This 8-page paper appeared in the CDRom Proceedings of the Eight International Conference on Structural Safety and Reliability

(ICOSSAR), Newport Beach, California, 17-22 June 2001. lowsnp

Stochastic nonlinear p-y analysis of laterally loaded piles

B.K. Low & C.I. Teh
School of Civil & Structural Engineering, Nanyang Technological University, Singapore 639798

Wilson H. Tang
School of Civil Engineering, Hong Kong University of Science & Technology, Hong Kong, China

Keywords: laterally loaded pile, nonlinear p-y curves, optimization, reliability, stochastic. ABSTRACT: The deflection and bending moment of laterally loaded single piles are studied using nonlinear and strain-softening p-y curves. The soil-pile interaction problem is solved using an alternative rigorous numerical procedure based on constrained optimization. The numerical procedure is then extended to reliability analysis in which the Hasofer-Lind index is computed based on the alternative perspective of an expanding ellipsoid in the original space of the variables. The soil resistance is modeled stochastically to reflect spatial variation. Multicriteria reliability-based design of a laterally loaded pile is also illustrated. The advantages of the proposed method are its simplicity and transparency, and its implementation in the ubiquitous spreadsheet platform. 1 INTRODUCTION The analysis of a laterally loaded pile based on the p-y curve concept is commonly done using the finite element or the finite difference method. The problem is akin to the classical problem of the beam on elastic foundation, except that in a laterally loaded pile the springs which model the resistance offered by the soil medium (Fig. 1) typically follow a nonlinear resistance-deflection behavior (nonlinear p-y curves). The nonlinear p-y curves are also likely to vary with depth. Hence the deterministic soil-structure interaction analysis is intricate, and traditionally requires iterative numerical methods. Extending the deterministic analysis to a reliability analysis is hitherto a complicated task, by virtue of the implicit, numerical, and iterative nature of the performance function, and the need to account for the spatial correlation of the soil spring properties. The objectives of the paper are twofold: (a) to present an alternative method of performing nony PH z soil soil pile pile dz PH

Qi

Mi

zi+1
Qi+1

Mi+1
Figure 1. (a) Laterally loaded pile in soil. (b) Soil spring idealization. (c) A segment of length dz.

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linear p-y analysis of laterally loaded piles which is as accurate as the finite element or finite difference approach; (b) to demonstrate that the proposed deterministic numerical approach is readily extended to a stochastic nonlinear p-y analysis of laterally loaded pile in which the soil spring properties are modeled as one dimensional random field. The deterministic numerical procedure presented in the first part of the paper is based on constrained optimization in spreadsheet with a minimal amount of programming. It extends Low & Teh (1999)s linear elastic analysis into the nonlinear and strain softening realm of the p-y curves. Similarly, the second part of the paper extends Low & Teh (1999)s probabilistic analysis of laterally loaded pile to a stochastic nonlinear analysis which accounts for spatial auto-correlation of the soil spring properties. The stochastic procedure presented herein further illustrates the capability of the ellipsoid optimization approach for reliability analysis described in Low & Tang (1997a). The procedure deals with cross-correlation and auto-correlation directly in the original space of the variables, without the need for orthogonal transformation of the correlation matrix. The numerical derivatives and optimization search are performed automatically without user-intervention. The deterministic and stochastic numerical procedures are presented one after the other. The constrained optimization approach used for the former also affords opportunities for the latter. The result is that the stochastic analysis is performed with relative clarity and transparency. Had conventional deterministic and probabilistic computation methods been used, the task would have been more complicated. 2 DETERMINISTIC NUMERICAL PROCEDURE USING CONSTRAINED OPTIMIZATION The pile is modeled as a beam and discretized into finite segments. Strain compatibility and equilibrium among the segments and between the segments and the soil springs are formulated. The proposed numerical procedure was applied in Low & Teh (1999) to a pile in soil with uniform and linear p-y relationship, and its accuracy verified. The flexibility of the method is enhanced here by allowing non-uniform discretization of the pile, choosing the pile head response as the optimization criteria and pile toe deflections as changing variables. The refined procedure is explained below by applying it to a case with nonlinear, strain-softening p-y curves. This problem is described in Tomlinson (1994, Example 8.2). A steel tubular pile having an outside diameter d of 1.3 m and a wall thickness of 0.03 m forms part of a pile group in a breasting dolphin. The flexural rigidity EpIp of the pile is 4829082 kNm2. The pile is embedded 23 m in the stiff overconsolidated clay with undrained shear strength cu = 150 kN/m2, and protrudes 26 m above the sea bed. The constrained optimization approach is shown in Fig. 2, for the case where a cyclic force of 421 kN is applied at 26 m above the seabed. Only the embedded portion of the pile requires soilstructure interaction analysis. The deflection of the pile head at 26 m above the seabed can be inferred from statics once the deflection and rotation of the pile at seabed level are known. The Matlock p-y curves for clays, as summarized in Eqs. 6.66-6.70 of Tomlinson (1994), have been used. In this case the Matlock p-y curves start from p = 0 at y = 0, and increases as cubical parabolas with the deflection y to reach a maximum p value at y = 0.0975 m. For y between 0.0975 m and 0.4875 m, the p-y curve decreases linearly, and remains constant beyond y = 0.4875 m. Hence the p-y curves are nonlinear, exhibits strain-softening, and varies with depth, as shown in Fig. 3. The numerical method proposed in this paper is as follows. The 23 m embedded length L of the pile is divided into 15 segments of varying length z. The segmental lengths increase in geometric progression by the common ratio rz, which is computed using the built-in GoalSeek routine in Microsoft Excel. The depth coordinates in Fig. 2 under the column zi are:

z1 = z 0 + z1 z i = z i 1 + rz ( z i 1 z i 2 ) ,
for i > 2 2

(1a) (1b)

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Deflection y (m) 0.00 0.05 0.10 Moment M (kNm) -20000 0 20000 0 Soil reaction (kN/m) 0 500

PH = 421 kN y=1m e = 26 m water

-0.05 0

seabed

-500 0

seabed

10

10

10

y = 60 mm z=0 seabed

15

15

15

20

20

20

Stiff clay cu = 150 kPa

steel pipe pile, d=1.3m

25

25

25

z = 23 m

d
1.3

L
23.00

PH
421

Mz0
10946

z1
1

rz
1.0584

yhead
0.994

Equilibrium
0.0E+00 0.0E+00

maxdiff
5.138E-07

Boxed cells contain equations

io zi
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 0.00 1.00 2.06 3.18 4.36 5.62 6.95 8.35 9.84 11.42 13.08 14.85 16.72 18.69 20.79 23.00

EpIp
4829082 4829082 4829082 4829082 4829082 4829082 4829082 4829082 4829082 4829082 4829082 4829082 4829082 4829082 4829082 4829082

yi
0.06024 0.04512 0.03164 0.02017 0.01101 0.00431 0.00006 -0.00205 -0.00254 -0.00203 -0.00116 -0.00041 -0.00002 0.00005 0.00002 -0.00001

yi'
-0.01625 -0.01396 -0.01152 -0.00902 -0.00657 -0.00430 -0.00237 -0.00093 -0.00001 0.00042 0.00048 0.00032 0.00013 0.00001 -0.00002 -0.00002

ksecd
5964.7 7885.1 10865.2 15919.6 25825.6 52158.3 692419.0 99705.8 93119.4 115967.3 180890.8 388667.0 1067795.8 1143757.9 1224158.7 1276299.6

pi
-359.30 -355.78 -343.81 -321.15 -284.27 -224.91 -39.86 204.25 236.10 235.92 210.29 159.49 25.05 -62.77 -29.63 13.42

Qi
421.00 63.46 -306.77 -679.25 -1038.18 -1357.70 -1533.56 -1418.00 -1090.35 -718.62 -346.68 -20.43 151.89 114.61 17.95 0.00

Mi
10946.00 11187.94 11058.05 10503.37 9480.84 7969.60 6022.07 3906.94 2034.68 610.07 -271.99 -582.70 -420.86 -128.86 -2.28 0.00

yprev
0.06024 0.04512 0.03164 0.02017 0.01101 0.00431 0.00006 -0.00205 -0.00254 -0.00203 -0.00116 -0.00041 -0.00002 0.00005 0.00002 -0.00001

Figure 2. Numerical procedure for nonlinear p-y analysis of a steel tubular pile in a breasting dolphin.
1500 z = 22 m
' = 11.8 kN/m3

1000

c u = 150 kN/m2 J = 0.25 B = 1.3 m

= 0.01

12 m

500

p (kN /m )

z =0m

0 z =0m -500

-1000 z = 22 m -1500 -0.3 -0.2 -0.1 0 0.1 0.2 0.3

y (m )

Figure 3. Matlocks nonlinear p-y curves for the case in Fig. 2

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For uniform discretization, rz = 1. Other configurations and finer discretization can be used. The third column shows the flexural rigidity EpIp of the pile at the nodal points. The fourth column (yi) computes the lateral pile deflection y, as follows:

quadratic curve fitting over the nodes i to i+2, based on the computed deflection values yi+1 and yi+2 at zi+1 and zi+2 , respectively, and the gradient yi+1 at zi+1. (The last two deflection values in column yi, at pile toe and at z = 20.79 m, respectively, were initially zero. The results shown in Fig. 2 were obtained after constrained optimization, as described later.) The fifth column, labeled yi, gives the slope dy/dz of the pile at various z values, as follows:

z i +1 2 yi = yi +1 + (z i +1 z i + 2 ) ( yi + 2 yi +1 ) z i +1 (2) 1 + z * yi+1 i+2 in which z i +1 = z i +1 z i , and z i + 2 = z i + 2 z i +1 . The above equation has been derived by

M yi = yi+1 0.5 * E I p p

+ M i +1 E p I p

( z i +1 z i ) i

(3)

The above equation is an expression of the first moment area theorem, which relates the change of slope between any two points on a beam to the bending moment diagram. At the pile toe, the value of y is calculated as (yn yn-1)/(zn zn-1), where n is the last nodal number, 15 in this case. A short function named ksecd, which stands for (secant k)*d, is created in the Visual Basic programming environment (VBA) of Microsoft Excel. The code is shown in Fig. 4. This function is used in column ksecd of Fig. 2, and reads its parameter y from column yprev. A program Sub Iterate_ksecd is also created (Fig. 4) to iteratively update the secant modulus of the p-y curves, in tandem with the updated pile deflections of the column labeled yprev.
Function ksecd (gammaz, cu, J, z, b, gammaB, epsilon, y) pu = (3 * cu + gammaz + J * z / b * cu) * b If pu > 9 * cu * b Then pu = 9 * cu * b yc = 2.5 * epsilon * b Matlock prest = 0.72 * pu p-y model xr = 6 * b * cu / (gammaB + J * cu) If z < xr Then prest = prest * z / xr y = Abs(y) If y < 10 ^ (-4) Then y = 10 ^ (-4) If y <= 3 * yc Then p = 0.5 * pu * (y / yc) ^ (1 / 3) If y > 3 * yc And y < 15 * yc Then tem = (15 * yc - y) / (12 * yc) * (0.72 * pu - prest) p = (prest + tem) End If If y >= 15 * yc Then p = prest ksecd = p / y End Function

Sub Iterate_ksecd () Application.ScreenUpdating = False del = 0.000001 For i = 1 To 200 'Ranges "yprev" & "yi" are predefined column names. If i = 1 Then Range("yprev").Value = 0.0001 If i > 1 Then Range("yprev").Value = Range("yi").Value SolverSolve True If Range("maxdiff") < del Then Exit For Next i Application.ScreenUpdating = True End Sub 'convergence criterion

Figure 4. User-created VBA function and procedure for nonlinear p-y analysis of pile

The column labelled pi computes the soil reaction (kN/m) as:

pi = k h d * yi
where the negative sign is due to soil reaction acting in the opposite direction to pile deflection. The shear force Q and the bending moment M are:

(4)

Qi = Qi +1 0.5 ( pi +1 + pi ) ( z i +1 z i )
4

(5)

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1 2 M i = M i +1 Qi +1z i +1 + z i +1 (2 pi +1 + pi ) 6

(6)

with values at pile toe given by Qn = 0 and Mn = 0. In Eq. 6, the last term (involving zi+12) represents the moment about node i due to the lateral soil resistance p acting on the segment of length zi+1, as shown in Fig. 1c. For equilibrium, the computed values of Q0 and M0 at z0 must be equal to the externally applied horizontal force and moment (Mz0) at seabed level. Hence the equilibrium conditions are:

Q0 PH = 0 M 0 M z0 = 0

(7) (8)

The above two equations have been entered in Fig. 2 under the heading Equilibrium. Note that the Q0 and M0 in Eqs. 7 and 8 can only be determined recursively and numerically by satisfying (at all nodal points i) the relationships among deflection yi, slope yi', mobilized soil resistance pi, shear Q, and bending moment Mi, according to Eqs. 2 to 6. The lateral deflections y at the last two nodes of the pile were initially assigned zero, which rendered the pile initially straight along its entire length, to start with. An optimization tool that resides in most spreadsheet software can be used to obtain the pile deflection profile that satisfies force and moment equilibrium. In this paper Microsoft Excel and its built-in optimization routine Solver were used. The spreadsheets Solver was invoked, to preset the optimization scenario as follows: set Eq. 7 equal to zero, By changing (automatically) the values of the lateral deflections y at the bottom two nodes, Subject to the constraint that Eq. 8 be equal to zero. Solver option Use automatic scaling was also selected. Other Solver options (precision, estimates, derivatives, and search method) were left at their default settings. The program Sub Iterate_ksecd (Fig. 4) is then executed, to invoke Solver repeatedly based on the preset scenario. The values in the ksecd column of Fig. 2 will automatically be updated each time the yprev column is changed by program Iterate_ksecd in its For/Next looping. The calculated pile deflection (yi) at seabed level (where z = 0) is 0.06024 m. The pile head deflection (at 26 m above the seabed) is, by integrating the moment-curvature equation:

y=

1 PH 1 ez 2 + z 3 + y0 ' z + y0 , 6 EpI p 2

for -26 < z < 0

(9)

Substituting for PH = 421, EpIp = 4829082, e = 26, z = -26, y0 = -0.01625, y0 = 0.06024, where the last two values are the rotation and deflection at sea bed level (Fig. 2), the deflection at pile head (yhead) is calculated to be 0.994 m in Fig. 2, smaller than Tomlinsons computed value of 1.36 m. The difference seems to be due to the simplifying assumptions in Tomlinsons analysis, which relied on charts based on elastic and uniform soil modulus, and considered only the average of the py curves in the top 2.5 m of soil. This resulted in conservative estimates of the slope and deflection at sea bed level, hence overestimating the pile head deflection by about 36%. Separate analysis using a specially written Fortran program to perform the finite element analysis using 60 equally spaced elements yielded a pile deflection of 0.0596 m at sea bed level, compared with 0.0602 m in Fig. 2, and practically identical shear and moment distribution along the pile length. Low & Teh (1999) provides further verification of the accuracy of the constrained optimization numerical procedure for analysis of laterally loaded pile. 3 FROM DETERMINISTIC NUMERICAL PROCEDURE TO STOCHASTIC P-Y ANALYSIS If the parameters (applied loads and p-y curves) in the above section are average values, the computed pile head deflection and maximum pile bending moment represent, at best, only average val5

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ues. These average responses alone cannot be used to judge, at the design stage, whether the pile will perform satisfactorily with respect to some specified permissible pile head deflection and tolerable bending moment. A more rational approach would need to take into account not just the mean values of the parameters but also their uncertainty. The partial factors in Eurocode 7 and the load and resistance factor design (LRFD) method are attempts in this direction. A more rigorous and direct approach is to evaluate the reliability index as defined by Hasofer and Lind (1974). The classical reliability analysis procedure (FORM) based on transformed space is widely known (e.g., Ang & Tang, 1984, Haldar & Mahadevan, 1999). Alternatively, a practical and transparent procedure that achieves the same result was presented in Low & Tang (1997a), based on the perspective of an expanding ellipsoid tangent to the limit state surface in the original space of the random variables. Concepts of coordinate transformation are not required. Correlation is accounted for by setting up the quadratic form directly. Nonnormals are dealt with using established relationships between nonnormal distribution and its equivalent normal distribution. Iterative searching is performed automatically using constrained optimization in spreadsheet. An advantage of the method is that partial derivatives are not part of the user-input; the method may therefore be attractive for cases with complicated or non-explicit performance functions. This intuitive approach is extended below for stochastic nonlinear p-y analysis and reliability-based design of a laterally loaded pile. To illustrate, reliability analysis will be performed on the laterally loaded pile in Fig. 2. The 23 m embedded length of the pile is discretized into 30 unequal segments, with z1=0.3 m and rz =1.0822. The random variables are the lateral load PH at pile head and the undrained shear strength cu at 31 nodal points along the embedded pile length below the seabed. The PH is assumed to be normally distributed, with mean value 421 kN and a coefficient of variation of 25%. Since the mean undrained shear strength cu typically exhibits an increasing trend with depth, it will be assumed here that cu = 150 + 2z, kPa. The standard deviations of the 31 cu random variables are equal to 30% of their respective mean values. The following established negative exponential model is adopted to model the spatial variation of the cu values:

ij = e

[ Depth (i ) Depth ( j )]

(10)

An autocorrelation distance = 2 m is used. A 32 32 correlation matrix is set up. The first entry is the coefficient of PH. The other entries are the correlation coefficients of the cu values at the 31 nodes along the pile length. A vector (xi mi)/i of 32 components is also set up, where mi and i are the mean and standard deviation of a random variable xi. The following quadratic form of the Hasofer-Lind reliability index is then entered using the matrix functions of the spreadsheet:

x mi 1 x mi [ = min i R] i xF i i

(11)

in which [R]1 is the inverse of the correlation matrix and F the failure region. The built-in optimization routine (Solver) in Microsoft Excel is invoked to predefine the optimization setting as follows: to minimize the quadratic form (a 32-dimensional ellipsoid in original space), by changing the 32 random variables (xi) and the last two nodal deflections (yn and yn-1, at and adjacent to the pile toe respectively), subject to the constraints that the ellipsoid be tangent to the limit state surface, that the equilibrium equations be satisfied, and that the 32 random variables be greater than zero. The bottom two displacements (yn and yn-1) are reset to zero, and the xi values are assigned their respective mean values. The program code Sub Iterate_ksecd shown in Fig. 4 is then used to invoke Solver iteratively to obtain the most probable failure point x* (i.e. the design point) at where the ellipsoid touches the limit state surface. The procedure does not require orthogonal transformation of the correlation matrix, and has been applied in Low & Tang (1997b) to reliability analysis of reinforced embankments on soft ground. 6

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The index obtained was 1.514 with respect to the limit state surface defined by max(column Mi) 15490 = 0, where 15490 kNm is the bending moment of the pile that will cause yielding stress y ( = 417 MPa) at the outer edge of the annular steel cross section. A spreadsheets built-in function Max(.) is conveniently used to return the largest bending moment in the column Mi. This is because the Mi column is computed numerically and iteratively (Eqs. 2 to 6), and it is not known in advance where along the pile the maximum moment will occur. At the most probable failure point (where the ellipsoid touches the limit state surface) the value of the lateral load at pile head is PH = 580.3 kN, i.e., at 1.513PH from the mean value of PH, while the 31 autocorrelated cu values deviates only very slightly from their mean values. This is not surprising given the e = 26 m cantilever length above the seabed; in fact the maximum bending moment occurs at a depth of only 1.36 m below the seabed, or 27.36 m from the pile head. Hence, for the case in hand, pile yielding caused by bending moment is sensitive to the applied load at pile head, and not sensitive to the uncertainty of the shear strength below seabed. However, separate reliability analysis for cases where the lateral load acts on pile head near ground surface (with zero cantilever length) indicates that the response is sensitive to both the lateral load at pile head and the soil shearing resistance within the first few meters of the ground surface. The different sensitivities from case to case is automatically reflected in reliability analysis aiming at target index value (next section), but will be difficult to consider in codes based on partial factors. 4 ILLUSTRATIVE EXAMPLE OF MULTI-CRITERIA RELIABILITY-BASED DESIGN OF A LATERALLY LOADED PILE IN A BREASTING DOLPHIN The steel tubular pile that forms part of a pile group in a breasting dolphin (Fig. 2) has been examined probabilistically in section 3 based on the single performance function of bending failure mode. The reliability index is only 1.514. In design, a reliability index of 3.0 is often stipulated. Further, deflection criterion also need to be considered. In the following illustrative design example, it is assumed that 1.4 m is the maximum tolerable pile head deflection, which means a secant tilt angle of about 1.4 in 26, or about 3 degrees, with respect to seabed. Analysis using mean parametric values of the previous section results in a pile head deflection of 0.986 m. This average deflection does not provide information on the reliability of not exceeding the 1.4 m tolerable limit, because the uncertainties of the random variables have not been reflected in estimates based on mean values. To illustrate multi-criteria reliability based design, suppose it is desired to select external diameter d and steel wall thickness t of the tubular pile so as to achieve a reliability index of 3.0 with respect to both the pile head deflection limit state and pile bending moment limit state. The mean and covariance structure of PH and cu profile are as in the previous section. Pile embedment length is 23 m. Note that the external diameter d and wall thickness t affect Eqs. 2 to 9 and both limit state functions, by affecting the moment of inertia I, the Matlock p-y curves (Fig. 3, in which B = d), and the yield moment My = 2yI/d, where y is the yield stress (417 MPa) of high-tensile alloy steel. Figure 5 shows the curves of reliability index = 3 as a function of the thickness t and external
Exte r nal diam e te r (m ) 1.5

c
1.45

= 3, (bending)

= 3, (def lec tion)

a
1.4

1.35 30 32 34 36

b
38 40

Ste e l w all thick n e s s (m m )

Figure 5. Combinations of pile external diameter and wall thickness for reliability index of 3.

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diameter d of the tubular pile, for the deflection performance criterion and pile bending failure mode. The configuration at location a (i.e. 32 mm annular wall thickness and external diameter 1.42 m) yields a reliability index of 3 with respect to both the deflection and the bending moment modes. Configurations along line ac will have a reliability index of 3 for bending moment mode, and greater than 3 for deflection mode, whereas configurations along line ab means a reliability index of 3 for deflection mode, and greater than 3 for bending moment mode. 5 SUMMARY AND CONCLUSIONS An alternative practical numerical method based on constrained optimization has been presented for nonlinear strain-softening p-y analysis of laterally loaded single piles. Only a minimal amount of programming in the spreadsheet environment is required. The deterministic numerical procedure was then extended into reliability analysis, in which the soil springs were modeled stochastically to reflect spatial variation of soil resistance. An intuitive expanding ellipsoid perspective in the original space of the random variables (Low and Tang, 1997) greatly simplifies the computation of the reliability index as defined by Hasofer-Lind, such that the transition from the numerical soil-pile interaction deterministic analysis to a stochastic nonlinear and strain-sftening p-y analysis requires little additional effort, despite the highly implicit nature of the performance function. The procedure for cross-correlated and autocorrelated variables is the same as for uncorrelated variables, and does not involve orthogonal transformation of the correlation matrix. Multicriteria reliability-based design was illustrated for a steel tubular pile that forms part of a pile group in a breasting dolphin. Both ultimate limit state and serviceability limit state were considered. Advantages of reliability-based design over design based on partial factors were discussed. REFERENCES
Ang, H. S., and Tang, W. H. (1984). Probability concepts in engineering planning and design, vol. 2Decision, risk, and reliability. John Wiley, New York. Haldar, A., and Mahadevan, S. (1999). Probability, reliability and statistical methods in engineering design. John Wiley, New York. Hasofer, A. M., and Lind, N. C. (1974). Exact and invariant second-moment code format. J. of Engrg. Mech., ASCE, New York, 100(1), 111-121. Low, B. K., and Tang, W. H. (1997a). Efficient reliability evaluation using spreadsheet. J. of Engrg. Mech., ASCE, New York, 123(7), 749-752. Low, B. K., and Tang, W.H. (1997b). Reliability analysis of reinforced embankments on soft ground. Canadian Geotechnical Journal, Ottawa, Canada, 34(5), 672-685. Low, B. K., and Teh, C. I. (1999). Probabilistic Analysis of Pile Deflection Under Lateral Loads. International Conference on Applications of Statistics and Probability (ICASP8), A. A. Balkema, Rotterdam, The Netherlands, Vol. 1, pp. 407-414. Tomlinson, M. J. (1994). Pile design and construction practice, 4th Ed., E & FN Spon, London.