Practical Probabilistic Slope Stability Analysis

Análisis Probabilístico y Práctico de Estabilidad de Taludes

B. K. Low
School of Civil & Environmental Engineering, Nanyang Technological University, Singapore

Proceedings, Soil and Rock America 2003, 12th Panamerican Conference on Soil Mechanics and
Geotechnical Engineering and 39th U.S. Rock Mechanics Symposium, M.I.T., Cambridge,
Massachusetts, June 22-26, 2003, Verlag Glückauf GmbH Essen, Vol. 2, pp.2777-2784.

Abstract
A practical procedure is described for implementing Spencer’s method of slices with varying side force inclination.
The search for the noncircular critical slip surface is accomplished using spreadsheet-automated constrained
optimization. The deterministic formulation is then extended probabilistically to compute the Hasofer-Lind
reliability index via constrained optimization of the dispersion hyperellipsoid in the original space of the random
variables. Reliability analyses involving spatially correlated normal and lognormal random variables are
illustrated for an embankment on soft ground, with search for the reliability-based noncircular critical slip surface.
The probabilities of failure and the probability density functions inferred from reliability indices are compared with
Monte Carlo simulations. It is demonstrated that the hitherto complicated problems of locating noncircular critical
surface and reliability analysis involving implicit functions and correlated nonnormals can be solved with relative
ease and transparency using cell-object-oriented constrained optimization in the ubiquitous spreadsheet platform.

Resumen
Se describe un procedimiento práctico para el uso del método de secciones de Spencer con inclinación variable de
fuerza lateral. La búsqueda de la superficie crítica no circular de deslizamiento se logra utilizando optimización
restringida automatizada por hojas de cálculo. La formulación determinista es entonces extendida
probabilísticamente para computar el índice de confiabilidad de Hasofer-Lind vía la optimización restringida del
hiperelipsoide de dispersión en el espacio original de las variables randómicas. Los análisis de confiabilidad que
implican variables normales y lognormales randómicas espacialmente correlacionadas se ilustran para un
terraplén sobre suelo blando, con la búsqueda, basada en confiabilidad, de la superficie de deslizamiento crítica
no circular. Las probabilidades de falla y las funciones de densidad de la probabilidad deducidas de índices de
confiabilidad se comparan con simulaciones de Monte Carlo. Se demuestra que los problemas hasta ahora
complicados para localizar la superficie critica no circular y los análisis de confiabilidad que envuelven funciones
implícitas y no normales correlacionadas se pueden solucionar con relativa facilidad y transparencia usando la
optimización restringida orientada a celdas y objetos en la plataforma ubicua de una hoja de cálculo.

published analyses of geotechnical problems have

1 INTRODUCTION
In a review on first-order second-moment
reliability methods, USACE (1999) rightly noted
that a potential problem with both the Taylor’s
series method and the point estimate method is
their lack of invariance for nonlinear performance
functions. The document suggested the more
general Hasofer-Lind (1974) reliability index as a
better alternative, but conceded that “many
2777
not used the Hasofer-Lind method, probably due
to its complexity, especially for implicit functions
such as those in slope stability analysis”, and that
“the most common method used in Corps practice
is the Taylor’s series method, based on a Taylor’s
series expansion of the performance function
about the expected values.”
A survey of recent papers on probabilistic slope
analysis reinforces the above USACE observation
that although the Hasofer-Lind index is perceived
to be more consistent than the Taylor’s series
mean value method, the latter is more often used.
This paper aims to overcome the computational
and conceptual barriers of the Hasofer-Lind index.
Specifically, a practical procedure is described for
implementing Spencer’s method both determinis-
tically and probabilistically in the ubiquitous
spreadsheet platform. This study extends Low
(2001) by (i) testing the robustness of search for
noncircular critical slip surface, (ii) modelling
lognormal random variables, (iii) deriving proba-
bility density functions from reliability indices,
and (iv) comparing results inferred from reliability
indices with Monte Carlo simulations. The
Spencer method as implemented here is also a
practical alternative to the more complicated
nested quadrature approach of Low et al. (1998).
The deterministic modelling is described first,
as it underlies the limit state function (i.e.
performance function) of the reliability analysis.
2 DETERMINISTIC SPENCER’S METHOD
The sketch in Figure 1 shows the forces acting on
a slice that forms part of the potential sliding soil
mass. Adopting the same assumptions as Spencer
(1973), one can derive the following from Mohr-
Coulomb criterion and equilibrium considerations:
′ ′
Ti = ci li + (Pi − ui li ) tan φi  F
 
Ei = Ei −1 + Pi sin α i − Ti cos α i
Wi − (λi − λi −1 )E i −1
 1
 −  ci ′li − u i li tan φ i ′ (sin α i − λi cos α i )
 
Pi =  F
λi sin α i + cos α i
 1
 + tan φ i ′ (sin α i − λi cos α i )
 F
∑ [T cosα
i i − Pi sin α i ] − Pw = 0
(Ti sin α i + Pi cos α i − Wi ) ∗ L xi 
∑ + (Ti cosα i − Pi sin α i ) ∗ L yi  − M w = 0 (5)
 
L xi = 0.5( xi + xi −1 ) − xc
L yi = y c − 0.5( y i + y i −1 )
where Pw is the water thrust in a water-filled
tension crack, and Mw the overturning moment
due to Pw. Equations 4 and 5 specify overall force
and moment equilibrium. Equations 6 and 7,
required for noncircular slip surface, give the
lever arms with respect to an arbitrary center.
Figure 1 shows the spreadsheet set-up for
stability analysis of a 5 m high embankment on
soft ground. The undrained shear strength profile
of the soft ground is defined in rows 44 and 45.
Formulas need be entered only in the first or
second cell (row 16 or 17) of each column,
followed by autofilling down to row 40. The
columns labelled ytop, γave and c invoke the
functions shown in Fig. 2, created via Tools/
Macro/VisualBasicEditor/Insert/Module on the
Excel worksheet menu. The dummy equation in
cell P2 is equal to F*1. This cell, unlike cell O2,
can be minimized because it contains a formula.
Initially xc = 6, yc = 8, R = 12 in cells I11:K11,
and λ′ = 0, F = 1 in cells N2:O2. Microsoft
Excel’s built-in Solver was then invoked to set
target and constraints as shown in Fig. 3. The
Solver option “Use Automatic Scaling” was also
activated. The critical slip circle and factor of
safety F = 1.287 shown in Fig. 1 were obtained
automatically within seconds by Solver via cell-
object-oriented constrained optimization.
Noncircular critical slip surface can also be
searched using Solver as in Fig. 3, except that “By
Changing Cells” are N2:O2, B16, B18, B40, C17,
and C19:C39, and with the following additional
(1) cell constraints: B16 ≥ B11/tan(radians(A11)),
B16 ≥ B18, B40 ≤ 0, C19:C39 ≤ D19:D39, O2 ≥
0.1, and P17:P40 ≥ 0.
(2)
Figure 4 tests the robustness of the search for
noncircular critical surface. Starting from four
 arbitrary initial circles, the final noncircular

critical surfaces (solid curves, each with 25
degrees of freedom) are close enough to each

other, though not identical. Perhaps more
 pertinent, their factors of safety vary narrowly

within 1.253 to 1.257. This compares with the
 minimum factor of safety 1.287 of the critical
circular surface of Fig. 1.
(3)
(4) 3 HASOFER-LIND INDEX & NONNORMALS
The matrix form of the Hasofer-Lind (1974)
reliability index is:
(6)
β = min
v∈Ψ
(v − m )T C −1 (v − m ) (8a)
(7) or, equivalently,
T
 v − mi  −1  vi − mi 
β = min  i  [R ]   (8b)
v∈Ψ
 σi   σi 
2778
 A B C D E F G H I J K L M N O P Q R
1 -10 -5 0 5 10 15 20 SPENCER method λ′ F DumEq
2 10
Embankment 0.105 1.287 1.287
3 x0 λi-1Ei-1
5 ytop
4 Wi ΣM ΣForces Varying λ
xn
Ω λiEi Ei-1
5 0 0.00 0.00 TRUE
6 Soft clay
-5 ybot Ei Array formulas
7 l Ti
8 -10
αi Varying side-force angle λ
9 slope angle Pi λ
10 Ω H hc γw Pw Mw ru xc yc R xmin xmax
11 27 5 1.73 10 15 61.518 0.2 4.91 7.95 13.40 -5.89 17.467
xn x0
12
Units: m, kN/m , kN/m , kN,
3 2 Center of Rotation  (xi − x0 ) 
13 λ = λ ′ sin  π
 (xn − x0 ) 
or other consistent set of units.
14 framed cells contain equations
15 # x ybot ytop γave c φ W αrad u l P T E λ σ' Lx Ly
16 0 17.47 3.27 5.00 15 0.000
17 1 16.58 1.37 5.00 20.00 10.00 30 47.4 1.136 10.73 2.10 49.72 28.50 48.1 0.012 12.98 12.12 5.63
18 2 15.70 0.00 5.00 20.00 10.00 30 76.3 0.997 17.27 1.63 80.96 36.36 96.3 0.025 32.49 11.24 7.26
19 3 14.72 -1.18 5.00 19.58 35.26 0 107.4 0.879 21.89 1.54 112.01 42.14 155.7 0.038 50.94 10.30 8.54
20 4 13.74 -2.14 5.00 19.00 27.15 0 124.2 0.770 25.31 1.37 137.12 28.84 230.5 0.050 74.97 9.32 9.61
21 5 12.76 -2.92 5.00 18.66 22.52 0 137.8 0.673 28.09 1.25 149.26 21.95 306.3 0.062 90.90 8.34 10.47
22 6 11.78 -3.56 5.00 18.43 20.00 0 149.0 0.582 30.37 1.17 156.36 18.25 377.0 0.072 102.75 7.36 11.19
23 7 10.79 -4.10 5.00 18.27 20.00 0 158.3 0.496 32.25 1.12 160.90 17.34 438.4 0.082 111.92 6.38 11.78
24 8 9.81 -4.53 5.00 18.15 20.00 0 165.8 0.415 33.80 1.07 165.06 16.66 489.6 0.090 120.14 5.40 12.26
25 9 8.83 -4.87 4.50 18.01 20.00 0 167.0 0.336 34.04 1.04 164.03 16.15 528.5 0.096 123.77 4.42 12.64
26 10 7.85 -5.13 4.00 17.84 20.00 0 161.9 0.259 33.00 1.02 158.16 15.78 553.8 0.101 122.79 3.43 12.95
27 11 6.87 -5.31 3.50 17.67 20.66 0 155.6 0.184 31.71 1.00 152.37 16.03 565.9 0.103 120.93 2.45 13.17
28 12 5.89 -5.42 3.00 17.51 21.10 0 148.1 0.110 30.18 0.99 146.54 16.19 565.9 0.105 118.26 1.47 13.31
29 13 4.91 -5.46 2.50 17.34 21.32 0 139.4 0.037 28.41 0.98 140.44 16.27 554.8 0.104 114.61 0.49 13.39
30 14 3.93 -5.42 2.00 17.17 21.32 0 129.6 -0.037 26.41 0.98 133.80 16.27 533.7 0.101 109.85 -0.49 13.39
31 15 2.94 -5.31 1.50 16.98 21.10 0 118.6 -0.110 24.18 0.99 126.36 16.19 503.7 0.097 103.81 -1.47 13.31
32 16 1.96 -5.13 1.00 16.77 20.66 0 106.5 -0.184 21.71 1.00 117.86 16.03 466.3 0.091 96.36 -2.45 13.17
33 17 0.98 -4.87 0.50 16.52 20.00 0 93.2 -0.259 19.00 1.02 107.99 15.78 423.4 0.083 87.37 -3.43 12.95
34 18 0.00 -4.53 0.00 16.20 20.00 0 78.7 -0.336 16.04 1.04 96.74 16.15 376.3 0.074 77.03 -4.42 12.64
35 19 -0.98 -4.10 0.00 16.00 20.00 0 67.7 -0.415 13.80 1.07 89.12 16.66 325.1 0.064 69.32 -5.40 12.26
36 20 -1.96 -3.56 0.00 16.00 20.00 0 60.1 -0.496 12.25 1.12 85.34 17.34 269.2 0.053 64.22 -6.38 11.78
37 21 -2.94 -2.92 0.00 16.00 20.00 0 50.9 -0.582 10.37 1.17 79.74 18.25 210.1 0.040 57.52 -7.36 11.19
38 22 -3.93 -2.14 0.00 16.00 22.52 0 39.7 -0.673 8.09 1.25 73.92 21.95 146.9 0.027 50.84 -8.34 10.47
39 23 -4.91 -1.18 0.00 16.00 27.15 0 26.1 -0.770 5.31 1.37 68.39 28.84 78.6 0.014 44.70 -9.32 9.61
40 24 -5.89 0.00 0.00 16.00 35.26 0 9.3 -0.879 1.89 1.54 67.12 42.14 0.0 0.000 41.75 -10.30 8.54
41
42 cu (kPa)
43 Undrained shear strength profile of soft clay 0 25 50 Embankment
44 depth 0 1.5 3 5 7 10 (m) 0 cm φm γm
45 cu 40 28 20 20 26 37 (kPa) 2 10 30 20
o 3
46 4 (kPa) ( ) (kN/m )
Depth

47
6
48 γclay
(kN/m ) 3 8
49 16
50 10

Figure 1. Deterministic analysis of a 5 m high embankment on soft ground with depth-dependent undrained
shear strength. The limit equilibrium method of slices is based on Spencer (1973), with half-sine variation of
side force inclination.
where v is a vector representing the set of random 2779
 Function Slice_c(ybmid, dmax, dv, cuv, cm) Solver Parameters
'comment: dv = depth vector,
‘cuv = cu vector, Fig. 1.
If ybmid > 0 Then
Slice_c = cm
Exit Function
End If
ybmid = Abs(ybmid)
If ybmid > dmax Then 'undefined domain,
Slice_c = 300 'hence assume hard stratum.
Exit Function
End If
For j = 2 To dv.Count 'array size=dv.Count
If dv(j) >= ybmid Then
interp = (ybmid - dv(j - 1)) / (dv(j) - dv(j - 1))
Slice_c = cuv(j - 1) + (cuv(j) - cuv(j - 1)) * interp
Exit For
End If
Next j
End Function

Function ytop(x, omega, H)

grad = Tan(omega * 3.14159 / 180) Figure 3. Excel Solver settings to obtain the
If x < 0 Then ytop = 0 solution of Fig. 1.
If x >= 0 And x < H / grad Then ytop = x * grad
If x >= H / grad Then ytop = H
End Function Circular, initial
8
Noncircular critical
Function AveGamma(ytmid, ybmid, gm, gclay) 4
If ybmid < 0 Then
Sum = (ytmid * gm + Abs(ybmid) * gclay) 0
AveGamma = Sum / (ytmid - ybmid) -20 -10 0 10 20
Else: AveGamma = gm -4
End If -8
End Function
-12
Figure 2 User-defined VBA functions, called by
columns ytop, γave, and c of Fig. 1. Figure 4 Testing the robustness of search for the
deterministic critical noncircular slip surface.
where v is a vector representing the set of random
variables, m their mean values, C the covariance
matrix, R the correlation matrix, and Ψ the failure Limit state surface,
domain. The symbol vi is used to denote random where F=1.0
variables, to distinguish it from the symbol xi (for
x-coordinate values) used in Figure 1. σφ βσφ one-sigma
The index is, in classical explanation, the SAFE
dispersion
Cohesion, c

minimum distance from the mean value point to ellipse

the limit state surface, in units of directional
standard deviations. An alternative interpretation mc
was presented in Low and Tang (1997), where the
UNSAFE
σc
perspective of an expanding ellipsoid (Fig. 5) led
to a simple method of computing the Hasofer-
Design Mean-value
Lind index in the original space of the variables.
point point
One may note that the quadratic form in Eq. 8a mφ
appears also as a negative exponent of the
multivariate normal probability density function Friction angle, φ (degrees)
(PDF). Hence, to minimize β (or β2 in the
multivariate normal PDF) is to maximize the Figure 5. Illustration of β in the plane.

2780
 mean StDev vn Correlation matrix, "crmat"
DistName vi mi s m
N
s
N N
(v-m )/s
N cm φm γm cu1 cu2 cu3 cu4 cu5 cu6
lognormal cm 10.47211 10 1.50 9.873 1.562 0.384 1 -0.3 0.5 0 0 0 0 0 0
lognormal φm 30.9485 30 3.00 29.831 3.087 0.362 -0.3 1 0.5 0 0 0 0 0 0
lognormal γm 20.75761 20 1.00 19.960 1.037 0.769 0.5 0.5 1 0 0 0 0 0 0
lognormal cu1 34.07298 40 6.00 39.158 5.083 -1.001 0 0 0 1 0.6065 0.3679 0.1889 0.097 0.0357 0
lognormal cu2 22.73551 28 4.20 27.218 3.391 -1.322 0 0 0 0.6065 1 0.6065 0.3114 0.1599 0.0588 1.5
lognormal cu3 15.90681 20 3.00 19.372 2.373 -1.461 0 0 0 0.3679 0.6065 1 0.5134 0.2636 0.097 3
lognormal cu4 15.852 20 3.00 19.360 2.365 -1.484 0 0 0 0.1889 0.3114 0.5134 1 0.5134 0.1889 5
lognormal cu5 22.46311 26 3.90 25.498 3.351 -0.906 0 0 0 0.097 0.1599 0.2636 0.5134 1 0.3679 7
lognormal cu6 34.81741 37 5.55 36.547 5.194 -0.333 0 0 0 0.0357 0.0588 0.097 0.1889 0.3679 1 10
0 1.5 3 5 7 10 dv
EqvN(…, 1) EqvN(…, 2)
β PrFail Equation 9 autofilled
Array formula: Ctrl+Shift, then Enter 1.962 0.0249 =normsdist(-β)
=SQRT(MMULT(TRANSPOSE(vn),MMULT(MINVERSE(crmat),vn))) Probability of failure

Function EqvN(DistributionName, v, mean, StDev, code)

Select Case UCase(Trim(DistributionName)) 'trim leading/trailing spaces & convert to uppercase
Case "NORMAL": If code = 1 Then EqvN = mean
If code = 2 Then EqvN = StDev
Case "LOGNORMAL": If v < 0.000001 Then v = 0.000001
lamda = Log(mean) - 0.5 * Log(1 + (StDev / mean) ^ 2)
If code = 1 Then EqvN = v * (1 - Log(v) + lamda)
If code = 2 Then EqvN = v * Sqr(Log(1 + (StDev / mean) ^ 2))
End Select
End Function

Figure 6. Correlation matrix, and array formula of β index, for reliability analysis of the embankment
shown in Figure 1. The two templates are easily coupled by replacing the values cm, φm, γm and the cu
values of Figure 1 with formulas that point to the values of the vi column of this figure. The simple
VBA function code “EqvN” performs equivalent normal transformation for lognormal variates.

value of the multivariate normal PDF, and to find matrix (which is equivalent to rotating the frame
the smallest ellipsoid tangent to the limit state of reference). Also, the iterative computations of
surface is to find the most probable failure point. the equivalent normal mean (mN) and equivalent
Reliability analyses were performed for the normal standard deviation (σN) for each trial
embankment of Fig. 1, as shown in Fig. 6. The design point are automatic during the constrained
coupling between Fig. 1 and Fig. 6 is brought optimization search.
about simply by entering formulas in cells Starting with a deterministic critical noncircular
C45:H45 and P45:R45 of Fig. 1 to read values slip surface of Figure 4, the λ′ and F values of Fig.
from column vi of Fig. 6. 1 were reset to 0 and 1, respectively. The vi values
Spatial correlation in the soft ground is modeled in Figure 6 were initially assigned their respective
by assuming an autocorrelation distance (δ) of 3 mean values. The Solver routine in Microsoft
m in the following established negative Excel was then invoked, to:
exponential model: - Minimize the quadratic form (a 9-dimensional
Depth (i )− Depth ( j )
ellipsoid in original space), i.e., cell “β”.
−
ρ ij = e δ
(9) - By changing the nine random variables vi, the
λ′ in Figure 1, and the 25 coordinate values
Only normals and lognormals are considered. x0, x2, x24, yb1, yb3:yb23 of the slip surface. (F
The user-created VBA code in Fig. 6 implements remains at 1, i.e. at failure, or at limit state.)
the Rackwitz-Fiessler (1978) equivalent normal - Subject to the constraints –1 ≤ λ′ ≤ 1, x0 ≥
transformation when lognormals are involved. H/tan(radians(Ω)), x0 ≥ x2, x24 ≤ 0, yb3:yb23 ≤
Unlike a widely documented classical approach, yt3:yt23, ∑Forces = 0, ∑M = 0, and σ1′:σ24′ ≥
there is no need to diagonalize the correlation 0. The Solver option “Use automatic scaling”
was also activated.
2781
 The β index is 1.962 for the case with
lognormal variates (Fig. 6). The corresponding
probability of failure based on the hyperplane
assumption is 2.49%. The reliability-based noncir-
cular slip surface is shown in Fig. 7. The nine vi
values in Fig. 6 define the most probable failure
point, where the equivalent dispersion ellipsoid is
tangent to the limit state surface (F = 1) of the
reliability-based critical slip surface. At this
tangent point the values of cu are, as expected,
smaller than their mean values, but the cm and φm
values are slightly higher than their respective
mean values. This peculiarity is attributable to cm
and φm being positively correlated to the unit
weight of the embankment γm, and also reflects
the dependency of tension crack depth hc (an
adverse effect) on cm, since the equation hc =
2cm/γ√Ka is part of the model in Figure 1.
By replacing “lognormal” with “normal” in the
first column of Fig. 6, re-initializing column vi to
mean values, and invoking Solver, one obtains a β
index of 1.857, with corresponding probability of
failure equal to 3.16%, compared with 2.49% for
the case with lognormal variates. The reliability-
based noncircular critical slip surface of the case
with normal variates is practically indistinguish-
able from the case with lognormal variates. Both
are however somewhat different (Fig. 7) from the
deterministic critical noncircular surface from
which they evolved via 25 degrees of freedom
during Solver’s constrained optimization search.
This difference in slip surface geometry matters
little, however, for the following reason.
If the deterministic critical noncircular slip
surface is used for reliability analysis, the β index
obtained is 1.971 for the case with lognormals,
and 1.872 for the case with normals. These β
values are only slightly higher (<1%) than the β
values of 1.962 and 1.857 obtained earlier with a
“floating” surface. Hence, for the case in hand,
performing reliability analysis based on the fixed
deterministic critical noncircular slip surface will
yield practically the same reliability index as the
reliability-based critical slip surface.
Table 1 summarizes the reliability indices for
the case in hand.
Table 1. Reliability Indices for the Example Case
Lognormal Normal
variates variates
Reliability index 1.962 1.857
(1.971)* (1.872)*
Prob. of failure 2.49% 3.16%
(2.44%)* (3.06%)*
*at deterministic critical noncircular surface
2782
6
4
2
0
-10 -5 -2 0 5 10 15 20
-4
-6
deterministic critical
-8
Figure 7. Comparison of reliability-based critical
noncircular slip surfaces (the two upper curves, for
normal variates and lognormal variates) with the
deterministic critical noncircular slip surface (the
lower dotted curve).
4 DERIVING PROBABILITY DENSITY
FUNCTIONS FROM RELIABILITY INDI-
CES, AND COMPARISON WITH MONTE
CARLO SIMULATIONS
The reliability index β in Fig. 6 has been
obtained with respect to the limit state surface
defined by F = 1.0. The mean value point,
represented by column mi, is located on the 1.253
factor-of-safety contour, as calculated in the
deterministic noncircular slip surface search of
Section 2. A dispersion hyperellipsoid expanding
from the mean-value point will touch the limit
state surface F = 1.0 at the design point
represented by the values in the column labeled vi.
The probability of failure 2.49% approximates the
integration of probability density in the failure
domain F ≤ 1.0. If one defines another limit state
surface F = 0.8, a higher value of β is obtained,
with a correspondingly smaller probability that F
≤ 0.8, reflecting the fact that the limit state surface
defined by F = 0.8 is further away from the mean
value point (which is on the factor-of-safety
contour 1.253). In this way forty-two values of
reliability indices (from positive to negative)
corresponding to different specified limit states
(from F = 0.8 to F = 1.8) were obtained promptly
using a short VBA code that automatically
invokes Solver for each specified limit state F.
The series of β indices yields the cumulative
distribution function (CDF) of the factor of safety,
based on Pr[ F ≤ FLimitState] ≈ Φ(-β), where Φ(.) is
the standard normal cumulative distribution
function. The probability density function (PDF)
plots in Fig. 8 (solid curves) were then obtained
readily by applying cubic spline interpolation
(e.g., Kreyszig, 1988) to the CDF, during which
process the derivatives (namely the PDF) emerged
from the tridiagonal spline matrix. The whole
process is achieved easily using standard
 3 3
2.5 from β indices Norm al from β indices Lognorm al
2.5
from Monte Carlo variates variates
2 from s im ulation,
s im ulation, 2
20000 trials
PDF

1.5 20000 trials 1.5

1 1
0.5 0.5
0 0
0.6 0.8 1 1.2 1.4 1.6 1.8 0.6 0.8 1 1.2 1.4 1.6 1.8
Factor of s afe ty Factor of s afe ty

3 3
Both curves from
2.5 Both curves bas ed Norm al variates 2.5
Monte Carlo
2 on β indices 2 s im ulations , Norm als
each 20000 trials
PDF

1.5 1.5

1 1 Lognorm als
Lognorm als
0.5 0.5

0 0
0.6 0.8 1 1.2 1.4 1.6 1.8 0.6 0.8 1 1.2 1.4 1.6 1.8
Factor of s afe ty Factor of s afe ty

Figure 8. Comparing the probability density functions (PDF) obtained from reliability indices
with those obtained from Monte Carlo simulations. ‘Normals’ means the nine input variables are
correlated normal variates, and ‘Lognormals’ means they are correlated lognormal variates.

spreadsheet matrix functions. Another alternative
was given in Lacasse & Nadim (1996), which
examined pile axial capacity, and approximated
the CDF by appropriate probability functions.
For comparison, direct Monte Carlo simulations
with 20,000 realizations were performed using the
commercial software @RISK with Latin
Hypercube sampling. The random variables were
first assumed to be normally distributed, then
lognormally distributed. The mean values,
standard deviations and correlation structure were
as in Fig. 6.
The solid PDF curves derived from the β
indices agree remarkably well with the Monte
Carlo PDF curves (the dashed curves in Fig. 8)
On a Pentium-4 CPU 1.9 GHz desktop PC, the
time taken by Solver to determine either the factor
of safety F or the reliability index β of the
embankment in hand is as follows:
Table 2. Solver’s computing time on Pentium-4
F, for specified slip surface ≈ 0.3 second
F, search for noncircular surface 15 seconds
β, for specified slip surface 2 seconds
β, search for noncircular surface 20 seconds
The computation time for 20,000 realizations in
Monte Carlo simulations would be prohibitive
(20,000×15 sec., or 83 hours) if a search for the
critical noncircular slip surface is carried out for
each random set (cm, φm, γm, and the cu values)
generated. Hence the PDF plots of Monte Carlo
simulations shown in Fig. 8 have been obtained by
staying put at the reliability-based critical
noncircular slip surface found in the previous
section. In contrast, computing 42 values of β
indices (with fresh noncircular surface search for
each limit sate) will take only about 14 minutes.
Nevertheless, for consistency of comparison with
the Monte Carlo PDF plots, the 42 β values
underlying each solid PDF curve of Fig. 8 have
also been computed based on the same reliability-
based critical noncircular slip surface shown in
Fig. 7. Thus it took about 1.4 minutes (42 × 2
seconds) to produce each reliability-indices-based
PDF curve, but about 70 times as long (≈ 20,000 ×
0.3 seconds) to generate each simulation-based
PDF curve.
The probabilities of failure (F ≤ 1) from Monte
Carlo suimulations with 20,000 realizations are
2.41%± for lognormal variates, and 3.28%± for

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normal variates. These compare well with the
2.49% and 3.16% shown in Table 1. Note that
only one β index value is needed to compute each
probability of failure in Table 1. Only for PDF
does one need about 30 or 40 beta values of
different limit states, in order to define the CDF,
from which the PDF are then obtained. Note also
that the accuracy of a Monte Carlo simulation
depends on the number of realizations.
5 SUMMARY AND CONCLUSIONS
A practical object-oriented constrained optimi-
zation approach in the ubiquitous spreadsheet
platform has been presented to implement the
generalized Spencer method. Slope reliability
analyses involving spatially correlated normal and
lognormal variates were demonstrated, with
search for the critical noncircular slip surface. The
Hasofer-Lind reliability index was re-interpreted
using the perspective of an expanding equivalent
dispersion ellipsoid centered at the mean in the
original space of the random variables. The
probabilities of failure inferred from reliability
indices are in good agreement with those from
Monte Carlo simulations for the example case in
hand. The probability density functions (of the
factor of safety) were also derived from reliability
indices using simple spreadsheet-based cubic
spline interpolation, and found to agree well with
those generated by the far more time-consuming
Monte Carlo simulation method.
The coupling of spreadsheet-automated cell-
object-oriented constrained optimization and
minimal macro programming in the ubiquitous
spreadsheet platform, together with the intuitive
expanding ellipsoid perspective, renders a hitherto
complicated reliability analysis problem
conceptually more transparent and operationally
more accessible to practicing engineers. The
computational procedure presented herein
achieves the same reliability index as the classical
first order reliability method (FORM), but without
involving the concepts of eigenvalues,
eigenvectors, and transformed space. It also
affords possibilities yet unexplored or difficult
hitherto. Although slope stability analysis is dealt
with in the paper, the perspectives and techniques
presented could be useful in many other
engineering problems.
Although only correlated normals and
lognormals were illustrated in the paper, the VBA
code shown in Fig. 6 can be extended to deal with
the triangular, the exponential, the gamma, the
Gumbel, and the beta distributions, for example.
2784
The present study is not a comprehensive risk
assessment approach, but it may contribute
component blocks necessary for such a final
edifice. It may also help to overcome a language
barrier that hampers wider adoption of the more
consistent Hasofer-Lind reliability index and
reliability-based design. Among the issues not
covered in this paper are model uncertainty,
human uncertainty, and estimation of statistical
parameters. These and other important issues were
considered in Vanmarcke (1977), Christian et al.
(1994), Whitman (1984, 1996), and Morgenstern
(1997), among others.
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