Unwedge v. 4.

0
Tutorial 7 | Probabilistic Analysis

Topics Covered:

Project Settings
Random Variables
Fisher Distribution
Mean Wedges
Picked Wedges
Histograms
Scatter Plots
Design Factor of Safety

Unwedge v. 4.0 Tutorial Manual

Tutorial 7: Probabilistic Analysis

Introduction
This tutorial will familiarize the user with the Probabilistic Analysis features of Unwedge.
In a Probabilistic Analysis, you can define statistical distributions for input parameters (e.g.
joint orientation, field stress properties, water pressure, bolt tensile capacity) to account for
uncertainty in their values. When the analysis is computed, this results in a distribution of
safety factors for each wedge, from which probabilities of failure (PF) are calculated.
The finished product of this tutorial can be found in the Tutorial 07 Probabilistic Analysis.
weg file, located in the Unwedge 4.0 Examples > Tutorials folder in your Unwedge installation
folder.
If you have not already done so, run the Unwedge program by double-clicking on the Unwedge
icon in your installation folder. Or from the Start menu, select Programs > Rocscience >
Unwedge 4.0 > Unwedge.
If the Unwedge application window is not already maximized, maximize it now, so that the full
screen is available for viewing the model.

Project Settings
Select Project Settings from the toolbar or the Analysis menu.
Select the General tab and change the Analysis Type to Probabilistic.
For this tutorial we will be using Metric units, so make sure the Metric, stress as MPa option is
selected for Units.

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Sampling and Random Numbers

Select the Sampling tab in the Project Settings dialog. The Sampling Method determines
how the statistical distributions for the random input variables will be sampled. The default
Sampling Method = Latin Hypercube, and the default Number of Samples = 10,000. See the
Unwedge help topics for more information about the sampling options.
Select the Random Numbers tab. Note that Pseudo-Random sampling is in effect by default.
This allows you to obtain reproducible results for a probabilistic analysis, by using the same
seed value to generate random numbers. We will discuss Pseudo-Random versus Random
sampling later in this tutorial.
Do not make any changes to these settings, we will use the defaults.

Design Standard
Eurocode 7 is a design document that establishes rules and standards for geotechnical
engineering design across Europe (BSI, 2004). Eurocode 7 represents a major change in
design philosophy. Traditionally a single, lumped factor of safety accounts for all of the
uncertainties in the problem. With Eurocode 7, partial factors of safety are applied to
different components of the analysis. The partial factors are applied prior to the analysis to
give design values that are used in the calculation. The final result is an over-design factor,
which must be greater than 1 to ensure the serviceability limit state requirement is satisfied.
For more information on using Eurocode 7 in geotechnical design, see Smith (2006) and Bond
and Harris (2008). This tab allows the user to design using Eurocode 7 specifications.

Project Summary
Select the Project Summary tab in the Project Settings dialog.
Enter Unwedge Probabilistic Analysis Tutorial as the Project Title.
NOTE: The Project Summary information can be displayed on printouts of analysis results,
using the Page Setup option in the File menu and defining a Header and/or Footer.
Select OK to close the Project Settings dialog.

The Model
We will start by creating the 2-dimensional cross-section of the excavation you wish to
analyze. The cross-section can either be imported as a DXF file, or defined within the
program, using the Add Opening Section option. For this tutorial, we will use the Add Opening
Section option. Ensure you are in the Opening Section view.
Select: View > View Limits and enter 250, 300 for the Minimimum X, Y Coordinates and 280,
330 for the Maximum X, Y Coordinates. Select OK.
Now, Select: Boundaries > Add Opening Section
Enter the following coordinates in the prompt line at the bottom right of the screen. Note:
Press Enter at the end of each line, to enter each coordinate pair, or single letter text
command (e.g. a for arc or c for close).

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Enter vertex [t=table,a=arc,esc=cancel]: t

Enter the following and select OK:
X

264.5

303

273

303

273

306

277.5

306

277.5
317
Enter vertex [...]: a
Select 3 points on arc. Enter number of segments in arc: 12. Select OK.
Enter second arc point [esc=cancel]: 271 320
Enter third arc point [esc=cancel]: 264.5 317
Enter vertex [...]: c
The opening section boundary should be automatically zoomed to the center of the view. If it
is not, select Zoom All (or press the F2 function key) to zoom the excavation to the center of
the view.

Probabilistic Input Data

Select Input Data from the Analysis menu or the toolbar.
Select: Analysis > Input Data
Note the Design Factor of Safety option in the General tab. This option is used in
probabilistic analyses for determining the probability of failure and required support
pressure. The probability of failure is P(FS < Design FS).

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For this tutorial, well keep the default values for the General, Joint Orientations, and Joint
Properties tabs. Click OK.
Select Joint Orientations from the Statistics menu on the toolbar.
Select: Statistics > Joint Orientations
To carry out a Probabilistic Analysis with Unwedge, at least one input parameter must be
defined as a random variable. To define a random variable for Joint 1 orientation, click on
Joint 1 (Joint Properties 1) on the left.
Note that there are TWO methods of defining the variability of joint orientation in an Unwedge
Probabilistic analysis:

Orientation Definition Method = Dip / Dip Direction

Orientation Definition Method = Fisher Distribution

With the Dip / Dip Direction method, the Dip and Dip Direction are treated as independent
random variables (i.e. you can define different statistical distributions for Dip and Dip
Direction).
Click the Add button in the Joint Orientations dialog. Notice that Dip now has a Normal
distribution. By clicking on Normal, you can change the distribution to various other
distribution types. Similarly, the property can be changed to Dip Direction. Clicking Add
again, will add the Dip Direction as another random variable.
The Fisher Distribution method generates a symmetric, 3-dimensional distribution of
orientations around the mean plane orientation. Only a single standard deviation is
required. In general, a Fisher Distribution is recommended for generating random joint plane
orientations, because it provides more predictable orientation distributions, and lessens the
chance of input data errors.
For more information about the Orientation Definition Method see the Unwedge Help system.
We will use the Fisher Distribution option, by checking the Use Fisher Distribution box on
the top of the dialog. Notice our previous Dip / Dip Direction definitions are now overwritten.
Set the Standard Deviation = 7. Repeat this process for Joint 2 with a Standard Deviation = 7
and Joint 3 with a Standard Deviation = 10. Select OK.

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NOTE: Joint orientations can also be imported from Dips. This will be demonstrated in a
future tutorial. For more information about statistical input see the Unwedge help system.
For this example, we will be defining the following input parameters as random variables:

Joint 1 orientation

Joint 2 orientation

Joint 3 orientation

Phi of Joint Properties 1

All other model input parameters will be assumed to be exactly known (i.e. Statistical
Distribution = None) and will not be involved in the statistical sampling.
We have already defined the three joint orientations as random variables. We will now define
Phi, the angle of internal friction for Joint Properties 1 as a random variable.
Select: Statistics > Joint Properties
Because all of our joints have the same properties, Joint Properties 1 is the only property on
the left of the dialog. Click the Add button.

Click on Phi to see a drop-down menu of the different properties to which we can assign
distributions. We will assign a Normal distribution to Phi with a Standard Deviation = 5 and
Rel. Min = Rel. Max = 15, as shown. Click OK.

Compute
We are now ready to compute. Select Compute on the toolbar or in the Analysis menu.
Select: Analysis > Compute.

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Using the Latin Hypercube sampling method, Unwedge will generate 10,000 random input
data samples for each random variable, using the specified statistical distributions, and
compute the probabilistic output for 10,000 possible wedge arrangements.
The calculation may take a few minutes. The progress of the calculation is indicated in the
status bar.

Probabilistic Analysis Results

The results of the analysis can be studied in the Probability View. Select Probability View
using the drop-down menu on the toolbar or the Select View sub-menu of the View menu.
From the sidebar on the right, we can see that the values on the screen represent the
Maximum Support Pressure.
It is important to understand the significance of this cross-section. Due to the variability in
our input data, 10,000 different wedge arrangements have been computed. Support Pressure
is calculated for each segment from the 10,000 trials and the 10,000 possible wedges which
may span this segment. The maximum of these 10,000 possible values is represented by
the number displayed on the segment. You can also use the percentile option in the sidebar
to adjust which value of support pressure to show. The default percentile is 100% which is
the maximum of all support pressure values computed for a particular segment. However if
you wanted to show the 95th percentile, where 95 percent of all support pressure values for
this segment lie below this value, this is possible as well. Take note that Maximum Support
Pressure, and all probabilistic output, is a function of location on the tunnel perimeter.
Select Probability of Failure from the sidebar. Your screen should look as follows:

Note that because the wedges on the sides of the tunnel have factors of safety greater than
our Design Factor of Safety = 1, their probability of failure is zero.
Similarly, because the roof wedge (8) had a factor of safety of 0.000 shown in the side bar,
its probability of failure is 1.000.
NOTE: For a discussion of the Probability of Failure see the Unwedge help system.
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Wedge Display
Select 3D Wedge View from the drop-down menu on the toolbar.
The wedges initially displayed after a Probabilistic analysis, are based on the mean input
values, and are referred to as Mean Wedges. They will appear exactly the same as ones
based on Deterministic input data and have the same safety factors, as shown in the sidebar.

Histograms
To plot histograms of results after a Probabilistic Analysis, select Plot Histogram from the
toolbar or the Statistics menu:
Select: Statistics > Plot Histogram

Select Factor of Safety from the Data Type menu. Leave Location as the default of Multiple
Segments. Select Pick Segments to plot the histogram.
Notice that the cursor has turned into a selection box. Right click on the screen and select
Select Inside Only from the Selection Window sub-menu. Now left-click and keeping the button
pressed, drag a box over just the roof section, as shown. Release the left-click and then press
enter.
The histogram represents the distribution of Safety Factors for all valid wedges generated
by the random sampling of the Input Data, for all segments comprising the roof of the
excavation.
Right-click on the histogram and select 3D Histogram from the popup menu. This will display
the histogram bars in 3D, as shown.
Now, right-click anywhere on the histogram and select Show Failed Wedges. This option
shows the failed wedges (FS < design FS) along with the safe wedges (FS > design FS) on
the same histogram. The failed wedges are depicted in red.

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Selecting Random Wedges

Right click on the histogram and select 3D Histogram to turn the setting off.
Select the New Window button from the toolbar or the Window menu. This option opens a
3D Wedge View and tiles the histogram with all other open views. Minimize the Probability
View and select Tile Vertically from the toolbar such that you see the 3D Wedge View and
histogram side-by-side as shown below.
A useful property of Histograms (as well as Cumulative Plots and Scatter Plots) is the
following:
If you double-click the LEFT mouse button anywhere on the plot, the nearest corresponding
wedges will be displayed in the Wedge view, and results for the wedges will be displayed in
the Sidebar.
For example:
1. Double-click on the histogram somewhere where the factor of safety is about 5.
2. Notice that different wedges are now displayed, and the wedge in reference has been
highlighted.
3. In the Sidebar, the analysis results are updated to display results for the wedges that
you are viewing. The highlighted wedge in the 3D Wedge View has been boldened in the
sidebar and it has a factor of safety of about 5, as expected. This is shown below.
4. Double-click at various points along the histogram, and notice the different wedges and
analysis results which are displayed.

This feature allows you to view any wedge computation generated by the Probabilistic
Analysis, corresponding to any point on a histogram, cumulative plot, or scatter plot.

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In addition to the Wedge View, all other applicable views (for example, the Info Viewer and
the Stereonet View) are also updated to display data for the currently Picked Wedge.
Note:

this feature can be used on histograms of any statistical data generated by Unwedge,
and not just the Safety Factor histogram

this feature also works on Scatter Plots and Cumulative Plots.

Close the histogram and 3D Wedge View by selecting the X in the upper right corner of each
view. Maximize the Probability View. To reset the mean wedges display:
Select: View > Show Mean Wedges

Histograms of Other Data

In addition to Safety Factor, you can also plot histograms of:

other random output variables (e.g. wedge weight, support pressure, etc.),

random input variables (i.e. any input data variable which was assigned a statistical
distribution).

For example:
On the sidebar, change the display to Maximum Wedge Depth. Again, note that due to the
variability in our input data, 10,000 different wedge arrangements have been computed.
Wedge Depth is calculated for each segment from the 10,000 trials. The maximum of these
values is represented by the number displayed on the segment.
It should also be noted that the Wedge Depth discussed here and the Apex Height which can
be displayed in the sidebar are synonymous.
Click on the roof segment on the left (with maximum wedge depth = 12.01). The segment
should turn red.
Now right-click on the segment and select Plot Histogram.
In the dialog, select Data Type = Wedge Depth, ensure Single Segment is selected, and check
the Best Fit Distribution checkbox. Select OK. A histogram of the wedge depth and the
best-fit distribution to the data will be displayed.
Select the New Window button from the toolbar or the Window menu. You should now see a
tiled view of the histogram and the 3D Wedge View.
Double-click on the histogram, where the Maximum Wedge Depth is about 12 m. The wedge
will be highlighted on the 3D Wedge View, as shown below. We can now see from the 3D
Wedge View, that the relatively large Maximum Wedge Depth for this segment, and the
adjoining segment to the right, is due to a side wedge that intersects the upper left corner of
the roof.
Close the Wedge Depth histogram view, and the 3D Wedge View, by selecting the X in the
upper right corner of each view. Maximize the Probability View.
Select: View > Show Mean Wedges to reset the mean wedges display.

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Now lets generate a histogram of an input random variable.

Select: Statistics > Plot Histogram
Select Data Type = Dip (Joint 1), and click OK. The histogram is depicted below.

NOTE: For input random variables, the Input Distribution can be displayed on histograms.
However, because the orientation of Joint 1 was generated using a Fisher Distribution, which
is 3-dimensional, the Input Distribution cannot be displayed on the histogram, which is a
2-dimensional plot of only one component (Dip) of the Joint 1 orientation.
Return to the Probability View by clicking on the Probability View tab on the bottom left of
the screen.
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Scatter Plots
Scatter plots allow you to examine the relationship between any two analysis variables. To
generate a Scatter Plot:
Select: Statistics > Plot Scatter
In the Scatter Plot dialog, select the variables you would like to plot on the X and Y axes.
For example, lets plot the Factor of Safety versus Dip (Joint 1). Ensure Multiple Segments
is selected. Select the Show Regression Line option to display the best fit straight line
through the data. Select Pick Segments and select the roof segments as before. Press enter
to generate the plot.

Note the Correlation Coefficient, listed at the bottom of the plot, which indicates the degree
of correlation between the two variables plotted. The Correlation Coefficient can vary
between -1 and 1 where numbers close to zero indicate a poor correlation, and numbers
close to 1 or 1 indicate a good correlation. Note that a negative correlation coefficient
simply means that the slope of the best fit linear regression line is negative.

Compute (Random Sampling)

So far in this tutorial we have used the default Pseudo-Random sampling option. PseudoRandom sampling allows you to obtain reproducible results for a Probabilistic analysis, by
using the same seed value to generate random numbers. This is why you can obtain the
exact values shown in this tutorial.
We will now demonstrate how different outcomes can result from a Probabilistic analysis, by
allowing a variable seed value to generate the random input data samples.
Before we start, lets arrange the views as follows:
Select the Tile Vertically option from the toolbar or the Window menu, to tile all of the open
views. You should have Probability View, Histogram, and Scatter Plot open. Click on the
Probability View, and change the display to 3D Wedge View using the drop-down menu on
the toolbar.
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If your screen does not look similar to the figure (e.g. you have additional views open), then
close all views except for the three noted above such that your screen resembles the figure.
Now go to the Project Settings dialog.
Select: Analysis > Project Settings
1. Select the Random Numbers tab, and change the Random Number Generation method
from Pseudo-Random to Random. The Random option will use a different seed value
to generate random numbers, each time you re-run the Probabilistic analysis. This will
result in different sampling of your input random variables, and different analysis results
(e.g. Probability of Failure) each time you re-compute.
2. Select the Sampling tab in the Project Settings dialog, and decrease number of samples
from 10,000 to 1000. (This will make the change in results easier to see on the plots).
3. Select OK in the Project Settings dialog.
4. Select the Compute option from the toolbar.
5. Notice that the Histogram plot and Scatter plot are updated with new results.
6. Unwedge will only allow the user to select Compute if a change has been made to the
input data. In order to see the way that data changes when using Random Generation,
we want to select Compute repeatedly. To do this, select: File > Preferences and uncheck
the Disable compute button when results are up to date button. Select OK.
7. Select Compute repeatedly, and observe how the windows are updated each time the
analysis is re-run.
8. Note that the Wedge view does not change when you re-compute, since by default the
Mean Wedges are displayed, (i.e. the wedges based on the mean Input Data), which are
not affected by re-running the analysis.
That concludes the Unwedge Probabilistic Analysis Tutorial.

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References
Bond, A. J. and Harris, A. J., 2008. Decoding Eurocode 7, Taylor & Francis.
British Standards Institution, 2004. Eurocode 7: Geotechnical design Part 1: General rules, BS
EN 1997-1, London, UK.
Smith, 2006. Smiths Elements of Soil Mechanics, 8th Edition, Blackwell Publishing.

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