Professional Documents
Culture Documents
Basu 2012
Basu 2012
Basu 2012
Abstract: Resistance factors are developed for drilled shafts for a design method based on soil variables. The uncertainties associated with the
design variables and equations were systematically quantified, and Monte-Carlo simulations were performed to obtain the distributions of the
shaft and base capacities. Both the base and shaft capacities were found to follow normal distributions, and the applied dead and live loads were
assumed to follow normal and lognormal distributions, respectively. Reliability analysis was then performed to obtain the limit state and nom-
Downloaded from ascelibrary.org by Univ of NE At Omaha on 05/14/13. Copyright ASCE. For personal use only; all rights reserved.
inal resistances and loads for a variety of soil profiles and pile dimensions. The optimal dead- and live-load factors were subsequently obtained
from the analysis. The optimal resistance factors were then adjusted for use with the load factors recommended by the Federal Highway Ad-
ministration. DOI: 10.1061/(ASCE)GT.1943-5606.0000714. © 2012 American Society of Civil Engineers.
CE Database subject headings: Load and resistance factor design; Drilled shafts; Axial loads; Design; Sand (soil type); Load factors; Limit
states; Reliability.
Author keywords: Load and resistance factor design; Drilled shaft; Axial load; Foundation design; Sand; Load factors; Resistance factors;
Limit states; Reliability analysis.
Instead of treating DR as a fundamental variable, cone resistance qc In these equations, E(Y) and sY are the expectation and SD of Y,
was assumed for a soil profile as the starting point (similar to the respectively, and E(f ) and sf are the expectation and SD of the
starting point in design if CPT results were known for a site) and estimations of Y using y 5 f (x), respectively, without taking model
the PDF of DR from the PDF of qc and from the PDF of the re- uncertainty into account. M and f are statistically independent.
lationship between qc and DR (i.e., the qc→DR model uncertainty) Eq. (16) confirms that Mbias is the bias factor in the relationship y 5
given by Eq. (13) was calculated. Although it is difficult to f(x), relating the nominal value E(f) of Y to its mean value E(Y).
Downloaded from ascelibrary.org by Univ of NE At Omaha on 05/14/13. Copyright ASCE. For personal use only; all rights reserved.
separate the uncertainty in the measurement of qc (related to Eq. (17) shows that sM is related to sY and sf; and thus can be
hardware variability) from the uncertainty in the variables that qc determined if information about sY and sf are available.
depends on, certain attempts have been made to do that. According If during the estimation of sY, the uncertainty because of the input
to FHWA (2001), the COV of qc is 0.07. Foye (2005) found that variable X can be eliminated so that sf 5 0 (i.e., if X is assumed to be
the COV of qc is 0.08 and that qc follows normal distribution. deterministic), then sM can be expressed as
In this research, it is assumed that qc follows normal distribution s
with a COV 5 0.08. The model uncertainty associated with Eq. (13) sM ¼ biasY ð18Þ
M Eðf Þ
was estimated following a procedure in the next section.
Because only the information about a sample space is generally
known, the sample SD SY and SM [as defined in Eq. (12)] are usually
Model Uncertainties used in calculations instead of sY and sM. Thus, Eq. (18) can be
rewritten in terms of the sample SD as
Model uncertainties arise because the mathematical models (equa-
tions) are not perfect representation of a process but approximations SY
SM ¼ ð19Þ
of the actual behavior based on a set of assumptions. Model M bias Eðf Þ
uncertainties (also known as transformation uncertainties) exist in
the estimation of the unit base and shaft resistances and in the esti- To determine the model uncertainties, yi should be obtained from
mation of DR from qc. well-controlled test data, from which the error yi 2 f (xi) can be
If a function y 5 f (x) represents a mathematical relationship accurately calculated.
between two variables X and Y, then the model uncertainty as- The model uncertainty in the qc→DR relationship [in which Y 5
sociated with the function f appears as a difference between DR, X 5 qc, and f 5 fDR is given by Eq. (13)] was investigated by Foye
realizations yi and f (xi). The error wi 5 yi 2 f (xi) often has (2005) using results of 25 well-controlled calibration chamber tests
a random and a deterministic part. The random error is caused by (Salgado 1993). Based on the study by Foye (2005), the mean of the
random fluctuations of xi and yi. The deterministic error generally normalized error of DR [W* 5 (DR,measured 2 DR,calculated)/DR,calculated]
arises because of imperfections in f and results in a bias in the was estimated to be about 20.03 [i.e., E(W*) 5 20.03], which
estimations of y. This bias depends on f, and can be eliminated by implies that DR is overpredicted by 3% using Eq. (13). Thus, there is
using an appropriate bias factor. a bias present in Eq. (13) because of which the values of DR to be
A normalized error wpi can be defined to facilitate the calculations used in the M-C calculations should be obtained by multiplying the
as (Foye 2005; Foye et al. 2006a) nominal DR values calculated from Eq. (13) by 0.97 [i.e., the bias
factor 5 MDR bias
5 1 1 E(W*) 5 0.97]. Foye (2005) calculated the SD
yi 2 f ðxi Þ SDR (5 SY) of DR to be equal to 10%, (i.e., 0.1 if relative density is
wpi ¼ ð14Þ expressed as a fraction) with qc (5 X) as a deterministic variable
f ðxi Þ
(i.e., sf 5 Sf 5 0 was used in the calculations). Using Eq. (19), which
relates SY and SM when Sf 5 0, SM is equal to SDR =½MDR bias
EðfDR Þ 5
Eq. (14) can be used to redefine the relationship between Y and X as SDR =½0:97EðfDR Þ. Foye et al. (2006a) also observed that the normal-
ized error follows normal distribution.
yi ¼ 1 þ wpi f ðxi Þ ¼ M bias mi f ðxi Þ ð15Þ The incorporation of the qc→DR model error in the M-C simu-
bias
lations was done by introducing a bias factor MDR and a new random
where M bias 5 deterministic bias in the model f, mi 5 realization of variable MDR representing the qc→DR model uncertainty and by
the random variable M representing the random part of the model rewriting Eq. (13) as
uncertainty, and wpi 5 realization of the random variable W* rep-
resenting the normalized error. The bias factor Mbias is defined as DR (%) ¼ MDR bias
MDR fDR qc ; fc ; s9h
Mbias 5 E(1 1 W*) 5 1 1 E(W*). If the model has no bias, W* will
qc s9
have an expected value of zero, which makes M bias 5 1; however, ln 2 0:4947 2 0:1041fc 2 0:841ln h
pA p
that is rarely the case with real engineering models. The realizations ¼ 0:97MDR A
mi and wpi are related by mi 5 (1 1 wpi )/Mbias; thus, the random 0:0264 2 0:0002fc 2 0:0047 ln
s9h
variables M and W* are statistically related through their expected pA
(mean) values and SDs as E(M) 5 E(1 1 W*)/Mbias 5 [1 1 E(W*)]/ ð20Þ
Mbias 5 1, and sM 5 sW*/Mbias.
Assuming M and f are statistically independent and uncorrelated, In the M-C simulations, MDR is treated as a random variable that
the expectation of Y can be obtained from Eq. (15) follows normal distribution with a mean E(MDR) 5 1.0 and an SD
equation of K for the centrifuge-test conditions was developed was 20.03 (i.e., E(W*) 5 20.03) while, for DR 5 90%, the mean
following exactly the same procedure that was done for the case of E(W*) was 0.16. Thus, the model overpredicts qb,10% by 3% for
Eq. (4) DR 5 50% and underpredicts qb,10% by 16% for DR 5 90%. Con-
sequently, the calculated nominal qb,10% values from Eqs. (5) and (6)
h i must be multiplied by 0.97 for DR 5 50% [i.e., bias factor 5 Mqb bias
5
DR s9v
100
1:9520:48 ln pA 1 1 E(W*) 5 0.97] and by 1.16 for DR 5 90% [i.e., bias factor 5
K ¼ 0:88K0 e ð21Þ Mqbbias
5 1 1 E(W*) 5 1.16] before they are used in the M-C
simulations. Because no reliable data were available for other val-
Eq. (21) was used to estimate b for the centrifuge tests, and the ues of DR, a linear interpolation of the bias factor for values of DR
normalized error [W* 5 (bmeasured 2 bcalculated)/bcalculated] between intermediate between 50 and 90% was assumed. Also, it was as-
the measured and estimated b values was calculated. For the tests sumed that the bias factor is equal to 0.97 for DR # 50% and is equal to
corresponding to DR 5 66%, the mean of the normalized error, E 1.16 for DR $ 90%. The SD of the normalized error SW* was found to
(W*), was obtained as 20.08, while, for the tests corresponding to be equal to 0.15 and 0.08 for DR 5 50 and 90%, respectively. A large
DR 5 90%, the mean was 0.01. Thus, the model overpredicted b by SD of 0.15 occurred for DR 5 50% because, in the calibration
8% for DR 5 66% and underpredicted b by 1% for DR 5 90%. chamber test, relative densities at these levels are not as reproducible
Because the bias was opposite for the two relative densities and or uniform as those for denser samples. Additionally, in the specific
because the data available from the centrifuge tests were limited, the case of these tests, samples with DR between 49.1 and 60.2% were
authors decided that no model bias for b would be considered in the grouped for the comparisons. For real field conditions, the SD was
analysis (i.e., bias factor is Mbbias 5 1). The SD of the normalized expected to be less. This was corroborated by the SD value 0.08 for
error SW* for DR 5 66% and DR 5 90% was found to be 0.215 and the tests corresponding to DR 5 90%, which were known to be more
0.216, respectively. Therefore, to incorporate the qsL model un- uniform and more reproducible (witnessed by test samples having
certainty in the analysis, a new variable Mb that follows normal relative densities that fall in the much narrower range of 90.6e92.8%).
distribution with expected value E(Mb) 5 1.0 and SD SMb 5 SW*/ Therefore, an SD of 0.1 was assumed in the calculations.
Mbbias 5 0.2 was introduced. The equation used to calculate qsL in the To incorporate the model uncertainty of qb,10% in the calcu-
bias
M-C simulations is lations, a bias factor Mqb was introduced in the equation of qb,10%
bias
with Mqb equal to 0.97 for DR # 50%, equal to 1.16 for DR $ 90%,
h i and equal to a linearly interpolated value between 0.97 and 1.16 for
DR s9v
0:7K0 100
1:320:2ln pA 50% , DR , 90%. A new random variable Mqb was also introduced
qsL ¼ Mb pffiffiffiffiffiffiffiffiffiffiffiffi e s9v tanfc ð22Þ
e0:2 K0 20:4 with E(Mqb) 5 1 and SMqb 5 0.1. Mqb was assumed to follow normal
distribution. The modified equation of qb,10% used in the M-C
The model uncertainty associated with unit base resistance [Eqs. simulation is given by
(5) and (6)] was estimated from 21 well-controlled deep plate load
tests performed within a calibration chamber (Lee and Salgado qb;10% ¼ Mqb
bias
Mqb 0:38pA e20:0066DR e0:1041fc1ð0:026420:0002fc ÞDR
1999). The same procedure previously used for calculating the
0:84120:0047DR
normalized error was followed. However, before the estimation of s9h
the model uncertainty, the authors investigated whether the tests ð23Þ
pA
performed in the calibration chamber had any chamber boundary
effect. Lee and Salgado (1999) simulated, using their finite-element
model, the pile base response for real field conditions and for cal-
Uncertainties in Applied Loads
ibration chamber test conditions. They assumed identical values of
sand relative densities and stress states at the pile base for the field According to Ellingwood and Tekie (1999), the DL can be de-
and the calibration chamber. They considered two extreme boundary scribed with normal distribution with a bias factor of 1.05 and
conditions for the lateral walls of the calibration chamber: constant a COV equal to 0.1. According to Nowak (1994) and FHWA
horizontal stress and zero horizontal displacement. The simulated (2001), the bias factor and COV for the DL are in the range
field values of qb,10% were greater than the corresponding simulated 1.03e1.05 and 0.08e0.10, respectively, depending on the type
calibration chamber values by about 9% for the constant horizontal of structural components. In this analysis, it was assumed that the
stress boundary condition of the calibration chamber, while an DL follows normal distribution with a bias factor of 1.05 and a
opposite result, with field values less than calibration chamber COV of 0.1.
values by about 4%, was observed for the zero horizontal dis- The LL is generally described using lognormal distribution (Foye
placement boundary condition of the calibration chamber. The et al. 2006a). According to FHWA (2001), the LL has a bias factor
ðmeanÞ ðmeanÞ
Location of Limit States and Calculation of Load and where QsL , Qb;ult , ðDLÞðmeanÞ , and ðLLÞðmeanÞ 5 mean values of
Resistance Factors the shaft and base resistances and DLs and LLs, respectively.
ðLSÞ ðLSÞ
The limit state values Qb;ult , QsL , ðDLÞðLSÞ , and ðLLÞðLSÞ were
obtained after Eq. (30) was satisfied for a target bHL by first cal-
culating Y* at the most probable failure point from Eq. (33) and then Verification of Target Probability of Failure Using
transforming Y* back to X* using the relationships: Xi* 5 si Y i*1 Monte-Carlo Simulations
ðLSÞ
mi for i 5 1, 2, and 3, and X4p 5 expð24 Y4p 1 l4 Þ [X1p 5 QsL ,
Downloaded from ascelibrary.org by Univ of NE At Omaha on 05/14/13. Copyright ASCE. For personal use only; all rights reserved.
accurate for the cases with (LL)/(DL) 5 1.0 and 2.0, the results
of the reliability analysis using bHL were accepted as final.
Fig. 5. Optimal resistance and load factors for different soil profiles Fig. 7. Variation of optimal resistance and load factors with live load to
dead load ratio
Fig. 6. Optimal resistance and load factors for different drilled shaft
dimensions
for Drilled Shaft D and for pf 5 1024. Fig. 9(b) shows the optimal Acknowledgments
and code-adjusted resistance factors for the same case [code-
adjusted resistance factors were obtained from the optimal re- This work was supported by the Joint Transportation Research Pro-
sistance factors by using Eq. (42)]. The figures, typical of all the gram administered by the Indiana Department of Transportation and
drilled shafts, show that the resistance factors obtained by using both Purdue University. The contents of this paper reflect the views of the
sets of live-load COV and bias factor are nearly identical. The set by authors, who are responsible for the facts and the accuracy of the
Ellingwood and Tekie (1999) produced slightly conservative code- data presented herein, and do not necessarily reflect the official
adjusted resistance factors on average; hence, this set was used in the views or policies of the Federal Highway Administration and the
calculations. Fig. 9(b) also shows that the adjusted resistance factors Indiana Department of Transportation, nor do the contents constitute
do not vary significantly with the (LL)/(DL) ratio. At the same time, a standard, specification, or regulation.
the adjusted factors, similar to the optimal factors, do not change
much across soil profiles or across drilled shafts.
References
Because the code-adjusted resistance factors do not vary signif-
icantly for the different drilled shafts, the results of the adjusted
AASHTO. (2007). AASHTO LRFD bridge design specifications, Wash-
resistance factors over all the drilled shafts for a particular soil profile
ington, DC.
were consolidated. The mean, SD, and maximum and minimum of Ang, A. H.-S., and Tang, W. H. (1984). Probability concepts in engineering
the resistance factors obtained for the different drilled shafts in- planning and design: Decision, risk and reliability, Vol. 2, Wiley, New York.
stalled in a particular soil profile were calculated. These statistics for Baecher, G. B., and Christian, J. T. (2003). Reliability and statistics in
the different profiles are reported in Table 1. The data for pf 5 1023 geotechnical engineering, Wiley, New York.
and 1024 is presented separately. Based on Table 1, the following Bolton, M. D. (1986). “The strength and dilatancy of sands.” Geotechnique,
values are recommended for use in design: ðRFÞcode s 5 0:70 and 36(1), 65e78.
23 Colombi, A. (2005). “Physical modeling of an isolated pile in coarse grained
ðRFÞcode
b 5 0:75 for p f 5 10 , and ðRFÞ code
s 5 0:65 and ðRFÞcode
b 5
24
0:70 for pf 5 10 . Fig. 10 summarizes the design methodology; it soils.” Ph.D. thesis, Univ. of Ferrara, Ferrara, India.
contains the design equations, the different soil variables with their Ellingwood, B., MacGregor, J. G., Galambos, T. V., and Cornell, C. A.
(1980). “Probability based load criteria: Load factors and load combi-
uncertainties, and the resistance and load factors.
nations.” J. Struct. Eng. Div., 108(5), 978e997.
Ellingwood, B. R., and Tekie, P. B. (1999). “Wind load statistics for
probability-based structural design.” J. Struct. Eng., 125(4), 453e463.
Conclusions Federal Highway Administration (FHWA). (2001). “Load and resistance
factor design (LRFD) for highway bridge substructures.” FHWA HI-98-
A systematic probabilistic analysis was performed to develop the 032, FHWA, Washington, DC.
resistance factors for drilled shafts in normally consolidated sand for Fenton, G. A., and Griffiths, D. V. (2008). Risk assessment in geotechnical
a soil variable-based design method. The analysis involved identifi- engineering, Wiley, New York.
cation of a robust design method, quantification of the uncertainties Fioravante, V. (2002). “On the shaft friction modelling of non-displacement
(probability distributions) associated with the design variables and the piles in sand.” Soils Found., 42(2), 23e33.
Fisher, J. W., Galambos, T. V., Kulak, G. L., and Ravindra, M. K. (1978).
design equations, generation of the probability distributions of shaft
“Load and resistance factor design criteria for connectors.” J. Struct.
and base capacities using M-C simulations, performance of a re- Eng. Div., 104(9), 1427e1441.
liability analysis based on target reliability index to obtain the limit Foye, K. C. (2005). “A rational probabilistic method for the development of
state and nominal resistances and loads, and performing M-C simu- geotechnical load and resistance factor design.” Ph.D. thesis, Purdue
lations using the results of the reliability analysis to ensure that the Univ., West Layfayette, IN.
target reliability index produced the desired target probability of Foye, K. C., Salgado, R., and Scott, B. (2006a). “Assessment of variable
failure. From the calculated limit state and nominal values of shaft and uncertainties for reliability-based design of foundations.” J. Geotech.
base capacities and DLs and LLs, the optimal resistance and load Geoenviron. Eng., 132(9), 1197e1207.
factors were obtained. The optimal resistance factors were then ad- Foye, K. C., Salgado, R., and Scott, B. (2006b). “Resistance factors for use in
justed to make them compatible with the dead and live-load factors shallow foundation LRFD.” J. Geotech. Geoenviron. Eng., 132(9),
1208e1218.
recommended by AASHTO (2007).
Ghionna, V. N., Jamiolkowski, M., Pedroni, D. and Salgado, R. (1994). “The tip
In the course of the study, performed for six different soil profiles resistance of drilled shafts in sands.” Vertical Horizontal Deform. Found.
with different soil properties and for five different dimensions of Embank.: Proc., Settlement 1994, Vol. 2, ASCE, Reston, VA, 1039e1057.
drilled shafts, the resistance and load factors did not vary to any Ghosn, M., and Moses, F. (1998). “Redundancy in highway bridge
significant extent between the different soil profiles and drilled superstructures.” NCHRP Rep. 406, Transportation Research Board,
shafts considered. The ratio of (LL)/(DL) was identified as the only Washington, DC.
tech. Geoenviron. Eng., 137(3), 241e251. Salgado, R. (1993). “Analysis of penetration resistance in sands.” Ph.D.
Kwak, K., Park, J. H., Kim, K. J., Choi, Y. K., and Huh, J. (2007). thesis, Univ. of CaliforniaeBerkeley, Berkeley, CA.
“Evaluation of resistance bias factors for load and resistance factor Salgado, R. (2008). The engineering of foundations, McGraw Hill, New
design of driven pipe piles.” Contemporary Issues in Deep Foundations, York.
GSP 158, ASCE, Reston, VA. Salgado, R., and Prezzi, M. (2007). “Computation of cavity expansion
Lacasse, S., and Nadim, F. (1996). “Uncertainties in characterising soil pressure and penetration resistance in sands.” Int. J. Geomech., 7(4),
properties.” Proc., Uncertain. Geol. Environ., 96, 49e73. 251e265.
Lee, J. H., and Salgado, R. (1999). “Determination of pile base resistance in Salgado, R., and Randolph, M. F. (2001). “Analysis of cavity expansion in
sands.” J. Geotech. Geoenviron. Eng., 125(8), 673e683. sand.” Int. J. Geomech., 1(2), 175e192.
Lee, I. K., White, W., and Ingles, O. G. (1983). Geotechnical engineering, Stas, C. V., and Kulhawy, F. H. (1984). “Critical evaluation of design
Pitman Publishing, Pitman, NJ. methods for foundations under axial uplift and compression loading.”
Loukidis, D., and Salgado, R. (2008). “Analysis of shaft resistance of non- EPRI Rep. EL-3771, Research Project 1493-1, Electric Power Research
displacement piles in sand.” Geotechnique, 58(4), 283e296. Institute, Palo Alto, CA.
Loukidis, D., Salgado, R., and Abou-Jaoude, G. (2008). “Assessment of Titi, H. H., Mahamid, M., Abu-Farsakh, M. Y., and Elias, M. (2004).
axially-loaded pile dynamic design methods and Review of INDOT “Evaluation of CPT methods for load and resistance factor design of
axially-loaded pile design procedure.” FHWA/IN/JTRP-2008/6, Purdue Univ. driven piles.” GeoTrans 2004, ASCE, Reston, VA.
Lumb, P. (1974). “Application of statistics in soil mechanics.” Soil mechanics— Verdugo, R., and Ishihara, K. (1996). “The steady state of sandy soils.” Soils
New horizons, I. K. Lee, ed., Elsevier. Found., 36(2), 81e91.
McVay, M., et al. (2003). “Use of LRFD, cost and risk to design a drilled White, D. J., Schaefer, V. R., Yang, H., and Thompson, M. J. (2005).
shaft load test program in Florida limestone.” TRB 2003 Annual Meeting “Innovative solutions for slope stability reinforcement and character-
(CD-ROM), Transportation Research Board, Washington, DC. ization: Vol. I.” Final Rep. CTRE Project 03-127, Center for Trans-
Misra, A., and Roberts, L. A. (2006). “Probabilistic analysis of drilled shaft portation Research and Education, Iowa State Univ., IA.
service limit state using the “tez” method.” Can. Geotech. J., 43(12), Yang, X., Han, J., Parsons, R. L., and Henthorne, R. W. (2008). “Resistance
1324e1332. factors for drilled shafts in weak rock based on O-cell test data.” J. TRB,
Misra, A., and Roberts, L. A. (2009). “Service limit state resistance factors 2045, 62e67.
for drilled shafts.” Geotechnique, 59(1), 53e61. Yoon, G. L., and O’Neil, M. W. (1996). “Design model bias factors for
Misra, A., Roberts, L. A., and Levorson, S. M. (2007). “Reliability of drilled driven piles from experiments at NGES-UH.” Proc., Uncertain. Geol.
shaft behavior using finite difference method and Monte Carlo simu- Environ., 58(2), 759e773.
lation.” Geotech. Geol. Eng., 25(1), 65e77. Yoon, S., Abu-Farsakh, M. Y., Tsai, C., and Zhang, Z. (2008). “Calibration
Negussey, D., Wijewickreme, W. K. D., and Vaid, Y. P. (1988). “Constant- of resistance factors for axially loaded concrete piles driven into soft
volume friction angle of granular materials.” Can. Geotech. J., 25(1), soils.” J. TRB, 2045, 39e50.
50e55. Zhang, L. M., Li, D. Q., and Tang, W. H. (2005). “Reliability of bored pile
Nowak, A. S. (1994). “Load model for bridge design code.” Can. Geotech. J., foundations considering bias in failure criteria.” Can. Geotech. J., 42(4),
21, 36e49. 1086e1093.