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Stochastic Finite-Element Analysis of Seismic Soil–Structure

Interaction
Dan M. Ghiocel, M.ASCE,1 and Roger G. Ghanem, M.ASCE2

Abstract: A procedure is presented for the probabilistic analysis of the seismic soil-structure interaction problem. The procedure
accounts for uncertainty in both the free-field input motion as well as in local site conditions, and structural parameters. Uncertain
parameters are modeled using a probabilistic framework as stochastic processes. The site amplification effects are accounted for via a
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randomized relationship between the soil shear modulus and damping on the one hand, and the shear strain of the subgrade on the other
hand, as well as by modeling the shear modulus at low strain level as randomly fluctuating with depth. The various random processes are
represented by their respective Karhunen-Loève expansions, and the solution processes, consisting of the accelerations and generalized
forces in the structure, are represented by their coordinates with respect to the polynomial chaos basis. These coordinates are then
evaluated by a combination of weighted residuals and stratified sampling schemes. The expansion can be used to carry out very efficiently,
extensive Monte Carlo simulations. The procedure is applied to the seismic analysis of a nuclear reactor facility.
DOI: 10.1061/共ASCE兲0733-9399共2002兲128:1共66兲
CE Database keywords: Finite-element method; Soil-structure interaction; Seismic response; Stochastic processes.

Introduction ber of key factors can be simultaneously accounted for. The


method used in this article permits the efficient simulation of
The reassessment of existing massive commercial and defense response quantities that are consistent with specific probabilistic
hazardous facilities is a high priority activity involving major models of the input data. The novelty of the approach lies in its
engineering challenges. Usually, hazardous facilities include ability to handle a combination of sources for the uncertainty,
heavy and stiff concrete structures, partially embedded, embed- modeled in a probabilistic framework. The paper also extends
ded, or even buried the dynamical response of which is signifi- current stochastic finite element techniques to coupled stochastic
cantly affected by their interaction with the surrounding soil. Dy- systems and to systems featuring nonlinear stochastic constitutive
namic soil-structure interaction 共SSI兲 is a complex phenomenon behavior. Furthermore, a new procedure is developed and imple-
with significant uncertainties associated with the input motions as mented in the paper for the convergence acceleration of the poly-
well as the analytical models used for both the interaction and the nomial chaos expansions used to approximate the stochastic so-
dynamical properties of the materials involved. The ability to ra- lution.
tionally account for these uncertainties and propagate their effects Extensive studies on probabilistic SSI have been carried out at
to the predicted behavior of the associated systems has the poten- the Lawrence Livermore National Laboratory 共LLNL兲 共LLNL
tial of enhancing their reliability and reducing the cost associated 1993兲 and the Brookhaven National Laboratory 共BNL兲 共Pires
with their maintenance. et al. 1985兲. The LLNL study was based on a large number of
The present paper applies techniques from stochastic finite el- case studies with the aim of identifying the most significant vari-
ements 共Ghanem and Spanos 1991兲 to the probabilistic character- ables for seismic SSI effects and their influence on structural re-
ization and probabilistic risk assessment 共PRA兲 of hazardous fa- sponse variability. However, the LLNL study did not involve any
cilities under dynamic loads associated with such extreme events methodology for characterizing probabilistically either the input
as strong ground motions. The primary goal of this article is to data or the model predictions. The BNL study focused on nuclear
enhance current analysis techniques of such facilities by demon- containment structures using the linear random vibration theory to
strating how these stochastic finite element formulations can be calculate limit state probabilities under random seismic loads. The
used to integrate models of uncertainty with state-of-the-art meth- BNL methodology is restricted to superficial rigid circular foun-
ods in seismic soil-structure interaction. Uncertainties in a num- dations on a viscoelastic half-space. For realistic situations in-
cluding arbitrarily shaped and/or flexible foundations, partially
1
Vice President for Advanced Engineering, STI Technologies, Inc., embedded or buried structures, oblique seismic waves, and non-
Rochester, NY 14623. E-mail: DGhio@aol.com uniform soil layering, the BNL methodology is not directly appli-
2
Associate Professor, Dept. of Civil Engineering, Johns Hopkins cable. The stochastic approach presented in the present paper ad-
Univ., Baltimore, MD 21218. E-mail: ghanem@jhu.edu dresses these aspects. Moreover, compared with the current
Note. Associate Editor: Ahsan Kareem. Discussion open until June lognormal format used in most PRA methodologies for hazardous
1, 2002. Separate discussions must be submitted for individual papers. To
facilities 共Reed and Kennedy 1994兲, the stochastic procedure used
extend the closing date by one month, a written request must be filed with
the ASCE Managing Editor. The manuscript for this paper was submitted in this paper produces considerably more accurate results for fra-
for review and possible publication on January 23, 2001; approved on gility analyses.
February 12, 2001. This paper is part of the Journal of Engineering Specifically, by specifying the free-field input motion as a ran-
Mechanics, Vol. 128, No. 1, January 1, 2002. ©ASCE, ISSN 0733-9399/ dom process with spatial random fluctuations, care is taken in
2002/1-66 –77/$8.00⫹$.50 per page. producing input motion records that are commensurate with

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Fig. 1. Structural model of reactor building

specified probabilistic site response spectra. The probabilistic various random quantities are then introduced, and finally, a nu-
character of these spectra features frequency-dependent fluctua- merical example is presented that exemplifies the proposed ap-
tions and thus alleviates a number of constraints associated with proach.
the traditional lognormal assumption. Additionally, the shear
modulus and material damping are assumed to be randomly vary-
ing functions of the shear strain, with this variability being also Equations of Motion
represented as a random field. A significant role in describing the
dependence of shear modulus on shear strain is played by the The computer program ACS-SASSI 共Ghiocel 1996b兲 is used for
value of the shear modulus at small levels of strain. This quantity both the site response and the soil-structure analyses. This com-
is assumed to be varying randomly with depth, thus effectively puter package implements the flexible volume substructuring
inducing a random layering of the medium that can be construed method 共Lysmer et al. 1988兲 formulated in the frequency domain
as characterizing local site conditions. The random processes using the complex response function and finite element analysis.
modeling the input motion, the low strain shear modulus, and the Accordingly, the complete soil-structure system 共Fig. 2兲 is parti-
dependence of shear modulus on shear strain are then used as tioned into two substructures, namely the foundation and the
input to a site response analysis program which computes the structure, as shown in Figs. 2共b兲 and 共c兲, respectively. In this
actual soil motion in the free field 共Idriss and Sun 1991兲. The partitioning, the structure consists of the superstructure plus the
output from this site response analysis is then used as input to an foundation minus the excavated soil. Interaction between the
industry-standard software package for soil-structure interaction structure and the foundation occurs at all foundation nodes. The
analysis 共Lysmer et al. 1988兲 that has been enhanced to accom- equations of motion are given by,
modate stochastic models for the structural stiffness and damping
共Ghiocel 1996b兲. The superstructure is represented by two stick
beams modeling the containment structure of a nuclear power
冋 Css
Cis
Csi
共 Cii ⫺C f f ⫹X f f 兲
册再 冎 再 冎 再 冎 再 冎
us
uf ⫽
0 Pxs Ps
X f f uif ⫹ Px f ⫽ P f (1)

plant and its internal structure, respectively, as shown in Fig. 1. from which the final total motion of the structure can be deter-
The effective modulus of elasticity and material damping of the mined. In these equations, the subscripts s, i, and f refer to de-
containment structure are assumed to be random variables with grees of freedom associated with the nodes on the superstructure,
specified means and standard deviations. foundation, and excavated soil, respectively. The matrix C is the
In the next section, the equations governing the motion of the complex frequency-dependent stiffness matrix given by,
soil-structure system are briefly reviewed. Following that, two
C共 ␻ 兲 ⫽K⫺␻ 2 M (2)
expansions are introduced that are used in the sequel for repre-
senting random processes. These are the Karhunen-Loève and the where M and K denote the total mass and complex stiffness ma-
polynomial chaos expansions. The stochastic finite element trices, respectively, and ␻ is the frequency of vibration. Further-
method is then briefly reviewed, and some specific details about more, u denotes the complex Fourier coefficients of the modal
its implementation are presented. Probabilistic models for the displacement solution, and X f f is the complex impedance matrix,

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Fig. 2. Soil-structure interaction substructuring

which is a frequency dependent matrix representing the dynamic analysis, that the coefficients in such a representation have an
stiffness of the foundation at the interaction nodes. Moreover, Pxs immediate physical meaning, which distracts from the mathemati-
and Px f are the amplitudes of the external forces at the superstruc- cal significance of the solution. Carrying this argument over to the
ture and foundation nodes, respectively, with Ps and P f denoting case involving stochastic processes, the solution to the problem is
the net forces at those nodes. identified with its projection on a set of appropriately chosen
The standard solution of this problem involves three main basis functions. A random variable, is therefore viewed as a func-
steps, performed at each frequency. First, the site response prob- tion of a variable, ␪, that refers to the space of elementary events.
lem is solved to determine the free field motion u f driving the As functions, random variables define a Hilbert space in which
embedded part of the structure. Second, the impedance problem is approximations are sought. The first step in that effort is to iden-
solved to determine the matrix X f f . Finally, the structural prob- tify suitable bases, two of which are introduced in this section.
lem is solved for the nodal displacements inside the structure.
Karhunen-Loève Expansion
Computational Representation of Stochastic Fields The Karhunen-Loève expansion of a stochastic process p(x,␪), is
based on the spectral expansion of its covariance function
In the proposed approach, the key idea is to provide a global R pp (x,y). Here, the argument ␪ indicates the random nature of
description of the response surface as a function of a denumerable the corresponding quantity, while x and y are used to denote
set of random variables. The implementation of the proposed ap- elements of the indexing set, which in the present context refers
proach is achieved in two steps. The first one involves an expe- to the spatial extent of the problem. The covariance function
ditious condensation of the basic random processes via the being symmetrical and positive definite, by definition, has all its
Karhunen-Loève expansion. The second step evaluates the coef- eigenfunctions mutually orthogonal, and they form a complete set
ficients of a stochastic orthogonal polynomial expansion of sys- spanning the function space to which p(x,t) belongs. It can be
tem response. After the coefficients of this polynomial expansion shown that if this deterministic set is used to represent the process
have been calculated, points on the system response surface can p(x,␪), then the random coefficients used in the expansion are
be readily simulated to evaluate probabilities of various events of also orthogonal. The expansion then takes the following form
interest.

Stochastic Representation of Dynamic Loading and


p 共 x,␪ 兲 ⫽ 具 p 共 x兲 典 ⫹ 兺 冑␭ i ␰ i共 ␪ 兲 ␾ i共 x兲
i⫽1
(3)
System Parameters
where 具•典 denotes the operator of mathematical expectation, and
A major concern of the present paper deals with the characteriza- 兵 ␰ i (␪) 其 forms a set of zero-mean orthonormal random variables.
tion of the prediction from a model of a physical phenomenon Furthermore, 兵 ␾ i (x) 其 are the normalized eigenfunctions and 兵 ␭ i 其
where some parameters of the model have been represented as are the eigenvalues, of the covariance kernel, and can be evalu-
stochastic processes. The answer to this question draws on an ated as the solution to the following integral equation:


analogy from the deterministic approximation theory, where a so-
lution to a problem is identified with its projection on a basis in an R pp 共 x,y兲 ␾ i 共 y兲 dy⫽␭ i ␾ i 共 x兲 (4)
appropriate function space. It often happens, in deterministic D

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J. Eng. Mech., 2002, 128(1): 66-77


where D denotes the spatial domain over which the process dependence can be represented in terms of polynomials in gauss-
p(x,␪) is defined. The most important aspect of this spectral rep- ian random variables, referred to as polynomial chaos. The ex-
resentation is that the spatial random fluctuations have been de- pansion takes on the following form,
composed into a set of deterministic functions in the spatial vari- p

兺 u j 共 x,t 兲 ⌿ j共 ␪ 兲
ables multiplying random coefficients that are independent of
these variables. If the random process being expanded, p(x,␪), is u 共 x,t,␪ 兲 ⫽ (7)
j⫽0
Gaussian, then the random variables 兵 ␰ i 其 form an orthonormal
Gaussian vector. The Karhunen-Loève expansion is mean-square where 兵 ⌿ i (␪) 其 denotes the set of multidimensional Hermite poly-
convergent irrespective of the probabilistic structure of the pro- nomials in the set 兵 ␰ i (␪) 其 of basic random variables. These poly-
cess being expanded, provided it has a finite variance. The mo- nomials are orthogonal with respect to the gaussian measure and
notony of the decay in the magnitude is guaranteed by the sym- have zero mean, except for the zero-order polynomial, which is
metry of the covariance function, and the rate of the decay is defined as, ⌿ 0 ⫽1. A complete probabilistic characterization of
inversely proportional to the correlation length of the process the solution process u(x,t,␪) is obtained once the deterministic
being expanded. Thus, the closer a process is to white noise, the coefficients u i (x,t) have been calculated. A given truncated series
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more terms are required in its expansion, while at the other limit, can be refined along the random dimension either by adding more
a random variable can be represented by a single term. In physical random variables to the set 兵 ␰ i (␪) 其 or by increasing the maximum
systems, it can be expected that material properties vary smoothly order of polynomials included in the polynomial chaos expansion.
at the scales of interest to most applications, and therefore only a The first refinement takes into account higher frequency random
few terms in the Karhunen-Loève expansion can capture most of fluctuations of the underlying stochastic process, while the second
the uncertainty in the process. It should be emphasized that in refinement captures strong nonlinear dependence of the solution
comparison with other mathematical representations, the process on this underlying process.
Karhunen-Loève expansion requires the minimum number of Using the orthogonality property of the polynomial chaos, the
terms for a specified accuracy. coefficients in the expansion of the solution process can be com-
Of particular interest in the present analysis is the probabilistic puted according to the following equation,
modeling of positive random fields such as the amplitude of an u k 共 x,t 兲 ⫽ 关 具 ⌿ k 共 ␪ 兲 u 共 x,t,␪ 兲 典 兴 / 关 具 ⌿ 2k 共 ␪ 兲 典 兴 , k⫽1,...,K (8)
input motion as a function of frequency or of soil stiffness and
hysteretic damping profiles as a function of depth, both being Thus, given realizations of the solution process u(x,t,␪), the co-
positive quantities. Lognormal random fields, defined as the ex- efficients for a polynomial fit according to Eq. 共7兲 can be obtained
ponentials of some appropriate gaussian fields, are used to encap- via statistical averaging as specified by Eq. 共8兲. This procedure
sulate the probabilistic variability in these quantities. It can be will be used in the sequel. Following the polynomial fit to the
shown that the correlation function of a lognormal field l(x,␪) is solution process, additional realizations of the solution can be
related to that of its associated gaussian field, g(x,␪), through the obtained in a very efficient manner.
relation 共Ghanem 1999a, b兲,
Convergence Acceleration
具 g̃ 共 xi ,␪ 兲 g̃ 共 x j ,␪ 兲 典 ⫽ln共 1⫹ 关 具 l̃ 共 xi ,␪ 兲 l̃ 共 x j ,␪ 兲 典 兴 / 关 具 l 共 x,␪ 兲 典 兴 兲
(5) One of the key factors for obtaining an efficient numerical imple-
where a tilde refers to the demeaned process. Thus, given the mentation of the stochastic approach based on the polynomial
statistics of the lognormal field, the statistics of the associated chaos expansion is related to the computation of the statistical
normal field are first calculated, its Karhunen-Loève expansion is average in the numerator of Eq. 共8兲. Clearly, any multidimen-
computed, and realizations of the lognormal random field are ob- sional integration rule can be applied to the evaluation of this
tained by exponentiation according to quantity. In the present work, a stratified sampling technique is
used to this end. Both the number of coefficients to be computed


l 共 x,␪ 兲 ⫽e g 共 x,␪ 兲 ⫽exp 具 g 共 x,␪ 兲 典 ⫹

兺 冑␭ i ␰ i共 ␪ 兲 ␾ i共 x兲
i⫽1
册 (6)
using Eq. 共8兲 as well as the number of integration points, or
equivalently the number of simulated samples, is directly related
to the amount by which the solution process deviates from a
Gaussian process. Indeed, the polynomial chaos expansion repre-
Expanding each of the random quantities in their respective
sents nonGaussian processes as multidimensional Hermite poly-
Karhunen-Loève expansion, each random process is replaced by a
nomials in Gaussian random variables. Thus the closer the origi-
set of random variables 兵 ␰ i (␪) 其 which is statistically independent
nal process is to a Gaussian process, the fewer terms are required
of the random variables for the other processes. This procedure
in its representation with a preset accuracy. Convergence accel-
thus replaces all the random quantities in the problem, be they
eration can thus be achieved by transforming the original process
random processes or random variables, by a set of uncorrelated
to a near-Gaussian process, via some judiciously chosen nonlinear
Gaussian random variables, that will be denoted by 兵 ␰ i (␪) 其 .
transformation, performing the polynomial chaos decomposition
on the new process, and then transforming the expanded process
Stochastic Representation of Dynamic Response back via the inverse nonlinear transformation. It is well known,
for example, that structural response peaks as well as other pro-
The covariance function of the solution process is not known a cesses associated with extremes of dynamic response, are positive
priori, and therefore its Karhunen-Loève expansion cannot be processes with an extreme value probability density function
used to represent it. Since the solution process is a function of the 共Grigoriu 1995兲. It is noted that such an extreme-value distribu-
material properties, the entries of the nodal response vector can be tion relates to the normal distribution through an exponential
formally expressed as a nonlinear functional of the set 兵␰共␪兲其 used transformation. Therefore, a logarithmic transformation is applied
to represent the stochasticity. It has been shown 共Wiener 1938; at the level of the extreme response process before decomposing
Cameron and Martin 1947; Kallianpur 1980兲 that this functional it into a polynomial chaos expansion. Then the expansion is per-

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J. Eng. Mech., 2002, 128(1): 66-77


formed in a transformed space for which the corresponding pro- this system is too large to handle without customized software. As
cess is closer to a normal process. Finally, the non-normal process the present study aims at utilizing commonly available software
is evaluated using an inverse transformation. This transformation packages for the PRA, a novel implementation of the stochastic
is expressed mathematically by finite element formulation is developed that is theoretically

冉兺 冊
n equivalent to the one described above. Thus, for each realization
u⫽exp 共 具 ln u⌿ i 典 兲 / 共 具 ⌿ i2 典 兲 ⌿ i (9) of the set 兵 ⌿ i 其 representing the material properties, the matrix
i⫽1 C(␻) and the right-hand side vector are assembled. Upon solving
the system, a realization of the solution process is thus obtained.
This significantly speeds up the convergence and improves the
This solution is multiplied by each of the ⌿ i and Eq. 共8兲 is evalu-
accuracy of the computed series expansion for extreme-value re-
ated, thus leading to an estimate of the coefficients uk in the
sponses.
expansion of the solution process. The stratified sampling tech-
nique with pairing control is used for efficiently conducting the
simulation procedure 共Iman and Conover 1982兲. After the ap-
Probabilistic Modeling of Dynamic Soil-Structure
proximation of the solution in the form given by Eq. 共7兲 has been
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Interaction
obtained, additional simulations of the solution can be readily
In this section, it is first demonstrated how the expansions pre- obtained upon simulating the random variables 兵 ⌿ i 其 associated
sented in the previous section are implemented into a weighted with material properties and random input motion.
residual scheme to evaluate an expansion for the solution process.
This is followed by a description of the stochastic models used for Earthquake Motion
the various random fields that enter into the description of the
The earthquake ground acceleration is represented by a segment
problem.
of a nonstationary random process. Nonstationarity is introduced
by using a deterministic trapezoidal intensity shape function The
Stochastic Finite Elements frequency content of earthquake motion is described locally, at a
point on the ground surface, usually by either a probabilistic ac-
The complex stiffness matrix, C(␻), depends on the material
celeration response spectrum or a power spectral density function.
properties of the soil, as well as, on the vertical profile of the soil
In the following, a response spectrum specification will be as-
formation. These quantities are modeled as random processes
sumed. The three earthquake motion components are assumed to
each of which is expanded in its own Karhunen-Loève represen-
be statistically independent and the frequency-dependent spatial
tation as a linear combination of Gaussian random variables with
correlation structure of the ground motion field is defined by a
deterministic spatial functions. The problem is therefore com-
coherency spectrum matrix. No attempt is made in the present
pletely determined in terms of a denumerable set of basic random
work to address the issue of wave propagation in a random me-
variables. The matrix C(␻), being a nonlinear function of these
dium, or that of randomness in the angle of incidence. It is im-
parameters can thus be expanded in terms of the polynomial
plicitly assumed that the uncertainties introduced by these factors
chaos expansion as follows,
can and have been lumped into the uncertainties used to model
K
the local ground motion.
C共 ␻ 兲 ⫽ 兺 ⌿ i Ci 共 ␻ 兲
i⫽0
(10)
Local Description of Ground Motion
where Ci (␻) denotes deterministic matrices that can be evaluated
given the functional dependence of the stiffness matrix C(␻) on In engineering practice, probabilistic site-specific ground re-
the basic random processes such as shear wave velocity and soil sponse spectra are typically defined for hazardous facilities New-
profile. A noted feature of the present expansion is its global mark and Hall 1982; EPRI 1989; Dunbar and Charlwood 1991;
character, whereby the addition of more terms in the expansion LLNL 1993. These probabilistic ground spectra are usually speci-
improves not only the behavior near the mean of the probability fied by three spectral response curves computed at the 16, 50, and
distribution, but also the resolution around the tail area. Substitut- 84% nonexceedance probability levels, corresponding to the me-
ing the above expansion into the equation of motion, written in dian plus or minus one standard deviation from a lognormally
the frequency domain, substituting a polynomial chaos represen- distributed amplification of the ground motion. These amplifica-
tation of the solution vector, multiplying through by ⌿ l , and then tion factors are assumed to be uniform over the whole frequency
averaging, results in the equation, range and depend only on the level of damping in the system. The

冋 册再 冎
p K i
present analysis allows these spectra to feature frequency-
Css Csij uks
兺兺
k⫽0 j⫽0
共 ⌿ j ,⌿ k ,⌿ l 兲
Cisj 共 Ciij ⫺C jf f ⫹x jf f 兲 ukf
dependent fluctuations modeled as lognormal stochastic pro-
cesses. The lognormal random field modeling the spectral ampli-
tudes is represented by its transformed Karhunen-Loève
⫽ 再 具具 典典 冎
⌿ l Ps
⌿ l Pf , l⫽0,...,p (11)
expansion as described earlier. Denoting this process by S(␻), it
is therefore represented as
The operation leading up to this last equation can be construed as
forcing the approximation error to be orthogonal to the basis used
in the approximation.
S 共 ␻ 兲 ⫽exp冋兺 NS

i⫽0
g i共 ␻ 兲 ␰ i 册 (12)

The foregoing analysis involves the solution of a system of where ␰ i ⫽uncorrelated Gaussian variables g i are as indicated in
linear equations the size of which is equal to the number of de- Eq. 共6兲, and N s is the number of terms retained in the expansion
grees of freedom of the system times the number of terms ( p of the local ground motion. The covariance function used to
⫹1) used in expanding the solution process with respect to the model the correlation of this process at different frequencies is
polynomial chaos basis. For most practical problems, the size of given by

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J. Eng. Mech., 2002, 128(1): 66-77


R SS 共 ⌬␻ 兲 ⫽␴ 2S e ⫺ 共 ⌬␻/b S 兲
2
(13) tion have been considered 共Abrahamson 1990; Zerva and Zhang
1997兲. In the following, a simplification 共Luco and Wong 1986兲
where b S and ␴ S refer to the correlation length and the standard of a theoretical model based on wave propagation in random
deviation of the process, respectively. It should be noted that as media 共Uscinski 1977兲 will be used. It is given by the following
used in the present context, a correlation function represents equation,
merely a statistical parametric fit of observed data and does not
have any physical interpretation beyond the statistical one. Once a Cohi,k 共 ␻ 兲 ⫽Coh共 兩 X i ⫺X k 兩 ,␻ 兲 ⫽exp共 ⫺ 共 ␥␻ 共 兩 X i ⫺X k 兩 /V s 兲 2 兲
(15)
parametric model for the correlation function has been chosen,
the parameters of that model can be calibrated to the observed in which ␥ is the coherence parameter and V s is the shear wave
data. In the present case, the quantities b S and ␴ S are evaluated so velocity in the soil. Experimental evidence suggests values of the
that the bandwidth of the simulated spectra matches that of the coherence parameter, ␥, in the range 0.1 to 0.3.
amplification factor of the local soil deposit. Under certain con- A unit variance stochastic process, c(x,␻) can thus be defined
ditions, analytically derived functional forms of the correlation such that its covariance function is given by the coherence
function may be based on the random vibration theory, therefore Cohi,k (␻). This process represents the spatial variability of the
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enhancing the value of the analysis 共Der Kiureghian 1981兲. Real- ground motion relative to some reference spatial location. The
izations of the stochastic process S(␻) can thus be obtained from ground motion can be obtained from this process upon multiply-
corresponding realizations of the set of random variables 兵 ␰ i 其 . ing by the local ground motion described in the previous subsec-
With each of these realizations of S(␻), a different ensemble of tion, and accounting for wave passage effects. Moreover, assum-
ground motion time histories, f (t), can be generated according to ing this normalized process to be Gaussian, its Karhunen-Loève
well established procedures 共Levy and Wilkinson 1976兲. This expansion, takes on the following simple form, where ␰ i denote
mapping of S(␻) into f (t) is assumed to be deterministic. Thus, independent normalized Gaussian variables,
to each set of random variables 兵 ␰ i 其 , is associated one realization Nc
of the process f (t), or equivalently, of its Fourier amplitudes,
F(␻). Clearly, processes representing the ground motion and the
c 共 x,␻ 兲 ⫽ 兺 ␰ i c i共 x,␻ 兲
i⫽0
(16)
local soil properties should be correlated. In the present study,
Neglecting the wave passage effect, the Fourier amplitude at fre-
however, these two quantities are modeled as independent sto-
quency ␻ and a distance X k from the control point at which the
chastic processes. As additional data is collected and assimilated
local ground Fourier amplitude F(␻), is being computed, can
into statistical models of ground motion and site conditions, this
thus be evaluated according to the expression,

冉兺 冊
restriction can be lifted. The relaxation of the independence con-
Nc
dition presents no theoretical difficulties, and can be readily
implemented once a meaningful model has been postulated. F k共 ␻ 兲 ⫽ ␰ i c i 共 X k ,␻ 兲 F 共 ␻ 兲 (17)
i⫽0

Given the Fourier amplitudes at the control point, the amplitudes


Spatial Variation of Ground Motion
at all points on the soil-structure interface can thus be generated.
Wave propagation effects and scattering due to site heterogene- It should be noted that truncating the summation in Eq. 共17兲 at the
ities induce spatial variations in the ground motion, resulting in a N c term results in the variance of the expansion being somewhat
loss of coherence. For an incoherent wave field, the unlagged smaller than the variance of the target process which, according to
coherence, CohU i,k (␻), for motions at two points i and k, can be Eq. 共15兲, is equal to 1. This discrepancy, results in the summation
defined as 共Abrahamson 1990兲, in Eq. 共17兲 not being equal to one when X k ⫽0. This approxima-
tion error is treated in this paper by renormalizing the expansion
CohU i,k 共 ␻ 兲 ⫽Cohi,k 共 ␻ 兲 A 共 i␻,X i ⫺X k 兲 exp共 i␻ 共 X i ⫺X k 兲 /V i⫺k 兲 and dividing each term in it by the variance of the approximating
(14) process.
where Cohi,k (␻) is the lagged coherence 共also known as the co-
herence兲, representing the fraction of the total power of seismic Probabilistic Modeling of Material Properties
motion which can be idealized by a single deterministic plane
wave motion referred to as the coherent motion. The coherence
Soil Properties
does not account for the wave passage effect. In Eq. 共14兲
A(i␻,X i ⫺X k ) is a decaying function of ␻ with unit value at zero Soil properties are considered to be homogeneous in a horizontal
frequency. This function models the distribution over frequency plane and modeled as one-dimensional random fields with ran-
of the power of the wave field, modeled as a plane wave. The dom fluctuations in the vertical direction. Specifically, the ran-
term exp关i␻(Xi⫺Xk)/Vi⫺k兴 represents, in the frequency domain, domness in the dynamic properties of the soil are introduced
the phase angle between the ground motion at the two points due through the variability in its shear modulus and hysteretic damp-
to the wave passage effect. Moreover, the parameter V i⫺k is the ing. The soil shear modulus at low strains, G 0 , is idealized as a
apparent seismic wave velocity between the two points. For a one-dimensional lognormal random field in the vertical direction
wave field that is perfectly described by a single plane wave, the having a nonstationary mean and an assumed correlation function.
function A(i␻,X i ⫺X k ) is identically equal to one. The incoher- This idealization is considered to be significantly more realistic
ency effect is significantly larger for higher frequency compo- and less conservative than the assumption of perfect correlation
nents than for lower frequency components. The effect of inco- currently applied for parametric deterministic SSI studies. Fig. 7
herence is to reduce the translational motion components and shows a number of realizations of this process. For soil layering
increase the rotational motion components 共Ghiocel et al. 1995; including different materials, a set of multiple random fields may
Ghiocel 1996a; Ghiocel et al. 1996兲. be considered. Moreover, the shape of the shear modulus-shear
Based on experimental evidence from various records of past strain curve, G(␥)/G 0 vs ␥, is modeled by a random field along
earthquakes, a number of analytical forms for the coherence func- the shear strain axis with a nonstationary mean. The mean curve

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J. Eng. Mech., 2002, 128(1): 66-77


Table 1. Parameters for Probabilistic Characterization of Problem
Process Description PDF Number of terms Coefficient of Correlation length
in KL expansion variation
S(␻) Ground response spectrum Lognormal 40 0.45 0.85 Hz
G 0 (z) Low-strain shear modulus Lognormal 10 0.4 7 ft
G/G 0 Shear modulus vs. Shear strain Gaussian 3 0–0.4 2.8
D 0 (z) Low-strain damping modulus Lognormal 10 0.4 7 ft
D/D 0 Damping modulus vs. Shear strain Gaussian 3 0–0.4 2.8
c(x,␻) Coherency Gaussian 4 - ␥⫽0.2 V s ⫽
1000 ft/s
E Young’s modulus for structure Gaussian 1 0.08 ⬁ 共random
variable兲
␨ Material damping ratio in structure Gaussian 1 0.25 ⬁ 共random
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variable兲

is assumed to have an arbitrary shape which is either introduced of variation of G(␥)/G 0 is assumed to have zero variance at this
by the user or by default stored in the program database. The value of ␥. Figs. 8 and 9 show realizations of these processes
same modeling assumption used for the shear modulus curve is obtained through a Karhunen-Loève synthesis. Clearly, the larger
also implemented for the hysteretic damping-shear strain curve, the standard deviation of the assumed processes, the larger the
D(␥). All of the above random soil properties are decomposed amplitudes of the fluctuation in these processes. Similarly, the
into their Karhunen-Loève expansion according to smaller the correlation length, the higher the frequency of the

冋兺 册
NG0 oscillations in the realizations. In the present study, the correlation
length, b G , is selected large enough so that the shear modulus
G 0 共 z 兲 ⫽exp ␰ i G 0i 共 z 兲 (18)
i⫽0 and damping are almost always 共with high probability兲 monotonic
functions of the shear strain. It is instructive to note that experi-
NG
mental investigations suggest the possibility of a nonmonotonic
G 共 ␥ 兲 /G 0 ⫽ 兺 ␰ iG i共 ␥ 兲
i⫽0
(19) dependence of dynamic shear and damping moduli on shear strain
共Seed et al. 1985; Sun et al. 1988; Vucetic and Dobry 1991;
With similar equations for D 0 (z) and D(␥). Realizations of Mitchell 1993兲. Such behavior can be easily reproduced by the
G(␥) can be obtained by simply multiplying realizations of present stochastic model by using a smaller correlation length in
G(␥)/G 0 with those of G 0 . A correlation function of the follow- the corresponding correlation functions.
ing form is used for all these processes At this stage of the analysis, N S ⫹N C ⫹N G 0 ⫹N D 0 ⫹N G ⫹N D
2 ⫺ 共 ⌬␥/b G 兲
R GG 共 ⌬␥ 兲 ⫽␴ G e
2
(20) random variables characterize the uncertainty of the dynamical
system.
where ⌬␥ denotes separation distance along the shear strain di-
mension, ␴ G denotes the standard deviation of the process, and
Structural Properties
b G denotes a measure of its correlation length. Given the
physically-motivated requirement of the process G(␥) to be Structural damping and stiffness parameters are assumed to be
equal, with probability one, to G 0 at ␥⫽10⫺4 %, the coefficient random variables. This assumption is based on the fact that the

Fig. 3. Computed versus design ground response spectra Fig. 4. Probabilistic ground response spectra

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Fig. 5. KL-simulated probabilistic ground response spectra

Fig. 6. Shapes of incoherent motion at soil-structure interface at two frequencies

Fig. 7. Statistical estimates and realizations of probabilistic low-strain shear modulus profiles

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J. Eng. Mech., 2002, 128(1): 66-77


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Fig. 8. Realizations of shear modulus versus shear strain curve Fig. 10. Coefficient of polynomial chaos expansion of the stochastic
base bending moment solution

random variation of these parameters within the superstructure


are appropriately described by a discrete random field or a set of This computational model represents a typical breakdown of the
independent random variables rather than a continuous random problem for seismic SSI calculations of a typical reactor building
field expandable in a Karhunen-Loève series. In order to unify the 共Popescu 1995兲. The superstructure is modeled by beam elements
treatment of random variables and random processes, the former and the basemat is modeled by solid elements. Rigid links are
are viewed as special cases of the latter with a very large corre- introduced to transmit the rocking motion from the superstructure
lation length in which case a single term in their Karhunen-Loève stick to the basemat. The ACS-SASSI/PC computer code is used
expansion is enough to capture the significant portion of the vari- for evaluating the seismic soil-structure interaction for both the
ability. probabilistic and the deterministic analyses.
Table 1 shows the parameters needed for characterizing each
of the random quantities used in this example. The covariance
Evaluation of An Actual Design of A Reactor Build- function of all processes is assumed to be of the form given by
ing Eq. 13 with the correlation length shown in Table 1 referring to
the parameter b S in that equation. The total number of basic ran-
A typical reactor building 共Lysmer et al. 1988兲 subjected to earth- dom variables used in the probabilistic description of the problem
quake motion is investigated using both a probabilistic and a de- is thus equal to 72. Assuming the various processes to be inde-
terministic analysis. For the probabilistic analysis the proposed pendent, these random variables are themselves independent, and
approach is applied, while for the deterministic analysis the cur- for each joint realization thereof, realizations of the corresponding
rent design practice is considered. The finite element model used stochastic processes can be simply computed by synthesizing the
for seismic soil-structure interaction analysis is shown in Fig. 1. Karhunen-Loève 共or the modified Karhunen-Loève兲 expansions,
and the corresponding realization of the solution process can be
obtained by solving the associated deterministic problem. Thus, a
number of realizations of the solution can be efficiently synthe-
sized.
The deterministic analysis is performed for a seismic input
defined by the design ground spectrum associated with a 84%
probability of nonexceedance. A design spectrum-compatible ac-
celerogram is generated as input to the site response portion of the
soil-structure interaction analysis. As shown in Fig. 3 the com-
puted response spectra of the generated accelerogram closely en-
velope the target design spectrum. The soil properties used in the
deterministic analysis are estimated from a database of experi-
mental results. In accordance to the current seismic design re-
quirements, two additional extreme bounds, being half and twice
the best-estimate, are also considered. The final results of the
deterministic analysis are obtained by enveloping the results for
the three soil-structure interaction analyses associated with these
three sets of values of soil parameters.
For the probabilistic analysis the earthquake input is defined
by a probabilistic response ground spectrum as shown in Fig. 4.
The four spectral curves correspond to the mean, the median, 16
Fig. 9. Realizations of damping versus shear strain curve
and 84% nonexceedance probability estimates. A lognormal prob-

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Fig. 11. Comparison of deterministic and probabilistic bending moment in reactor building structure

ability density function is assumed in specifying these nonexceed- Karhunen-Loève expansion is used to represent these fields. The
ance probabilities. Realizations of this lognormal field are synthe- variation of nondimensional shear modulus and hysteretic damp-
sized by relying on the modified Karhunen-Loève expansion ing versus shear strain are modeled as normal random fields. The
previously described. The correlation length along the frequency Karhunen-Loève expansion is again employed. Realizations of
axis is selected depending on the desired bandwidth of simulated the shear modulus and damping profiles against shear strain are
spectra, a function of the damping level. Fig. 5 illustrates the plotted in Figs. 8 and 9.
ensemble statistics 共for nonexceedance probabilities of 16, 50, Probabilistic structural properties are described using random
84% and mean兲 obtained from a statistical population of ground variables. Specifically, the Young’s elastic modulus and the mate-
response spectra of size 100, along with a few realizations from rial damping ratio are assumed to be independent normal random
that population. variables, each having a coefficient of variation of 0.25.
For the probabilistic SSI analysis the effect of motion incoher- Fig. 10 shows the coefficients of the transformed polynomial
ency is considered using a Luco-Wong model with a parameter of chaos expansion using 72 basic random variables. Between 1 and
0.20. The coherency matrix of the random motion field is decom- 71 are the coefficients of the first-order polynomials, and between
posed using Karhunen-Loève expansion. The amplitude shapes of 73 and 144 are the coefficients of the second-order polynomials.
the incoherent motion at the soil-basemat interface at 1 and 12 Hz The second-order terms featuring coupling between the ␰ i have
frequency are shown in Fig. 6. It should be noted from the figure been neglected in the present analysis. It is noted that less than
that, as expected, the incoherency increases significantly with fre- half of the number of basic random variables have significant
quency. contributions. It is very difficult, however, for the complex soil-
Probabilistic soil properties are defined assuming that the low- structure interaction problem at hand, to identify a priori the most
strain soil shear modulus and hysteretic damping profiles 共varia- significant variables. Additional insight along those lines could
tion with depth兲 are lognormal random fields. Fig. 7 shows the greatly enhance the efficiency of the proposed analysis.
probabilistic shear modulus profile 共statistically estimated profiles Figs. 11 and 12 show a comparison between deterministic and
are included兲. Plotted curves correspond to mean, median and 16 probabilistic analysis results, both in terms of floor spectra and
and 84% nonexceedance probabilities. The transformed space structural forces. The probabilistic estimates are obtained from

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J. Eng. Mech., 2002, 128(1): 66-77


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Fig. 12. Comparison of deterministic and probabilistic in-structure spectra in reactor building structure

5,000 realizations synthesized from the polynomial chaos expan- of random field. These are useful for the idealization of the dy-
sion of the solution process given by Eq. 共9兲. The deterministic namic loading and system parameters. In addition, the novel sto-
results correspond to a low-strain shear modulus specified by its chastic approach is capable of handling large variability and
nominal value, twice the nominal value, and half that value. highly nonlinear problems. The proposed approach is currently
These bounds are associated with a low nonexceedance probabil- being extended for probabilistic modeling of strength capacity of
ity levels of 0.001, and are consistent with current design practice. structural elements, with the final scope of creating an integrated
The stochastic analysis accounts for all the random quantities as computational tool for an accurate structural risk assessment of
described above. It appears from these results that the current hazardous facilities including the soil-structure interaction effect.
design practice is overly conservative by not providing for the
variability in parameters other than G 0 .
Acknowledgments

Conclusions The financial support of the National Science Foundation through


the SBIR and Geomechanics programs under Grant Nos. DMI-
The paper presents a novel stochastic approach for seismic soil- 0966321, CMS-9596238, and CMS-9870005 is gratefully ac-
structure interaction problems. The proposed approach based on knowledged.
polynomial chaos representation of stochastic solution offers ac-
curacy, efficiency, and significant modeling advantages in com-
parison with the current risk assessment methodologies. The pro- References
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