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Computers & Geosciences 48 (2012) 239–243

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Computers & Geosciences


journal homepage: www.elsevier.com/locate/cageo

RosenPoint: A Microsoft Excel-based program for the Rosenblueth point


estimate method and an application in slope stability analysis
Jui-Pin Wang a,n, Duruo Huang b
a
Assistant Professor, Department of Civil & Environmental Engineering, The Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong
b
Graduate Research Assistant, Department of Civil & Environmental Engineering, The Hong Kong University of Science and Technology, Hong Kong

a r t i c l e i n f o abstract

Article history: The Rosenblueth point estimate method is one of the probabilistic analyses in estimating failure probability
Received 30 November 2011 of a system, such as a slope. The essence of the approach is to use two point estimates, mean
Received in revised form value7standard deviation, to present a variable in safety evaluation. The simple and straightforward
11 January 2012
framework leads to its wide application, but as a system governed by n variables (n is large), mass
Accepted 12 January 2012
computations (2n repetitions in calculation) are required during the analysis. This prevents the possibility of
Available online 25 January 2012
hand computation using the approach, and a proper computing tool is needed under this situation. In this
Keywords: study, a Microsoft Excel-based program, RosenPoint, was developed for the Rosenblueth approach, and the
Rosenblueth point estimate method program developments, descriptions and modifications are given in detail. The program is successfully
Probabilistic analysis
demonstrated by computing the failure probability of an infinite slope under earthquake condition with a
Failure probability
deterministic factor of safety (FOS) equal to 1.77. As the critical FOS is equal to 1.4, the slope that is
Slope stability
considered stable by a conventional analysis is found associated with a substantial failure probability
around 20%. Since the current version of RosenPoint is designed for estimating slope failure probability, the
program needs modification as it is used for other tasks. Owing to the separated programming structure in
RosenPoint, the subroutine governing FOS algorithms only needs to be replaced or recompiled as
modification is needed. In addition, the capacity of the current RosenPoint is limited to 19 variables due
to the dimension constraint of Excel spreadsheets (¼220 rows). However, the capacity can be easily
improved with sacrificing output completeness. This program modification is also described in this paper.
& 2012 Elsevier Ltd. All rights reserved.

1. Introduction slopes that are associated with respective FOSs equal to 1.39 and
1.41, the former and latter slopes are considered unstable and
In addition to conventional factor-of-safety (FOS) analysis, stable, respectively. However, it is believed that the level of
probabilistic analysis has been recently used in slope stability reliability between the two slopes should only be slightly different.
assessments (El-Ramly et al., 2002; Tobutt, 1982; Wolff, 1996). To address the shortcoming in a deterministic analysis, a few
Provided the mean and standard deviation (S.D.) of slope probabilistic approaches, such as Monte Carlo Simulation (MCS),
parameters (e.g., slope angle, soil/rock cohesion) are available from First Order Reliability Method (FORM), and Rosenblueth Point
extensive investigation, the first difference between the two Estimate Method, have been developed for conducting a prob-
approaches is that the conventional FOS approach uses mean values abilistic analysis for failure probability evaluations. MCS generally
only in safety evaluation, while the two statistics are both taken requires extensive computational efforts owing to randomization
into account in a probabilistic analysis. The next difference is that processes. In addition to the mean value and S.D. of a variable,
the safety evaluated by the conventional FOS approach is described MCS needs knowing the probability distribution of a random
by two discrete scenarios, satisfactory and non-satisfactory, but a variable during randomization, either from refered experience or
probabilistic analysis can estimate a continuous, numeric failure from simple assumption (Park et al., 2005). In contrast, the
probability for follow-up decision making and risk analysis. As a Rosenblueth approach seems to be a simple framework, especially
result, the deterministic approach is simple, but not realistic. For when variable numbers are small (e.g., two or three) in a system.
example, the critical FOS is prescribed as 1.4 for slope stability When the number of variables is large, the computational efforts
assessments in the Hong Kong Geotechnical Manual for Slopes and challenges increase exponentially, which is the so-called
(Hong Kong Geotechnical Engineering Office, 1984). Imagine two ‘‘curse of dimensionality’’ (Hammah and Yacoub, 2008).
Specifically, two interim matrices with respective sizes in 2n  n
 
n
n
Corresponding author. Tel.: þ852 2358 8482; fax: þ852 2358 1534. and 2n  are needed during the computation, but their
E-mail address: jpwang@ust.hk (J.-P. Wang). 2

0098-3004/$ - see front matter & 2012 Elsevier Ltd. All rights reserved.
doi:10.1016/j.cageo.2012.01.009
240 J.-P. Wang, D. Huang / Computers & Geosciences 48 (2012) 239–243

generation is impossible without a computational tool when n is where rjk is the correlation (  1 to 1) between two variables. A is
large. Marinilli and Cerrolaza (1999) compiled a subroutine in the determinant equal to 1 or  1. For a given trial, when the two
Fortran for the point estimate analysis in ground settlement variables both use positive or negative point estimates, A is equal
assessments, and the variable number n was limited to 12 in to 1; otherwise it is  1.
the program. Following the computations in the mean and S.D. of FOS,
Microsoft Excel has become one of widely used software failure probability can be computed. The computation is governed
packages from daily office works to professional analysis in by the probability algorithms with respect to a normal or
engineering. The first reason for its popularity is owing to the lognormal distribution. (According to the Rosenblueth approach,
accessibility of Microsoft Excel. In terms of user friendliness, the FOS either follows a normal distribution or a lognormal distribu-
spreadsheet-based computation does not require ample knowl- tion.) As a result, the failure probability (PF) can be estimated as
edge in computer programming (Holm, 1990). With a number of follows:
built-in functions included in spreadsheet programs in recent  
developments, the user-friendly feature is further improved, as F c mF
PF ¼ PrðF o F c Þ ¼ F ; F follows a normal distribution
the functions can be easily customizable for users’ need during sF
computation and analysis (Keskin, 2002). When suitable built-in ð4Þ
functions are not available or analytical algorithm is complicated,
 
Microsoft Excel also provides an interface to compile user-defined lnF c mlnF
PF ¼ PrðF oF c Þ ¼ F ; F follows a lognormal distribution
functions and subroutines (known as macros) for the given slnF
analysis of interest. Other advantages with respect to Microsoft ð5Þ
Excel include instant graphing and compatibility with word
processors, database, etc. (Keskin, 2002; Mayborn and Lesher, where Fc denotes the critical FOS; mF and sF denote the mean and
2011). Because of the characteristics, a few Excel-based programs S.D. of FOS, and mlnF and slnF denote the mean and S.D. of the
for geological analyses, such as groundwater flow modeling, logarithm of FOS.
mineral stability diagram plotting, have been developed (Biddle
et al., 1995; Grossenbacher et al., 1996; Martin, 1996; Ousey,
2.2. Parameter and correlation matrices
1986; Ozcep, 2010; Tindle and Webb, 1994).
This study aims to develop a user-friendly Excel program to
In order to systemically and effectively compute mF and sF, two
perform the probabilistic analysis following the Rosenblueth
interim matrices are utilized. The parameter matrix in size 2n  n
point estimate method. This paper includes the overviews of the
contains 1 or 0 in each element. When the element is 1, a positive
Rosenblueth approach, followed by the descriptions and devel-
point estimate (m þ s) is then used; otherwise a negative point
opments of the in-house program, including how to perform
estimate (m  s) is adopted in a trial. For computing the weight in
modifications on the program as needed. As an example, the  
n
failure probability of an infinite slope was evaluated by the Eq. (3), the correlation matrix in size 2n  is needed. Each
program and illustrated in this paper. 2
element in the matrix presents A value in Eq. (3). By hand-
computation, the parameter and correlation matrices for a three-
variable system are shown in Figs. 1 and 2.
2. Overviews of the Rosenblueth point estimate method

2.1. The Rosenblueth approach

The Rosenblueth point estimated method has been frequently


used in evaluating slope stability and structural reliability
(A-Grivas et al., 1979; Hammah and Yacoub, 2008) since its
development in 1975 (Rosenblueth, 1975). The essence of the
approach is to compute the mean value and S.D. of factor of safety
(FOS). In this approach, it considers that two point estimates can
be selected as m 7 s for a variable (this paper calls m þ s and m  s
the positive and negative point estimate, respectively). As n
variables are present in the governing expression of FOS, a total
of 2n combinations in point estimates are resulted. Accordingly,
Fig. 1. Parameter matrix utilized in the Rosenblueth analysis for a three-variable
2n FOSs are determined from each combination, from which the
system.
mean (mF) and S.D. (sF) of FOS are governed by the mathematical
expressions as follows:
n
X
2
mF ¼ wi  f i ð1Þ
i¼1

n !
X
2
2
sF 2 ¼ wi  f i mF 2 ð2Þ
i¼1

where fi and wi are FOS and weight in the ith trial, respectively;
the mathematical expression of wi is as follows:
P P
1 þ nj¼ 1 nk ¼ 1 rjk  A Fig. 2. Correlation matrix utilized in the Rosenblueth analysis for a three-variable
wi ¼ ; jak ð3Þ
2n system.
J.-P. Wang, D. Huang / Computers & Geosciences 48 (2012) 239–243 241

3. Spreadsheet and program description of RosenPoint 3.2. Inputs, program running, and outputs

3.1. Generation of parameter and correlation matrices Fig. 3 shows the screen view of the spreadsheet in RosenPoint.
The inputs contain: (1) name, (2) mean value, (3) S.D. and (4)
With the parameter and correlation matrices being determined, correlation between variables. The first three inputs with respect
the Rosenblueth approach can be easily proceeded. However, hand- to a single variable are located in cells G4:G6 to the right, and the
computation for the matrices is nearly impossible when the number correlation between two variables is input in cells G8 to the right.
of variables is large. Therefore, the first step in the development A formatting macro linked to the ‘‘RosenPoint: Print Title’’ button
of the in-house program, RosenPoint, is the programming on the on the spreadsheet is used for printing out the headings that are
generation of the two matrices. mobilized depending on the number of input variables. Never-
Based on Fig. 1 showing an example of the parameter matrix theless, the main purpose of the formatting macro is to facilitate
for a three-variable system, each column was found characterized users to input the correlations correctly in a prescribed order in
by an ‘‘iterative structure’’ being repeated by 2m  1 times. The the cells below pre-printed headings. The code of the formatting
iterative structure is dictated by k/2 positive estimates followed macro is in Lines 98–138 in the supplementary material.
by k/2 negative estimates. The values of m and k were found to be With the inputs properly in place, the next step is to generate
systemically related with the index number of column (i) as point estimates and weights by the core macro (Lines 1–96 in
follows: supplementary material) linked to the ‘‘RosenPoint: Matrix Gen-
eration’’ button on the spreadsheet. After the action, the point
m ¼ i1 ð6Þ estimates and weights are printed in cells G11 to the right and
down below. The final step is to execute the macro (Lines 140–
192 in supplementary material) linked to the ‘‘RosenPoint: FOS
k ¼ 24i ð7Þ and Pf Computation’’ for the repetitive computation to find the
failure probability according to the pre-computed point estimates
With the relationship between m, k, and i being identified, the and weights. The results, three values (mean, S.D., critical value)
generation of the parameter matrix was programmed. The codes with respect to FOS and two failure probabilities are output next
are shown in Lines 18–34 in the supplementary material. Basi- to the point estimates and weights.
cally, it is a three-layer looping involved in the generation.
With referencing to the parameter matrix being generated in
advance, the correlation matrix can be developed relatively easily 4. Example: failure probability of infinite slope under
by compiling a loop to read the existing parameter matrix. When earthquake condition
the program recognizes that two variables both use positive or
negative estimates, A value is equal to 1 and arranged in the The first step in the assessment of slope stability is to develop
corresponding position of the correlation matrix. The code of this the governing equation for FOS computation. FOS is defined as the
segment is shown in Lines 37–62 in supplementary material. ratio of resistance force (stress) to driving force (stress). Fig. 4
As the two matrices can be effectively generated, the devel- shows an infinite slope along with the forces acting on the slope
opment of RosenPoint is considered nearly accomplished. Only mass being identified. Accordingly, the factor of safety is governed
straightforward procedures with respect to formatting and com- by the following expression.
putation are involved in the remaining programming, so that the
detailed descriptions are not provided here, but available in the ðg0 hcosbg0 hkh sin bÞtan j þ cosc b
FOS ¼ ð8Þ
full source code in supplementary material. g0 hðsin b þ kh cos bÞ

Fig. 3. Screen view of RosenPoint; three buttons are present on the spreadsheet with each one linking to the action of respective macros; the inputs and outputs are in the
section above and below cells Row 9.
242 J.-P. Wang, D. Huang / Computers & Geosciences 48 (2012) 239–243

and Fig. 6 shows the sensitivity analysis between failure probabil-


r  hw þr  ðhhw Þ ity and input variability. Compared to the analysis shown in Fig. 5,
g0 ¼ sat ð9Þ this analysis doubled the standard deviation in the seismic
h
coefficient, cohesion, and angle of internal friction. A similar
where c ¼cohesion, f ¼angle of internal friction, kh ¼horizontal pattern in failure probability distributions was also found in this
seismic coefficient, b ¼slope angle, h¼ slope height, g ¼wet unit
weight, gsat ¼saturated unit weight, gw ¼unit weight of water
(constant), and hw ¼ground water level from the slip surface. As a 0.5
result, the FOS of such an infinite slope is governed by eight
variables. Normal Dist., ρ =0
Table 1 summarizes the mean and S.D. of the eight input 0.4
LogNormal Dist., ρ =0
parameters and the correlation levels between two variables. The Normal Dist., ρ = -0.7
parameter variability in terms of coefficients of variation (COV) LogNormal Dist., ρ = -0.7

Failure Probability

Deterministic FOS
was set between 1% and 20% based on the relevant literatures
0.3
(Duzgun et al., 2003; Jimenez et al., 2006). In general, a high
variability was employed in the material properties (c, f, g and
gsat) and seismic coefficient, and a low variability was used for
0.2
slope parameters (b, h and hw). Among the eight parameters, gsat
and g were judged to be positively correlated, and so were h and
hw. Two correlation scenarios, r ¼0 and r ¼  0.7, were consid-
0.1
ered between c and f for a sensitivity analysis. Except for these
dependencies, any two parameters, such as cohesion and slope
height, were considered independent.
With the use of the conventional, deterministic analysis, the 0.0
FOS is equal to 1.77 based on the mean values. Fig. 5 shows the 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7
failure probability estimated by the Rosenblueth approach and
Critical FOS
computed by the in-house program. The distribution of failure
probability for such an infinite slope was found with the follow- Fig. 5. Relationship between failure probability and critical FOS for the infinite
ing features: (1) a relatively high failure probability is associated slope shown in Fig. 4; the mean values and standard deviations of the eight
with the use of a lognormal distribution as the critical FOS is high, parameters and the level of correlations are summarized in Table 1.
say close to the deterministic FOS, (2) a comparatively high failure
probability is associated with the use of a normal distribution as
the critical FOS is low, say close to 1.0, and (3) the impact of the 0.5
dependency between c and f on failure probability is insignif-
icant, although a slightly higher failure probability is associated Normal Dist., ρ =0
with the independent scenario. 0.4
LogNormal Dist., ρ =0
Normal Dist., ρ = -0.7
LogNormal Dist., ρ = -0.7
Failure Probability

Deterministic FOS
0.3

0.2

0.1

0.0

1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7


Critical FOS

Fig. 6. Relationship between failure probability and critical FOS, in which the
Fig. 4. Systematic diagram of an infinite slope; earthquake loading is presented as standard deviation in seismic coefficient, cohesion, and angle of internal friction
a pseudo-static force. were doubled compared to the analysis in Fig. 5.

Table 1
Statistics of the eight parameters of an infinite slope; the values in the parenthesis were used in sensitivity analysis.

kh (  ) c (kN/m2) f (o) h (m) gsat (kN/m3) b (o) hw (m) g (kN/m3)

Mean 0.25 20 35 10 26 10 8 20
S.D. 0.1 (0.2) 2 (4) 3.5 (7) 0.5 2.6 0.01 0.8 2
h  hw gsat  g cf other 25 correlations
Correlation
0.8 0.9 0 ( 0.7) 0
J.-P. Wang, D. Huang / Computers & Geosciences 48 (2012) 239–243 243

analysis, but the relationship between failure probability and Appendix A. Supplementary information
critical FOS becomes more linearly distributed. In addition, high
variability in the three inputs leads to high failure probability Supplementary data associated with this article can be found
when critical FOS around 1.0 is selected. In the comparison in the online version at doi:10.1016/j.cageo.2012.01.009.
between deterministic and probabilistic analyses, when the critical
FOS is equal to 1.4, the slope is judged to be stable (1.7741.4) based
on a deterministic analysis. However, the slope is associated with a References
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