Non Suitability of Truncated Random Fields for Analyzing Seismic

Response of Heterogeneous Soil Profile

A. Nour*, A. Slimani, N. Laouami & H. Afra

CGS, National Center of Applied Research in Earthquake Engineering, 01Rue Kaddour Rahim,
BP 252 Hussein Dey, Algiers, Algeria.

ABSTRACT: This paper makes in evidence the non suitability of truncated random fields for
analyzing seismic response of heterogeneous soil profile. The paper describes a comparison study
between the use of the lognormal distribution, and the strictly Gaussien one for simulation random soil
properties. The soil property of interest is the shear modulus modeled herein as a spatially random
field, by adopting the spatial Gaussien correlation. In this frame, the seismic response is carried out via
Monte Carlo simulations combined with deterministic finite element method (DFEM). The analysis
describes in both, frequency and time domains, the influence of the coefficient of variation of shear
modulus for both distributions, and investigates its repercussions on the ground surface acceleration
statistics, as well as on the mean transfer function. Obtained results indicates that the normal
distribution is inappropriate for moderate to highly heterogeneous medium in comparison with the
lognormal one, as the inherent characteristic of heterogeneous media of filtering high frequencies is
not observed at all.

KEYWORDS: Seismic response, heterogeneity, shears modulus, lognormal distribution, normal

distribution, Monte Carlo simulation, finite element method.

1 INTRODUCTION

In geotechnical earthquake engineering, models accounting for uncertainties become more and more
attractive in this recent decade, mainly those related to reliability based design. Deterministic
approaches in this field seem to be not practical, because soil is heterogeneous in its nature, even in
small areas where one observes homogeneous zones, therefore deterministic approaches can be used
faithfully only if the variation in space of soil properties is specified in detail. This assumes that a
large number of samples is available (this happens very rarely), but in reality, the number of tests
required far exceeds that which would be practical. This enforces geotechnical practice to deal with
measurement errors and lack of information. Consequently, the reliable behavior of an heterogeneous
soil profile under seismic environment can not proceed from deterministic approach. The resort to
probabilistic techniques enable modeling of uncertainties by analyzing their dispersion effects.
In his state of the art paper, Manolis (2002) synthesizes several research works related to
stochastic soil dynamic. In this frame, the finite element method, was used in geotechnical area under
seismic environment with some parametric uncertainties, and one notes mainly contributions cited in
references (Fenton, 1990; Fenton and Vanmarcke; Nour et al., 2001; 2002-a; 2003).
The scope of this paper is to analyze the behavior of heterogeneous soil profile under uniform
seismic excitation. It is aimed through this analyze to make in evidence the non suitability of truncated
random fields for analyzing such problems. The paper describes a comparison study between the use
of the lognormal distribution, and the strictly Gaussien one for simulation random soil properties. The
soil property of interest is the shear modulus modeled herein as a spatially random field, by adopting

*
Corresponding Author : CGS, National Center of Applied Research in Earthquake Engineering, 01Rue
Kaddour Rahim, BP 252 Hussein Dey, Algiers, Algeria. E-mail: nour2000ali@yahoo.com
the spatial Gaussien correlation. In this frame, the seismic response is carried out via Monte Carlo
simulations combined with deterministic finite element method (DFEM). This procedure is coded in
the computer program for the 3D approximate soil-structure interaction problems FLUSH (Lysmer et
al., 1975), by enabling it, handling simulation of random soil media. The main drawback of the
simulation method used herein is its enormous computation requirement, but it is simple, direct and
quite powerful.
Moreover, the analysis describes in both, frequency and time domains, the influence of the
coefficient of variation of shear modulus for both distributions, and investigates its repercussions on
the extreme ground surface acceleration statistics, as well as on the mean transfer function.

2 RANDOM FIELD MODEL FOR SHEAR MODULUS

In order to investigate the heterogeneous character of soil, soil property of interest is the shear
modulus, modeled herein as spatially random field. For the random simulation of the medium, the
chosen random variable is defined by its moments of order 1 and 2, which are respectively the mean,
and the variance supposed valued from in situ samples. Let the variable shear modulus G(x, y) defined
as a function of the deterministic function G0(x, y) describing the trend in space, taken in practice as
the mean of the measured values, and also function of zero mean, unit variance Gaussian random field
∆G(x, y) . The latter can be simulated as follow (Shinozuka, 1987 ; Yamazaki and Shinozuka, 1988):

N x −1 N y −1
∆G(x, y) = 2 ∑ ∑ [ ( ) (
2S(κ xk , κ yl ) ∆κ x ∆κ y cos κ xk x + κ yl y + Φ kl + cos κ xk x − κ yl y + Ψkl )] (1)
k =0 l =0

S(κ x, κ y ) is the wavenumber power spectral density function, κ x and κ y are the wavenumbers in x
and y directions and ∆κ x and ∆κ y are the wavenumbers steps evaluated from the representation of
S(κ x, κ y ) by evaluating the cut-off wavenumbers values κ xu and κ yu for N x and N y increments
respectively. Φ kl and Ψkl are random phase angles distributed uniformly on the interval [0, 2π ] . In the
purpose of significantly reducing the time for computational, the digital generation of sample
functions of equation (1) is readily computed with the aid of the Fast Fourier Transform (FFT)
developed by Yamazaki and Shinozuka (1988) and slightly modified by Zerva (1992). This procedure
is implemented into finite element model as stated by Nour et al. (2002-b). In this study, one is
adopting the following Gaussian exponentially decaying power spectral density function S with unit
variance:

σ2 ab   κ a 2  κ b 2 
( )
S κ x ,κ y = σ =1 
exp − 
x
 − y  
  2   2  
4π (2)
 

a and b are respectively horizontal and vertical correlation lengths, which should be obtained for the
lognormal distribution, from the log-data treatment.

2.1 Normal distribution of shear modulus

The shear modulus is assumed to be normally distributed, its expression is given by:

G(x, y) = G0,G + σ G ∆G(x, y) (3)

This generates negative shear modulus for large values of the coefficient of variation CVG ( CVG = Gσ G ),
0,G

i.e. for CVG > 0.3 , and therefore this leads to erroneous simulations for large variability of soil media,
inducing hence negative diagonal terms in the stiffness matrix. For this reason, one overcomes this
limit by ignoring all fluctuations generating negative shear modulus, i.e:

∆G(x, y)
if σG ≤ −1 → G(x, y) = G0,G (4)
G0,G

Here G0,G and σ G stand for shear modulus mean and standard deviation respectively.

2.2 Lognormal distribution of shear modulus

The shear modulus is assumed to be lognormally distributed, this choice is motivated by the fact that
shear modulus is a positive parameter, and the lognormal distribution enables analyzing its large
variability without at all ignoring any fluctuation beyond a certain value of CVG . The shear modulus
expression is given by:

(
G(x, y) = exp G0,ln G + σ ln G ∆G(x, y) ) (5)
with:
 σ G2 
σ ln2 G = ln 1 + and G0,ln G = ln(G0,G) − 1 σ ln2 G
 G2  2 (6)
 0, E 

3 SEISMIC GROUND MOTION

In this paper, one is modeling the input ground acceleration &x&(t) as a uniformly modulated stationary
process &x&sta ( t ) by a deterministic envelope function A(t). The stationary process &x&sta ( t ) is simulated
as recommended by Shinuzuka et al. (1987) for which the power spectral density function, proposed
by Kanai-Tajimi (1957; 1960) and modified by Clough and Penzien (1975), is adopted. Hence &x&(t) is
given by (Amin and Ang, 1968):

&x&(t) = A(t) ⋅ &x&sta(t) (7)

with:
( t / t1 )2 0 ≤ t ≤ t1 = 3 sec

A( t ) = 1 t1 < t ≤ t 2 = 13 sec
exp[0.6 ⋅ ( t − t )] t 2 < t ≤ t 3 = 20.48 sec (8)
 2
 0.100 0.035

0.075 0.030

Fourier Amplitude ( g.sec )

0.050
0.025
Acceleration ( g )

0.025
0.020
0.000
0.015
-0.025

0.010
-0.050

-0.075 0.005
Simulated Signal at Bedrock
Accelerogram normalized to 0.1 g
-0.100 0.000
0.0 2.5 5.0 7.5 10.0 12.5 15.0 17.5 20.0 0.0 2.5 5.0 7.5 10.0 12.5 15.0 17.5 20.0 22.5 25.0

Time ( sec ) Frequency ( Hz )

(a) (b)

Figure 1. Seismic ground motion definition (Typical realization).

(a). Simulated accelerogram at Bedrock. (b). Fourier amplitude function.

One notes that FFT technique is used for the digital generation of the input excitation. The
number of points used for the signal generation is 212 = 4096, with a time step equal to 0.005 sec,
hence, the total duration of the signal is 20.48 sec. The central frequency at bedrock is around 7.5 Hz,
with a fraction of critical damping equal to 0.6. Figure 1 shows one realization of the seismic ground
motion, simulated by the procedure described above, and its corresponding Fourier amplitude,
indicating that the excitation is rich in high frequency. This signal used for subsequent analysis, is
applied at the bedrock and is assumed spatially uniform.

4 APPLICATION

In this section, our analysis uses the above procedure, seismic behavior of heterogeneous soil profile.
The two-dimensional aspect of the problem is considered by adopting plane strain assumption.
Therefore spatial variability of mechanical soil properties is considered only in (x-y) plan, according
to z direction, it is supposed that soil properties are invariant, interpreted as an average over z or as
having an infinite length of correlation. The random fields for shear modulus is generated using
simulations of the Monte Carlo method. This method is famous for being the method of the statistical
experiments and consists of performing a set of probabilistic realizations of the medium, used
hereunder to predict the transfer function and the extreme acceleration at ground surface via
deterministic calculation for each realization, and proceeding thereafter to the statistical treatment of
the obtained results. To this end, the above described procedure is implemented in the computer
program of the 3D approximate soil-structure interaction problems FLUSH (Lysmer et al., 1975). This
computer program, originally deals only with deterministic analysis. Hence, by making it able to
handle simulation of spatially random shear modulus, it is possible to determine the desired statistics
using Monte Carlo simulations combined with DFEM. In FLUSH, the strategy simulation is carried out
as recommended by Nour et al. (2002-b).

4.1 Preliminaries

Figure 2 shows, the finite element model used in the analysis for a soil profile of 200 m horizontally
and 30 m vertically. The lateral extent of soil is truncated by a transmitting boundary (Wass, 1972),
which eliminates spurious reflective waves and simulates the missing part of soil extending to infinity.
For the problem under consideration, 1600 quadrilateral finite elements and the following data are
used:
Unit weight ρ = 20 kN/m3; Mean soil shear modulus G0 = 80 MPa (shear wave velocity V0S = 200
m/s); Poisson ratio υ = 0.28 ; Mean fraction of critical damping β 0 = 6% ; Horizontal correlation
distance a = 15 m and vertical correlation distance b = 1.5 m.

Gr ound Tr a ns mi t t i ng
y Sur f a ce Boundar y
A
30 m

200 m

Figure 2. Finite element model.

4.2 Results and analysis

In subsequent analysis, it is described in both, frequency and time domains, the influence of the
coefficient of variation of shear modulus for both normal and lognormal distributions, and investigates
its repercussions on the ground surface acceleration statistics, as well as on the mean transfer function.
Since earthquake ground acceleration is nonstationnary, both in amplitude and frequency content, it is
very difficult to develop an exact formulation to describe the response statistics of extreme values
(mean value and standard deviation) of a nonstationnary stochastic process, especially, when dealing
with random heterogeneous medium. This involves great computationally efforts and does not provide
additional information of practical use, other than the maximum response. For this reason, in this
paper, after achieving 200 probabilistic realizations via Monte Carlo simulations combined with
DFEM, 200 values of extreme ground surface acceleration &x&max are computed (Point A, (Figure 2)).
Then, their corresponding histogram is fitted with the well known distribution of extreme values of
Gumbel Type I (Benjamin and Cornell, 1970; Nour et al., 2003). The Chi-Square goodness (Benjamin
and Cornell, 1970) of fit test is used to evaluate the fit of the assumed Gumbel Type I distribution
which is sensitive to the smoothness of the histogram. Despite it fails the Chi-Square test, this
distribution is maintained, as it captures the major trends in the histogram.
It is shown in Figure 3., typical realization of histograms for soil shear modulus for both
distributions, corresponding to CVG = 0.3, 0.6, 0.9 and 1.2. In Figure 3.a, it is observed reproduction of
the lognormal distribution for different values of CVG . Whereas, It is well illustrated in Figure 3.b, for
the normal distribution, effect of ignoring fluctuations beyond CVG = 0.3, where histograms from
CVG = 0.6 to 1.2 are characterized by an enrichment in mean shear modulus value. This enrichment in
mean value is different from realization to realization.
 300 400
200 300 CVG = 1.2
CVG = 1.2
200
100
100
0 0
0 40 80 120 160 200 240 280 320 360 400 0 40 80 120 160 200 240 280
300 300
200 CVG = 0.9 200 CVG = 0.9
100 100

Occurrence number
Occurrence number

0 0
0 40 80 120 160 200 240 280 320 360 400 0 40 80 120 160 200 240 280

300 300

200 200 CVG = 0.6

CVG = 0.6
100 100
0 0
0 40 80 120 160 200 240 280 320 360 400 0 40 80 120 160 200 240 280
500 500
400 400
300 CVG = 0.3 300 CVG = 0.3
200 200
100 100
0 0
0 40 80 120 160 200 240 280 320 360 400 0 40 80 120 160 200 240 280

Shear Modulus (MPa) Shear Modulus (MPa)

a. Lognormal distribution b. Normal distribution

Figure 3. Typical realization of shear modulus histogram. a. Normal distribution. b. Lognormal distribution.

In frequency domain, Figure 4 is plotted for the purpose to investigate amplification and
frequency content of the system with respect to heterogeneity, hence, it is shown for both
distributions, the mean transfer function over 200 samples and for different values of CVG . For the
lognormal distribution (Figure 4.a), one observes that as CVG increases as the fundamental frequency
is shifted to left, and the other higher frequencies are significantly attenuated. This is interpreted by
filtering effect of higher frequencies. This result indicates that as heterogeneity of the medium
increases, the frequency content is dominated by the lower frequencies and the simulated soil becomes
softer. This phenomena was also stated in Ref. (AIJ, 1993; Safak, 2001) and interpreted by the random
diffractions of seismic waves. Consequently, although elastic random media can change ground
motions in a way similar to that by nonlinear media. So, results obtained from lognormal distribution
(Figure 4.a) reproduce faithfully the inherent characteristic of heterogeneous soil profiles. On the other
hand, Figure 4.b illustrates results obtained with normal distribution where attenuation of the mean
transfer function amplitude is observed when heterogeneity level of the medium increases. Regarding
the frequency content, for all values of CVG , fundamental frequencies of all curves are in the same
range, i.e. around the fundamental frequency of the homogeneous case. Furthermore, in this case,
filtering of high frequencies is not observed like for the lognormal distribution, which is of course in
disagreement with the inherent characteristic of heterogeneous soil profiles (AIJ, 1993; Safak, 2001,
Nour et al., 2003). This is mainly related to the enrichment in mean value after ignoring fluctuations
beyond CVG = 0.3. For this reason, one has to use truncated random fields with caution, as they may
lead to erroneous results in disagreement with well know stated physical principles.
 11 11

10 Lognormal Distribution Homogeneous 10 Normal Distribution Homogeneous

9 CVG = 0.3 9 CVG = 0.3
Mean Transfer Function

Mean Transfer Function

8
CVG = 0.6 8
CVG = 0.6
CVG = 0.9 CVG = 0.9
7 7
CVG = 1.2 CVG = 1.2
6 6

5 5

4 4

3 3

2 2

1 1

0 0
1 10 1 10

Frequency (Hz) Frequency (Hz)

a. Lognormal distribution b. Normal distribution

Figure 4. Mean transfer function versus the heterogeneity level for both distributions.

In time domain, Figure 5 illustrates the extreme ground surface acceleration statistics versus the
coefficient of variation CVG for both distributions. In Figure 5.a, one observes that both distributions
are in good agreement up to CVG = 0.3, regarding the mean extreme ground surface acceleration
calculated at Point A (Figure 2). This appears obvious because for CVG ≤ 0.3 , we have
2 2
ln(1 + CVG ) ≈ CVG , but beyond CVG = 0.3, one observes a clear deviation of the results for both
distributions. Also, one confirms the acceleration attenuation observed in Figure 4 in frequency
domain for both distributions, but for large values of CVG , the normal distribution leads to erroneous
results seeing that an amplification occurs from CVG = 0.9, and the corresponding curve tends to the
homogeneous one.

0.145 0.06
Mean Extr. Ground Surf. Acc. (g)

Normal distribution
STD Extr. Ground Surf. Acc. (g)

0.140
0.05
Lognormal distribution
0.135
0.04

0.130
0.03
0.125

0.02
0.120
Homogeneous
Normal distribution
0.01
0.115 Lognormal distribution

0.110 0.00
0.0 0.3 0.6 0.9 1.2 1.5 0.0 0.3 0.6 0.9 1.2 1.5

Coefficient of Variation CVG Coefficient of Variation CVG

a. Mean extreme ground surface acceleration (Point A). b. Standard deviation of extreme ground surface
acceleration (Point A).

Figure 5. Extreme ground surface acceleration statistics, versus the heterogeneity level for both distributions.

On the other hand, Figure 5.b, shows the standard deviation of the extreme ground surface
acceleration, where it is also observed that both distributions are in good agreement only when
CVG ≤ 0.3 . Furthermore, the normal distribution generates important scattered values compared to
those of the lognormal distribution for all values of CVG . This important scattering is mainly due to
the artificial enrichment in mean shear modulus value which is different from realization to realization.
5 CONCLUSIONS

This paper makes in evidence the non suitability of truncated random fields for analyzing seismic
response of heterogeneous soil profile. The paper describes a comparison study between the use of the
lognormal distribution, and the strictly Gaussien one for simulation random soil properties. The soil
property of interest is the shear modulus modeled herein as a spatially random field, by adopting the
spatial Gaussien correlation. In this frame, the seismic response is carried out via Monte Carlo
simulations combined with deterministic finite element method (DFEM). The analysis describes in
both, frequency and time domains, the influence of the coefficient of variation of shear modulus for
both distributions, and investigates its repercussions on the ground surface acceleration statistics, as
well as on the mean transfer function. In frequency domain, obtained results for the lognormal
distribution indicate that as the heterogeneity level of the medium increases as the fundamental
frequency is shifted to left, and the other higher frequencies are significantly attenuated. This is
interpreted by filtering effect of higher frequencies. This result indicates that as heterogeneity of the
medium increases, the frequency content is dominated by the lower frequencies and the simulated soil
becomes softer. So, results obtained from lognormal distribution reproduce faithfully the inherent
characteristic of heterogeneous soil profiles. Regarding the normal distribution (Gaussian), one
observes attenuation of the mean transfer function amplitude when heterogeneity level of the medium
increases, but for all heterogeneity levels investigated, fundamental frequencies of all curves are in the
same range, i.e. around the fundamental frequency of the homogeneous case. Furthermore, in this
case, filtering of high frequencies is not observed like for the lognormal distribution, which is of
course in disagreement with the inherent characteristic of heterogeneous soil profiles. This is mainly
related the enrichment in mean value after ignoring fluctuations generating negative shear modulus
values. For this reason, this fields are inappropriate for simulating moderate or highly heterogeneous
media, and one has to use them with caution, as they may lead to erroneous results in disagreement
with well know stated physical principles. In time domain, it is found for the normal distribution that
the enrichment in mean values leads also to erroneous results regarding the extreme ground surface
acceleration statistics.

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