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Random field theory

 Thus far we have considered descriptive summaries of spatial variability in soil and rock
 We have seen that spatial variability can be described by a mean trend or trend surface, about
which individual measurements exhibit residual variation.
 This might also be thought of as separating the spatial variability into large-scale and small scale
increments, and then analyzing the two separately.
 We have seen that residual variations themselves usually exhibit some spatial structure, which
can be described by an autocorrelation function.
 In this section, we consider more mathematical approaches to modeling spatial variation,
specifically random field theory.
 Random field theory is important for two reasons: first, it provides powerful statistical results
which can be used to draw inferences from field observations and plan spatial sampling
strategies; secondly, it provides a vehicle for incorporating spatial variation in engineering and
reliability models.
 Random field theory is part of the larger subject of stochastic processes, of which we will only
touch a small part. For more detailed treatment, see Adler (1981), Christakos (1992; 2000),
Christakos and Hristopoulos (1998), Parzen (1964), or Vanmarcke (1983).

Monte carlo simulations

 A wide range of engineering and scientific disciplines use simulation methods based on
randomized input, often called Monte Carlo methods.
 They have been employed to study both stochastic and deterministic systems. Because
developments are often bound to the application disciplines, notation and nomenclature
sometimes reflect the preferences of a particular field.

 17.1 Basic Considerations

 Monte Carlo methods can be divided into two broad and sometimes overlapping areas. First,
there is the simulation of a process that is fundamentally stochastic.
 For example, we might want to study the patterns that develop when vehicles arrive at a set of
toll barriers, pay their tolls, and proceed through the barrier.
 The intervals between the arrivals, the drivers’ choices of lanes, and the times to service each
vehicle are all random variables, whose statistical parameters can be defined but whose actual
values are uncertain.
 Traffic engineers have used Monte Carlo simulation methods to study such problems for many
 Part I introduces concepts of uncertainty, probability, reliability, statistics, and risk. It discusses
both practical considerations and philosophical issues that have existed as long as probability
theory itself.
 Part II deals with uncertainty in a geologic or geotechnical context. It deals with issues of
uncertainty in engineering properties and the spatial variation of soils and rocks.
 Part III describes how reliability analyses are performed. It surveys important methods and
provides detail on various models.
 Part IV presents applications of reliability and probabilistic methods to practical problems. It also
addresses how probabilistic information is obtained and managed. These major parts of the
book could be viewed in an alternate way as well: they deal

At the end of this process, the research compared the pile foundation designs based on SI and those
based on CK. The reliability of the foundation design based on SI was analysed with a probabilistic
approach, using the Monte Carlo technique. (ii)

 Their research aimed to quantify the appropriate number of site investigation boreholes,
including the geometrical patterns and the type of soil tests, specified statistically within certain
levels of variability. By simulating various numbers of boreholes, the reliability of pad foundation
design was quantified using a Monte Carlo approach. (2)

 The research simulated a number of site investigation scenarios on the models, and quantified
their reliability in the design of pile foundations within the Monte Carlo framework, as proposed
by Jaksa et al. (2003).(3)

 Chapter 3 provides an overview of the methodology used in the research, including the model of
three-dimensional random fields as a virtual soil model using the LAS method, the simulation of
site investigation schemes, the computation of axial pile load capacity using the LCPC method,
and the implementation of Monte Carlo simulations as a reliability framework (4)

 This means that second moment statistics is inadequate in terms of achieving some degree of
confidence because the technique is not compatible with uncertainty propagation techniques.
Uzielli et al. (2007), therefore, suggest that uncertainty propagation techniques should be used,
and should be compatible with random variable methods, for instance, the Monte Carlo
technique. (29)

 This involves generating a field that is significantly larger than the required field. The desired
field is then sub-sampled from within the larger field with an origin (x =0, y = 0, z = 0). The
location of each sub-sample changes for each subsequent Monte Carlo realisation. (42)

 This framework of the quantification has been well developed and is applicable. Chapter 3
details the generation of 3-dimensional soil profiles and Monte Carlo simulations used in this

 The reliability of the foundation design based on SI was analysed using a stochastic approach
involving the Monte Carlo technique (Rubinstein 1981).(46)

 As mentioned previously, this research utilised a framework based on Monte Carlo analysis to
generate simulated soil profiles randomly while conforming to the same statistical haracteristics
represented by the original mean, COV and SOF. The simulated soil profile was used to analyse
pile load capacity as an aspect of foundation design based on site investigation data and
complete knowledge of the soil. The following section explains the definition of the design of
pile foundation using a Monte Carlo simulation, as well as the number of realisations that was
required to achieve reliable results.

 The output of the simulation in this research consisted of pile load capacities, determined on the
basis of either the results of a site investigation or complete knowledge of a simulated pile
foundation. These pile load capacities were calculated in each realisation of the Monte Carlo
analysis. Furthermore, the capacities were compared in order to determine whether the pile
was under- or over-designed.(54)