
sheet pile acting against the backll side of wall is given by
r
4
hc H hc
sub
K
p
Dc
sub
K
p
K
a
10
Various terms in the above equations are explained as
follows:
c = unit weight of the soil above the level of water
table (in kN/m
3
); c
sub
= submerged unit weight of the soil
below the level of water table (in kN/m
3
); H = height of
cantilever sheet pile wall above the dredge line (in m); D
=(d
1
+ d
2
)= total penetration depth below the dredge line
(in m). h, d
1
, d
2
and d
3
are non-dimensionalized using the
height of cantilever sheet pile wall (H). The correspond-
ing nondimensionalized parameters considered in the
present paper are a = h/H, n = d
1
/H, g = d
2
/H and x =
d
3
/H.
4.1. Conventional design of sheet pile walls
For the stability of the wall, the following two condi-
tions must be satised:
(i)

horizontal forces per unit length of wall = 0

F
H
0 ) P D
ehgf
D
dehg
0 11
where P = area of pressure diagram abcd; D
ehgf
= area of
pressure diagram ehgf; D
dehg
= area of pressure diagram
dehg.
(ii) Moment equilibrium can be established by consider-
ing the moments created by active and passive pres-
sures about the bottom of the pile as shown in the
following equations:

moment of the forces per unit length of wall

about the base of sheet pile wall

0
12
1
2
r
3
d
2
1
3
d
2

Pd
2
l
r

1
2
d
3
r
3
r
4

1
3
d
3

0
13
Where l
r
= height of the point of application of total active
earth pressure P above point d can be computed by
l
r

M
d
=P;

M
d
sum of moments of all the forces
acting over the portion aa
1
d
0
about the point d
Fig. 3. Pressure distribution on a cantilever sheet pile wall penetrating sandy soil.
G.L.S. Babu, B.M. Basha / Computers and Geotechnics 35 (2008) 134143 137
4.2. Limit state functions
4.2.1. Limit state for rotational failure of the sheet pile about
the base point
The rotational stability of a cantilever sheet pile wall
that retains soil to a height H and penetrates to a depth
D below the dredge line may be estimated as the ratio of
the moments resisting the rotation M
r
and moments caus-
ing the rotation M
d
. This ratio of M
r
/M
d
is termed moment
ratio in this paper.
Resisting moment caused by passive pressures given by
the following Eq. (14):
M
r

1
2
r
3
d
2
1
3
d
2

14
Disturbing moment caused by active pressures can be writ-
ten as (Eq. (15))
M
d
Pd
2
l
r

1
2
d
3
r
3
r
4

1
3
d
3

15
Moment ratio;
M
r
M
d

1
6
r
3
d
2
2

Pd
2
l
r

1
6
d
2
3
r
3
r
4

16
Using nondimensionalized parameters we can write the
above equation as follows:
When the stability against rotational failure about the base
point is assigned as the limit state function of a sheet pile
wall, reliability for the wall can be dened as the probabil-
ity that the resisting moment around base point of sheet
pile wall is more than the disturbing moment around the
base point. This denition can be expressed with the safety
margin against rotational failure as follows:
g
1

M
r
M
d
1 18
4.2.2. Limit state for exural failure of the steel sheet pile
The sheet pile section must provide the following mini-
mum section modulus per meter of wall given by:
S
min

M
max
r
allow
19
where M
max
= maximum bending moment per meter of
wall; r
allow
= allowable bending stress (=f
y
); f
y
= yield
strength of steel sheet pile wall (N/mm
2
).
The maximum theoretical moment to which the sheet
pile will be subjected occurs at a point of zero shear l
0

from the point d which can be evaluated from the follow-

ing equation given by:
P
1
2
c
sub
l
0
K
p
K
a
l
0
0 20
) l
0

2P
c
sub
K
p
K
a

21
Now the maximum theoretical moment at a depth l
0
from
the point d is given by
M
max
Pl
r
l
0

1
2
c
sub
l
2
0
K
p
K
a

l
0
3
22
Section modulus ratio can be dened as
S
S
min

section modulus of steel sheet pile

minimum section modulus required to stabilize the wall
23
When the stability against exural failure of steel sheet pile
is assigned as the limit state function of a sheet pile wall,
reliability for the wall can be dened as the probability that
the section modulus of steel sheet pile wall is more than the
minimum section modulus required to stabilize the wall.
This denition can be expressed with the safety margin
against exural failure as follows:
g
2

S
S
min
1 24
5. Optimization of cantilever sheet pile wall
The constraints in the form of performance functions
viz,
g
1
x
M
r
M
d
1

6 0; g
2
x
S
min
S
1

6 0

25
The optimization problem in the standard normal space U
dened as follows:
Find penetration depth ratio D=H
which minimize g
1
u
subjected to

u
T
u
p
b
rt

and 26
section modulus of sheet pile wall S
which
minimize g
2
u
subjected to

u
T
u
p
b
fs

27
where b
rt
and b
fs
are the target reliability indices corre-
sponding to rotational and exural failure modes, respec-
tively. D/H and S can be obtained using non-linear
constrained optimization techniques such as the method
of Lagrange multipliers and are given by
M
r
M
d

1
6
c
sub
g
3
K
p
K
a

P
H
2
g
lr
H

1
6
x
2
ac 1 ac
sub
K
p
n 2gc
sub
K
p
K
a

17
138 G.L.S. Babu, B.M. Basha / Computers and Geotechnics 35 (2008) 134143
Lagrange functions,
L
1
g
1
u k
1

n
i1
u
2
i

b
rt

;
L
2
g
2
u k
2

n
i1
u
2
i

b
fs

where i 1 to n
28
where k
1
and k
2
are Lagrange multipliers. The stationary
points of L
1
and L
2
can be found by solving the following
equations (oL
k
/ou
i
) = 0 and (oL
k
/ok
i
) = 0 where k = 1 to n
[19]. The scheme for IFORM explained in this section is
coded in program Optimization of Cantilever Sheet Pile
Walls (OCSPW) written in MATLAB. Gradients are eval-
uated using Central Dierence Method. Using the statistics
of input parameters and code developed for IFORM, pen-
etration depth ratio (D/H) and steel section modulus (S)
are computed for target reliability indices b
rt
and b
fs
vary-
ing from 1 to 10. For convergence of the optimization pro-
cess, the termination tolerances for the design variables (D/
H and S) are taken to be 10
3
. The execution of each iter-
ation of this program took 1018 s and IFORM scheme
took 35 iterations for the convergence of penetration
depth ratio and section modulus of steel sheet pile.
5.1. System reliability based optimization
Overall stability of sheet pile wall system is inuenced by
rotational and exural failure modes. In this context, the
system reliability can be considerably dierent from the
reliability of its components, viz reliability in rotational
and exural failure modes. In the present work, series
and parallel systems are considered and penetration depth
ratio (D/H) and section modulus of sheet pile wall (S) are
obtained corresponding to dierent target series and paral-
lel system reliability indices as follows.
5.1.1. Series system
In a series system, if even one component fails, the entire
system is disabled. The components of the cantilever wall
system are so congured that the failure of the system
results from the failure of either rotational or exure mode.
Probability of failure corresponding to rotation failure
mode is given by
P
f1
Pg
1
u < 0 Ub
rt
29
Probability of failure corresponding to exural failure
mode is given by
P
f2
Pg
2
u < 0 Ub
fs
30
Assuming that the rotational and exural failure modes are
statistically independent, we can calculate the series system
probability of failure as follows:
P
fs
Pg
1
u < 0 [ g
2
u < 0
1 f1 Pg
1
u < 0gf1 Pg
2
u < 0g 31
P
fs
1 f1 Ub
rt
gf1 Ub
fs
g 32
The target series system reliability index can be computed
as follows b
sys_s
= U
1
(1 P
fs
)
5.1.2. Parallel system
The components of the cantilever wall system can be
congured such that the failure of the system results from
both the rotational and exure failure modes. Probability
of failure of parallel system is given by
P
fp
Pg
1
u < 0 \ g
2
u < 0
fPg
1
u < 0gfPg
2
u < 0g 33
P
fp
fUb
rt
gfUb
fs
g 34
where b
sys_p
is the target parallel system reliability index
which can be computed as follows:
b
sys p
U
1
1 P
fp
35
5.1.3. System reliability based optimization of cantilever
sheet pile wall
Series and parallel system reliability based optimization
of cantilever sheet pile wall in the standard normal space U
is dened as
Find penetration depth ratio (D/H) and section modulus
of sheet pie wall (S)
which
minimize g
1
u & g
2
u
subjected to

u
T
u
p
b
sys s

and
minimize g
1
u & g
2
u
subjected to

u
T
u
p
b
sys p

36
The above system optimization of cantilever sheet pile wall
is handled separately for series and parallel systems. Using
the statistics of input parameters (shown in Table 1) and
code developed for IFORM, penetration depth ratio (D/
H) and steel section modulus (S) are computed for target
series and parallel system reliability indices b
sys_s
and b
sys_p
.
5.2. Parameters used in the optimization
Parameters viz, unit weight of the soil above the level of
water table (c), submerged unit weight of the soil below the
Table 1
Statistics of random input parameters
Random
variable
Statistics
Mean (l
i
) Coecient of
variation
(COV
i
)
Distribution
c 19 kN/m
3
7% Gaussian
c
sub
9 kN/m
3
7% Gaussian
/ 30 5% and 10% Log-normal
a 0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6,
0.7, 0.8, 0.9 and 1.0 m
0.5% Gaussian
g 0.1 m, to 3 m with step of
0.01 m
0.5% Gaussian
f
y
415 kN/m
2
, 500 kN/m
2
5% Gaussian
S 0.0010.012 m
3
/m of wall 5% Gaussian
G.L.S. Babu, B.M. Basha / Computers and Geotechnics 35 (2008) 134143 139
level of water table (c
sub
), water depth ratio (a), and friction
angle (/) of backll, depth ratio of point (d) below the
dredge line (g), yield strength of steel (f
y
) and section mod-
ulus of steel sheet pile (S) are considered. Table 1 shows the
statistics of input parameters. The values of coecients of
variation (COV) pertaining to unit weights, friction angle
are chosen in accordance with values reported in Duncan
[1]. For sheet pile wall material, ASTM 572 grade 60 steel
has been adopted.
6. Results and discussion
6.1. Results of sensitivity analysis
Results of sensitivity analysis, expressed in terms of par-
tial derivatives of reliability index with respect to each var-
iable are presented in Table 2. Positive sign indicates that
increase in parameter value leads to increase in reliability
index, whereas negative sign indicates that reliability index
decreases with increase in the parameter value. It can be
observed that water depth ratio (a) is the most inuencing
parameter aecting reliability index for rotational as well
as exural failure mode. In addition, yield strength of steel
sheet pile (f
y
) and section modulus of the steel sheet pile are
the major contribution factors aecting reliability index for
exural failure mode. Of the soil parameters, unit weight
and submerged unit weight of the backll soil and friction
angle of the backll, friction angle is the dominant variable
aecting reliability index.
The computed results are presented for all failure modes
in Figs. 4 and 5 for dierent coecients of variation of fric-
tion angle (5%, 10% and 15%) and water table depth ratios
(a) varying from 0 (water table level at the top of the sheet
pile wall) to 1 (water table level at the dredge line). The
results indicate the variation of penetration depth ratio
for target reliability indices for rotational and exural fail-
ure modes.
6.2. Rotational failure mode
Figs. 4a4c show the variation of penetration depth ratio
with targeted reliability index, b
rt
for COV
/
= 5%, 10% and
15%, respectively. It can be noted that for a constant water
table depth ratio (a), targeted reliability index (b
rt
) values
increase with increase in penetration depth ratio (D/H).
Results also suggest that penetration depth, expressed in
terms of penetration ratio should be increased for a target
value of reliability index as water table depth ratio (a)
increases. Hence depending on the location of water table
level (dened in terms of water table depth ratio), a suitable
penetration depth (in terms of height of the sheet pile wall)
can be obtained for a target reliability index.
6.3. Flexural failure mode
Figs. 5a5c show the variation of target reliability index,
b
fs
with section modulus of steel sheet pile wall (S) for
COV
/
= 5%, 10% and 15%, respectively. It is also evi-
dent that for a constant water table depth ratio (a), targeted
Table 2
Variation of reliability index with random variables considered in the
optimization for rotational and exural failure mode
Sensitivity Rotational failure mode Flexural failure mode
ob
oc
1
0.13 0.26
ob
oc
sub
0.24 0.18
ob
o/
0.55 0.55
ob
oa
12.85 27.55
ob
og
4.33 0.0
ob
ofy
0.00 3.06
ob
oS
0.00 3.266
Fig. 4b. Variation of reliability index with normalized length of total
penetration depth and depth of water table level, with respect to rotational
failure mode for COV
/
= 10%.
Fig. 4a. Variation of reliability index with normalized length of total
penetration depth and depth of water table level, with respect to rotational
failure mode for COV
/
= 5%.
140 G.L.S. Babu, B.M. Basha / Computers and Geotechnics 35 (2008) 134143
reliability index (b
fs
) values increase with increase in section
modulus of steel sheet pile (S). Results also suggest that sec-
tion modulus of steel sheet pile (S) should be increased for a
target value of reliability index as water table depth ratio (a)
increases. Hence depending on the location of water table
level, a suitable section can be obtained for a target reliabil-
ity index.
6.4. The inuence of COV
/
on penetration depth and steel
section modulus
Figs. 6a and 6b show the variation of penetration depth
ratio (D/H) and steel section modulus (S) with factors of
safety (FS
rt
and FS
fs
) and targeted reliability index (b
rt
and b
fs
) for COV
/
= 5%, 10% and 15%, respectively. The
level of water table is assumed to be at the dredge level
for this case. A few observations can be made from these
results, viz, (i) the angle of internal friction (/) plays major
role in the design of sheet pile walls, (ii) reliability indices
are better measures of safety compared to factors of safety
as variations are considered and (iii) higher coecient of
variation of friction angle (COV
/
) implies an increase in
the penetration depth and steel section modulus for achiev-
ing the desired safety level.
6.5. System reliability of sheet pile wall
Fig. 7 shows the variation of target reliability indices
corresponding to rotational and exural failure modes
Fig. 5c. Variation of reliability index with steel section modulus and depth
of water table level, with respect to exural failure mode for COV
/
= 15%.
Fig. 4c. Variation of reliability index with normalized length of total
penetration depth and depth of water table level, with respect to rotational
failure mode for COV
/
= 15%.
Fig. 5a. Variation of reliability index with steel section modulus and depth
of water table level, with respect to exural failure mode for COV
/
= 5%.
Fig. 5b. Variation of reliability index with steel section modulus and
depth of water table level, with respect to exural failure mode for
COV
/
= 10%.
G.L.S. Babu, B.M. Basha / Computers and Geotechnics 35 (2008) 134143 141
(b
rt
and b
fs
) as well as target series and parallel system reli-
ability indices (b
sys_s
and b
sys_p
) with section modulus for
a = 1.0 (water table is assumed to be at the dredge level),
D/H = 1.5 and COV
/
= 10%. The rotational failure mode
is mainly dependent on penetration depth ratio (D/H) and
it is independent of section modulus (S). It can be observed
from Fig. 7 that for rotational failure mode and D/H = 1.5
corresponding component target reliability index (b
rt
) is a
constant value 1.5. Results also suggest that section modu-
lus of steel sheet pile (S) should be increased as the compo-
nent target reliability index corresponding to exural
failure mode (b
fs
) increases.
Fig. 7 also shows how the system reliability is dierent
from component reliabilities. The strength of the weakest
component inuences the series system reliability index.
For series system, the overall failure occurs, if any one of
them fails. In the present case, limit state corresponding
to rotational failure mode becomes signicant as rotational
failure mode is weaker component between the two limit
states. It can be seen in Fig. 7 that in the series system,
the strength of exure limit state is masked. In contrast,
for parallel system the system reliability is higher, com-
pared to component reliability indices and is attributable
to the additive nature of the parallel system.
Fig. 8 shows variation of target series and parallel sys-
tem reliability indices (b
sys_s
and b
sys_p
) with section modu-
lus and normalized length of total penetration depth ratio
Fig. 6a. The eect of coecient of variation of angle of internal friction
(/) on factor of safety and reliability index for rotational failure mode.
Fig. 6b. The eect of coecient of variation of angle of internal friction
(/) on factor of safety and reliability index for exural failure mode.
Fig. 7. Variation of target reliability indices corresponding to rotational
and exural failure modes (b
rt
and b
fs
), target series and parallel system
reliability indices (b
sys_s
and b
sys_p
) with section modulus for a = 1.0,
D/H = 1.5 and COV
/
= 10%.
Fig. 8. Variation of target series and parallel system reliability indices
(b
sys_s
and b
sys_p
) with section modulus and normalized length of total
penetration depth ratio (D/H) for a = 1.0 and COV
/
= 10%.
142 G.L.S. Babu, B.M. Basha / Computers and Geotechnics 35 (2008) 134143
(D/H) for a = 1.0 and COV
/
= 10%. Results suggest that
values of b
sys_s
, b
sys_p
increase with increase in D/H values.
Hence depending on the D/H value, a suitable section mod-
ulus can be obtained for a target system reliability index.
Perusal of Figs. 4(b) and 8 for component reliability and
system reliability indicate that for target reliability index
of 3, penetration depth ratios (D/H) of 2.0, 2.0 and 1.75
are obtained for component reliability (rotational failure
mode) as well as system reliability considerations for series
and parallel systems, respectively. Similarly, perusal of
Figs. 5(b) and 8 indicate that for target reliability index
of 3, section modulus values (S) of 3.8 10
3
, 3.8 10
3
and 1.8 10
3
m
3
/m of wall are obtained for component
reliability (exural failure mode) as well as system reliabil-
ity considerations for series and parallel systems, respec-
tively. Results presented in Fig. 8 suggest that the
consideration of series system leads to lower reliability indi-
ces compared to parallel system and leads to conservative
penetration depths and section modulus values.
7. Conclusions
In this paper an inverse reliability procedure for deter-
mining the design penetration depth and steel section
modulus for the cantilever sheet pile wall considering
rotational failure mode about the base point and exural
failure mode of steel sheet pile is proposed. The design
penetration depth and steel section modulus are deter-
mined in order that the reliability of the wall against rota-
tion about the base point and exural failure of steel sheet
pile satises the desired reliability indices (b
rt
and b
fs
).
System reliability considerations in terms of series and
parallel systems are also studied. Results show that con-
sideration of series system leads to lower reliability indices
resulting in conservative penetration depths and section
modulus values.
Appendix
r 0 )r
2
z h H hc
sub
K
a
K
p
0 a1
z h H h d
1

r
2
c
sub
K
p
K
a

a2
d
1
r
2

1
c
sub
K
p
K
a

d
2
r
3
a3
D
ehgf

1
2
r
3
r
4
d
3
a4
D
dehg

1
2
r
3
d
2
a5
P D
ehgf
D
dehg
0 ) d
3

r
3
d
2
2P
r
3
r
4
a6

M
d

1
2
r
1
h d
1
H h
1
3
d
1

r
1
H h d
1

1
2
H h

1
2
r
2
r
1
H hd
1

1
3
H h
1
2
r
2
d
1

2
3
d
1

a7
P
H
2

1
2
r
1
H
2
a 1 a
r
1
H
2

1
2
r
2
H
2

r
1
H
2

1 a
1
2
r
2
H
2
n a8
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