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Probabilistic slope stability analysis for practice

H. El-Ramly, N.R. Morgenstern, and D.M. Cruden

Abstract: The impact of uncertainty on the reliability of slope design and performance assessment is often significant.
Conventional slope practice based on the factor of safety cannot explicitly address uncertainty, thus compromising the
adequacy of projections. Probabilistic techniques are rational means to quantify and incorporate uncertainty into slope
analysis and design. A spreadsheet approach for probabilistic slope stability analysis is developed. The methodology is
based on Monte Carlo simulation using the familiar and readily available software, Microsoft® Excel 97 and @Risk.
The analysis accounts for the spatial variability of the input variables, the statistical uncertainty due to limited data,
and biases in the empirical factors and correlations used. The approach is simple and can be applied in practice with
little effort beyond that needed in a conventional analysis. The methodology is illustrated by a probabilistic slope
analysis of the dykes of the James Bay hydroelectric project. The results are compared with those obtained using the
first-order second-moment method, and the practical insights gained through the analysis are highlighted. The
deficiencies of a simpler probabilistic analysis are illustrated.

Key words: probabilistic analysis, slope stability, Monte Carlo simulation, spatial variability.

Résumé : L'impact de l'incertitude sur la fiabilité de la conception et de l'évaluation de la performance des talus est
souvent significative. La pratique conventionnelle des talus basée sur le coefficient de sécurité ne peut pas traiter de fa-
çon explicite l'incertitude, compromettant ainsi la précision des projections. Les techniques probabilistes constituent des
moyens rationnels pour quantifier et incorporer l'incertitude dans la conception et l'analyse des talus. On développe une
approche de tableur pour l'analyse de la stabilité des talus. La méthodologie est basée sur la simulation de Monte Carlo
au moyen de logiciels familiers et facilement accessibles, Microsoft® Excel 97 et @Risk. L'analyse tient compte de la
variabilité spatiale des variables entrées, de l'incertitude statistique due aux données limitées et aux distorsions des fac-
teurs empiriques et des corrélations utilisés. L'approche est simple et peut être mise ne pratique avec peu d'effort en
plus de celui requis par une analyse conventionnelle. La méthodologie est illustrée par une analyse probabiliste des ta-
lus des digues du projet hydroélectrique de la Baie James. Les résultats sont comparés avec ceux obtenus en utilisant
la méthode du second moment de premier ordre, et les éclaircissements pratiques obtenus par cette analyse sont mis en
lumière. On illustre les déficiences d'une analyse probabiliste plus simple.

Mots clés : analyse probabiliste, stabilité de talus, simulation de Monte Carlo, variabilité spatiale.

[Traduit par la Rédaction] El-Ramly et al. 683

Introduction ods. Probabilistic analyses allow uncertainty to be quantified

Slope engineering is perhaps the geotechnical subject most
dominated by uncertainty. Geological anomalies, inherent
spatial variability of soil properties, scarcity of representative
data, changing environmental conditions, unexpected failure
mechanisms, simplifications and approximations adopted in
geotechnical models, and human mistakes in design and con-
struction are all factors contributing to uncertainty. Conven-
tional deterministic slope analysis does not account for
quantified uncertainty in an explicit manner and relies on con-
servative parameters and designs to deal with uncertain condi-
tions. The impact of such subjective conservatism cannot be
evaluated, and past experience shows that apparently conser-
vative designs are not always safe against failure.
The evaluation of the role of uncertainty necessarily re-
quires the implementation of probability concepts and meth-
and incorporated rationally into the design process. Probabil-
istic slope stability analysis (PSSA) was first introduced into
slope engineering in the 1970s (Alonso 1976; Tang et al.
1976; Harr 1977). Over the last three decades, the concepts
and principles of PSSA have developed and are now well es-
tablished in the literature. In addition to accounting for un-
certainty, PSSA is also a useful approach for estimating
hazard frequency for site-specific quantitative risk analyses,
particularly in the absence of representative empirical data.
The merits of probabilistic analyses have long been noted
(Chowdhury 1984; Whitman 1984; Wolff 1996; Christian
1996). Despite the uncertainties involved in slope problems
and notwithstanding the benefits gained from a PSSA, the
profession has been slow in adopting such techniques. The
reluctance of practicing engineers to apply probabilistic
methods is attributed to four factors. First, engineers’ train-

Received 22 May 2001. Accepted 7 December 2001. Published on the NRC Research Press Web site at http://cgj.nrc.ca on 16 May 2002.
H. El-Ramly.1 AMEC Earth and Environmental, 4810-93 Street, Edmonton, AB T6E 5M4, Canada.
N.R. Morgenstern and D.M. Cruden. Geotechnical and Geoenvironmental Group, Department of Civil and Environmental
Engineering, University of Alberta, Edmonton, AB T6G 2G7, Canada.
1
Corresponding author (e-mail: hassan.el-ramly@ualberta.net).
Can. Geotech. J. 39: 665–683 (2002) DOI: 10.1139/T02-034 © 2002 NRC Canada

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ing in statistics and probability theory is often limited to ba-
sic information during their early years of education. Hence,
they are less comfortable dealing with probabilities than
they are with deterministic factors of safety. Second, there is
a common misconception that probabilistic analyses require
significantly more data, time, and effort than deterministic
analyses. Third, few published studies illustrate the imple-
mentation and benefits of probabilistic analyses. Lastly, ac-
ceptable probabilities of unsatisfactory performance (or
failure probability) are ill-defined, and the link between a
probabilistic assessment and a conventional deterministic as-
sessment is absent. This creates difficulties in comprehend-
ing the results of a probabilistic analysis. All of these issues
are addressed in detail in El-Ramly (2001).
This paper addresses the integration of probabilistic meth-
ods into geotechnical practice, focusing on the first three ob-
stacles of the factors listed in the previous paragraph. First,
an overview of some of the concepts involved in quantifying
uncertainty of soil properties is presented. The paper then
describes the development of a practical methodology for
probabilistic slope analysis based on Monte Carlo simula-
tion. The methodology makes use of familiar and readily
available software, namely Microsoft® Excel 97 and @Risk.
The implementation of the methodology is illustrated
through a probabilistic analysis of the stability of the James
Bay dykes. Lastly, the results are compared with those of the
first-order second-moment (FOSM) method and the practical
insights gained through the analysis are highlighted.
Statistical analysis of soil data
Components of statistical analysis
Statistical analysis of soil data comprises two main stages:
data review and statistical inference. Data review is largely
judgmental and encompasses a broad range of issues. First,
the consistency of the data, known as the condition of
stationarity, should be ensured. Inconsistency can arise from
pooling data belonging to different soil types, stress condi-
tions, testing methods, stress history, or patterns of sample
disturbance (Lacasse and Nadim 1996). The histogram is a
convenient tool in this regard. A multimodal histogram is an
indication of inconsistent data, or a nonstationary condition.
Data review also aims at identifying trends in the data, bi-
ases in measurements, errors and discrepancies in the re-
sults, and outlier data values. Decisions should be made
whether to reject outliers or to accept them as extreme val-
ues. Baecher (1987) warned that care should be exercised in
this process to avoid rejecting true, important information.
Another concern is any clustering of data in a zone within
the spatial domain of interest which may render the data un-
representative.
Statistical inferences are commonly based on a simplified
model (Vanmarcke 1977a; DeGroot and Baecher 1993) which
divides the quantity, xi, at any location, i, into a deterministic
trend component, ti, and a residual component, ε i , where
[1] xi = ti + ε i
The trend is evaluated deterministically using regression
techniques and is usually a function of location. The residual
component is a random variable whose probability density
function (PDF) has a zero mean and a constant variance,
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σ 2 [ε], independent of location and estimated from the scatter
of observations around the trend. The residual component at
location i is spatially correlated with the residual compo-
nents at surrounding locations.
Uncertainty in trend
Site investigation programs are usually controlled by bud-
get, which limits the number of tests performed. Since the
trend function is estimated from the available sample of ob-
servations, it is uncertain. The uncertainty due to the sample
size (number of observations) is known as statistical uncer-
tainty and is typically quantified by considering the regres-
sion coefficients of the trend function as variables with
means and non-zero variances, which are inversely propor-
tional to the number of observations, n.
The method of least squares is the most common tech-
nique for estimating the means and variances of trend-
function coefficients. Neter et al. (1990) discussed estimat-
ing the uncertainties of regression coefficients for linear
trends. Li (1991) pointed out some limitations of the method
of least squares. Baecher (1987) recommended that trend
equations be linear, as the higher the order of the trend func-
tion, the more uncertain the regression coefficients. Where
the soil properties do not exhibit a clear trend, a constant
equal to the mean of the observations is assumed.
Bias is another source of uncertainty that could affect the
estimated trend. The measured soil property can be consis-
tently overestimated or underestimated at all locations. Fac-
tors such as the testing device used, boundary conditions,
soil disturbance, or the models and correlations used to in-
terpret the measurements may contribute to biases. As an ex-
ample, Bjerrum (1972) noted that the field vane consistently
overestimated the undrained shear strength of highly plastic
clays. An empirical correction factor is used to adjust the bi-
ased measurements. The additional uncertainty introduced
by the use of Bjerrum’s vane correction factor is, however,
significant. This could also be the case with other empirical
factors.
Spatial variability
Soil composition and properties vary from one location to
another, even within homogeneous layers. The variability is
attributed to factors such as variations in mineralogical com-
position, conditions during deposition, stress history, and
physical and mechanical decomposition processes (Lacasse
and Nadim 1996). The spatial variability of soil properties is
a major source of uncertainty.
Spatial variability is not a random process, rather it is
controlled by location in space. Statistical parameters such
as the mean and variance are one-point statistical parameters
and cannot capture the features of the spatial structure of the
soil (Fig. 1). The plot in Fig. 1 compares the spatial variabil-
ity of two artificial sets of data generated using the geo-
statistics software GSLIB (Deutsch and Journel 1998). Both
sets have similar histograms. The upper plot is highly erratic
and the data are almost uncorrelated, whereas the lower plot
is characterized by high spatial continuity. Additional statis-
tical tools, such as the autocovariance and semivariogram,
are essential to describe spatial variability. The pattern of
soil variability is characterized by the autocorrelation dis-
tance (or scale of fluctuation; Vanmarcke 1977a). A large
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Fig. 1. A highly erratic spatial structure (upper right) and a highly continuous structure (lower right), both with similar histograms.
autocorrelation distance reflects the spatial continuity shown
in the lower plot of Fig. 1, whereas a short distance reflects
erratic variability (Fig. 1, upper plot). DeGroot (1996) and
Lacasse and Nadim (1996) illustrated the estimation of auto-
correlation distance.
Spatial averaging
The performance of a structure is often controlled by the
average soil properties within a zone of influence, rather than
soil properties at discrete locations. Slope failure is more
likely to occur when the average shear strength along the fail-
ure surface is insufficient rather than due to the presence of
some local weak pockets. The uncertainty of the average
shear strength along the slip surface, not the point strength, is
therefore a more accurate measure of uncertainty. Baecher
(1987) warned, however, that depending on performance
mode, average properties are not always the controlling factor.
Internal erosion in dams and progressive failure are examples
of cases where extreme values control performance.
The variance of the strength spatially averaged over some
surface is less than the variance of point measurements. As
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the extent of the domain over which the soil property is
being averaged increases, the variance decreases. For quanti-
ties averaging linearly, the amount of variance reduction de-
pends on the autocorrelation distance. The mean, however,
remains almost unchanged. The numerical data in Fig. 2 (up-
per right plot) are discretized based on grids of sizes 1 × 1,
5 × 5, and 10 × 10. For each scheme, the averages within
grid squares are calculated and the histogram of the local av-
erages is plotted as shown in Fig. 2. As the averaging area is
increased, the coefficient of variation of the local averages
drops from 1.55 to 0.28 and the minimum and maximum
values become closer to the mean. If the averaging area is
constant, the amount of variance reduction increases as the
autocorrelation distance decreases, i.e., soil variability be-
comes more erratic.
Theory of random fields
The theory of random fields (Vanmarcke 1977a, 1977b,
1983) is a common approach for modeling spatial variability
of soil properties. It is also the basis of our probabilistic
slope analysis methodology; to illustrate its rationale, some
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Fig. 2. Variance reduction due to spatial averaging over blocks of sizes 1 × 1, 5 × 5, and 10 × 10.
of the basic concepts of the theory of random fields are pre-
sented here.
At any location within a soil layer, a soil parameter is an
uncertain quantity, or a random variable, unless it is mea-
sured at that particular location. Each random variable is
characterized by a probability distribution and is correlated
with the random variables at adjacent locations. The set of
random variables at all locations within the layer is referred
to as a random field and is characterized by the joint proba-
bility distribution of all random variables. A random field is
called stationary (or homogeneous) if the joint probability
distribution that governs the field is invariant when trans-
lated over the parameter space. This implies that the cumula-
tive probability distribution function, the mean, and the
variance are constant for any location within the random
field and that the covariance of two random variables de-
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pends on their relative locations, regardless of their absolute
locations within the random field.
The point to point variation of a random field is very diffi-
cult to obtain in practice and is often of no real interest
(Vanmarcke 1983). Local averages over a spatial or temporal
local domain are of much greater value. For example, the
hourly or daily rainfall is of interest to hydrologists rather
than the instantaneous rate of fall. Similarly, the average
shear strength of a soil over the area of the slip surface is of
more interest to geotechnical engineers than the variation of
strength from point to point within the layer.
Figure 3 shows a one-dimensional (1D) stationary random
field of a variable, x, with a mean, E[x], a variance, σ 2 , and
a cumulative probability distribution function, F(x); the
graph could also portray the variation along a line in the pa-
rameter space of a homogeneous k-dimensional random
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Fig. 3. A realization of a 1D random field of a variable x with a mean E[x], variance σ2, and cumulative probability distribution
function F(x), showing local averages over intervals ∆z and ∆z′.
field. For this type of random field, Vanmarcke (1977a) de-
fined the dimensionless variance function Γ(∆z) as
σ2
[2] Γ(∆ z) =
σ ∆2 z
where σ 2∆ z is the variance of the local average, X(∆z), of the
variable, x, over an interval of length ∆z. The variance func-
tion is a measure of the reduction in the point variance, σ 2 ,
under local averaging. For most commonly used correlation
functions, Vanmarcke (1983) showed that Γ(∆z) can be ap-
proximated by
1 ∆z ≤ δ
 random measurement errors cannot be known. In data analy-
[3] Γ(∆ z) =  δ
∆z ≥ δ
 ∆ z
where δ is the scale of fluctuation. In concept, the scale of
fluctuation has the same meaning as the autocorrelation dis-
tance but differs in numeric value. For the common expo-
nential and Gaussian autocorrelation models, δ is 2.0 and
1.77 times the autocorrelation distance, ro, respectively.
The model indicates no variance reduction, Γ(∆z) = 1, due
to local averaging up to an averaging interval ∆z equal to δ.
The rationale of this approximation is that modeling a ran-
dom phenomenon at a level of aggregation more detailed
than the way the information about the phenomenon is ac-
quired or processed is impractical and unnecessary
(Vanmarcke 1983). In site investigation programs, the spac-
ing or the time interval between observations is often large.
Characterizing the correlation structure at small intervals be-
comes unreliable and justifies the approximation by a perfect
autocorrelation.
Local averages of the variable x over intervals ∆z and ∆z′
(Fig. 3), X(∆z) and X′(∆z′), are spatially correlated. The cor-
relation coefficient, ρ(X∆z, X ∆′ z′ ), between X(∆z) and X′(∆z′)
is given by eq. [4] (Vanmarcke 1983). It is a function of the
lengths of the two intervals, the separation, Zo, between
them (Fig. 3), and the variance function of the variable being
averaged:
[4] ρ(X ∆ z, X ∆′ z′) =
Z 2o Γ(Z o) − Z 12 Γ(Z1) + Z 22 Γ(Z 2 ) − Z 23 Γ(Z 3)
2∆ z ∆ z′ [Γ(∆ z)Γ(∆ z′ )]0.5
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where Z1 is the distance from the beginning of the first inter-
val to the beginning of the second interval, Z2 is the distance
from the beginning of the first interval to the end of the sec-
ond interval, and Z3 is the distance from the end of the first
interval to the end of the second interval.
Random testing error
Random testing errors arise from factors related to the
measuring process (other than bias), such as operator error
or a faulty device. They can be directly measured only
through repeated testing of the same specimen by different
operators and devices. This is not practical, as most geo-
technical field and laboratory tests disturb the sample, so
sis, measurement error is regarded as a random variable with
a zero mean and a constant variance, referred to as random
error variance. The uncertainty due to testing errors is not a
true variation in the soil property and should be discarded in
evaluating parameter variability. Approximate analytical pro-
cedures (Baecher 1987) are used to estimate the random er-
ror variance. Jaksa et al. (1997), however, pointed to
important inaccuracies associated with such procedures.
Reliable estimation of random error variance requires data
at very small separation distances (r ≈ 0), not available in
practice. As a result, the distinction between noise, or ran-
dom error, and real, short-scale variability (over distances
less than data spacing) is not possible. Hence, the analyti-
cally computed variance is composed of random error vari-
ance and short-scale variability. Jaksa et al. (1997) also
showed that the computed value of the random error vari-
ance is sensitive to data spacing. Kulhawy and Trautmann
(1996) commented that quantitative assessment of testing er-
rors of in situ measurements is rare because of the difficul-
ties in separating natural spatial variability from test
uncertainty. So, the reliability of the analytical estimation of
random error variance is in question. Random testing errors
are best addressed through standardization of testing equip-
ment and procedures, proper personnel training, and contin-
uous inspection.
Probabilistic slope analysis methods
Probabilistic procedures for slope stability analysis vary
in assumptions, limitations, capability to handle complex
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problems, and mathematical complexity. Most of them,
however, fall into one of two categories: approximate meth-
ods (the FOSM method, the point estimate method), and
Monte Carlo simulation.
Approximate methods make simplifying assumptions that
often limit their application to specific classes of problems.
For example, some used very simple slope models such as
the ordinary method of slices (Tang et al. 1976; Vanmarcke
1980; Honjo and Kuroda 1991; Bergado et al. 1994). Others
dealt only with frictionless soils (Matsuo and Kuroda 1974;
Vanmarcke 1977b; Bergado et al. 1994). A restriction to a
circular (or cylindrical) slip surface is common in many
studies (Alonso 1976; Vanmarcke 1977b; Yucemen and Al-
Homoud 1990; Bergado et al. 1994). The spatial variability
of soil properties and pore-water pressure is often ignored,
assuming perfect autocorrelation (Nguyen and Chowdhury
1984; Wolff and Harr 1987; Duncan 2000).
Approximate methods allow the estimation of the mean
and variance of the factor of safety but do not provide any
information about the shape of the probability density func-
tion, so the failure probability can only be obtained by as-
suming a parametric probability distribution of the factor of
safety (typically normal or log-normal). Estimates of low
probabilities, required for safe structures, are sensitive to the
assumed distribution.
Few studies used Monte Carlo simulation in slope analysis
when compared to approximate methods. The extensive com-
putational efforts involved in the simulations required research-
ers to develop their own software to solve slope stability
problems. Computer times needed for the simulations were
also significant. As a result, a Monte Carlo simulation was con-
sidered, until recently, to be uneconomic (Tobutt 1982; Priest
and Brown 1983). Studies applying Monte Carlo simulation
also rarely addressed the spatial variability of soil properties
(Major et al. 1978; Tobutt 1982; Nguyen and Chowdhury
1985) because of difficulties in generating random values in
ways that preserved their correlations. Today, rapid develop-
ments in software are significantly changing this situation.
The limitations, and sometimes the complexities, of
probabilistic methods combined with the poor training of
most engineers in statistics and probability theory have sub-
stantially inhibited the adoption of probabilistic slope stabil-
ity analysis in practice. To facilitate the integration of
probabilistic methods into practice, the methodologies and
techniques, while being consistent with principles of logic
and mechanics, should be simple, capable of solving real
slope problems, and in formats familiar to engineers.
An integrated probabilistic slope analysis
methodology
Outline of the methodology
The probabilistic slope analysis methodology based on
Monte Carlo simulation developed here has the advantages
of being simple and not requiring a comprehensive statistical
and mathematical background. The methodology is spread-
sheet based and makes use of the familiar and readily avail-
able Microsoft® Excel 97 (Microsoft Corporation 1997) and
@Risk (Palisade Corporation 1996) software. Other similar
software, e.g., Lotus 1-2-3 and Crystal Ball (Decisioneering
Inc. 1996), is likely capable of undertaking the task.
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The slope problem (geometry, stratigraphy, soil properties,
and slip surface) and the selected method of analysis are first
modeled in a Microsoft® Excel 97 spreadsheet. Available
data are examined and uncertainties in input parameters are
identified and described statistically by representative proba-
bility distributions. Only those parameters whose uncertain-
ties are deemed significant to the analysis need to be treated
as variables. A Monte Carlo simulation is then performed as
illustrated schematically in Fig. 4. @Risk draws at random a
value for each input variable from within the defined proba-
bility distributions. These values (input set 1, Fig. 4) are
used to solve the spreadsheet and calculate the correspond-
ing factor of safety. The process is repeated sufficient times,
m, to estimate the statistical distribution of the factor of
safety. Statistical analysis of this distribution allows estimat-
ing the mean and variance of the factor of safety and the
probability of the factor of safety being less than one. The
procedure is applicable to any method of limit equilibrium
analysis that can be represented in a spreadsheet.
Statistical characterization of input variables
Probability distributions
Different approaches can be adopted to estimate the prob-
ability distribution of each input variable. Where there are
adequate amounts of data, the cumulative distribution func-
tion (CDF) of the measurements can be used directly in the
simulation process. In geotechnical practice, the observed
CDF (or histogram) may show spikes that would not appear
were more observations available. The CDF is better ob-
tained by resetting the probability associated with each ob-
servation to the average of its cumulative probability and
that associated with the next lower observation (Deutsch and
Journel 1998). This procedure smooths unwanted spikes and
allows assigning finite probabilities for values of the input
parameter less than the minimum value measured and more
than the maximum value.
Where observations are scarce or absent, parametric dis-
tributions can be assumed from the literature. Studies have
estimated coefficients of variation and probability density
functions of soil properties (Lumb 1966; Chowdhury 1984;
Harr 1987; Kulhawy et al. 1991; Lacasse and Nadim 1996).
Care should be exercised, however, to ensure that the mini-
mum and maximum values of the selected distribution are
consistent with the physical limits of the parameter being
modeled. For example, shear strength parameters should not
take negative values. If the selected distribution implies nega-
tive values, then the distribution is truncated at a practical
minimum threshold. Alternatively, variability can be assumed
to follow a triangular distribution with estimates of minimum,
maximum, and most likely values based on expert opinion.
@Risk built-in functions allow great flexibility in model-
ing input variables. Parametric and nonparametric distribu-
tions (e.g., experimental CDF) can be modeled using @Risk
functions. Desired truncations can be easily imposed on any
distribution either through @Risk or using Microsoft® Ex-
cel 97 functions.
Modeling parameter uncertainty
The probabilistic slope analysis methodology accounts for
the uncertainty of the input parameters based on the concepts
discussed in previous sections and the following equation:
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El-Ramly et al.
Fig. 4. Monte Carlo simulation procedure using Microsoft® Excel 97 and @Risk software.
[5] V = B(t + ε)
where V is the input variable adjusted for statistical errors
and bias, B is a bias correction factor, t is the trend compo-
nent, and ε is the residual component. The statistical uncer-
tainty in the trend is estimated by standard statistical
methods (Ang and Tang 1975; Neter et al. 1990). The vari-
ance of the residual component is equal to the variance of
the measured data, with no explicit consideration of the un-
certainty due to random testing errors for two reasons. Esti-
mates of random error variance are unreliable, as discussed
in an earlier section, so any reduction of the observed vari-
ance could be unsafe. In addition, random errors fluctuate in
magnitude above and below zero and are uncorrelated spa-
tially. By taking the spatial average of the input variable over
the whole area of interest, such as the slip surface, positive
and negative random errors at the different locations within
the averaging domain tend to cancel out. As a result, the ran-
dom error variance associated with the averaged quantity is
largely reduced. It is emphasized, however, that a critical
review of the observations should ensure that appropriate
testing standards and procedures are followed. The bias cor-
rection factor is also considered a variable with a mean and
variance evaluated by experience and comparison with field
performance or by observations from a more accurate testing
procedure. It does not have to be a multiplier as in eq. [5]; it
could be an addition [V = B + (t + ε)].
The spatial variability of an input variable is represented
by the correlation structure of the residual component, ε, and
modeled using the theory of random fields. The spatial vari-
ability of ε along the slip surface is approximated by a 1D
stationary random field. Vanmarcke’s (1983) approximate
model (eq. [3]) is adopted for the analysis of the random
field. The point to point variability of the residual compo-
nent along the slip surface is resembled by the variability of
its local averages over segments of the surface. The portion
of the slip surface within the subject layer is divided into
segments of length l not exceeding the scale of fluctuation δ.
The local average of the residual component over the length
of any of these segments, ε(l), is considered a variable. The
CDF of the variable ε(l) is the same distribution function of
the residual component, F(ε), with no variance reduction.
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This is because the variance function Γ(l), eq. [3], equals
one for l ≤ δ. The correlation coefficients between the vari-
ables representing the local averages over different segments
of the slip surface are estimated using eq. [4]. Choosing the
length of segments equal to δ eliminates the correlation coef-
ficients between most of the variables and greatly simplifies
the simulation. Figure 5 is a schematic illustration of the
model, where ρ is the correlation coefficient between vari-
ables.
Critical slip surface
For any slope, there is an unlimited number of potential
slip surfaces. The slope may fail, or perform unsatisfactorily,
along any of these surfaces. The total probability of unsatis-
factory performance of a slope is, thus, the joint probability
of failure occurring along the admissible slip surfaces. These
surfaces, however, are highly correlated, since they are all
analyzed using the same input variables and the same analyt-
ical model. Furthermore, the close proximity of many of
them add an element of spatial correlation. Evaluating the
total probability of unsatisfactory performance of the slope
is a mathematically formidable task.
The strong correlation between slip surfaces, however,
significantly reduces the difference between the total proba-
bility of unsatisfactory performance and that of the most
critical surface (Mostyn and Li 1993). Hence, the probability
estimate from the most critical slip surface is considered a
reasonable estimate of slope reliability (Vanmarcke 1977b;
Alonso 1976; Yucemen and Al-Homoud 1990). In this study,
the probability of unsatisfactory performance is obtained by
independently analyzing a number of predetermined slip sur-
faces. The highest estimated probability value is considered
representative of the total probability of unsatisfactory per-
formance of the slope. The question, however, is which sur-
faces to consider?
Chowdhury and Tang (1987) and Hassan and Wolff (1999)
indicated that the deterministic critical slip surface is not al-
ways the most critical surface in a probabilistic analysis.
Hassan and Wolff (1999) proposed a search algorithm for lo-
cating the slip circle with the minimum reliability index. It
searches for the slip surface with the longest length within
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672
Fig. 5. Modeling the spatial variability of an input parameter
along the failure surface using Vanmarcke’s (1983) approxima-
tion of a 1D random field.
the soil layer whose uncertainty contributes the most to the
uncertainty of the factor of safety. Their algorithm, however,
does not directly account for the spatial variability of soil
properties and pore-water pressure. In locating the probabil-
istic critical slip surface, variance reduction due to spatial
averaging of soil parameters over the length of the slip sur-
face has to be considered. The reduction depends on the
autocorrelation distance and the length of slip surface, which
is not known beforehand. As a result, an increase in the vari-
ance of the factor of safety, due to a longer portion within a
highly uncertain layer, could be offset by a variance reduc-
tion due to spatial averaging. Hence, in slopes dominated by
uncertainty due to spatial variability, the slip surface based
on the Hassan and Wolff algorithm may not be the most crit-
ical surface in a probabilistic analysis.
An essential part of the probabilistic analysis is, thus, to
consider all slip surfaces that may be hazardous. These may
include the deterministic critical slip surface, the minimum
reliability index surface according to Hassan and Wolff
(1999), noncircular, structurally controlled surfaces, and sur-
faces through weak or presheared layers.
Spreadsheet modeling
The spreadsheet software Microsoft® Excel 97 is used in
modeling the slope geometry, stratigraphy, and slope analysis
method. Using analytical geometry, the equations describing
the ground profile, the boundaries between soil layers, and
the slip surface are first established with reference to a coor-
dinate system. The equations are then modeled in a
Microsoft® Excel 97 spreadsheet. The coordinates of the
points of intersection of the different boundaries, for exam-
ple, where the slip surface meets the borders between layers,
can be obtained within the spreadsheet and used in calculat-
ing the slice information (width, coordinates of mid-base
point, total height, and thickness in each soil type) for factor
of safety computations.
Next, the slip surface within each soil layer is divided into
segments of length δ in addition to a residual segment of
smaller length, similar to the illustration in Fig. 5. The local
averages of a soil parameter over the length of each segment
are considered variables. The spatial variability of the soil
parameter along the slip surface is modeled by the correla-
tions between these variables. The variables are character-
ized by the CDF of the residual component, F(ε), with no
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Can. Geotech. J. Vol. 39, 2002
variance reduction, since the variance function Γ(∆z ≤ δ) is
equal to one (eq. [3]). @Risk functions are used to assign
appropriate probability distributions for the spreadsheet cells
containing the input variables. The correlations between
variables are modeled using @Risk functions “IndepC” and
“DepC” or by creating a correlation coefficients matrix us-
ing the “Correlate” command. In the simulation process,
correlated variables are sampled so as to preserve input cor-
relation coefficients.
Slope analysis methods, such as the Bishop, Janbu, and
Spencer methods, can be easily modeled in a spreadsheet.
However, more advanced and complex methods such as the
Morgenstern–Price method and three-dimensional (3D)
methods, are, for now, cumbersome to model in a spread-
sheet. In this paper, the Bishop method of slices is used. The
spreadsheet model is built by creating a calculation table
similar to that proposed by Bishop (1955) for mechanical
computations. The appropriate soil parameters for each slice
are automatically chosen by a series of nested “IF” state-
ments that compares the X coordinate of the mid-base point
with the coordinates of the intersections of the slip surface
with soil layers. The Microsoft® Excel 97 “circular refer-
ence” feature is used for the iteration process until the differ-
ence between the assumed and the calculated factors of safety
is within the user-specified range. Further discussions and an
illustration of the structure of the spreadsheet are presented in
the context of the case study analyzed in a later section.
Issues in simulation
Monte Carlo simulation requires the generation of random
numbers, which are used in sampling the CDFs of the input
variables. @Risk software (Palisade Corporation 1996) al-
lows two sampling techniques, Monte Carlo sampling (or
random sampling) and Latin Hypercube sampling. The latter
allows sampling the entire CDF curve, including the tails of
the distribution, with fewer iterations, and consequently less
computer time. It is adopted in this study.
The output of a Monte Carlo simulation is sensitive to the
number of iterations, m. When m is large, the random samples
drawn for each input variable are also large and the match be-
tween the CDF recreated by sampling and the original input
CDF is more accurate. Hence, the level of noise in the simu-
lation diminishes and the output becomes more stable at the
expense of increasing computer time. The optimum number
of iterations depends on the sizes of the uncertainties in the
input parameters, the correlations between input variables,
and the output parameter being estimated. A practical way to
optimize the simulation process is to repeat the simulation us-
ing the same seed value and an increasing number of itera-
tions. A plot of the number of iterations, m, against the
probability of unsatisfactory performance indicates the mini-
mum number of iterations at which the probability value sta-
bilizes.
Interpretation of the output
Probability of unsatisfactory performance
The output of the simulation is the probability density func-
tion of the factor of safety from which the mean and standard
deviation can be estimated. The probabilistic safety measure
used in this study is the failure probability. It is the probabil-
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El-Ramly et al.
ity of the factor of safety, FS, being less than one, or simply
the number of iterations with FS ≤ 1.0 relative to the total
number of iterations, m. The term failure, however, implies
that the collapse of the slope is the event of concern to the de-
signer, which is not necessarily the case. The serviceability of
the slope is as important as slope collapse and requires thor-
ough evaluation and assessment. Serviceability issues include,
among others, slope movement and cracking (without the
slope collapsing), high water seepage, and surface erosion.
The term failure may also imply to clients, particularly non-
professional clients, that the slope would fail. We recommend
using a different terminology. The U.S. Army Corps of Engi-
neers (1992, 1995) used probability of unsatisfactory perfor-
mance, Pu, instead of failure probability. The same term,
unsatisfactory performance, is adopted here to address failure
mechanisms. Another safety measure, perhaps probability of
unsatisfactory serviceability, should be considered to address
serviceability criteria. The evaluation of slope serviceability
is, however, beyond the scope of this study.
Because the simulation process uses random sampling of
the input variables, the calculated probability of unsatisfac-
tory performance is also a variable. The probability value
from a single simulation could differ from the true value.
Law and McComas (1986) described relying on the results
of a single simulation run as one of the most common and
potentially dangerous simulation practices. It is, therefore,
essential to repeat the simulation using different seed values
to assess the consistency of the estimates. By running the
simulation many times, the histogram of the probability of
unsatisfactory performance, the mean probability, and the
95% confidence interval around the mean could also be esti-
mated. Using @Risk “macro” functions, the process of run-
ning a number of simulations can be fully automated. A
simple macro file can be designed to run a number of simula-
tions and save the output of each simulation in a separate file.
In reflecting on the computed probability of unsatisfactory
performance, three points should be noted. First, the com-
puted probability of unsatisfactory performance does not
address temporal changes in input variables. If pore-water
pressures, as an example, vary with time, the impact of such
variations on stability can only be assessed by undertaking
further analyses using the new pore-pressure distributions.
Second, the computed probability of unsatisfactory perfor-
mance represents the probability of occurrence of a hazardous
event over the lifetime of the conditions considered in the
analysis, such as loading conditions and environmental condi-
tions. The calculated probability is, thus, associated with a
time frame that varies from one problem to another. If the an-
nual probability of unsatisfactory performance is required, as
is the case in quantitative risk analyses, the reference time
needs to be estimated. For example, if the pore-water pressure
used in the analysis is the result of a rainstorm, the annual
probability of unsatisfactory performance is estimated based
on the return period of the storm. In the case that none of the
input variables is time dependent, the annual probability could
be referenced to the lifetime of the slope.
Third, despite efforts to include all sources of uncertainty,
there is the possibility of undetected uncertainties such as
human mistakes affecting slope performance. The contribu-
tion of these unknown uncertainties to the probability of un-
satisfactory performance is not considered, so the computed
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673
probability could be a lower bound to the actual probability
of unsatisfactory performance. That is why comparison with
computed probabilities of different designs is believed to be
of greater value.
Having estimated the probability of unsatisfactory perfor-
mance, the next step is to assess whether it is acceptable.
Typically, this is achieved through comparing the computed
values with a probabilistic slope design criterion. Commonly,
a criterion based on the observed frequency of slope failures
and judgement is used. A major drawback to this approach
is that the site- and case-specific features such as slope ge-
ometry, site conditions, and sources and levels of uncertainty
of the case histories constituting the database are not ad-
dressed. Applying such a global criterion to any slope is a
significant generalization.
The authors are not aware of any well-founded probabilis-
tic criteria for the acceptability of a design. A reliable ap-
proach to estimate such criteria is to calibrate the computed
probabilities of unsatisfactory performance of slopes with
their observed field performance. This requires probabilistic
slope stability analyses of cases of failed slopes and of
slopes performing satisfactorily. Through the comparison of
the probabilities associated with the two classes, a probabil-
istic slope design criterion could be established. This ap-
proach has been developed by El-Ramly (2001) and will be
published separately.
Reliability index
The reliability index, β, another common probabilistic
safety measure, is given by
E[FS] − 1
[6] β=
σ[FS]
where E[FS] and σ[FS] are the mean and standard deviation
of the factor of safety, respectively. The above definition is
accurate if the performance function (factor of safety equa-
tion) is linear, which is not the case for slope analysis mod-
els. Mostyn and Li (1993) suggested, however, that the
performance functions of slopes are reasonably linear and rec-
ommended ignoring the nonlinearity when calculating β. Ang
and Tang (1984) provided a convenient theoretical background
of the meaning and estimation of the reliability index.
Sensitivity analysis
Through the software @Risk, Spearman rank correlation
coefficients between the factor of safety and the input vari-
ables can be calculated for a sensitivity analysis. The
Spearman coefficient is a correlation coefficient based on the
rank of the data values within the minimum–maximum
range, not the actual values themselves. It varies between 1
and –1. A value of zero indicates no correlation between the
input variable and the output, a value of 1 indicates a com-
plete positive correlation, and a value of –1 indicates a com-
plete negative correlation. Spearman correlation coefficients
could be used as measures of the relative contribution of
each input variable to the uncertainty in the factor of safety.
This contribution comprises two elements, the degree of un-
certainty of the input parameter and the sensitivity of the
factor of safety to changes in that parameter.
The results of sensitivity analyses are of significant practi-
cal value, as they quantify the contributions of the various
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674
sources of uncertainty to the overall design uncertainty. Re-
sources, whether intellectual or physical, can thus be ratio-
nally allocated towards reducing the uncertainty of the
variables with large impacts on design. Also, the relative im-
pacts of systematic uncertainty (statistical uncertainty and
bias) and uncertainty due to inherent spatial variability can
be estimated. This information is of interest because system-
atic uncertainty has a consistent effect at all locations within
the domain of the problem and can have a major impact on
design. Unlike the uncertainty due to inherent spatial vari-
ability, systematic uncertainty can be reduced by increasing
the size of data sample and by avoiding highly uncertain em-
pirical correlations and factors.
Probabilistic analyses of James Bay dykes
Spreadsheet-based probabilistic slope analysis
The application of the probabilistic slope analysis methodol-
ogy described earlier in the paper is illustrated through the
analysis of the well-documented dykes of the James Bay hy-
droelectric project in Quebec, Canada. Although the dykes
were not built, the design was the subject of extensive studies
quantifying the sources of uncertainty, analyzing the spatial
variability of soil properties (Ladd et al. 1983; Soulié et al.
1990), and evaluating the stability of the dyke probabilistically
using the FOSM method (Christian et al. 1994).
The project called for the construction of 50 km of earth
dykes in the James Bay area. Various design options were
investigated. Only one design is considered in this study, the
single stage construction of a 12 m high embankment with a
slope angle of 18.4° (3h:1v) and a 56 m wide berm at mid-
height. Figure 6 shows the geometry of the embankment and
the underlying stratigraphy.
The embankment is on a clay crust, about 4.0 m thick,
overlying a sensitive marine clay which in turn is underlain
by a lacustrine clay. The marine clay is about 8.0 m thick
and the lacustrine clay is about 6.5 m thick. The undrained
shear strength of both clays, measured by field vane tests at
1.0 m depth intervals, exhibited a large scatter. The mean
undrained shear strength of the marine clay is about 35 kPa
and that of the lacustrine clay is about 31 kPa. The lacus-
trine clay is underlain by a stiff till.
The uncertainty in soil parameters was quantified by Ladd
et al. (1983) and Christian et al. (1994). They identified the
input parameters whose uncertainties are deemed important
to the stability of the dykes and estimated their statistical pa-
rameters. The following probabilistic stability analyses are
based on the conclusions of these studies. Other case studies
demonstrating the complete analysis starting with field and
laboratory data, through the quantification of parameter un-
certainty, the probabilistic assessment, and the estimation of
the probability of unsatisfactory performance will be pub-
lished separately by the present authors.
Eight input parameters are considered variables: the unit
weight and friction angle of embankment material, the thick-
ness of the clay crust, the undrained shear strength and
Bjerrum vane correction factors for the marine and lacus-
trine clays, and the depth of till layer. Table 1 summarizes
the means and variances of all input variables.
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The variances of the unit weight and friction angle of the
embankment material are evaluated judgementally (Christian
et al. 1994) to reflect potential variability in fill properties.
The bias in vane measurements is adjusted by Bjerrum’s
vane correction factor, which is also considered uncertain
due to the scatter in Bjerrum’s database. The uncertainty in
the depth of the till layer, Dtill, is entirely statistical uncer-
tainty due to the limited number of borings. In the absence
of the actual probability distributions of the data, all vari-
ables are assumed normal. The spatial variability of all un-
certain soil parameters is characterized by an isotropic
autocorrelation distance of about 15 m, which was inferred
from Christian et al. (1994).
As the strength of the lacustrine clay is relatively low, the
depth to the till layer controls the location of the critical slip
circle. The uncertainty in Dtill, thus, introduces uncertainty
in the location of the slip circle. To examine the impact of
this uncertainty, deterministic stability analyses were per-
formed varying Dtill incrementally between 15.5 and 21.5 m
(±3 standard deviations). The minimum factor of safety var-
ied between 1.69 and 1.30, implying that the uncertainty in
Dtill could have an important impact on the reliability of the
design. All the critical slip circles were tangent to the top of
the till, daylighted within a short distance at the top of the
embankment, and shared almost the same x coordinate for
the centres.
The equations describing the dyke profile and soil layers
with reference to a coordinate system are estimated and
modeled in a Microsoft® Excel 97 spreadsheet. The general
layout and structure of the spreadsheet are illustrated in Ap-
pendix A. Since the depth of the till is considered a variable,
a different value is sampled for each simulation iteration and
consequently the critical slip circle varies from one iteration
to another. To minimize the computer time, some restrictions
were imposed on the geometry of the slip circles based on
the results of the previous parametric study. The slip circles
are assumed tangent to the till layer, daylight at a fixed point
at the top of the embankment (X1 = 4.9, Y1 = 36.0), and have
a common X coordinate for the centres (X0 = 85.9). The
equation of the slip circle is then added to the spreadsheet as
a function of the Y coordinate of the centre, Y0, and the ra-
dius, R; both depend on the sampled value of Dtill. In each
iteration the sampled value of Dtill thus defines only one crit-
ical slip circle. Using the principles of analytical geometry,
the intersections of the slip circle and the boundaries be-
tween layers and the breakage points in ground profile are
computed.
The spatial variabilities of soil parameters are modeled as
1D random fields, assuming exponential autocovariance
functions. The spatial variability of the unit weight of the
embankment is, in fact, a two-dimensional (2D) random
field. Vanmarcke (1983) showed that the process of averag-
ing a 2D random field over a rectangular area with one side
of the area smaller than the scale of fluctuation in the same
direction could be approximated by averaging a 1D random
field in the perpendicular direction. If the cross section of
the embankment is regarded as a rectangle, the variability of
unit weight could be approximated by a 1D random field in
the horizontal direction. This approximation is not likely to
have any effect on the analysis, as the impact of the spatial
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El-Ramly et al. 675

Fig. 6. Cross section and stratigraphy of the James Bay dykes, showing the approach adopted to account for spatial variability of soil
properties.

Table 1. Input variables and their statistical parameters (based on Christian et al. 1994)

Soil parameters
Variance Bias factors
Input variable Mean Inherent variability Statistical uncertainty Mean Variance
Fill friction angle, φfill (°) 30.0 1.00 3.00 — —
Fill unit weight, γfill (kN/m3) 20.0 1.00 1.00 — —
Clay crust thickness, tcr (m) 4.0 0.19a 0.04 — —
Shear strength of marine clay, SuM (kPa) 34.5 66.26 0.90 — —
Bjerrum vane correction factor for SuM, µM — — — 1.0 0.006
Shear strength of lacustrine clay, SuL (kPa) 31.2 74.82 3.00 — —
Bjerrum vane correction factor for SuL, µL — — — 1.0 0.023
Depth of till, Dtill (m) 18.5 — 1.00 — —
a
Variance is reduced by 80% to account for spatial averaging based on the assessment of Christian et al. (1994).

variability of unit weight on design reliability is minimal Fig. 7. Estimating the optimum number of iterations for Monte
(Alonso 1976; Nguyen and Chowdhury 1984). This is attrib- Carlo simulation.
uted to the small spatial variability of the unit weight (a co-
efficient of variation of only 5% in the James Bay case) and
the insensitivity of stability calculations to variations in unit
weight.
The slip surface within each soil layer is divided into seg-
ments of lengths not exceeding δ = 30 m (δ = 2ro for expo-
nential autocovariance functions), as illustrated in Fig. 6.
Hence, the average undrained shear strength over the length
of each segment has the same variance as the input data (Ta-
ble 1) with no reduction. The undrained shear strength of the
lacustrine clay, for example, is modeled by three variables
representing the average strength over three segments of the
slip surface, as illustrated in Fig. A1 in Appendix A. Simi-
larly, the embankment fill is divided into five zones and the
average unit weight within each zone is considered a random
variable. The correlation coefficients between the variables
are estimated using eq. [4], and the correlation coefficient
matrices are shown in Appendix A. Additional variables are
added to the spreadsheet to model statistical uncertainties
and the uncertainties in Bjerrum vane correction factors. In

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676
Fig. 8. Histogram and probability distribution function of the factor of safety.
Fig. 9. Histogram of the probability of unsatisfactory perfor-
mance based on the results of 25 simulations.
total, 19 variables are defined in the spreadsheet (shaded
cells in Fig. A1 in Appendix A) to account for the various
components of parameter uncertainty.
Using @Risk options, truncation limits are imposed on
the probability distributions of the undrained shear strength
to prevent sampling negative values. Truncation limits at the
mean ±3σ are also imposed on the probability distributions
of the thickness of the clay crust and the depth of the till
layer. The purpose of these limits is to avoid sampling ex-
treme low or high values that may cause discrepancies in the
sequence of layers.
The stability calculations are based on the Bishop method
of slices. The tables used for factor of safety computations are
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shown in Fig. A2 in Appendix A. For each set of sampled
input parameters, the iterative process for factor of safety cal-
culations is repeated until the difference between the factors
of safety in two consecutive calculations is less than 0.01.
Trial simulations indicated that the optimum number of it-
erations is 32 000 (Fig. 7). Using a seed number of 31 069
(an arbitrary value), the mean factor of safety is estimated to
be 1.46, with a standard deviation of 0.20. The probability of
unsatisfactory performance is 4.70 × 10–3. Figure 8 shows
the histogram and the probability distribution function of the
factor of safety. The histogram is slightly right skewed, with
a coefficient of skewness of 0.29. After 25 simulations, the
mean factor of safety is 1.46, with a standard deviation of
0.20 and a coefficient of skewness of 0.30. The mean probabil-
ity of unsatisfactory performance is 4.70 × 10–3, with the 95%
confidence interval between 4.50 × 10–3 and 4.90 × 10–3. Fig-
ure 9 shows the histogram of the probability of unsatisfactory
performance. The reliability index is calculated to be 2.32.
A sensitivity analysis (Fig. 10) shows Spearman rank cor-
relation coefficients for all 19 input variables. It is interest-
ing that many of the factors with major contributions to the
uncertainty of the factor of safety are not related to soil
property measurements. For example, Bjerrum’s correction
factor for the undrained shear strength of the lacustrine clay,
the statistical uncertainty in the depth of the till, and the sta-
tistical uncertainty in the unit weight of the fill (which was
evaluated judgementally) are among the main factors affect-
ing the reliability of the design. The results highlight the
significance of the additional uncertainty that could be intro-
duced by the designer through the use of empirical factors
and subjective estimates of uncertainty. Although subjective
estimates based on experience are acceptable in practice,
quantitative estimates of uncertainty, such as variance, are
not yet reliable. Therefore care should be exercised in mak-
ing such judgements.
First-order second-moment (FOSM) analysis
The FOSM method is an approximate approach based on
Taylor’s series expansion of the performance function g(x1,
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El-Ramly et al. 677

Fig. 10. Sensitivity analysis results. Spearman rank correlation coefficients for all input variables.

x2,…,xn) around its mean value. The performance function g 2ro

[10] f ≅
could be Bishop’s method of slices, which is a function of a L
number of input variables xn that represents soil properties,
pore pressure, and slope geometry. For uncorrelated input where L is the length over which the parameter of interest is
variables, the mean and variance of the factor of safety are being averaged.
given by eqs. [7] and [8], respectively: When the stability of James Bay dykes is analyzed
probabilistically using the FOSM method, the mean factor of
[7] E[FS] ≅ g(E[x1], E[x2],…,E[xn]) safety is estimated to be 1.46. Table 2 summarizes the calcu-
j 2 lations of the variance of the factor of safety. For computing
 ∂g  2
σ [FS] ≅ ∑ 
the variance reduction factor f, the length L is taken equal to
[8] 2
 σ [x i ]
i =1  ∂ x i 
the length of the slip surface within each layer, except for
the fill unit weight, where L is taken equal to the length of
where E[–] and σ 2 [–] denote the mean and variance, respec- the embankment in cross section. The standard deviation of
tively. For most geotechnical models, the analytical evalua- the factor of safety is computed to be 0.19, thus the reliabil-
tion of the derivatives (∂g/∂x i ) is cumbersome. A finite ity index is 2.42. To estimate the probability of unsatisfac-
difference approach is commonly used to approximate the tory performance, a form of the probability density function
partial derivatives as follows: of the factor of safety must be assumed. For normal and log-
normal probability distributions, the probability of unsatis-
∂g FS1 − FS 2 ∆ FS factory performance is estimated to be 8.4 × 10–3 and 2.5 ×
[9] ≅ =
∂ xi xi − xi
1 2
∆ xi 10–3, respectively. Table 3 compares the results of the FOSM
method and the spreadsheet-based Monte Carlo simulation.
where FS1 and FS2 are the factor of safety calculated for val- The FOSM method appears to be a reasonable approach for
ues of the input variable xi equal to x1i and x i2 , respectively, estimating the mean and variance of the factor of safety.
with all other input variables assigned their mean values. However, the uncertainty about the shape of the probability
Usually, x1i and x i2 are taken equal to one standard deviation density function of the factor of safety introduces uncertain-
above and below the mean E[xi]. To account for spatial vari- ties in estimating the probability of unsatisfactory perfor-
ability and the reduction in the variance of the average pa- mance, as illustrated in Table 3.
rameters, the variance of measured data, σ 2 [xi], is reduced
by a reduction factor f. Vanmarcke (1977a) suggested that Simplified analysis
the variance reduction factor can be approximated by The spatial variability of soil properties and pore-water
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678 Can. Geotech. J. Vol. 39, 2002

Table 2. FOSM calculations of the variance of the factor of safety.

Variance, σ 2 [x]
Inherent Systematic Inherent variability Systematic uncertainty
Input variable variability uncertainty ∆FS/∆x f ≈ 2ro /L (∆FS/∆x)2fσ 2 [x] (∆FS/∆x)2σ 2 [x]
φ fill (°) 1.00 3.00 0.009 1.00 0.0001 0.0003
γ fill (kN/m3) 1.00 1.00 0.061 0.24 0.0009 0.0037
tcr (m) 0.19a 0.04 0.007 — 0.0000 0.0000
SuM-1 (kPa) 66.26 7.60 0.005 1.00 0.0019 0.0002
SuM-2 (kPa) 66.26 7.60 0.005 1.00 0.0019 0.0002
SuL (kPa) 74.82 24.90 0.022 0.37 0.0129 0.0115
Dtill (m) 0.00 1.00 0.055 0.00 0.0000 0.0030
Output
Σ 0.0180 0.0190
σ 2 [FS] 0.0370
σ[FS] 0.1920
a
Variance is reduced by f = 0.2 based on the assessment of Christian et al. (1994).

Table 3. Comparing the outputs of different analysis approaches.

Method of analysis E[FS] σ[FS] Skewness Pu β
Spreadsheet-based probabilistic slope analysis 1.46 0.20 0.30 4.70×10–3 2.32
FOSMa 1.46 0.19 Not available 8.40×10–3; 2.50×10–3 2.42
Simplified analysis 1.46 0.25 0.32 2.37×10–2 1.84
a
The value 8.40 × 10–3 is based on the assumption that the probability density function of the factor of safety is normal, and the value 2.50 × 10–3
assumes the probability density function of the factor of safety is log-normal.

Table 4. Input variables and statistical parameters for the simplified analysis (based on Christian
et al. 1994).
Soil parameters Bias factors
Input variable Mean Variance Mean Variance
Fill friction angle, φ fill (°) 30 4 — —
Fill unit weight, γ fill (kN/m3) 20 2 — —
Clay crust thickness, tcr (m) 4 1 — —
Shear strength of marine clay, SuM (kPa) 34.5 66.26 — —
Bjerrum vane correction factor for SuM, µ M — — 1 0.006
Shear strength of lacustrine clay, SuL (kPa) 31.2 74.82 — —
Bjerrum vane correction factor for SuL, µ L — — 1 0.023

pressure is a major source of parameter uncertainty. How-
ever, probabilistic analyses ignoring the issues of spatial
variability and statistical uncertainty and relying only on the
means, variances, and probability distributions of measured
data are not uncommon (e.g., Nguyen and Chowdhury 1984;
Wolff and Harr 1987; Duncan 2000). Such an approach, re-
ferred to hereafter as a simplified analysis, can be erroneous
and misleading.
To illustrate the errors incurred by the simplified approach,
the James Bay dykes are reanalyzed probabilistically, ignor-
ing the spatial variability of soil properties. The analysis is
based directly on the probability distributions of the data
with no variance reduction and no considerations of statisti-
cal uncertainties. Table 4 summarizes the input variables and
the statistical parameters used in the analysis, based on
Christian et al. (1994). All variables are assumed to be nor-
mally distributed.
The deterministic critical slip surface almost coincided
with the surface of minimum reliability index according to
the algorithm of Hassan and Wolff (1999). Based on trial
simulations, the latter slip surface yielded a slightly higher
probability of unsatisfactory performance and was subse-
quently used in the probabilistic assessment. A Microsoft®
Excel 97 model and a Monte Carlo simulation using 32 000
iterations and a seed number of 31 069 gave a mean factor
of safety of 1.46, with a standard deviation of 0.25 and a co-
efficient of skewness of 0.32. The probability of unsatisfac-
tory performance is calculated to be 2.39 × 10–2. Based on
the results of 25 simulations, the mean probability of unsat-
isfactory performance is 2.37 × 10–2, with the 95% confi-
dence interval between 2.34 × 10–2 and 2.41 × 10–2. The
reliability index is 1.84. Table 3 compares the results of the
simplified analysis with those of the previous analyses. The
simplified analysis overestimates the probability of unsatis-
factory performance by a factor of 5. This is attributed to the
significant reduction in the uncertainty due to soil variability
as a result of spatial averaging, which is taken into account
in all the analyses but the simplified analysis. In slopes dom-

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El-Ramly et al.
inated by uncertainties due to the spatial variability of soil
properties, the simplified analysis could significantly overes-
timate the probability of unsatisfactory performance.
Conclusions
Conventional slope design practice addresses uncertainty
only implicitly and in a subjective manner, thus compromis-
ing the adequacy of projections. Without proper consider-
ation of uncertainty, the factor of safety alone can give a
misleading sense of safety and is not a sufficient safety indi-
cator. Probabilistic slope stability analysis is a rational
means to incorporate quantified uncertainties into the design
process. An important conclusion of this study is that proba-
bilistic analyses can be applied in practice without an exten-
sive effort beyond that needed in a conventional analysis.
The stated obstacles impeding the adoption of such tech-
niques into geotechnical practice are more apparent than real.
The developed probabilistic spreadsheet approach, based
on Monte Carlo simulation, makes use of Microsoft® Excel
97 and @Risk software, which are familiar and readily avail-
able to most engineers. The underlying procedures and con-
cepts are simple and transparent, requiring only fundamental
knowledge of statistics and probability theory. At the same
time, the analysis accounts for the spatial variability of the
input variables, the statistical uncertainty due to limited data,
and the bias in the empirical factors and correlations used.
The approach is flexible in handling real slope problems, in-
cluding various loading conditions, complex stratigraphy, c–
φ soils, and circular and noncircular slip surfaces.
Probabilistic slope stability analysis provides practicing
engineers with valuable insights that cannot be reached oth-
erwise. For example, the level of uncertainty in the factor of
safety is quantified through the variance of the factor of
safety and the probability of unsatisfactory performance.
This could have an important impact on decisions about a
design factor of safety. If the reliability of the computed fac-
tor of safety is deemed high, the profession may be willing
to adopt lower design factors of safety than usual, provided
that the serviceability of the slope is not compromised. With
increasingly sparse funds, many agencies and organizations
prioritize slope repair and maintenance expenditures, as is
the case of hydraulic structures, based on safety levels.
Comparing the safety of different structures based on the
factor of safety alone is inadequate because the underlying
sources and levels of uncertainty are not addressed. By com-
bining the most likely value of the factor of safety and the
uncertainty in that value, the probability of unsatisfactory
performance and the reliability index provide a sounder ba-
sis for the comparison.
The practical value of quantifying the relative contribu-
tions of the various sources of uncertainty to the overall un-
certainty of the factor of safety through sensitivity analyses,
using Spearman rank correlation coefficient, cannot be un-
derestimated. Such information allows available resources,
whether intellectual or physical, to be rationally allocated to-
wards reducing the uncertainties of the variables with the
largest impact on design. The sensitivity analyses undertaken
in this study showed that the uncertainty of Bjerrum’s vane
correction factor is substantial and could have a large impact
on the reliability of the design. This warns that the reliability
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679
of a design could be significantly reduced by the use of
empirical factors and correlations without the designer even
realizing this. Understanding the limitations and, more im-
portantly, the reliability of such factors and correlations
prior to using them is essential.
It is our view that combining conventional deterministic
slope analysis and probabilistic analysis will be beneficial to
slope engineering practice and will enhance the decision-
making process. It is important to note, however, that simpli-
fied probabilistic analyses can be erroneous and misleading.
For example, ignoring the spatial variability of soil properties
and assuming perfect autocorrelations as in our simplified
analysis can significantly overestimate the probability of un-
satisfactory performance.
Acknowledgements
The authors would like to thank the Natural Sciences and
Engineering Research Council of Canada for providing the
financial support for this research. We are also grateful for
useful discussions with colleagues at the University of Al-
berta and elsewhere.
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List of symbols
b slice width
B bias correction factor
C cohesion
Dtill depth of till
E[–] mean
f variance reduction factor
F(x) cumulative probability distribution function of variable x
FS factor of safety
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El-Ramly et al. 681

g(x1, x2, performance function Z2 distance from the beginning of the first interval to the
…, xn) end of the second interval
h total height of slice Z3 distance from the end of the first interval to the end of
hcr height in clay crust the second interval
hfill height in embankment fill α angle to the horizontal of slice base
hL height in lacustrine clay β reliability index
hM height in marine clay δ scale of fluctuation
l1, l2, l3 segments of slip surface of lengths l1, l2, and l3 ε residual component, equal to difference between x and t
L length over which soil parameters are averaged ε i residual component at location i
m number of iterations in Monte Carlo simulation φ friction angle
n number of observations φ′ effective friction angle
Pu probability of unsatisfactory performance φ fill fill friction angle
r separation distance between two variables in the space Φ variable representing soil stratigraphy
of a random field γ bulk unit weight
ro autocorrelation distance γ fill fill unit weight
ru pore-pressure ratio ξ soil parameter
Su undrained shear strength µ Bjerrum vane correction factor
SuL undrained shear strength of lacustrine clay µ L , µ M Bjerrum vane correction factor for SuL and SuM, respec-
SuM undrained shear strength of marine clay tively
t trend component for variable x ρ correlation coefficient between two variables
tcr clay crust thickness σ[–] standard deviation
ti trend component at location i σ 2 [–] variance
u pore-water pressure σ 2∆ z variance of X(∆z)
V input variable adjusted for statistical uncertainty and bias ∆z interval of length ∆z
W total height of slice ∆z′ interval of length ∆z′
x random variable Γ(∆z) variance function
xi value of random variable x at location i
X(∆z) local average of variable x over a length ∆z Appendix A
z distance
Z0 separation distance between two intervals ∆z, ∆z′ This appendix illustrates the general structure of the
Z1 distance from the beginning of the first interval to the spreadsheet model used in the probabilistic analysis of the
beginning of the second interval James Bay dyke.

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682 Can. Geotech. J. Vol. 39, 2002

Fig. A1. Spreadsheet model, section 1: dyke geometry, stratigraphy, and input variables.

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El-Ramly et al. 683

Fig. A2. Spreadsheet model, section 2: tables of factor of safety computations. G.S., ground surface; S.S., slip surface.

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