Ingenieur-Arehiv 59 (1989) 221-- 236 Ingenieur-Archiv

9 Springer-Verlag 1989

Soil collapse computations with finite elements ~

P. A. Vermeer a n d H. van Langen, D e l f t

Summary: The elastic-plastic finite element method is reviewed with a view to predict collapse loads of
geoteehnical constructions. The basic technique of using an incremental-iterative approach with a constant
stiffness matrix is well-known, but we fill a gap by proving that the procedure converges not only for small
steps but also for large load increments. Here restriction is made to associated plasticity, as uniqueness of
solution is not ensured for non-associated plasticity problems. Differences between associated and non-
associated problems are illustrated by showing results of numerical analyses. Finally, a number of practical
aspects associated with the method are discussed.

Finite-Element-Bereehnungen des Versagens yon Biiden

(~3)ersicht: Im Hinblick auf die Vorhersage der Versagenlasten yon Erdbauten wird ein ~berblick fiber die
elastiseh-plastisehe Finite-Element-Methode gegeben. Das grundlegende Verfahren mit inkrementell-
iterativem Vorgehen mit einer konstanten Steifigkeitsmatrix ist wohlbekannt. Dureh den Beweis, dab das
Verfahren nieht nur bei kleinen Sehrittweiten, sondern aueh bei groten Laststufen konvergiert, werden
jedoeh neuartige Erkenntnisse vorgestellt. Hierbei muB einsehrKnkend assoziierte Plastizit/it gelten, da bei
nieht-assoziierter Plastizitiit die Eindeutigkeit yon LSsungen nieht gewiihrleistet ist. Anhand yon nu-
merisehen Ergebnissen werden Untersehiede zwischen Aufgabenstellungen mit assoziierter und nieht-
assoziierter Plastizit~t aufgezeigt. SchlielMieh werden aueh noch praktische GesiehtSpunkte des Verfahrens
er6rtert.

1 Introduction

B o t h in s t r u c t u r a l m e c h a n i c s a n d soil mechanics l i m i t l o a d calculations pose some of t h e m o s t

d e l i c a t e p r o b l e m s in non-linear analysis. On first impression, t h e p r o b l e m s seem to be m o s t severe
in s t r u c t u r a l mechanics, as s n a p - t h r o u g h a n d s n a p - b a c k buckling p h e n o m e n a give such c o m p l e x
c o n v o l u t e d l o a d - d i s p l a c e m e n t p a t h s . Moreover, in s t r u c t u r a l mechanics l i m i t p o i n t s are g e n e r a l l y
caused b y g e o m e t r i c n o n - l i n e a r i t y so t h a t large s t r a i n theories h a v e to be used for solving m o s t
problems. I n c o n t r a s t t h e collapse of soil bodies is u s u a l l y h a r d l y influenced b y g e o m e t r i c non-
l i n e a r i t y . Soil bodies are b y far n o t slender a n d t h e n collapse is g e n e r a l l y d o m i n a t e d b y m a t e r i a l
n o n - l i n e a r i t y . As a consequence soil p r o b l e m s seem simpler t h a n s t r u c t u r a l p r o b l e m s , b u t t h e y
are in fact difficult to a n a l y z e because of u n s t a b l e m a t e r i a l behaviour.
T h e u n s t a b l e m a t e r i a l b e h a v i o u r is obvious for sensitive clays a n d dense sands. Those m a -
terials show softening b e h a v i o u r u n t i l a residual s t r e n g t h is reached. H o w e v e r , such forms of
m a t e r i a l d e g r a d a t i o n will n o t be considered in this p a p e r . I n s t e a d , t h e a t t e n t i o n is focussed on
m a t e r i a l s w i t h a c o n s t a n t friction angle ~ a n d a c o n s t a n t cohesion c. H e r e t h e u n s t a b l e m a t e r i a l
b e h a v i o u r derives from t h e use of a n o n - a s s o c i a t e d flow rule in t h e p l a s t i c i t y model.

* Presented at the workshop on Limit Analysis and Bifurcation Theory, held at the University of
Karlsruhe (FRG), February 22--25, 1988
222 Ingenieur-Archiv 5 9 (1989)

Per/ect plasticity: On first impression it m a y seem peculiar that we use a fairly crude constitutive
model for limit load computations. Indeed, for non-associated plasticity limit load and bifurcation
loads depend on the stress history and we would need a precise assessment of
-- the initial state of stress,
-- the constitutive material behaviour,
-- the sequence of external loading.
I n applied geomechanics this will never be achieved, and a straight-forward calculation of the
precise limit load is impossible. Therefore we advoeat~ to do a sensitivity analysis b y varying
the initial state of stress and the deformation parameters, e.g. Poisson's ratio ~, within a perfect
plasticity model. We rather have three perfect plasticity calculations with different input para-
meters than a single computation for a more sophisticated model.
Implicit integration: I n Sect. 3 we describe the implicit integration of the plasticity model.
Restriction is made to associated and non-associated perfect plasticity. I t is shown that the
resulting holonomic relationship for finite increments of stress and strain conserves all properties
of the plasticity model. I n literature relatively little attention is paid to the numerical integration
of plasticity models, but it is of import as it affects the convergence properties of iterative solution
procedures.
Iterative procedure: I n Sect. 4 we summarize the finite element method for small strain plasticity
problems. Hereafter an accelerated initial stress method is described for solving the nonlinear
equations. There are m a n y different iterative processes, and the choice of a specific one depends
on the type of problem considered. We advocate the present one for non-associated perfect
plasticity problems. The most important reason for this choice is not the efficiency of the method
but its robustness. We will show that the method is unconditionally convergent for an implicitly
integrated associated model. For non-associated plasticity the method is not unconditionally
convergent, but its convergence properties surpass those of some other schemes.

2 A benchmark problem

The aim of this section is to demonstrate the capability of displacement based finite elements to
predict collapse loads accurately, and so we will s t a r t by presenting results for a strip footing on
cohesive soil. Instead of the well-known footing on homogeneous soil we consider a subsoil with a
cohesion t h a t increases rapidly with depth. The constitutive model is ideally elastic-plastic with
the Tresca yield surface and an associated flow rule. This footing problem serves as a good
benchmark problem because of the existence of limit load solutions obtained b y the method of
characteristics [1], and because of the increase of the strength with depth. Note that the theo-
retical solution depends on the roughness of the footing. We examine both an entirely smooth and
an entirely rough footing. The weight of the soil need not be taken into consideration as it does
not affect the limit loads.
The dimensions of the footing and the soil layer are indicated in the insert to Fig. 1, and the
soil properties are also indicated (G: elastic shear modulus). The cohesion (half the tensile strength)
is only 1 k P a at the soil surface, but it increases rapidly with depth up to 6 k P a at the bottom of
the soil layer. The thickness of this layer is only 2.5 m. For calculating the curves of Fig. 1
prescribed footing displacements of 4 m m were applied. I t appears from Fig. 1 that the agreement
between the finite element solutions and the theoretical limit loads is especially close for the smooth
footing. We obtain for a smooth footing a limit load of 10.08 k P a from the finite element calcula-
tion and 9.8 k P a from reference [1], i.e. a ratio of 1.02. I n the rough case the finite element result
is 12.57 k P a and the limit load 11.59 kPa, i.e. a ratio of 1.08. The rough footing calculation is 8 per
Cent out because we used a grid which is somewhat too coarse near the footing. Indeed, the prob-
lem was solved using a mesh with only 24 high order triangular elements and 221 nodes as shown
in Fig. 2. I t should be realised t h a t the computations were carried out using a twelve-point
Gaussian integration scheme, For the 15-noded triangle as used in this paper, the twelve-point
integration scheme corresponds to full integration [2].
P. A. Vermcer and H. van L~ngen: Soil collapse computations with finite elements 223

15.0
kN/mz
12.5 oo ~ 1 7
ooooOOO
6 .... rOL~w
o
o
o
10.0 ............ Z . ~ o-~
. '.. . .. . . .. . . .. . ... . .. . . . . . . . . . . . . . . . . . . . smooth
~r oo ~
o ~

o_ 7.5- S
o
4rn
~ o I r lkPo
H
~ o

&O ~
I 5'=150kPo ~ c i
o
E r :0.333 ~ t
o

2.5. o
o

0
0 0.I05 0.i0 0:15 m 0:20
Settlement
Fig. 1. Results for strip footing on stratum of which the strength increases wi~h depth

~. ' r / ~ / / / / / / x / / , .--////.~yv1#/,
9 - 9 \ .Xx.~ / . - .- .- .- ~ t
/ L.-~

//l.'~////I/////fll///////.

Fig. 2. Nesh for footing problem and velocity distribution at feilure

In general the displacement based finite element method overpredicts the stiffnesses and the
collapse loads of soil bodies. Comprehensive studies on the difficulties encountered in collapse
load computations were given by Nagtegaal et al. [3], and Sloan and Randolph [4]. I t appears
that we either need special elements such as the 15-noded triangle or reduced integration. For
reduced integration the overly stiff behaviour of the finite element mesh is countered by allowing
errors in computing the stiffness from the virtual work equation. I n most cas~s this works well
but it remains a dangerous technique to balance an error by the introduction of other errors.
For some problems it m a y go wrong as demonstrated in some studies [5, 6, 7].
I t should be reahsed that the overly stiff behaviour of the displacement based finite element
method m a y also be overcome by selective integration techniques as, for instance, presented by
Nagtegaa[ et aL [3], and Marti and Cundall [8]. Then difficulties encountered with plastic in-
compressibility are solved. As a consequence those techniques are suitable for (incompressible)
undrained clay behaviour, but not for general soil problems as dilataney cannot easily be taken
into account.
Finally some attention is to be paid to the performance of the incremental iterative procedure.
Both load-displacement curves were obtained using about 25 increments and an average of
4iterations per increment. Non-linear finite element calculations are generally believed to consume
a lot of computer time, but this depends very much on the problem considered and the iterative
solution procedure. The problems considered here were run on a personal computer (IBM PC/AT)
and computations lasted approximately half an hour.
224 Ingenieur-Archiv 59 (1989)

3 Implicitly integrated stress-strain model

For limit analyses a simple linearly elastic, perfectly plastic material model may be adopted.
In this model the elastic strain rates are related to the stresses by Hooke's law, i.e.
Aa = D~ s = D(e -- ev) (1)
where Act stands for a finite increment of the constitutive stress. For convenience, we write e
rather than Ae, although strain increments are considered. The plastic strains obey a flow rule of
the form
t

(2)
J ~a
to

where g is a plastic potential function which depends on stresses only. Note that we consider
perfect plasticity. Quite formally (2) may be integrated to obtain

= _[(1 - + (3)
where both AS and a are yet unknown. In the special case of an associated flow rule with g = ],
where / is a convex yield function, we have the special property

(a--a*) z~v>0 for 9----] (3a)

being named stability in the large by Drueker [9, 10]. Here a stands for stresses at the yield
surface and ~ stands for the associated plastic strain rate. The asteriks is used to denote any
other admissible stress which lies inside the yield surface or just at the yield surface. This pro-
perty is essential for describing theorems on lower bounds, upper bounds and uniqueness [11].
In order to retain the above special properties within finite element calculations, great care is
needed in formulating the relationship between finite increments of stress and strain.
Finite element incremental analyses require that a continuous loading process be discretized
into a sequence of finite load increments. During each step of the analysis the (essentially) differ-
ential stress-strain law needs to be integrated according to some integration scheme, i.e.
forward marching (~ = 0), trapezoidal integration (~ =- 1/2), implicit integration (~ = 1), etc.
A~y adopted integration scheme transforms the path-dependent elasto-plastic behaviour into a
(non path-dependent) holonomic relationship in terms of finite stress and strain increments.
Here it should be noted that the most accurate integration scheme is not necessarily the best
scheme. The best scheme is the integration scheme that retains the stability in the large criterion
at the level of finite increments. Hence we need to start from the condition

(a--a*) ~ev>0 if g=/. (3b)

This property is obtained by taking ~ equal to unity, as then we have

eP= A~g for ~=_~0~_A~ (4)

where the gradient of the plastic potential function is to be Updated for the final stresses at the
end of a loading step. For instance, Fig. 3 demonstrates that the choice ~ ~ 0 will not ensure
the property. On the other hand it may be seen from Fig. 3 that we need to select cr ---- 1; all
possible vectors r -- a* make a sharp angle with the plastic strain vector. Having selected a
value for cr the multiplier A2 is to be solved. For this purpose we combine (1) and (4) to obtain

a=a s-A~D ~9 a s=a ~ (5)

This final stress has to satisfy the yield condition

/(a) = o . (6)
P. A. Vermeer and H. van Langen: Soil collapse computations with finite elements 225

Fig. 8. Explicitly integrated (cr : 0) and implicitly integrated (cr = 1) associated flow rule

E x p a n d i n g this condition in a Taylor series at a e, and neglecting high order terms, we obtain

The final stress-strain relationship is

a = a' i f ( a ' ) ) ~) ~g (8a)

or in more symbolic n o t a t i o n
e:~e--h(e*) or d~:DAr (8b)
The brackets (.} symbolize a switch-on switch-off operator with the meaning t h a t (x} = x for
x > 0, and (x) = 0 for x < 0. A very simple expression for the constant d is obtained for the
Mohr-Coulomb model with

/ : 0.5 [(71 - - ff3[ ~- 0"5((71 "~ (73) sin 9 -- c cos 9,

(9)
g : 0.5 [ffl - - aal + 0.5((71 "31- (73) sin ~p + constant
where ~ is the friction angle, ~p is the dilation angle and c the cohesion. This model becomes
associated for ~p : ~. N o t e t h a t (71 and (73 denote the m a j o r and minor principal stresses, being
usually compressive and thus negative. W i t h this model we find

d = [ ~ / ~ T D ~g -- ~ (1 -- 2v + sin ~osin ~). (10)

Finally it should be realised t h a t the relationship (8a) is such t h a t there is a strain energy
function for the special case g = ]. I t can be shown t h a t

E = o~ + 0.5erDe -- 0.5d-l[(/(a~)}] 2 (11)

with the properties

~E ~E .
, ~ = - - r (12)

where
~E = D __1 D ~g (~_]~T D -- i__/(a~ ) D ~ D. (13)
~e 2 d ~o ~ ] d ~o 2

4 Finite element formulation

For conventional small strain analyses the finite element method leads to the equilibrium equations

fBPadV:ql +q2+'"+q~ 04)

v

16
226 Ingenieur-Archiv 59 (1989)

where V is the volume of the considered body. The load vectors q~ stem from body forces, surface
tractions, prescribed displacements and possibly pore water pressures. The well-known matrix B
depends on the coordinates and relates the strains to the supervector of nodal displacements :
e = B Au. (15)

In elasto-plastic analysis loads are applied in increments and after a loading step we have
: a ~ + Act, qi = qO _1_ A q i . (16)
With these substitutions the finite element equilibrium equation (14) becomes

f BTA~ dV = E Aq; + r ~ (17)

V

where
r~ = Z qO _ f dV. (18)
V

Ideally this residual load vector vanishes, but in non-linear analyses we seldom have hundred
per cent equilibrium at the end of each loading step. Due to the incorporation of the residual
load vector, accumulation of errors is avoided, so that there is no drifting tendency away from
equilibrinm. The final form of the finite element equation is obtained by substituting the inte-
grated stress-strain relationship (8b) and (15) into (17) to give

KeAu = ~ Aqi + r ~ + p (19)

where
K ~ = f BeDB dV (20)
V

is the elastic stiffness matrix and

p = f B e h ( o ~) d V (21)
V

is a pseudo!0ad vector which results from plastic straining. The non-linearity of the functions h
implies the use of iterative solution procedures.
Many iterative solution strategies exist. The most efficient group of procedure involves the
use of a constant iteration matrix [12]. Within this group the robustest one is the initial stress
method, written as

KeAuk+i = ~ Aq~ + r ~ + p~ (22)

where k is used to denote successive iterations. For material non-linearity with a linear elastic
component, the initial stress method has the great advantage that the iteration matrix is only
assembled and decomposed at the very beginning of a computation. Then it is used for all loading
steps and all iterations within a loading step. However, in its simplest form too many iterations
are needed.

5 An accelerated initial stress procedure

In order to describe a fast type of initial stress method, (22) is slightly modified by writing for the
(physical) load vectors
qi : ~q*, Aqi = A#q* (23)

where q* is a normalised load vector and # is a load multiplier. For the sum of the different load
vectors we write
E Aqi = A#q*, q* = E q*. (24)
P. A. Vermeer and H. van Langen: Soil collapse computations with finite elements 227

With this notation (22) becomes

KeAu~+1 ---- A/~q* d- r~ -~ P~. (25)

Similarly to K e the normalised load q* needs only be updated at the very beginning of a compu-
tation. The iterative procedure m a y now be made fast by introducing a good estimate for the
first iterate, e.g.

Au 1 -_- - -A/~ Aupr (26)

as illustrated in Fig. 4, and where Aupr and A/~pr are the displacement and load multiplier of the
previous loading step, respectively. Application of this rule to estimate the first iteration reduc-
ed the computer runtime by a factor of about 3 [13]. More recently, de Borst [7] compared
computer times for 8 different methods on a slope stahility problem. Again the use of (26) gave a
considerable gain; the sophisticated BFGS method proved to be faster, but not considerably.
A further reduction of computer run times is achieved by means of over-relaxation. For the
problem of Sect. 2 we used the scheme
KeAu ~+1 = A#q* -}- r ~ + t ~, t ~ = t 1r -~ o)(p k -- t k-l) (27)

which reduces to the scheme (25) when taking co equal to unity. However, this scheme becomes
faster, b y using an overre]axation factor of about ~o = 1.5 for associated plasticity and a value
of 1.3 for non-associated plasticity. To elucidate this scheme, we will now consider the displace-
ment differences between two successive iterations:
~u~ = Au~ -- Au ~-~, ~t~ : t ~ -- t ~-1. (28)

With these notations the iteration scheme m a y be put in the form

Ke~uk+l = ~tk = ~or~ (29)

where r ~ stands for the unbalance of the nodal forces:

r~ = A#q* + r ~ -- (K*Au~ -- p~). (30)

In the Appendix it is shown that convergence is ensured under the conditions of

-- associated flow rule,
-- implicitly integrated stress-strain law,
-- relaxation factor between 0 and 2,
-- regular tangent stiffness matrix.
Then large load increments m a y be applied as the procedure converges independently of the
stepsize. A rigorous proof hereof is given in the Appendix to this paper.

t-!'
f-(~)

#o-

l~upr

I > I )
u~ .u U~ U

a b

Fig, ~ a and b. Extrapolation from previous step. a Without overrelaxation; b with overrelaxation

16"
228 Ingenieur-Archiv 59 (1989)

6 Indirect displacement c o n t r o l

The set of non-linear equations as considered in the previous section m a y shortly be written as
r(A~, Au) = 0 (31)
as defined by (30). Some writers [12] refer to ~/t as a load intensity, but we will stick to the name
multiplier. Note t h a t it m a y be both a multiplier for a physica ! load as well as a prescribed-
displacement multiplier. I n the former case we have load control and in the latter case we have
displacement control. We will consider 10ad control in more detail, as then the previously de-
scribed iterative procedure needs another extension.
For load control the iteration scheme m a y break down due to the fact t h a t the tangent stiff-
ness matrix
K = --~r/~u = K e -- ~p/~u (32)

m a y become singular. This will happen whenever we meet a limit point or a bifurcation point. A
powerful idea for overcoming these points is the arc-length method originally proposed b y
l%iks [14]. The main idea is to iterate both on the displacements and the load multiplier. With
this idea the initial stress method can be further extended to obtain arc-length control b y
KeAu~+1 = A/~+lq * + r ~ + t ~, (33)
(AUk§ AUk+I _~_ fl2(~/~+1)2 = constant (34)

where the constant is determined b y the first iteration. Note that we obtain the first iteration on
the basis of (26) with a chosen value of zJ#. The method seems to be somewhat arbitrary as it
adds loads to displacements. Therefore the constant fl m a y be defined as

# = ]l~u~]], (35)
so that all terms have the same dimension. However, this is just a particular choice and other
values for fl are possible. When chosing smaller fl-values the arc-length control reduces to indirect
displacement control:
K e A u ~+1 = A # ~ + l q * + r ~ + t ~, (36)

(Aug+l) ~' Au ~+1 = constant (37)

So far the writer mostly used this iteration scheme with ~o between 1.3 and 1.6. (see (27)). An
overrelaxation factor of 1.5 and 1.6 is generally possible for associated plasticity problems, but
smaller values of say 1.3 appear to be necessary for non-associated plasticity problems.

7 Sensitivity of limit points

To examine the nature of limit points for non-associated plasticity, we examine the stability of
a homogeneous embankment. I n fact it is a scale model for testing in a geocentrifuge as indicated
in Fig. 5. The smooth vertical boundaries are modelled as roller boundaries. The silty material
is fixed b y a rough lower boundary. This is not the bottom of the centrifuge basket as there is a
triangular fill of timber at the bottom of the centrifuge basket. The boundary conditions and the
mesh for finite element calculations are depicted in Fig. 6. The properties of the silty sand
are shown in Fig. 5. Hence two calculations are to be performed, one for a Poisson ratio of
0.33 and one for v ~ 0.49. The Poisson ratio is varied in order to analyse the sensitivity of the
limit load. For associated (small strain) plasticity the limit load is unique, i.e. independent of
initial stresses, deformation parameters, and sequence of loading, but this does not hold for
a non-associated model as considered here. I n short it means t h a t the limit load will generally
depend on the full deformation history. Using an ideally elastic-plastic model the deformation
up to failure is only roughly approximated, but we m a y assess its influence b y varying Pois-
son's ratio.
P. A. Vermeer and H. van Langen: Soil collapse computations with finite elements 229

1.732 m 0.5 m

30o~.:-'.:: "..'.'.- >.......

c~
..,..:.:/i:!i -i}. i.i!:
c = 1 kPo
9) = 25~
,g=O o
E 5 = 50 kPa
r = 0.33 or 0.49

:Fig. 5. Scale model of embankment for testing in centrifuge

jz

=758 integrotion points

~<z,, 17 • 33 = 561 nodes
64 15-noded triangles
Pig. 6. Mesh for embankment problem

Low poisson's ratio: The load vector in this finite element analysis results entirely from the appli-
cation of gravity. F o r the first increment the soil weight was increased to y = 10 k N / m ~. Here-
after the load increments became smaller and smaller due to the use os arc-length control, l%r
the overrelaxation factor in (36) we used (o ~- 1.3. The c o m p u t e d load-displacement curve is
shown in Fig. 7. There are two limit loads : a peak load for a dimensionless soil weight of about 80
and a residual load for a soil weight of 75. P e a k lo~ds very slightly in excess of the residual loads
are quite c o m m o n in plasticity calculations. L a t e r it will be explained t h a t this is generally caused
b y the convergence tolerance of the iterative procedure. The limit load according to the slip circle
m e t h o d of Fellenius is also shown in Fig. 7.

100
l

o o'.2
Settlement of crest u/h

Fig. 7. Computational results. The non-associated flow rule may cause softening as here for
Poisson's ratio of 0.49
230 I n g e n i e u r - A r e h i v 59 (1989)

Table 1. Load-step t a b l e showing n u m b e r of iterations for e m b a n k m e n t problem with v = 0.49

load n u m b e r of soil crest inaccurate
step iterations weights settlements points

1 2 9.98 0.003 7 0
2 5 19.52 0.007 3 0
3 4 28.71 .0103 0
4 4 37.73 .0143 0
5 3 46.61 .0179 0
6 12 54.81 .0217 0
7 12 62.30 .0254 0
8 9 69.25 .0291 0
9 4 75.89 .032 8 0
10 5 82.02 .036 5 0
11 5 87.57 .0402 0
12 10 91.83 .0437 0
13 12 93.57 .047 3 7
14 12 92.64 .0510 15
15 12 90.11 .0546 13
16 12 87.59 .0581 14
17 12 86.07 .0616 19
18 12 85.31 .0649 14
19 12 84.15 .068 2 10
20 12 82.25 .072 6
21 12 79.96 .075 2
22 12 77.85 .078 2
23 12 76.45 .082 1
24 4 75.26 .085 0

= 25 ~ //,, / ......

L. / %. ,~ } .~-~%ys~ - ; : : :
~=0.49..~-~no *Z ',' ) zj~A"~/~-~SS : 7 : : i :

; 7 ; F "

~ j ~ . ~ - ~ Y ~ , : .

!!:"

Fig. 8. Velocity field a t residual load

= 25 ~

....... .... l t

Fig, 9. Stress field a t residual load

P. A. Vermeer and tI. van Langen: Soil collapse computations with finite elements 231

High poisson's ratio: Now the elastic soil behaviour is nearly incompressible and this results in a
relatively stiff response. The computed load-displacement curve is much steeper now, as can be
seen from Fig. 7. Moreover, we obtain a very marked peak for yh/c ---- 93 and again a residual load
for a soil weight of about 75. The difference between the peak load and the residual load is very
large. Moreover, the first limit point is so sharp that it resembles a bifurcation point. Detailed
information on the outcome of the iteration procedure is given in Table 1. The final velocity field
is shown in Fig. 8 ; it shows a clear localization of the deformation in a shear band. The stresses at
residual load are shown in Fig. 9.

8 The out-of-balance stress

Closely related to the iteration procedures are the convergence criteria. Different researchers use
different norms to measure the convergence, e.g. a displacement norm, an energy norm or a
norm on the out-of-balance forces. I n order to clarify ideas we will introduce three stresses,
namely
-- equilibrium stress,
-- constitutive stress,
- - out-of-balance stress.

The introduction of these stresses is not only needed to describe the convergence criterion for
use in the iterative solution procedure, but also for clarifying the precise meaning of calculated
load-displacements curves as presented in Fig. 1.
The non-linear analysis of a load step m a y be summarized by three equations,i.e, the stress-
strain relationship (8), the strain-displacement relationshi p (15) and the equilibrium equation (14):

= . ( a ~ e), (S*)

e = BAu, (15")

f dV -= ~ qi. (14")
V

I n the above stress-strain relationship we have introduced existing stresses at the beginning
of a load step as a parameter, as we consider the computation for a particular step. Note that the
relationship (8*) is written in its most general form, whereas equation (8) gives a special form
and (15") and (14") are fully identical to (15) and (14), respectively.
AI1 non-linearity of the problem is contained in the stress-strain relationship, and most
solution procedures a r e of the form

a~ = M~(e~ __ e~-i) + s~-l, (38)

s~-I = a(~', e~-l), (39)

where/c denotes the iteration number and iV[ some stiffness matrix; it might be the elasticity
matrix as well as a tangent stiffness. Note that the initial-stress method with overrelaxation as
described in this paper complies with the above equation. Indeed we have used M = cod where
D is the elasticity matrix. The entire non-linear finite element analysis m a y now be summarized as

a~ = M ~ e ~ + s~-l, (40)

~e ~ = B~u~, (41)

f B ~ dV = Z q~" (43)
V

I-Iere the symbol ~ is used to denote subincrements for two successive iterations. For convenience
we do not include arc-length control methods:; otherwise there would be four instead of three
232 Ingenieur-Archiv 59 (1989)

StFess'

sk Sk*l O*k. . . . . . . . . . . . . . . . / ~ ~ -

>
Strain
Fig. 10. Constant equilibrium stress and increasing constitutive stress

basic equations. Now it is possible to introduce some notations, namely

equilibrium stress for a ~ = 1~I~~( ~ + s~-1,
constitutive stress for s ~ = a(a0, e~).
The name equilibrium stress is obvious as these stresses are in equilibrium with the load vectors,
both in the interior of the body and at the surface. The name constitutive stress is appropriate,
as those are calculated from the non-linear constitutive law. Figure 10 shows a special situation
where the constitutive stress increases to approach the equilibrium stress. Ideally a solution
procedure has converged when the constitutive stress field has become identical to the equili-
brium stress field. I n practise a convergence tolerance is introduced and both stress fields will
remain slightly different. For all computations presented we used the Euclidian norm on the out-
of-balance stress, i.e. iteration was stopped when
]l(~ - - S~][ <error ~- 0.05c (44)
where c is the cohesive strength of the soil. I n addition a m a x i m u m number of 12 iterations per
load increment was prescribed.
Output loads: For the rigid-footing problems of Sect. 2 we presented the average footing pressure
as a function of settlements, both for a smooth and a rough footing. The average pressures were
calculated b y adding nodal forces and dividing b y the footing width. Here nodal forces were
calculated from the equilibrium stress fields. Hence equilibrium pressures were presented, but we
might as well have presented constitutive pressures obtained from constitutive stress fields.
For loose convergence criteria the difference between the two curves will be noticeable as indi-
cated in Fig. 11. The equilibrium loads tend to give the highest peak load, due to the convexity
of yield surfaces. Although it would be more conservative to present diagrams with constitutive
loads, we advocate the use of equilibrium loads. Indeed, for footing problems with displacement

Lood~ qui[ibrium Loo,d /

EquiUbdum

Constitutive

No-overre[oxotion ~ / Overretaxefion
>.
Displacement Disptocement
Fig. 11. Typical computational results when using a loose convergence criterion
P. A. Vermeer and H. van Langen: Soil collapse computations with finite elements 233

control both curves may be calculated, but how to proceed with an embankment problem as
treated in Sect. 7? For problems with prescribed surface tractions or prescribed gravity loads,
we cannot simply introduce constitutive tractions or constitutive gravity loads. Therefore it is
consistent to present footing pressures also on the basis of the equilibrium stress fields.
Global convergence criteria: The convergence criterion (44) is a so-called local criterion as it has to
be satisfied for all individual Gaussian integration points. The advantage of this criterion is that
convergence is checked in great detail. For cohesionless soil, however, it is sometimes difficult to
find a suitable value for the constant error. Therefore it is convenient to have the option of a
global criterion such as
][r~l[ < error • Jlq~l[ (45)
where r ~ is the out-of-balance vector of nodal forces as calculated from the out-of-balance stress
field. We thus have
(46)
V V
Taking the admissible error in proportion to an external load vector qi, we make sure that the
differences between the curves of Fig. 11 remain within a preset fraction of the load.

9 Concluding remarks
An implicitly integrated plasticity model has been adopted so that it conserves extremal pro-
perties for associated flow rules. For non-associated flow rules the implicit integration slightly
improves the inherent unstable performance of the differential stress-strain relationship. The
latter will contribute to the success of numerical solution procedures for practical problems
including limit load calculations.
For limit load calculations, we overcome the overly stiff behaviour of the displacement based
finite element method by using 15-noded triangles with full 12-point integration. At present this
seems to be the most reliable manner to prevent locking of elements which would prevent the
detection of limit points.
In geomechanics the non-linearity is dominated by material non-linearity rather than geo-
metric non-linearity. For passing limit points which stem from material non-linearity, we have
adopted an accelerated initial stress method with an arc-length control teclmique. The use of an
elastic iteration matrix is especially competitive for problems of non-associated plasticity [15, 16].
Only one half of the symmetric elasticity matrix need be stored, whereas the non-symmetric
tangent stiffness matrix would need full storage.
In fact very few calculations have been reported with a non-symmetric iteration matrix.
De Borst [7] experienced divergence of the modified Newton-I~aphson procedure well before
reaching the limit load in a trap door problem. Teunissen and Vermeer [17] obtained converged
solutions for stripfooting problems, but only for modest degrees of non-symmetry; again an
initial stress method proved to be needed when the degree of non-symmetry became significant.
In the above cases the tangent stiffness approach might have failed due to the use of inaccu-
rate equation solvers, as no pivoting procedure was used. In fact further research is needed on
the use of the tangent stiffness method for limit analysis in non-associated plasticity. Here it
should be realised that the initial stress method tends to become inefficient for the combined
problem of material and geometric non-linearity.
On using the elasticity matrix as an iteration matrix, we circumvent entirely the problem of
factorising near-singular matrices, and post-peak solution curves are easily obtained. For engineer-
ing purposes it is important to find the residual load at which deformations are fully plastic. The
peak load is unreliable, as its precise value will depend on the initial stresses at the beginning of
loading and also on the constitutive behavionr of the soil which are never precisely known.

Appendix: Convergence of initial stress method

We will consider the initial stress method with overrelaxation, but arc-length control is con-
veniently excluded. I t will be shown that th]s iterative procedure convergences unconditionally
for the combination of associated plasticity and implicit integration.
234 Ingenieur-Archiv 59 (1989)

Stre~s-strain inequality: The starting point for the derivations is the inequality (3b) which may be
written as
-(s -- s*)~ ep ~ 0. (A1)
Here s* is any stress at or below the yield surface. Within an iterative procedure both the (con-
stitutive) stress s, and the plastic strain increment eP change, but the inequality remains intact.
Hence both for the kth and the lth iteration we have

(s~ - s*)~ ep~ ~ 0, (d - s*) ep ~ => 0. (A 2)

The stress s* is free to chose, as long as it gives a non-positive yield function, and we write
(s~ - s ~ ) T e ' ~ 0 , ( d - - s ~)e p ~ 0. (A3)
Taking the sum of both inequalities we obtain
(s~ -- s~)~ (ep~ -- e ~) ~ 0. (h 4)

In short more symbolic notation we will simply write

~s~ ~ p ~ 0 (h 5)
Together with the elasticity equation

~s = D~e ~ (A 6)

the inequality becomes

~ee~D~ep ~ 0. (A 7)
The positiveness of the elasticity matrix gives
~r ~ 0, ~eo~D~ep ~ 0,
and these two inequalities may be added to the inequality (A7) to obtain
~r162 q- 2~e~D~r p -k ~r ~ (~r162 e ~- ~e~D~r
Using the basic equation ~r -k ~r = ~e and the symmetry of the matrix D we find
(~s162 ~ (5r163 e -}- ~e~D~r

or by omitting the elastic contribution

(~r ~ ~c~D~r (A 8)
Force-disl~lacement inequalities: Having considered stresses and strains we will now consider the
finite element equilibrium equation for nodal forces and nodal displacements. In fact both
equations have full analogy, namely
A~-= D(Ae -- Ae~) for stress-strain, (A 9)
Ar ---- K(Au -- Au~) for force-displacement (A10)
where r is the super vector of nodal forces and u is the super vector of nodal displacements.
Indeed, this form of the finite element equation follows from (19) when defining
Aq = ro ~- ~ Aq~, K = K ~, Au~ = K-~p,
Basic properties at the level of stresses and strains are retained at the level of forces and displace-
ments, and we thus have
AeTDAe ~ Ae~DAe~ for strains, (A 11)
Au~KAu ~ AuP~KAu~ for displacements. (A 12)
Obviously those equations are only valid for an implicitly integrated associated flow rule.
P. A. Vermeer and H. van Langen: Soil collapse computations with finite elements 235

I n i t i a l stress w i t h o v e r r e l a x a t i o n : This iteration scheme is formulated by (29) and (30). An equi-

valent formulation is
K ~ u ~+1 = ~or ~, ( A 13 a)

r~ = Aq-- K(Au ~- Au p~) (A13b)

or b y eliminating the out-of-balance force vector
~u ~+1 = [ K - 1 A q - - (Au~ - - A u r a ) ] . (A14)

The external load vector m a y be eliminated by subtracting the equations for two subsequent
iterations to obtain
~U/r : (1 -- co)~u~ + e,~n p~, (A15)
and this implies the inequality

ll~u~+lJ[ < (1 - 0)) 2 ][~u~[[ + o) ~ II~uP~[I CA 16)

where we define the norm to be

]lull = u ~ K u . ( A 17)

According to the inequality (A 12) we also have

Hence both inequalities m a y be combined to obtain

]l~u~+!]l < (1 - - 2~ + 2o~) tI~u~ll. CA19)

The subincrements of the displacements will consequently decrease in the norm (A 17) if

1 - - 2o) + 2 w ~ < 1, (A20a)

and this implies t h a t the relaxation factor has to be in the range

0 < m < 2. (A20b)

Similar to the subincremental displacement, the out-of-balance force will decrease for the above
choice of the relaxation factor. I n order to prove this we consider the inequality

]l~u~+ll[ < ]](~u~l[ for 0 < co < 2 (A21)

or in full notation

(~llk+l~K(~ll/r :< (~llk~'I{OU/r for 0 < co < 2. (A22)

Substituting (A 13a) we obtain

rk+~K-lr~+X < r ~ K - l r ~ for 0 < co < 2. (A23)

Hence the out-of-balance forces decrease in a norm with the inverse of the elastic stiffness matrix:
For convergence we need the out-of-balance forces to be strictly decreasing (no equality
sign). The equality sign is valid when the applied load is in excess of the limit load. For such a
situation we have

~U k : ~uP ~

and eqs. (A18) and (A 23) degenerate to

~uk+l = ~ll ~ , r k+l .-- r ~ ,

resp., so t h a t there is no convergence. Indeed, for such situations the iterative procedure needs to
be extended with arc-length control as specified in Sect. 6.
236 Ingenieur-Archiv 59 (1989)

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Received June 9, 1988

Dr. ir. P. A. Vermeer

Ir. H. v. Langen
Department of Civil Engineering
Delft University of Technology
Stevinweg 1
NL-2628 CN Delft
The Netherlands