Statistical Analysis For Evaluating Cyclic Strength of Cement-Treated Soils

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Soils and Foundations 57 (2017) 412–422
www.elsevier.com/locate/sandf

Statistical analysis for evaluating cyclic strength


of cement-treated soils
Tsutomu Namikawa a,⇑, Yoshio Suzuki b, Sadatomo Onimaru c, Takuya Tsukahara a,1,
Ryo Kurosawa a,1, Kentaro Shimada a,1
a
Department of Civil Engineering, Shibaura Institute of Technology, Tokyo, Japan
b
Mind Inc., Chiba, Japan
c
School of Policy Studies, Kwansei Gakuin University, Hyogo, Japan

Received 28 July 2016; received in revised form 9 December 2016; accepted 13 February 2017
Available online 12 May 2017

Abstract

This study presents a statistical analysis for evaluating the cyclic unconfined compressive strength of cement-treated soils. In labora-
tory tests on cement-treated soils, the strength of the specimens varies to some extent even though they are prepared in the laboratory.
Therefore, the influence of the variation in specimen strength on the cyclic loading test results should be assessed in order to obtain the
cyclic strength precisely. Moreover, the variability of the specimen strength results in non-failure specimen data even at a large number of
loading cycles. In the present study, the binary regression approach is adopted for analyzing the cyclic loading test results to take into
account the non-failure specimen data. In the binary regression approach, the cyclic loading test results are treated as having one of two
possible forms, namely, ‘failure’ or ‘non-failure’, at prescribed cycles. The parameters in the binary regression model are related to the
variability of the cyclic strength and the ratio of the cyclic strength to the unconfined compressive strength. The binary regression analysis
results reveal that the variability of the cyclic strength approximately corresponds to the variability of the specimen strength. The non-
failure specimen data is properly treated in evaluating the cyclic strength by adopting the binary regression analysis. Using the binary
regression analysis approach proposed in this study, an unnecessarily large number of cycles to failure is not required in the cyclic loading
tests. This reduces the experimental cost for obtaining the deterioration property of the materials.
Ó 2017 Production and hosting by Elsevier B.V. on behalf of The Japanese Geotechnical Society. This is an open access article under the CC BY-
NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).

Keywords: Cement-treated soil; Strength; Cyclic loading; Variability; Statistical analysis (IGC: D6)

1. Introduction and the soil mass are applied to the improved ground dur-
ing an earthquake (Namikawa et al., 2007; Khosravi et al.,
Ground improvement by cement mixing has been widely 2016). These cyclic loadings are likely to degrade cement-
used for structural foundations and liquefaction mitigation treated soils. Therefore, the deterioration of strength is
methods. When employing cement mixing for structural one of the major issues in the seismic design of ground
foundations and liquefaction mitigation methods, cyclic improvement by cement mixing, and the mechanical prop-
loadings induced by the inertia forces of the structure erties of cement-treated soils subjected to cyclic loadings
should be investigated to assess the internal stability of
ground improvement by cement mixing.
Peer review under responsibility of The Japanese Geotechnical Society. Several researchers have conducted laboratory cyclic
⇑ Corresponding author. loading tests on cement-treated soils (Terashi et al., 1983;
E-mail address: namikawa@shibaura-it.ac.jp (T. Namikawa). Nakajima et al., 1984; Sharma and Fahey, 2003; Viana
1
Formerly.

http://dx.doi.org/10.1016/j.sandf.2017.05.008
0038-0806/Ó 2017 Production and hosting by Elsevier B.V. on behalf of The Japanese Geotechnical Society.
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422 413

da Fonseca et al., 2013). In the cyclic loading test results, This study presents a statistical analysis for evaluating
the deterioration of the material strength with cyclic load- the cyclic strength qcyc of cement-treated soils. The cyclic
ing is usually represented as a plot of applied stress against stress is defined here as the axial compression stress applied
the number of cycles to failure, which is known as an S–N cyclically to a specimen under an unconfined condition.
curve. Terashi et al. (1983) conducted cyclic unconfined qcyc is defined as the maximum value of cyclic axial com-
compression tests for cement-treated soil specimens pre- pression stress rmax causing failure at a specific number
pared in a laboratory and provided the S–N curve based of cycles in the cyclic unconfined compression tests. In
on the experimental results. The S–N curve shows a linear other words, qcyc represents the cyclic unconfined compres-
relationship between the applied stress and the logarithm sive strength for a specific number of cyclic loadings. qcyc is
of the number of cycles to failure. In the test results, the likely to become smaller than qu because cyclic loading
data varies widely and a few specimens do not fail in degrades the strength. Strength ratio Rs, defined as the
2  105 cycles which was set as the number of cycles to run- ratio of the mean of qcyc to that of qu, is used as the dete-
out. In their study, the data on the non-failure specimen rioration index in this study.
was not considered when evaluating the S–N curve. In the binary regression approach, the experimental
Nakajima et al. (1984) also conducted cyclic unconfined results are treated as having one of two possible forms,
compressive tests for cement-treated soil specimens pre- ‘failure’ or ‘non-failure’, at prescribed cycles to take into
pared in a laboratory. As in the results provided by account the non-failure specimen data. In the analysis,
Terashi et al. (1983), the experimental results provided by rmax is treated as an explanatory variable, and the param-
Nakajima et al. (1984) show that there is a large variation eters are calculated by the maximum likelihood method.
in the relationship between the applied stress and the num- The parameters in the binary regression model are theoret-
ber of cycles to failure. ically related to the variations in qcyc and Rs. Moreover, the
Previous experimental evidence suggests that the data error of the estimator obtained from the binary regression
obtained from cyclic loading tests for cement-treated soils analysis is evaluated on the basis of the asymptotic normal-
varies widely even though the specimens are prepared in ity of the maximum likelihood estimator, and the uncer-
a laboratory. Such variability in the cyclic loading test tainty involved in the estimated parameters is examined.
results might be mainly induced by the variability of the In order to demonstrate the benefits of the proposed
unconfined compressive strength qu of the specimens method, the binary regression approach is adopted for ana-
because the qu of the specimens prepared using the same lyzing the results of cyclic unconfined compression tests.
laboratory procedure varies to some extent. Kitazume The analysis results give Rs for denoting the deterioration
et al. (2015) examined the influence of applying different of strength due to cyclic loading and the interpretation of
molding techniques to the laboratory preparation of spec- the factors on the variability of qcyc. The S–N curve is also
imens on the strength of cement-treated soils. They showed evaluated as the sample regression line using only the fail-
that the coefficient of the variation values for qu of the spec- ure specimen data obtained from the tests. Comparing the
imens prepared by the tamping method lies in the range of sample regression line to the binary regression analysis
0.05–0.18. This indicates that it is difficult to carry out cyc- results, the reliability of the S–N curve obtained from the
lic loading tests with specimens having exactly the same cyclic loading test results is examined without the non-
strength. However, previous studies have never assessed failure specimen data.
the influence of the variation in qu on the variation in the This study suggests that the non-failure specimen data
cyclic loading test results. An assessment of that influence can be utilized to evaluate the cyclic strength by adopting
is required to analyze the factors inducing the variation the binary regression analysis. Using the binary regression
in the cyclic loading test results. analysis proposed in this study, an unnecessarily large
When the qu of specimens varies in the cyclic loading number of cycles to failure can be avoided in the cyclic
tests, the specimens are likely not to fail under the cyclic loading tests and the experimental cost to obtain the dete-
stress that is determined from the mean of qu. This indi- rioration property of the materials can be drastically
cates that the variation in qu yields non-failure specimen reduced.
data which was not considered when evaluating the S–N
curve in previous studies. This implies that the S–N curve 2. Binary regression approach
is likely to have been evaluated with bias. In particular,
when the number of cycles to runout is not large, many 2.1. Binary regression analysis
non-failure specimens are yielded in the cyclic loading tests.
Japanese Geotechnical Standard JGS2562 (JGS, 2012) rec- Using the binary regression approach (Nawata 1992),
ommends that the number of cyclic loadings to runout be the experimental data can be treated as binary data and
200 in order to determine the fatigue properties of rocks can take into account the results of the non-failure speci-
in cyclic triaxial compression tests. Although the recom- men data yielded in the cyclic loading tests. The binary
mended cyclic number is not large, that standard does regression analysis method for evaluating qcyc at a specific
not describe how to treat the data on runout specimens number of cycles is described in this section. The ratio of
when determining the fatigue properties. maximum axial compression stress rmaxi, applied in cyclic
414 T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422

unconfined compression tests, to the mean of unconfined Rs denotes the ratio of the cyclic loading strength to the
compressive strength lqu, obtained from monotonic load- monotonic loading strength and can be used as the deteri-
ing tests, is assumed to be an explanatory variable for fail- oration index due to cyclic loading. Rs is b0/b1 and is
ure Xi as expressed as Rs. Substituting Eq. (7) into Eq. (6) yields
the following expression:
X i ¼ rmaxi =lqu ð1Þ
Y i ¼ b0 ð1  1=Rs  rmaxi =lqu Þ  e1
The cyclic loading test results are treated as having one
¼ b0 ð1  rmaxi =lqcyc Þ  eI ð8Þ
of two possible forms, ‘failure’ or ‘non-failure’, at pre-
scribed cycles. These two possible values are represented When rmaxi is replaced with qcyc, denoting the random
by a random variable Yi. A ‘failure’ is defined as Yi = 1, variable with mean value lqcyc, the probability of failure
while a ‘non-failure’ is defined as Yi = 0. Factor Y*i , deter- becomes 50% at the prescribed cycle, that is, Y*i = 0. Then,
mining the value of Yi, is defined as Eq. (8) is written as
Y i ¼ b0 þ b1 X i  ei ð2Þ ei ¼ b0 ð1  qcyc =lqcyc Þ ¼ ðqcyc  lqcyc Þ=ðlqcyc =b0 Þ ð9Þ

where b0 and b1 are the parameters, and eI is an error term. Eq. (9) can be interpreted as the equation in which qcyc is
Yi is defined as normalized by the mean and the standard deviation. There-
fore, lqcyc/b0 is identified as the standard deviation of qcyc,
Y i ¼ 1; if Y i =0 and 1/b0 is identified as the coefficient of the variation in
ð3Þ
Y i ¼ 0; if Y i < 0 cyclic strength Vqcyc. This indicates that 1/b0, evaluated
from the cyclic loading test results, is interpreted as Vqcyc.
Eqs. (2) and (3) show that if ei 5 b0 + b1Xi, Yi = 1. Comparing 1/b0 to the coefficient of the variation in uncon-
Therefore, the conditional probability of Yi = 1 given Xi fined compressive strength Vqu, the factor inducing the
is expressed as variability of qcyc, obtained from the cyclic loading tests,
can be examined.
PðY i ¼ 1jX i Þ ¼ Fðb0 þ b1 X i Þ ð4Þ
2.2. Errors in estimated parameters
where F is the cumulative distribution function of ei. In this
study, a normal distribution is assumed for the probability
The maximum likelihood estimators for b0 and b1
distribution function of ei; the probit model is adopted in
involve errors. The errors of the estimators could be evalu-
the binary regression analysis.
ated on the basis of the asymptotic normality of the maxi-
Parameters b0 and b1 are determined from the experi-
mum likelihood estimator (Amemiya, 1985). The
mental results using the maximum likelihood estimation.
maximum likelihood estimators for b0 and b1 are expressed
Likelihood function L(b0, b1) is given as
as the normal distribution with the variance-covariance
Lðb0 ; b1 Þ ¼ PYi¼1 Fðb0 þ b1 X i ÞPYi¼0 f1  Fðb0 þ b1 X i Þg matrix Cov(bi, bj) defined as 1/A(b0, b1)ns. Here, A(b0,
ð5Þ b1) is defined as the mean of the second order differential
matrix of log L(b0, b1) and ns is the number of data. For
The maximum likelihood estimators for b0 and b1 are the binary data, if ns is sufficiently large, estimated matrix
defined as the values giving the maximum value for L(b0, b 0 ; b1 Þ is given as (Amemiya, 1985)
Aðb
b1). The log likelihood function log L(b0, b1) is maximized bf 2  
b 1X ns
1 Xi
in the estimating procedure. Aðb0 ; b1 Þ ffi i
ð10Þ
Parameters b0 and b1 can be interpreted as meaningful b i ð1  F
ns i¼1 F b i Þ X i X 2i
indicators describing the properties of qcyc. Those parame- b i ¼ Fðb0 þ b1 X i Þ; bf i ¼ fðb þ b X i Þ
F
ters are associated with Xi = rmaxi/lqu. Eq. (2) is rewritten 0 1

as where f is the probability density function. The asymptotic


variance-covariance matrix Cov(bi, bj) of the maximum
Y i ¼ b0 ð1  b1 =b0  rmaxi =lqu Þ  ei ð6Þ
likelihood estimators for b0 and b1 can be calculated from
b ; b Þ. The errors of the estimators for b0 and b1 are
Aðb
When the term in the round brackets on the right-hand 0 1
side of Eq. (6) becomes 0, Y*i depends only on ei. Therefore, quantitatively evaluated from Cov(bi, bj).
when b1/b0rmaxi/lqu becomes 1, the effect of cyclic loading
on the strength is eliminated. Considering that the maxi- 3. Example application
mum stress represents the cyclic strength at a specific num-
ber of cycles, b0/b1 is identified as being the ratio of mean 3.1. Cyclic loading tests
cyclic strength lqcyc to lqu. Here, strength ratio Rs is
defined as In order to demonstrate the benefits of the proposed
method, the binary regression approach is adopted for ana-
Rs ¼ lqcyc =lqu ffi b0 =b1 ð7Þ lyzing the results of cyclic unconfined compression tests.
T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422 415

The authors conducted cyclic unconfined compression tests


on cement-treated sand specimens prepared in a labora-
tory. In that study, unconfined compression tests were also
conducted on specimens to which a monotonic loading was
applied in order to evaluate the mean and the variability in
qu of the specimens. The experimental program and the
results are described herein.
The composition of the cement-treated sands used in the
tests is described in Table 1. This table shows the weight
ratio of the materials composing the specimens. The speci-
mens were prepared with three different cement contents
and consisted mainly of Toyoura sand, cement, and water.
The cyclic strength of the cement-treated sands is examined
in this study. A small amount of Kaolinite clay was added
to prevent the separating of the cement-water paste from
the aggregate. The specimens were prepared by following
JGS0812 (JGS, 2009). All the materials shown in Table 1
were mixed for 10 min. Thereafter, the mixed cement-
treated soil surrey was put in a cylindrical mold and the
air in the surrey was removed by vibrating compaction.
The curing times were 7 days for Case 1 and Case 2, and
28 days for Case 3. A cylindrical specimen, 50 mm in diam-
eter and 100 mm in height, was used in the tests. The load Fig. 1. Cyclic loading test appratus.
in the vertical direction was measured by an inner load cell
that was free from the effects of friction at the bearing. The
Table 2
displacement of the loading shaft was measured by a dis- Summary of unconfined compressive strength qu.
placement transducer. The apparatus used for the cyclic
Case Curing time (days) ns mqu (kN/m2) squ (kN/m2) Vqu
compression tests is shown in Fig. 1.
1 7 50 587 42.9 0.0731
A summary of the unconfined compression test results is
2 7 30 823 53.9 0.0655
shown in Table 2. The loading rate in the unconfined com- 3 28 50 687 56.3 0.0819
pression tests for Case 1 and Case 2 is 1 mm/min. That for
Note: ns, number of specimens; mqu, mean of qu; squ, standard deviation of
Case 3 is 0.2 mm/min owing to the limitation of the testing qu; Vqu, coefficient of variation in qu.
apparatus used in that test. Although it is known that the
loading rate affects the strength of cement-treated soil
(Onimaru et al., 2012), the five-times-greater loading rate from these tests lie in the range of those obtained by
does not largely affect the value of qu. In this study, the dif- Kitazume et al. (2015).
ference in the loading rate is ignored when analyzing the In the cyclic loading tests, a cyclic axial stress is applied
test results. Table 2 shows the number of specimens, ns, to a specimen under an unconfined condition. The axial
the sample mean of qu, mqu, and the standard deviation cyclic load is applied by an air-activated Bellofram piston.
of qu, squ. The coefficient of variation, Vqu = squ/mqu, is A schematic picture of the applied stress is shown in Fig. 2.
also shown in this table. In the unconfined compression Mean axial stress rm, which is the mean between the max-
tests, a large number of specimens were tested for each case imum and the minimum stress, is applied to the specimen
to obtain accurate values for mqu and squ. Some variability
in qu can be seen between the specimens prepared in the
same manner in the laboratory. The values for Vqu are
First peak stress
0.0731, 0.0655, and 0.0819 for Case 1, Case 2, and Case
3, respectively. It seems that the variation in qu increases
as the cement content decreases. The Vqu values obtained
σmax
Table 1
Mixing properties of cement-treated soil. σm
Case Water Cement Sand Kaolin
1 18.6 5.0 70.9 5.5
2 18.6 6.0 69.9 5.5
3 18.7 4.5 71.2 5.6
Note: weight (%) Fig. 2. Schematic picture of cyclic load.
416 T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422

before cyclic loading. Thereafter, two-way cyclic loading is


applied to the specimen. A sinusoidal excitation of 0.4 Hz
is adopted for the cyclic loading. This value of the cyclic
loading frequency lies in the range of 0.1–1.0 Hz, which
is prescribed in JGS2562 (JGS, 2012). It should be noted
that constant-amplitude uniform cyclic loading is adopted
in this study, while an irregular seismic loading is applied
for ground improvement during an earthquake. From a
practical point of view, some coefficients correcting the cyc-
lic strength under uniform cyclic loading should be intro-
duced to evaluate the cyclic strength under irregular
seismic loadings. The correcting coefficients for the cyclic
strength under irregular seismic loadings is a topic for
future research. Moreover, multi-directional stresses are
applied for ground improvement under in-situ three-
dimensional stress conditions. Further research is also
required on the influence of such a complicated loading
environment in the seismic design of ground improvement Fig. 3. Cyclic unconfined compressive test results at rmax/mqu = 0.731 for
works. Case 2: (a) Axial strain time history and (b) stress-strain relationship.
The values for rmax are set on the basis of the mqu
obtained from the unconfined compression test results.
Considering the cyclic loading induced by earthquakes,
the tests are terminated at 1000 cycles; this is because the
number of loading cycles to runout is 1000. The number
of loading cycles to runout in this study is more than
200, which is the prescribed number of cyclic loadings at
the end of a test in JGS2562 (JGS, 2012) targeting the cyc-
lic loading induced by earthquakes. However, the number
of loading cycles to runout in this study is smaller than that
in previous studies (e.g., Terashi et al., 1983). A smaller
number of cycles to runout is beneficial in that the test cycle
can be shortened and the experimental cost can be reduced.
Due to the smaller number of cycles, however, many spec-
imens may not fail during the cyclic loading tests. There-
fore, in this study, the binary linear regression analysis is
adopted to consider the non-failure data in evaluating qcyc.
It should be noted that the number of loading cycles to
Fig. 4. Cyclic unconfined compressive test results at rmax/mqu = 0.898 for
runout must be determined from the targeted phenomena. Case 2: (a) Axial strain time history and (b) stress-strain relationship.
For example, a larger number of cycles to runout is
required to investigate the deterioration of strength with
the cyclic loading caused by the transportation movement. erence. When the specimen fails at the first cycle in the cyc-
Examples of the time history of the axial strain and the lic loading tests, the failure is likely to occur around the
stress-strain relationship during cyclic loading are shown in first peak stress state shown in Fig. 2. Such a loading con-
Figs. 3 and 4. The results are obtained from the tests for dition is considered as the monotonic loading condition.
Case 2. Fig. 3 shows the results for a non-failure specimen, Thus, the results obtained from the unconfined compres-
while Fig. 4 shows the results for a failure specimen. Cyclic sion tests, regarded as monotonic loading tests, are plotted
ratcheting and the following shake-down phenomena are at 1 cycle in Fig. 5. Here, the qcyc for nf is defined as the
observed during the initial loading cycles in both test rmax value for nf. In all cases, it seems that qcyc decreases
results. The ratcheting behavior implies that the cyclic with the logarithm of nf and that there is a large scatter
loading induces the accumulation of strain. Thereafter, in the test data. Although the relationship between qcyc
while the strain extension seems to decrease in the non- and nf might be approximately calculated from the failure
failure specimen results, the strain extension increases at specimen data, many non-failure specimens were yielded
around 40 cycles in the failure specimen results. in these tests. Therefore, an elaborate analysis, in which
The plot for the ratio of rmax to mqu against the loga- the non-failure specimen data is considered and the factor
rithm of the number of cycles to failure nf is shown in of the data variability is examined, is required to clarify the
Fig. 5. The non-failure data is plotted at 1000 cycles. The deterioration of the strength of the cement-treated soils
unconfined compression test results are also plotted for ref- subjected to cyclic loadings.
T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422 417

β1 = 15.8

(a)

β0 = 12.7

(b)

Fig. 6. Log likelihood function log L(b0, b1) at 1000 cycles for Case 1: (a)
b0 versus log L(b0, b1) and (b) b1 versus log L(b0, b1).

mum values for b0 and b1. Accurate optimum values for


b0 and b1 are calculated using the statistical computing
software R. The calculated b0 and b1 values at each data
point in Case 1 are shown in Fig. 7. The fluctuations in
the values for b0 and b1 are due to a scatter in the test data
in the S–N plot shown in Fig. 5. In particular, the variation
in those values becomes large under 30 cycles because there
are few test results at low cycles. The values for b0/b1 and
1/b0, denoting Rs and Vqcyc, are also given in this figure. It
can be seen that b0/b1 decreases with nf and its inclination
changes from point to point. 1/b0 changes irregularly with
nf.
Fig. 5. Ratio of rmax to mqu versus logarithm of number of cycles to
failure nf: (a) Case 1, (b) Case 2, and (c) Case 3. The fluctuation in the values for b0 and b1 suggests that
it is not worthwhile to examine the binary regression anal-
ysis results at each data point. Therefore, the values for b0
3.2. Analysis results and b1 are examined at specified cycles in this study. The
number of cycles ncyc, at which the test results are treated
A binary regression analysis of the cyclic loading test as having one of two possible forms, ‘failure’ or ‘non-
results was conducted. In the analysis, mqu is adopted for failure’, are selected to be 100 and 1000. It has been cus-
lqu in Eq. (1). mqu is a random variable with a probability tomary to consider 10 or 20 cycles in view of the typical
distribution function. When qu follows the normal distribu- number of significant cycles during an earthquake
tion, the standard deviation in mqu, denoting the variability (Ishihara, 1996). Considering the fact that ground improve-
pffiffiffiffi
in the sample mean, is given by squ = ns . The values for the ment works are subjected to several earthquakes during
standard deviation of mqu are 6.07 for Case 1, 9.84 for Case their life period, ncyc = 100 was selected as the representing
2, and 7.96 for Case 3. These values are around 1% of mqu, cycle. Moreover, ncyc = 1000 was selected as the represent-
indicating that the error in substituting mqu for lqu is small. ing cycle since small earthquakes occur several times a year.
An example of log likelihood function log L(b0, b1) at In the analysis, mqu, shown in Table 2, was used as lqu in
1000 cycles for Case 1 is shown in Fig. 6(a) and (b). In these Eq. (1).
figures, the values for b0 and b1, giving the maximum value The calculated optimum values for b0 and b1 are shown
for log L(b0, b1), are approximately identified as the opti- in Table 3. The values for b0/b1 shown in this table
418 T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422

140 cyclic loading induced by earthquakes, are also shown in


βo
120 Table 3. In Case 2, the values for b0 and b1 at 200 cycles
β1
100 are identical to those at 1000 cycles because there is no data
80
between 200 and 1000 cycles. In the other cases, the value
β0 , β1

for b0/b1 at 200 cycles is approximately the same as that at


60
100 cycles.
40
The value for 1/b0, which corresponds to the value for
20 Vqcyc, is also calculated from the value for b0. The values
0 for 1/b0 agree reasonably well with Vqu, as shown in
(a) 1 10 100 1000
Table 2, indicating that the variability in qcyc approxi-
The number of cycles nf
mately corresponds to that of qu. Table 3 shows the deter-
1.10 ministic values for b0/b1 (=Rs) and 1/b0 (=Vqcyc), and those
values include errors. The errors in the estimated values
1.00 will be evaluated quantitatively in the following section.
The cumulative distribution function of the standard
0.90 normal distribution is shown in Fig. 8. Cumulative distri-
β 0 /β 1

bution function F(b0 + b1Xi) represents the probability


0.80 of failure P(Yi = 1|Xi). The experimental results at 1000
cycles in Case 1 are superimposed in this figure. The value
0.70 for b0 + b1Xi for each data point is calculated using the
(b) 1 10 100 1000 estimated values for b0 and b1 shown in Table 3. The fail-
The number of cycles nf ure specimen data is located on the line of P(Yi = 1|Xi) = 1,
while the non-failure specimen data is located on the line of
0.10
P(Yi = 1|Xi) = 0. It can be seen in the experimental results
0.08 that the amount of failure data increases as the value of
b0 + b1Xi increases. Fig. 8 illustrates the fit of the probit
0.06
model assumed in the binary regression analysis to the
䠍 /β 0

0.04 experimental results.

0.02

0.00
(c) 1 10 100 1000
The number of cycles nf

Fig. 7. Binary regression analysis results for Case 1: (a) b0, b1, (b) b0/b1,
and (c) 1/b0,

represent Rs. The values for b0/b1 indicate that the values
for Rs lie in the range of 86–91% at 100 cycles and in the
range of 80–83% at 1000 cycles. The values for b0 and b1
at 200 cycles, the prescribed number of cyclic loadings at Fig. 8. Cumulative distribution function and test results at 1000 cycles for
the end of a test in JGS2562 (JGS, 2012) targeting the Case 1.

Table 3
Estimator of parameters.
Case ns ncyc b0 b1 b0/b1 1/b0
1 58 100 23.1 26.8 0.864 0.0432
200 21.6 25.5 0.848 0.0462
1000 12.7 15.8 0.806 0.0786
2 27 100 12.6 14.3 0.884 0.0791
200 12.2 14.7 0.828 0.0823
1000 12.2 14.7 0.828 0.0823
3 52 100 16.1 17.7 0.910 0.0620
200 9.18 10.3 0.895 0.109
1000 6.37 7.95 0.801 0.157
Note: ns, number of specimens; ncyc, number of loading cycles.
T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422 419

3.3. Errors in estimated parameters

The Cov(bi, bj) of the maximum likelihood estimators


for b0 and b1 were calculated from Aðb b 0 ; b1 Þ defined in
Eq. (10). The calculated values for Cov(bi, bj) are shown
in Table 4. The standard errors in estimators r(b0) and r
(b1), calculated from the square roots of Cov(b0, b0) and Vqu
Cov (b1, b1), are also shown in Table 4. It can be seen that
the standard errors of the maximum likelihood estimators
for b0 and b1 are not small. In particular, for Case 2, the (a)
ratio of the standard error to the estimators (see Table 3)
is large, indicating that the confidential interval of the esti-
mator becomes large. The coefficient of variation 1/b0,
denoting Vqcyc, and its 90% confidence interval are shown
in Fig. 9. For Case 1 and Case 3, the maximum likelihood
estimators for b0 and the standard errors at 30 and 300
cycles are additionally calculated, and the 1/b0 values cal-
culated from those results are also plotted in Fig. 9. While
the estimated confidence intervals are not significant for Vqu
Case 1, the estimated confidence intervals for Case 2 are
relatively large. In Eq. (10), the variance of the estimators
is inversely proportion to ns. For Case 2, the smaller num-
(b)
ber of specimens leads to the larger confidence interval of
the estimator. Vqu is superimposed in Fig. 9. In almost
all cases, Vqu lies in the range of the 90% confidence inter-
vals of 1/b0 denoting Vqcyc. This consistency implies that
the variability of qcyc is mainly attributed to the variability
of qu.
The standard error of b0/b1, representing Rs, is evalu-
ated from the estimators for b0 and b1. The estimators
Vqu
for b0 and b1 follow the bivariate normal distribution with
Cov(bi, bj). In this study, the distribution of b0/b1 was cal-
culated by a Monte Carlo simulation; the realizations of b0
and b1 were sampled from the bivariate normal distribu- (c)
tion using the statistical computing software R. The num-
ber of realizations is 1000. The mean and the standard Fig. 9. Estimated value of 1/b0 and its 90% confidence interval: (a) Case 1,
deviation of b0/b1 for Case 1 and Case 3 are shown in (b) Case 2, and (c) Case 3.
Table 4. The values for b0/b1 and its 90% confidence inter-
vals are shown in Fig. 10. The values for b0/b1 at 30 and 1000 cycles, the analysis provides the value for Rs without
300 cycles are additionally calculated here. For Case 1, a considerable error at the other cycles. These results sug-
the 90% confidence intervals are sufficiently narrow, sug- gest that the reliability of Rs obtained in the binary regres-
gesting that the proposed binary regression analysis pro- sion analysis can be assessed quantitatively on the basis of
vides the value for Rs with a small error. For Case 3, the asymptotic normality of the maximum likelihood
although the 90% confidence interval becomes wide at estimators.

Table 4
Variance-covariance matrix of estimators.
Case ncyc Cov(b0, b0) Cov(b1, b1) Cov(b0, b1) r(b0) r(b1) r(b0/b1)
1 100 25.7 33.0 -29.1 5.79 6.77 0.0106
1000 17.8 24.4 -20.8 3.40 4.12 0.0170
2 100 33.5 45.8 -39.2 5.07 5.75 –
1000 11.5 17.0 -14.0 4.22 4.94 –
3 100 18.4 22.3 -20.2 4.29 4.72 0.0177
1000 4.13 5.56 -4.76 2.03 2.36 0.0455
Note: ncyc, number of loading cycles.
420 T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422

r2 = 0.519

(a)

r2 = 0.0702

Fig. 10. Estimated b0/b1 and its 90% confidence interval: (a) Case 1 and (b)
(b) Case 3.

It should be noted that b0/b1 was not calculated for Case


2 because the realization of b0 involves negative values.
Negative values are generated for b0 owing to the large
standard error induced from an insufficient number of
specimens for Case 2. These results indicate that the num-
ber of specimens needs to be more than about 50 in order
to evaluate the error of Rs.

r2 = 0.551
4. Discussions
(c)
4.1. Assessment of S–N curve
Fig. 11. Sample regression line: (a) Case 1, (b) Case 2, and (c) Case 3.
As mentioned in the Introduction, the deterioration of
the material strength with cyclic loading is usually repre-
sented as a plot of stress versus the number of cycles to fail-
sion line. The numbers of the failure specimens nsf used to
ure nf, which is known as an S–N curve. Here, the S – N
calculate the sample regression line are 37, 16, and 37 for
curve is evaluated from the experimental results presented
Case 1, Case 2, and Case 3, respectively.
in the previous section. The S–N curve is obtained as the
The sample regression line calculated by the least
sample regression line applied to the experimental relation-
squares method is shown in Fig. 11. Sample regression
ship between the ratio of rmax to mqu and the logarithm of
coefficients ba 0 and ba 1 are shown in Table 5. The coefficient
nf. The term rmax represents qcyc for nf. The following equa-
of determination r2, which indicates how well the data fits a
tion is adopted as the sample regression line:
regression line, is also shown in this table. In all cases, the
qcyc =lqu ffi rmax =mqu ¼ a0 þ a1 log nf ð11Þ values for r2 are far smaller than 1.0, indicating that the
sample regression lines are not likely to approximate the
in which a0 and a1 are the regression coefficients. In this data very well.
study, the sample regression line is evaluated from only The values for Rs (=lqcyc/lqu), evaluated by the binary
the failure specimen data; that is, the non-failure specimen regression analysis, are superimposed in Fig. 11. For Case
data is excluded from the calculation of the sample regres- 1, although there is a difference between the sample
T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422 421

Table 5 As mentioned above, the statistical analysis results indi-


Estimated coefficients of sample regression line. cate that Vqcyc corresponds to Vqu. This suggests that Eq.
Case nsf b
a0 b
a1 r2 (13) can be rewritten as
1 37 0.970 0.0557 0.519
2 16 0.926 0.0214 0.070 F cyc ¼ ð1  K  V qu Þlqcyc ¼ Rs ð1  K  V qu Þlqu ¼ Rs  F c
3 37 1.076 0.0909 0.551
ð14Þ
Note: nsf, number of specimens; r2, coefficient of determination.
Eq. (14) shows that, when Rs is known, Fcyc can be easily
regression line and the binary regression analysis results at
determined from Fc. This study shows that the values for
30 cycles, the values for Rs evaluated by the binary regres-
Rs can be evaluated from the cyclic loading test results
sion analysis lie approximately on the sample regression
using a binary regression analysis. Using Eq. (14), the val-
line in the range of 100–1000 cycles. In this range, the bin-
ues obtained for Rs can be easily adopted into the frame-
ary regression analysis results support the validity of the
work of the current design procedure in which the
sample regression line, indicating that the sample regres-
variability in strength in the cement-treated ground is taken
sion line without the non-failure specimen data is likely
into account.
to provide the proper value for Rs.
For Case 2, the binary regression analysis results lie far
from the sample regression line at 1000 cycles. In this case, 5. Conclusions
no failure specimen data is found in the range of 200–1000
cycles, resulting in the difference between the two analysis A statistical analysis approach has been presented for
results at 1000 cycles. Therefore, the reliability of the sam- evaluating the qcyc of cement-treated soil specimens with
ple regression line for Case 2 is suspiciously low in the strength variability. A binary regression analysis was
range of 200–1000 cycles. adopted to treat the data of non-failure specimens. In this
For Case 3, there is some difference between the binary study, the parameters in the binary regression analysis were
regression analysis results and the sample regression line at related to Vqcyc and Rs defined as the ratio of lqcyc to lqu.
300 cycles. The large variation in the experimental results To demonstrate the applicability of the binary regression
around 300 cycles is likely to cause that difference. At the analysis, the results of cyclic unconfined compression tests,
other cycles, the binary regression analysis results lie conducted with cement-treated soil specimens prepared in
approximately on the sample regression line. the laboratory, were analyzed as binary data having either
These comparisons suggest that the binary regression a ‘failure’ or a ‘non-failure’ form, at prescribed loading
analysis results can be utilized to assess the influence of cycles.
excluding the non-failure specimen data in the sample The binary regression analysis results revealed that Vqcyc
regression line. When non-failure specimens are generated approximately corresponds to Vqu. This indicates that the
at a runout cycle in cyclic loading tests, a binary regression variability of the specimen strength mainly caused the vari-
analysis should be conducted to assess the reliability of the ability appearing in the cyclic loading test results. On the
sample regression line. basis of this consistency, a design procedure has been pro-
posed in the present study for determining the specified
4.2. Cyclic strength in design procedure cyclic strength with variability. The value for Rs was also
evaluated from the test results involving the non-failure
On the basis of the analysis results of the cyclic loading specimen data using the binary regression analysis. More-
tests, the cyclic strength in practical designs is discussed over, the estimated errors in the parameters were calculated
here. The current design practices for ground improvement on the basis of the asymptotic normality of the maximum
by cement mixing are based on unconfined compressive likelihood estimator. It was demonstrated that the reliabil-
strength criteria. It is well known that the strength of ity of Vqcyc and Rs can be assessed quantitatively by calcu-
cement-treated soil constructed in practical projects varies lating the asymptotic variance-covariance matrix of the
widely. Such variability in strength cannot be ignored in estimators.
practical designs. In some design procedures, specified The sample regression line, denoting an S–N curve, was
strength Fc is determined by considering the variability in also calculated from the test results from which the non-
strength in a cement-treated ground (CDIT, 2002; Futaki failure specimen data was excluded. The comparison
and Tamura, 2002). In those design procedures, Fc is eval- between the binary regression analysis results and the sam-
uated as ple regression lines showed that the sample regression line
estimated from the experimental results without the non-
F c ¼ ð1  K  V qu Þlqu ð12Þ
failure specimen data was able to provide a reliable value
where K is the reduction coefficient. Following Eq. (12), the for Rs in some cases, even though the coefficient of
specified strength for cyclic loading Fcyc is defined as determination r2 was far smaller than 1.0. This examina-
tion suggested that a binary regression analysis should be
F cyc ¼ ð1  K  V qcyc Þlqcyc ð13Þ conducted when ascertaining the validity of the sample
422 T. Namikawa et al. / Soils and Foundations 57 (2017) 412–422

regression line from which the non-failure specimen data Japanese Geotechnical Society (JGS), 2012. Japanese Geotechnical
has been excluded. Standard JGS2562-2012. Method for cyclic undrained triaxial com-
pression test to determine fatigue properties of rock.
The binary regression analysis adopted in this study has Kitazume, M., Grisolia, M., Leder, E., Marzano, I.P., Correia, A.A.S.,
allowed us to properly set the number of cycles to runout 
Oliveira, P.J.V., Ahnberg, H., Andersson, M., 2015. Applicability of
for a considered phenomenon regardless of whether the molding procedures in laboratory mix tests for quality control and
specimen fails or not. Accordingly, the cyclic strength of assurance of the deep mixing. Soils Found. 55 (4), 761–777.
a material with variability can be obtained without the Khosravi, M., Boulanger, R., Tamura, S., Wilson, D., Olgun, C., Wang,
Y., 2016. Dynamic centrifuge tests of soft clay reinforced by soil-
need for a long-term test, involving a large number of cyclic cement grids. J. Geotech. Geoenviron. Eng. 142 (7), 04016027.
loadings to failure, and at a reduced experimental cost. Nakajima, H., Saito, S., Babasaki, R., 1984. Studies on deep mixing
method using cement hardening agent (No. 23) – fatigue life and creep
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