TBA5150 Geohazards and Risk Analysis

Assignment 3 - Proposed Solution

ASSIGNMENT NR. 3 - Proposed Solution

Exercise 1.
The bearing capacity of a shallow square foundation on clay is approximated by the following equation:
Bearing Capacity: Qult = ε[1.2 ∗ B 2 .Nc ∗ Su ]
where Su is the undrained shear strength of soil, B is the width of the foundation, and Nc = 5.14 is the
bearing capacity factor. The factor 1.2 is the shape factor and ε is a parameter describing the modelling
uncertainty.
Previous experience and large scale model tests at the site show that the parameter ε has the following
mean and standard deviation: µε = 1.0, σε = 0.05.
You have evaluated the data provided in the geotechnical site investigation report, and have estimated
the following mean and standard deviation values for the undrained shear strength:
Mean µsu = 30kP a Standard deviation σsu = 6kP a
The load acting on the foundation consists of dead load and live load components:
Load on foundation: Load = Ldead + Llive
The structural engineer has provided the following estimates for the load components:
Dead load: Mean µLdead = 40kN Standard deviation σLdead = 4kN
Live load: Mean µLlive = 50kN Standard deviation σLlive = 20kN
The width of the footing is B = 1m.
1. What is the deterministic factor of safety F for this footing? The deterministic factor of safety is
defined as the ratio of the resistance which is in this case the ultimate bearing capacity, Qult and
the sum of the applied loads. Factor safety is introduced to account for all possible uncertainties.
Qult ε[1.2∗B 2 .Nc ∗Su ]
F = Ldead +Llive = Ldead +Llive

2. What is the mean and standard deviation of factor of safety? Using FOSM approximation method:
2 2
.Nc ∗µSu ]
µF = F (µε , µSu , µLdead , µLlive ) = µεµ[1.2∗B
Ldead +µLlive
= 1.0∗1.2∗1 ∗5.14∗30
40+50 = 2.056
qP q
∂F
σF = ( ∂xi
σxi )2 = ( ∂F 2 ∂F 2 ∂F 2 ∂F
∂ε σε ) + ( ∂Su σsu ) + ( ∂Ldead σLdead ) + ( ∂Llive σLlive )
2

Determine the partial derivative of all the variables with respect to F at the mean:
∂F [1.2∗B 2 .Nc ∗µSu ] 1.0∗1.2∗12 ∗5.14∗30
∂ε = µLdead +µLlive = 40+50 = 2.056
∂F µε [1.2∗B 2 .Nc ] 1.0∗1.2∗12 ∗5.14
∂Su = µLdead +µLlive = 40+50 = 0.06853
2 2
[1.2∗B .Nc ∗Su ]
∂F
∂Ldead = − µ(µεLdead +µLlive )2 = −
1.0∗1.2∗1 ∗5.14∗30
(40+50)2 = −0.0228
2 2
[1.2∗B .Nc ∗Su ]
∂F
= − µ(µεLdead
∂Llive +µLlive )2 = −
1.0∗1.2∗1 ∗5.14∗30
(40+50)2 = −0.0228
qP p
∂F
σF = ( ∂x i
σxi )2 = (2.056 ∗ 0.05)2 + (0.06853 ∗ 6)2 + (−0.0228 ∗ 4)2 + (−0.0228 ∗ 20)2 = 0.6292

3. What is the FOSM reliability index for this footing if we use the safety format (performance function)
G=F −1 ?
µG = µF − 1 = 2.056 − 1 = 1.056
qP
σF = ( ∂G 2 ∂G
∂F σF ) = ∂F σF = σF = 0.6292, Note that
∂G
∂F = 1.0
µF 1.056
β= F
= 0.6292 = 1.678

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 TBA5150 Geohazards and Risk Analysis
Assignment 3 - Proposed Solution

4. What is the FOSM reliability index for this footing if we use the safety format (performance function)
G = ln(F )?
µG = ln(µF ) = ln(2.056) = 0.7208
qP
σG = ( ∂G 2 ∂G 1
∂F σF ) = ∂F σF = F σF =
1
2.056 ∗ 0.6292 = 0.306, Note that ∂G
∂F = 1
F
µF 0.7208
β= F
= 0.0.306 = 2.355

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 TBA5150 Geohazards and Risk Analysis
Assignment 3 - Proposed Solution

Exercise 2.
Consider the infinite slope below. The shear strength at the soil-rock interface follows the Mohr-Coulomb
rule (cohesion c and frictional angle φ). Considering an unit area of the slope, from equilibrium we have:

N = (γ1 H1 + γ2 H2 ) · cos2 θ
T = (γ1 H1 + γ2 H2 ) · sin θ cos θ

while the Mohr-Coloumb criterion and the safety factor FS is:

Tmax = N · tan φ + c
Tmax
FS =
T
The following material parameters has been determined:
Parameter Mean value Standard deviation
Layer 1: γ1 18.0 kN/m3 1.0 kN/m3
Layer 1: H1 6.0 m 0.5 m
Layer 2: γ2 20.0 kN/m3 1.5 kN/m3
Layer 2: H2 5.0 m 1.0 m
Slope angle: θ 33.0◦ 2.0◦
Frictional angle: φ 22.0◦ 2.0◦
Cohesion: c 10.0 kPa 3.0 kPa

(a) Estimate the mean value and standard deviation of FS using the FOSM approximation.

First define FS such that it’s easy to derivate with respect to the different parameters:

Tmax N · tan(φ) + c (γ1 H1 + γ2 H2 ) · cos2 (θ) · tan(φ) + c

FS = = =
T (γ1 H1 + γ2 H2 ) · sin(θ) cos(θ) (γ1 H1 + γ2 H2 ) · sin(θ) cos(θ)
2
(γ1 H1 + γ2 H2 ) · cos (θ) · tan(φ) c
= +
(γ1 H1 + γ2 H2 ) · sin(θ) cos(θ) (γ1 H1 + γ2 H2 ) · sin(θ) cos(θ)
tan(φ) 2c
= +
tan(θ) (γ1 H1 + γ2 H2 ) · sin(2θ)
1 cos(φ)
where = and sin(2θ) = 2 sin(θ) cos(θ)
tan(φ) sin(φ)

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 TBA5150 Geohazards and Risk Analysis
Assignment 3 - Proposed Solution

Estimate of mean:
tan 33◦ 2 · 10
µF S = ◦ + = 1.746
tan 22 (18 · 6 + 20 · 5) sin(2 · 22◦ )

Calculate gradient (uncorrelated):

∂F S 2cH1 ∂F S 2cH2
=− =−
∂γ1 (γ1 H1 + γ2 H2 )2 sin 2θ ∂γ2 (γ1 H1 + γ2 H2 )2 sin 2θ

∂F S 2cγ1 ∂F S 2cγ2
=− =−
∂H1 (γ1 H1 + γ2 H2 )2 sin 2θ ∂H2 (γ1 H1 + γ2 H2 )2 sin 2θ

∂F S tan φ 4c cos(2θ) ∂F S 1 + tan2 φ

=− 2 − =−
∂θ sin θ (γ1 H1 + γ2 H2 ) sin2 2θ ∂φ tan θ

∂F S 2
=
∂c (γ1 H1 + γ2 H2 ) sin 2θ

∂F S
∂xi ( ∂F S
∂xi · σxi )
2

γ1 -4·10−3 1.59·10−5
γ2 -3.3·10−3 2.49·10−5
H1 -0.012 3.59 ·10−5
H2 -0.0133 1.77 ·10−4
θ -4.914 0.0294
φ 3.5189 0.0151
c 0.0138 0.0017
P 2
σF S = 0.0464

σF S = 0.2154

(b) Estimate the failure probability of the slope assuming a normal distribution for FS.

x) = F S − 1, such that g(x

Define the performance function as g(x x) ≤ 0 (i.e. F S < 1) corresponds to
failure.

µg = µF S − 1 = 1.746 − 1 = 0.746
∂g ∂F S
σg = σF S , since = −0
∂xx ∂xx

0.746
β= = 3.452
0.2154

 
x) ≤ 0) = Φ(−β) = 1 − Φ(β) = 1 − 0.99971971 = 2.80 · 10−4
Pf g(x

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 TBA5150 Geohazards and Risk Analysis
Assignment 3 - Proposed Solution

(c) Define the safety margin as M = Tmax − T and repeat a) & b), i.e. estimate the mean value,
standard deviation, reliability index and failure probability of M using the FOSM method and
assuming a normal distribution.

M = Tmax − T
= (γ1 H1 + γ2 H2 ) cos2 (θ) · tan(φ) + c − (γ1 H1 + γ2 H2 ) sin(θ) cos(θ)
 
1
= (γ1 H1 + γ2 H2 ) [1 + cos(2θ)] · tan(φ) − sin(2θ) + c
2
 
where cos2 (θ) = 21 1 − cos(2θ) and sin(θ) cos(θ) = 12 sin(2θ).

 
1 ◦ ◦ ◦
µM = (18 · 6 + 20 · 5) [1 + cos(2 · 22 )] · tan(22 ) − sin(2 · 22 ) + 10 = 53.876
2

   
∂M H1 ∂M H2
= [1 + cos(2θ)] · tan(φ) − sin(2θ) = [1 + cos(2θ)] · tan(φ) − sin(2θ)
∂γ1 2 ∂γ2 2

   
∂M γ1 ∂M γ2
= [1 + cos(2θ)] · tan(φ) − sin(2θ) = [1 + cos(2θ)] · tan(φ) − sin(2θ)
∂H1 2 ∂H2 2

   
∂M ∂M γ1 1
= −(γ1 H1 + γ2 H2 ) sin(2θ) tan(φ) + cos(2θ) = [1 + cos(2θ)] ·
∂θ ∂φ 2 cos2 (φ)

∂M
=1
∂c

∂F S
∂xi ( ∂F S
∂xi · σxi )
2

γ1 1.2657 1.60
γ2 1.0547 2.50
H1 3.797 3.60
H2 4.2189 17.80
θ -243.45 72.21
φ 254.22 78.75
c 1 9
P 2
σF S = 185.46

σF S = 13.62

53.876
β= = 3.955
13.62

 
x) ≤ 0) = Φ(−β) = 1 − Φ(β) = 1 − 0.99996092 = 3.91 · 10−5
Pf g(x

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 TBA5150 Geohazards and Risk Analysis
Assignment 3 - Proposed Solution

Exercise 3.
Consider the footing supporting the structure shown below.

The consolidation settlements of the footing may be estimated for the following equation:
   
Cc p0 + ∆p
S=N H log10
1 + e0 p0

where N is the model uncertainty, Cc is the compression index, e0 is the initial void ratio, p0 is the
effective pressure at Point B and ∆p is the increase in pressure at Point B.

The following statistics for the uncertain parameters are given:

Parameter Mean value Standard deviation
N 1.0 0.10
Cc 0.396 0.099
e0 1.19 0.0179
H 4.2 m 0.21 m
p0 186 kPa 9.3 kPa
∆p 25 kPa 5 kPa

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 TBA5150 Geohazards and Risk Analysis
Assignment 3 - Proposed Solution

(a) Using the FOSM approximation, estimate the mean and standard deviation of the consolidation
settlement. Which two parameters contribute most to the uncertainty in the settlement estimate?

ln(x)
Notice that log10 (x) = ln(10) and therefor d
dx log10 (x) = 1
x · 1
ln(10) · x0

µN µH µCc 1 µP + µ∆P
µS = · · ln( 0 )
1 + µe0 ln(10) µP0

1.0 · 4.2 · 0.396 1 186 + 25

= · ln( )
1 + 1.19 ln(10) 186

= 0.0416 [m]

Gradients:
∂S S ∂S S
= =
∂N N ∂H H

∂S S ∂S S
= =−
∂Cc Cc ∂e0 1 + e0

∂S N HCc 1 P0 1 N HCc 1 1
= · · · = · ·
∂∆P 1 + e0 ln(10) P0 + ∆P P0 1 + e0 P0 + ∆P ln(10)

∂S N HCc 1 P0 −∆P N HCc −∆P 1

= · · · = · ·
∂P0 1 + e0 ln(10) P0 + ∆P P02 1 + e0 P0 (P0 + ∆P ) ln(10)

∂S ∂S
∂xi ( ∂x i
· σxi )2 αi2 [%]
N 0.0416 1.73·10−5 8.88
H 9.90·10−3 4.322·10−6 2.22
Cc 0.1051 1.083·10−4 55.57
e0 -0.0190 1.157·10−7 0.059
P0 -2.101·10−4 3.818·10−6 1.96
∆P 1.563·10−3 6.107·10−5 31.33
1.949·10−4
P 2
σS =

σS = 0.01396

β ≈ 2.751

Cc and ∆P contributes most to the uncertainty in the settlement estimate.

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 TBA5150 Geohazards and Risk Analysis
Assignment 3 - Proposed Solution

If the consolidation settlement for the footing exceeds 8 cm, serious structural problems may arise.
(b) Write the limit state function for estimating the probability of settlement being greater than 8 cm.

x) = 0.08 − S, such that g(x

Define the limit state function as g(x x) ≤ 0 gives serious structural
problems (i.e. "Failure").

(c) Assume all the variables provided are log-normally distributed. Using the FORM (First-Order
Reliability Method) option in OpenTURNS, estimate the probability of the footing settlement being
greater than 8 cm. Refer to the Blackboard regarding OpenTURNS.

FORM OpenTURNS
β 2.13915
Pf 1.62117E-02

Design point in the standard space: [UN , UCc , Ueo , UH , Upo , Udp ]
[0.646667, 1.5962, −0.0529622, 0.323937, −0.29985, 1.1884]
Design point in the design space: [N, Cc, eo, H, po, dp]
[1.06134, 0.569136, 1.18892, 4.26321, 183.005, 31.0196]
Importance factor(sensitivity)(%): [αN , αCc , αeo , αH , αpo , αdp ]
[9.1, 55.7, 0.1, 2.3, 2.0, 30.9]
(d) Repeat the calculations above using the SORM (Second-Order Reliability Method) option in
OpenTURNS.

SORM OpenTURNSL
β 2.142
Pf 1.6097E-02

Design point in the standard space: [UN , UCc , Ueo , UH , Upo , Udp ]
[0.646667, 1.5962, −0.0529622, 0.323937, −0.29985, 1.1884]
Design point in the design space: [N, Cc, eo, H, po, dp]
[1.06134, 0.569136, 1.18892, 4.26321, 183.005, 31.0196]
Importance factor(sensitivity)(%): [αN , αCc , αeo , αH , αpo , αdp ]
[9.1, 55.7, 0.1, 2.3, 2.0, 30.9]
(e) If one where to repeat the calculations above, but for a target settlement equal to the mean
settlement estimated in a) instead of 8 cm, what probability would you expect to obtain (do not do
any calculations for this part).

The probability of failure would be expected to drastically increase. Assuming a normal distribution
the probability would be 50%. Note that due to multiplications the distribution will tend to be
more log-normally shaped.

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 TBA5150 Geohazards and Risk Analysis
Assignment 3 - Proposed Solution

Exercise 4.
The system shown below operates only if there is a path of functional units from A to B. Assume that all
units operate and fail independently. Under a severe event, the following failure probabilities for different
components are estimated:
Pf,1 = 0.07 Pf,2 = 0.10 Pf,3 = 0.20 Pf,4 = 0.15 Pf,5 = 0.16 Pf,6 = 0.10
Pf,7 = 0.08

(a) Evaluate the reliability index of each component.

Assuming normal distribution of each component:
βi = Φ−1 (1 − pf,i )
β1 = Φ−1 (1 − 0.07) = 1.4758 β2 = Φ−1 (1 − 0.10) = 1.2816 β3 = Φ−1 (1 − 20) = 0.8416
β4 = Φ−1 (1 − 0.15) = 1.0364 β5 = Φ−1 (1 − 0.16) = 0.9944 β6 = Φ−1 (1 − 0.10) = 1.2815
β7 = Φ−1 (1 − 0.08) = 1.4051
(b) Evaluate the failure probability and reliability index of each of the 3 subsystems.
The components in each of the three subsystems are in parallel. Hence,
Pf,12 = Pf,1 ∗ Pf,2 = 0.07 ∗ 0.10 = 0.007 Pf,345 = Pf,3 ∗ Pf,4 ∗ Pf,5 = 0.2 ∗ 0.15 ∗ 0.16 = 0.0048
Pf,67 = Pf,6 ∗ Pf,7 = 0.10 ∗ 0.08 = 0.008
(c) Evaluate the system reliability index and the system probability of failure.
Now the subsystems are series. Hence,
Pf = 1 − (1 − Pf,12 ) ∗ (1 − Pf,345 ) ∗ (1 − Pf,67 ) = 1 − (1 − 0.007) ∗ (1 − 0.0048) ∗ (1 − 0.008) =
1 − 0.9803 = 0.0198
β = Φ−1 (1 − pf ) = Φ−1 (0.9803) = 2.0579

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