先验概率分布及似然函数模型的选择对边坡可靠度评价影响的定量评估

受工程勘察成本及试验场地限制,可获得的试验数据通常有限,基于有限的试验数据难以准确估计岩土参数统计特征和边坡可靠度。贝叶斯方法可以融合有限的场地信息降低对岩土参数不确定性的估计进而提高边坡可靠度水平。但是,目前的贝叶斯更新研究大多假定参数先验概率分布为正态、对数正态和均匀分布,似然函数为多维正态分布,这种做法的合理性有待进一步验证。总结了岩土工程贝叶斯分析常用的参数先验概率分布及似然函数模型,以一个不排水黏土边坡为例,采用自适应贝叶斯更新方法系统探讨了参数先验概率分布和似然函数对空间变异边坡参数后验概率分布推断及可靠度更新的影响。计算结果表明：参数先验概率分布对空间变异边坡参数后验概率分布推断及可靠度更新均有一定的影响,选用对数正态和极值I型分布作为先验概率分布推断的参数后验概率分布离散性较小。选用Beta分布和极值I型分布获得的边坡可靠度计算结果分别偏于保守和危险,选用对数正态分布获得的边坡可靠度计算结果居中。相比之下,似然函数的影响更加显著。与其他类型似然函数相比,由多维联合正态分布构建的似然函数可在降低对岩土参数不确定性估计的同时,获得与场地信息更为吻合的计算结果。另外,构建似然函数时不同位置处测量误差之间的自相关性对边坡后验失效概率也具有一定的影响。     

Characterizing uncertainty in geotechnical design of energy piles based on Bayesian theorem

It is known that a lot of uncertainties are involved in geotechnical design of energy piles. In this paper, a Bayesian updating framework is presented to characterize those uncertainties. The load-transfer model is developed to predict the thermomechanical response of energy piles. Considering the cross-case variability of the uncertainty in the axial strains of pile, the global model bias is firstly calibrated by establishing a comprehensive database consisting of 12 energy pile cases. Furthermore, the uncertainty in input parameters is considered in the Bayesian updating of model bias in a specific case. The variability of the uncertain parameters is effectively reduced after updating. The coefficient of variation of prediction is decreased from 0.34 to 0.13. The present framework can well quantify uncertain factors and improve the accuracy and reliability of the prediction model.

     

基于贝叶斯方法的船坞双排钢板桩围堰整体稳定性可靠度分析

双排钢板桩围堰的整体稳定性具有较大的不确定性,同样安全系数情况下对应的失稳概率可能不同。为了更准确地分析双排钢板桩围堰的整体稳定性,降低稳定性分析中的不确定性,采用贝叶斯方法对船坞双排钢板桩围堰的整体稳定性进行可靠度分析。首先通过统计数据获取土体参数的先验分布,然后基于实测数据采用贝叶斯方法更新参数以得到后验分布,最后根据参数的后验分布采用一次二阶矩计算围堰结构的可靠度。贝叶斯方法从理论的角度解决了已有工程经验和实际案例数据两方面信息有效综合的问题,能在更接近实际情况的前提下进行可靠度分析。     

Bayesian Equivalent Sample Toolkit (BEST): an Excel VBA program for probabilistic characterisation of geotechnical properties from limited observation data

In site investigation, the amount of observation data obtained for geotechnical property characterisation is often too sparse to obtain meaningful statistics and probability distributions of geotechnical properties. To address this problem, a Bayesian equivalent sample method was recently developed. This paper aims to generalize the Bayesian equivalent sample method to various geotechnical properties, when measured by different direct or indirect test procedures, and to implement the generalized method in Excel by developing an Excel VBA program called Bayesian Equivalent Sample Toolkit (BEST). The BEST program makes it possible for practitioners to apply the Bayesian equivalent sample method without being compromised by sophisticated algorithms in probability, statistics and simulation. The program is demonstrated and validated through examples of soil and rock property characterisations.     

Comparative study of the effects of three data-interpretation methodologies on the performance of geotechnical back analysis

Back analysis can provide engineers with important information for better decision-making. Over the years, research on back analysis has focused mainly on optimisation techniques, while comparative studies of data-interpretation methodologies have seldom been reported. This paper examines the use of three data-interpretation methodologies on the performance of geotechnical back analysis. In general, there are two types of approaches for interpreting model predictions using field measurements, deterministic versus population-based, both of which are considered in this study. The methodologies that are compared are (a) error-domain model falsification (EDMF), (b) Bayesian model updating and (c) residual minimisation. Back analyses of an excavation case history in Singapore using the three methodologies indicate that each has strengths and limitations. Residual minimisation, though easy to implement, shows limited capabilities of interpreting measurement data with large uncertainty errors. EDMF provides robustness against incomplete information of the correlation structure. This is achieved at the expense of precision, as EDMF yields wider confidence intervals of the identified parameter values and predicted quantities compared with Bayesian model updating. In this regard, a modified EDMF implementation is proposed, which can improve upon the limitations of the traditional EDMF method, thus enhancing the quality of the identification outcomes.     

Bayesian updating revisited

Bayesian updating methods provide an alternate philosophy to the characterization of the input variables of a stochastic mathematical model. Here, a priori values of statistical parameters are assumed on subjective grounds or by analysis of a data base from a geologically similar area. As measurements become available during site investigations, updated estimates of parameters characterizing spatial variability are generated. However, in solving the traditional updating equations, an updated covariance matrix may be generated that is not positive-definite, particularly when observed data errors are small. In addition, measurements may indicate that initial estimates of the statistical parameters are poor. The traditional procedure does not have a facility to revise the parameter estimates before the update is carried out. alternatively, Bayesian updating can be viewed as a linear inverse problem that minimizes a weighted combination of solution simplicity and data misfit. Depending on the weight given to the a priori information, a different solution is generated. A Bayesian updating procedure for log-conductivity interpolation that uses a singular value decomposition (SVD) is presented. An efficient and stable algorithm is outlined that computes the updated log-conductivity field and the a posteriori covariance of the estimated values (estimation errors). In addition, an information density matrix is constructed that indicates how well predicted data match observations. Analysis of this matrix indicates the relative importance of the observed data. The SVD updating procedure is used to interpolate the log-conductivity fields of a series of hypothetical aquifers to demonstrate pitfalls and possibilities of the method.     

Bayesian updating revisited

Bayesian updating methods provide an alternate philosophy to the characterization of the input variables of a stochastic mathematical model. Here, a priori values of statistical parameters are assumed on subjective grounds or by analysis of a data base from a geologically similar area. As measurements become available during site investigations, updated estimates of parameters characterizing spatial variability are generated. However, in solving the traditional updating equations, an updated covariance matrix may be generated that is not positive-definite, particularly when observed data errors are small. In addition, measurements may indicate that initial estimates of the statistical parameters are poor. The traditional procedure does not have a facility to revise the parameter estimates before the update is carried out. alternatively, Bayesian updating can be viewed as a linear inverse problem that minimizes a weighted combination of solution simplicity and data misfit. Depending on the weight given to the a priori information, a different solution is generated. A Bayesian updating procedure for log-conductivity interpolation that uses a singular value decomposition (SVD) is presented. An efficient and stable algorithm is outlined that computes the updated log-conductivity field and the a posteriori covariance of the estimated values (estimation errors). In addition, an information density matrix is constructed that indicates how well predicted data match observations. Analysis of this matrix indicates the relative importance of the observed data. The SVD updating procedure is used to interpolate the log-conductivity fields of a series of hypothetical aquifers to demonstrate pitfalls and possibilities of the method.     

Random field characterization of uniaxial compressive strength and elastic modulus for intact rocks

Rock properties exhibit spatial variabilities due to complex geological processes such as sedimentation,metamorphism, weathering, and tectogenesis. Although recognized as an important factor controlling the safety of geotechnical structures in rock engineering, the spatial variability of rock properties is rarely quantified. Hence, this study characterizes the autocorrelation structures and scales of fluctuation of two important parameters of intact rocks, i.e. uniaxial compressive strength(UCS) and elastic modulus(EM).UCS and EM data for sedimentary and igneous rocks are collected. The autocorrelation structures are selected using a Bayesian model class selection approach and the scales of fluctuation for these two parameters are estimated using a Bayesian updating method. The results show that the autocorrelation structures for UCS and EM could be best described by a single exponential autocorrelation function. The scales of fluctuation for UCS and EM respectively range from 0.3 m to 8.0 m and from 0.3 m to 8.4 m.These results serve as guidelines for selecting proper autocorrelation functions and autocorrelation distances for rock properties in reliability analyses and could also be used as prior information for quantifying the spatial variability of rock properties in a Bayesian framework.     

基于多源试验数据空间变异土体参数概率反演及边坡可靠度更新

岩土工程现场勘察试验通常只能获得有限的试验数据,据此难以真实地量化土体参数的空间变异性。提出了考虑土体参数空间变异性的概率反演和边坡可靠度更新方法,基于室内和现场两种不同来源的试验数据概率反演空间变异参数统计特征和更新边坡可靠度水平,并给出了计算流程。此外为合理地描述土体参数先验信息,发展了不排水抗剪强度非平稳随机场模型。最后通过不排水饱和黏土边坡算例验证了提出方法的有效性,并探讨了试验数据和钻孔位置对边坡后验失效概率的影响。结果表明：提出方法实现了空间变异土体参数概率反演与边坡可靠度更新的一体化,基于有限的多源试验数据概率反演得到的土体参数均值与试验数据非常吻合,明显降低了对参数不确定性的估计,更新的边坡可靠度水平显著增加。受土体参数空间自相关性的影响,试验数据对钻孔取样点附近区域土体参数统计特征更新的影响明显大于距离取样点较远区域。     

Applying Bayesian approach to predict deformations during tunnel construction

In this paper a fully probabilistic approach based on the Bayesian statistical method is presented to predict ground settlements in both transverse and longitudinal directions during gradual excavation of a tunnel. To that end, the convergence confinement method is adopted to give estimates of ground deformation numerically. Together with in situ measurements of the evolution of vertical deflections at selected points along the tunnel line, it allows for the construction of a likelihood function and consequently in the framework of Bayesian inference to provide posterior improved knowledge of model parameters entering the numerical analysis. In this regard, the Bayesian updating is first exploited in the material identification step and next used to yield predictions of ground settlement in sections along the tunnel line ahead of the tunnel face. This methodology thus makes it possible to improve original designs by utilizing an increasing number of data (measurements) collected in the course of tunnel construction.     

Geotechnical parameter estimation in tunnelling using relative convergence measurement

Accurate estimation of geotechnical parameters is an important and difficult task in tunnel design and construction. Optimum evaluation of the geotechnical parameters have been carried out by the back‐analysis method based on estimated absolute convergence data. In this study, a back‐analysis technique using measured relative convergence in tunnelling is proposed. The extended Bayesian method (EBM), which combines the prior information with the field measurement data, is adopted and combined with the 3‐dimensional finite element analysis to predict ground motion. By directly using the relative convergence as observation data in the EBM, we can exclude errors that arise in the estimation of absolute displacement from measured convergence, and can evaluate the geotechnical parameters with sufficient reliability. The proposed back‐analysis technique is applied and validated by using the measured data from two tunnel sites in Korea. Copyright © 2005 John Wiley & Sons, Ltd.     

Updating the models and uncertainty of mechanical parameters for rock tunnels using Bayesian inference

Rock mechanical parameters and their uncertainties are critical to rock stability analysis, engineering design, and safe construction in rock mechanics and engineering. The back analysis is widely adopted in rock engineering to determine the mechanical parameters of the surrounding rock mass, but this does not consider the uncertainty. This problem is addressed here by the proposed approach by developing a system of Bayesian inferences for updating mechanical parameters and their statistical properties using monitored field data, then integrating the monitored data, prior knowledge of geotechnical parameters,and a mechanical model of a rock tunnel using Markov chain Monte Carlo(MCMC) simulation. The proposed approach is illustrated by a circular tunnel with an analytical solution, which was then applied to an experimental tunnel in Goupitan Hydropower Station, China. The mechanical properties and strength parameters of the surrounding rock mass were modeled as random variables. The displacement was predicted with the aid of the parameters updated by Bayesian inferences and agreed closely with monitored displacements. It indicates that Bayesian inferences combined the monitored data into the tunnel model to update its parameters dynamically. Further study indicated that the performance of Bayesian inferences is improved greatly by regularly supplementing field monitoring data. Bayesian inference is a significant and new approach for determining the mechanical parameters of the surrounding rock mass in a tunnel model and contributes to safe construction in rock engineering.     

特定场地下土工构筑物的几何可靠性分析

针对特定场地下土工构筑物的正常使用极限状态,采用近年发展的几何可靠性方法计算了多种构筑物的可靠度指标。考虑同一场地下的钻孔灌注桩、抗浮锚杆和CFG桩单桩加载变形测试曲线的离散性,各曲线回归参数呈现差异并可作为随机变量,进而探讨了各曲线回归参数间的相关性及联合分布特性。基于这些回归参数的联合发散概率密度等值线,即随机变量刚好达到极限承载能力状态,该几何可靠性算法可在随机变量的原始空间求得土工构筑物的可靠度指标。通过比对该几何可靠度指标与常规的一次可靠性算法成果,验证了该几何可靠性计算技术的可行性。计算表明,几何可靠性评价模型实施简便,易于被工程技术人员接受。     

Learning soil parameters and updating geotechnical reliability estimates under spatial variability – theory and application to shallow foundations

ABSTRACT

Field data is commonly used to determine soil parameters for geotechnical analysis. Bayesian analysis allows combining field data with other information on soil parameters in a consistent manner. We show that the spatial variability of the soil properties and the associated measurements can be captured through two different modelling approaches. In the first approach, a single random variable (RV) represents the soil property within the area of interest, while the second approach models the spatial variability explicitly with a random field (RF). We apply the Bayesian concept exemplarily to the reliability assessment of a shallow foundation in a silty soil with spatially variable data. We show that the simpler RV approach is applicable in cases where the measurements do not influence the correlation structure of the soil property at the vicinity of the foundation. In other cases, it is expected to underestimate the reliability, and a RF model is required to obtain accurate results.     

Bayesian approach for calibrating transformation model from spatially varied CPT data to regular geotechnical parameter

Cone Penetration Test (CPT) is widely utilized to gain regular geotechnical parameters such as compression modulus, cohesion coefficient and internal friction angle by transformation model in the site investigation. However, it is challenging to obtain simultaneously the unknown coefficients and error of a transformation model, given the intrinsic uncertainty (i.e., spatial variability) of geomaterial and the epistemic uncertainty of geotechnical investigation. A Bayesian approach is therefore proposed calibrating the transformation model based on spatial random field theory. The approach consists of three key elements: (1) three-dimensional anisotropic spatial random field theory; (2) classifications of measurement and error, and the uncertainty propagation diagram of geotechnical investigation; and (3) the unknown coefficients and error calibration of the transformation model given Bayesian inverse modeling method. The massive penetration resistance data from CPT, which is denoted as a spatial random field variable to account for the spatial variability of soil, are classified as type A data. Meanwhile, a few laboratory test data such as the compression modulus are defined as type B data. Based on the above two types of data, the unknown coefficients and error of the transformation model are inversely calibrated with consideration of intrinsic uncertainty of geomaterial, epistemic uncertainties such as measurement errors, prior knowledge uncertainty of transformation model itself, and computing uncertainties of statistical parameters as well as Bayesian method. Baseline studying indicates the proposed approach is applicable to calibrate the transformation model between CPT data and regular geotechnical parameter within spatial random field theory. Next, the calibrated transformation model was compared with classical linear regression in cross-validation, and then it was implemented at three-dimensional site characterization of the background project.     

A FORM-based approach for probabilistic analysis in geotechnics: Application to a reinforced concrete drainage culvert

As numerical models are increasingly used as a design tool in geotechnical engineering, it is highly desirable if geotechnical reliability analysis can be conducted based on numeral models. Currently, the practical use of geotechnical reliability analysis-based numerical models is still quite limited. In this study, an easy to access method is derived to conduct geotechnical reliability analysis based on numerical models. To facilitate its application, a procedure is outlined to implement the suggested method such that geotechnical reliability analysis can be automated using existing geotechnical numerical packages. The procedure is illustrated in detail with an example, and the source codes provided can be easily adapted to analyze other similar problems. The method described in this paper is used to study the reliability of a deteriorating reinforced concrete drainage culvert in Shanghai, China. The suggested method provides a convenient means for reliability analysis of complex geotechnical problems.     

Characterising geotechnical model uncertainty by hybrid Markov Chain Monte Carlo simulation

Geotechnical models are usually associated with considerable amounts of model uncertainty. In this study, the model uncertainty of a geotechnical model is characterised through a systematic comparison between model predictions and past performance data. During such a comparison, model input parameters (such as soil properties) may also be uncertain, and the observed performance may be subjected to measurement errors. To consider these uncertainties, the model uncertainty parameters, uncertain model input parameters and actual performance variables are modelled as random variables, and their distributions are updated simultaneously using Bayes’ theorem. When the number of variables to update is large, solving the Bayesian updating problem is computationally challenging. A hybrid Markov Chain Monte Carlo simulation is employed in this paper to decompose the high-dimensional Bayesian updating problem into a series of updating problems in lower dimensions. To increase the efficiency of the Markov chain, the model uncertainty is first characterised with a first order second moment method approximately, and the knowledge learned from the approximate solution is then used to design key parameters in the Markov chain. Two examples are used to illustrate the proposed methodology for model uncertainty characterisation, with insights, discussions, and comparison with previous methods.     

Probabilistic outlier detection for sparse multivariate geotechnical site investigation data using Bayesian learning

Various uncertainties arising during acquisition process of geoscience data may result in anomalous data instances(i.e.,outliers)that do not conform with the expected pattern of regular data instances.With sparse multivariate data obtained from geotechnical site investigation,it is impossible to identify outliers with certainty due to the distortion of statistics of geotechnical parameters caused by outliers and their associated statistical uncertainty resulted from data sparsity.This paper develops a probabilistic outlier detection method for sparse multivariate data obtained from geotechnical site investigation.The proposed approach quantifies the outlying probability of each data instance based on Mahalanobis distance and determines outliers as those data instances with outlying probabilities greater than 0.5.It tackles the distortion issue of statistics estimated from the dataset with outliers by a re-sampling technique and accounts,rationally,for the statistical uncertainty by Bayesian machine learning.Moreover,the proposed approach also suggests an exclusive method to determine outlying components of each outlier.The proposed approach is illustrated and verified using simulated and real-life dataset.It showed that the proposed approach properly identifies outliers among sparse multivariate data and their corresponding outlying components in a probabilistic manner.It can significantly reduce the masking effect(i.e.,missing some actual outliers due to the distortion of statistics by the outliers and statistical uncertainty).It also found that outliers among sparse multivariate data instances affect significantly the construction of multivariate distribution of geotechnical parameters for uncertainty quantification.This emphasizes the necessity of data cleaning process(e.g.,outlier detection)for uncertainty quantification based on geoscience data.     

Statistical analysis of geo-electric imaging and geotechnical test results – a case study

For conjunctive use of geoelectric imaging and geotechnical site investigations in geotechnical characterization of major civil engineering construction sites, an objective assessment of influencing factors is important. Here, we present multiple regression analyses of both geoelectric (Electrical Resistivity Tomography, ERT; Induced Polarization Imaging, IPI) and geotechnical site investigations (Standard Penetration Test, SPT) for two profiles at a construction site for CGEWHO Complex in Greater Noida region, Delhi to assess the role of influencing formation factors like sand, fines and water content. Achieved results show that SPT ‘N’ and IPI are well predicted by a linear multiple regression. On an average, the nonlinear regression has improved predicted SPT ‘N’, resistivity and chargeability by 28.55%, 22.45% and 9.58%, respectively. The influence of sand and fines content is more than that of water content in the prediction of chargeability and SPT ‘N’. RMS error is less in prediction of IPI chargeability (average error of 1.96%) in comparison to SPT ‘N’ value (average error of 11.35%). As factors affecting chargeability (IPI) and SPT ‘N’ are similar, non-invasive IPI can be used along with few geotechnical site investigations for detailed geotechnical site investigations.     

岩土工程可靠度分析的改进四阶矩方法

岩土工程可靠度分析中,功能函数往往呈隐式且具有强非线性性质,而目前最为实用的矩方法,如JC法、二次二阶矩法,主要适用于显式功能函数情形。为此,将高效的统计矩估计方法和可靠度分析的高阶矩法相结合,提出了一种岩土工程可靠度分析的改进四阶矩方法。首先,通过引入变量的独立化变换和线性变换将功能函数转换为参考变量的函数,并结合多变量函数的单变量降维近似方法和参考变量计算节点与权系数的确定方法,建立了功能函数前四阶矩的高效点估计法。然后,将上述统计矩与立方正态变换假设相结合,提出了易于实现的岩土工程可靠度分析的改进四阶矩方法。最后,由数学算例验证了统计矩估计方法的效率和精度,并通过经典的岩土工程算例验证了建议的改进四阶矩方法具有高效率、高精度且操作简单等特点。