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Probabilistic Analysis Tutorial

This tutorial will familiarize the user with the Probabilistic Analysis
features of Swedge.
In a Probabilistic Analysis, you can define statistical distributions for
input parameters (e.g. joint orientation, shear strength, water level), to
account for uncertainty in their values. When the analysis is computed,
this results in a distribution of safety factors, from which a probability of
failure (PF) is calculated.
The finished product of this tutorial can be found in the Tutorial 02
Probabilistic.swd file, located in the Examples > Tutorials folder in
your Swedge installation folder.
Topics Covered in this Tutorial

Project Settings
Random Variables
Fisher Distribution
Tension Crack
Mean Wedge
Picked Wedges
Histograms
Scatter Plots
Stereonet View
Show Failed Wedges

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Failure Mode Filter

Design Factor of Safety

If you have not already done so, run the Swedge program by doubleclicking on the Swedge icon in your installation folder. Or from the Start
menu, select Programs Rocscience Swedge 5.0 Swedge.
If the Swedge application window is not already maximized, maximize it
now, so that the full screen is available for viewing the model.
When the Swedge program is started, a default model is automatically
created, allowing you to begin defining your model immediately. If you do
NOT see a wedge model on your screen:

Select: File New

Whenever a new file is created, the default input data will form a valid
wedge.

Project Settings
The Project Settings option allows you to configure the main analysis
parameters for your model (i.e. Analysis Type, Units, Sampling Method
etc). Select Project Settings from the toolbar or the Analysis menu. Keep
the Block Shape as Wedge.

Select: Analysis Project Settings

You will see the Project Settings dialog.

Analysis Type
By default a Deterministic Analysis is selected for a new file. Select the
General tab in the Project Settings dialog, and change the Analysis
Type to Probabilistic.

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Units
For this tutorial we will be using Metric units, so make sure the Metric,
stress as MPa option is selected for Units.

Sampling and Random Numbers

Select the Sampling tab in the Project Settings dialog. The Sampling
Method determines how the statistical distributions for the random input
variables will be sampled. The default Sampling Method = Latin
Hypercube, and the default Number of Samples = 10,000. See the
Swedge help topics for more information about the sampling options.
Select the Random Numbers tab. Note that Pseudo-Random sampling
is in effect by default. This allows you to obtain reproducible results for a
probabilistic analysis, by using the same seed value to generate random
numbers. We will discuss Pseudo-Random versus Random sampling later
in this tutorial.
Also note the Design Factor of Safety option. This option is used in
probabilistic and combination analyses for determining both the
probability of failure and the number of failed wedges in graphs. The
probability of failure is now P(FS < Design FS).
For this tutorial, well keep the default value of 1.

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Do not make any changes to these settings, we will use the defaults.

Project Summary
Select the Project Summary tab in the Project Settings dialog.
Enter Swedge Probabilistic Analysis Tutorial as the Project Title.

NOTE: the Project Summary information can be displayed on printouts of

analysis results, using the Page Setup option in the File menu and
defining a Header and/or Footer.
Select OK to close the Project Settings dialog.

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Probabilistic Input Data

Select Input Data from the Analysis menu or the toolbar.

Select: Analysis Input Data

For a Probabilistic analysis, the Input Data dialog is organized under
several tabs as shown below.

To carry out a Probabilistic Analysis with Swedge, at least one input

parameter must be defined as a random variable. To define a random
variable, select a statistical distribution (e.g. Normal, Lognormal, Fisher,
etc) for the variable, and enter appropriate statistical parameters for the
distribution (e.g. standard deviation, min and max values).
For more information about statistical input see the Swedge help system.
For this example, we will be defining the following input parameters as
random variables:

Joint 1 orientation
Joint 1 shear strength
Joint 2 orientation
Joint 2 shear strength
Tension Crack orientation

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All other model input parameters will be assumed to be exactly known

(i.e. Statistical Distribution = None) and will not be involved in the
statistical sampling.

Slope
Select the Slope tab in the Input Data dialog. We will assume that the
orientation of the slope plane is constant for the probabilistic analysis, so
we will not enter statistical data (i.e. Statistical Distribution = None).

Use the default orientation values (Dip = 65, Dip Direction = 185)
and Unit Weight = 0.026.

Enter a Slope Height = 20 meters.

Select the Length checkbox and enter a Slope Length = 60

meters (see note below).

Slope Length
NOTE: for a Probabilistic analysis, it is usually a good idea to define a
Slope Length. This will limit the size of wedges according to this
dimension. If you leave the slope length undefined, then, depending on
your joint orientation distributions, very large wedges can be generated
parallel to the slope, which may give unrealistic or misleading analysis
results.

Upper Face
Select the Upper Face tab in the Input Data dialog. We will assume that
the orientation of the upper face is constant for the probabilistic analysis,
so we will not enter statistical data (i.e. Statistical Distribution = None).

Use the default orientation values (Dip = 12, Dip Direction = 185).

Select the Bench Analysis checkbox and enter a Bench Width =

15 meters (see note below).

Bench Width
NOTE: for a Probabilistic analysis, it is usually a good idea to define a
Bench Width. This will limit the size of wedges according to this
dimension. If you leave the Bench Width undefined, then, depending on
your joint orientation distributions, very large wedges can be generated
perpendicular to the slope, which may give unrealistic or misleading
analysis results.

Joint 1 Orientation
Select the Joint 1 tab in the Input Data dialog.

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Note that there are TWO methods of defining the variability of joint
orientation in an Swedge Probabilistic analysis:

Orientation Definition Method = Dip / Dip Direction

Orientation Definition Method = Fisher Distribution

With the Dip / Dip Direction method, the Dip and Dip Direction are
treated as independent random variables (i.e. you can define different
statistical distributions for Dip and Dip Direction).
The Fisher Distribution method generates a symmetric, 3-dimensional
distribution of orientations around the mean plane orientation. Only a
single standard deviation is required. In general, a Fisher Distribution is
recommended for generating random joint plane orientations, because it
provides more predictable orientation distributions, and lessens the
chance of input data errors.
For more information about the Orientation Definition Method see the
Swedge Help system.
We will use the Fisher Distribution option. Select Orientation Definition
Method = Fisher Distribution. Enter Mean Dip = 45, Mean Dip
Direction = 105, and Standard Deviation = 7.

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Joint 2 Orientation
Select the Joint 2 tab in the Input Data dialog.

Select Orientation Definition Method = Fisher Distribution.

Enter Mean Dip = 70, Mean Dip Direction = 235, and Standard
Deviation = 7.

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Joint 1 Strength
Select the Strength 1 tab in the Input Data dialog.
Note that there are TWO methods of defining the statistical variability of
joint shear strength in an Swedge Probabilistic analysis:

Random Variables = Parameters

Random Variables = Strength

With the Parameters method, the individual strength criterion

parameters (e.g. cohesion and friction angle) can each be assigned a
statistical distribution.
With the Strength method, the shear strength variability is defined with
respect to the mean strength envelope. This method has the advantage of
only requiring a single parameter (coefficient of variation) to define the
shear strength variability.
For more information about the probabilistic joint shear strength options
in Swedge, see the Swedge Help system.

Select Random Variables = Strength.

Select Statistical Distribution = Lognormal.

Enter Coefficient of Variation = 0.25, Cohesion = 0.02, Phi = 20.

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NOTE:

The Coefficient of Variation is defined as the Standard Deviation

(of the shear strength) divided by the Mean (shear strength).

Only Lognormal (and Gamma) distributions are allowed for

defining shear strength as a random variable, because Lognormal
and Gamma distributions are only defined for positive values.
This ensures that the randomly generated values of shear
strength will always be positive (negative shear strength has no
physical meaning in Swedge).

Joint 2 Strength
Select the Strength 2 tab in the Input Data dialog.

Select Random Variables = Strength.

Select Statistical Distribution = Lognormal.

Enter Coefficient of Variation = 0.25, Cohesion = 0, Phi = 30.

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Tension Crack
Lets include a Tension Crack for this model, and define the orientation
as a random variable.
1. Select the Tension Crack tab in the Input Data dialog.
2. Select the Tension Crack Exists checkbox.
3. Select Orientation Definition Method = Fisher Distribution.
4. Enter Mean Dip = 70, Mean Dip Direction = 165, and Standard
Deviation = 7.
5. For the Tension Crack Location, select the Use Bench Width to
Maximize option.
NOTE: the Use Bench Width to Maximize option will automatically locate
the Tension Crack to create the maximum possible wedge size for the
specified Bench Width. A Tension Crack will NOT be included if it
decreases the wedge size.

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Compute
Select OK in the Input Data dialog to Compute the Swedge Probabilistic
analysis.
Using the Latin Hypercube sampling method, Swedge will generate
10,000 random input data samples for each random variable, using the
specified statistical distributions, and compute the safety factor for
10,000 possible wedges.
The calculation should only take a few seconds. The progress of the
calculation is indicated in the status bar.
TIP: you can also select the Apply button in the Input Data dialog to
Compute the analysis without closing the dialog. This allows you to easily
test different input parameters and re-compute the results.

Probabilistic Analysis Results

The primary result of interest from a Probabilistic analysis is the
Probability of Failure. This is the first result reported in the Sidebar
Information Panel under Probabilistic Analysis.
For this example, if you entered the Input Data correctly, you should
obtain a Probability of Failure (PF) of about 9% (PF = 0.0884).

Sidebar Information Panel

A summary of analysis results is displayed in the Sidebar information
panel at the right of the screen.

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Notice that the Probability of Failure is equal to the Number of Failed

Wedges (i.e. safety factor < 1), divided by the Number of Samples
(entered in the Project Settings dialog) = 884 / 10000.
NOTE: for a discussion of the Probability of Failure see the Swedge help
system.

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Wedge Display
The wedge initially displayed after a Probabilistic analysis, is based on
the mean input values, and is referred to as the Mean Wedge. It will
appear exactly the same as one based on Deterministic input data with
the same orientation as the mean Probabilistic data.
The safety factor of the Mean Wedge = 1.366 as shown in the Sidebar.

Figure 1: Mean Wedge display

Note that the Tension Crack for the Mean Wedge is located to create the
maximum wedge size for the given bench width. Remember that the Use
Bench Width to Maximize option is in effect for the Tension Crack.
You can also view the wedge with the Minimum safety factor generated
by the Probabilistic analysis. Right-click in the Wedge View and select
Show Min FS Wedge from the popup menu. The minimum safety factor
wedge will be displayed, and the Sidebar now displays analysis
information for the Min FS Wedge (Safety Factor = 0.544).
To restore the Mean Wedge display and information, right-click in the
Wedge View and select Show Mean FS Wedge.

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

Select: Statistics Plot Histogram

Select OK to plot a histogram of Safety Factor. The histogram represents

the distribution of Safety Factor for all valid wedges generated by the
random sampling of the Input Data. The red bars at the left of the
distribution represent wedges with Safety Factor less than 1.0.
Right-click on the histogram and select 3D Histogram from the popup
menu. This will display the histogram bars in 3D.

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Figure 2: Safety Factor histogram.

Mean Safety Factor

At the bottom of the histogram plot, notice the mean, standard deviation,
min and max values.
Note that the mean Safety Factor from a Probabilistic Analysis (i.e. the
average of all of the Safety Factors generated by the Probabilistic
Analysis) will in general, be slightly different from the Safety Factor of
the Mean Wedge (i.e. the Safety Factor of the wedge corresponding to
the mean Input Data values).
In this case:

From the histogram, the mean safety factor = 1.424.

In the Sidebar, the safety factor of the Mean Wedge = 1.366.

Theoretically, for an infinite number of samples, these two values should

be equal. However due to the random nature of the statistical sampling,
the two values will usually be slightly different, for a typical probabilistic
analysis with a finite number of samples.

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Selecting Random Wedges

Now tile the Histogram and Wedge views, so that both are visible.

Select: Window Tile Vertically

Figure 3: Safety Factor histogram and wedge view.

A useful property of Histograms (and also Scatter Plots) is the following:

If you double-click the LEFT mouse button anywhere on the plot,

the nearest corresponding wedge will be displayed in the Wedge
view, and results for the wedge will be displayed in the Sidebar.

For example:
1. Double-click at any point along the histogram.
2. Notice that a different wedge is now displayed.
3. In the Sidebar, the analysis results are updated to display results
for the wedge that you are viewing, which is referred to as a
Picked Wedge.
4. Double-click at various points along the histogram, and notice the
different wedges and analysis results which are displayed. For
example, double-click in the red Safety Factor region, to view
wedges with a Safety Factor < 1.

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This feature allows you to view any wedge generated by the Probabilistic
Analysis, corresponding to any point on a histogram or scatter plot.
In addition to the Wedge View, all other applicable views (for example,
the Info Viewer and the Stereonet View) are also updated to display data
for the currently Picked Wedge.
Note:

this feature can be used on histograms of any statistical data

generated by Swedge, and not just the Safety Factor histogram

this feature also works on Scatter plots.

Right-click in the wedge view and select Show Mean FS Wedge from
the popup menu, to reset the mean wedge display.

Histograms of Other Data

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

other random output variables (e.g. wedge weight, normal stress

on joint planes, driving force etc),

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

For example:

Select: Statistics Plot Histogram

In the dialog, select Data Type = Wedge Weight, select the Best Fit
Distribution checkbox, and select OK. A histogram of the wedge weight
and the best-fit distribution to the data will be displayed.

In this case the Best Fit distribution is a Normal distribution,

with parameters listed at the bottom of the plot. The Best Fit
distribution can be displayed for analysis output variables.

The features described above for the Safety Factor histogram,

also apply to other Data Types. For example, if you double-click
on the Wedge Weight histogram, the nearest corresponding
wedge will be displayed in the Wedge View.

Close the Wedge Weight histogram view, and the Safety Factor
histogram view, by selecting the X in the upper right corner of each view.
Right-click in the wedge view and select Show Mean FS Wedge from
the popup menu, to reset the mean wedge display.

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Now lets generate a histogram of an input random variable.

Select: Statistics Plot Histogram

Select Data Type = Dip of Joint 1.
NOTE: for input random variables, the Input Distribution can be
displayed on histograms. However, because the orientation of Joint 1 was
generated using a Fisher Distribution, which is 3-dimensional, the Input
Distribution cannot be displayed on the histogram, which is a 2dimensional plot of only one component (Dip) of the Joint 1 orientation.
Show Failed Wedges
Lets demonstrate one more feature of Histogram plots, the Show Failed
Wedges option. By default, this option is selected, and the distribution of
failed wedges (i.e. wedges with Safety Factor < 1) is highlighted on the
Histogram. The Show Failed Wedges option allows you to see the
relationship between wedge failure, and the distribution of any input or
output variable.
In this case, there is not a strong correlation between wedge failure and
Joint 1 dip angle. However, there appears to be some bias towards failure
at higher dip angles, as might be expected.

Figure 4: Joint 1 Dip Angle failed wedge distribution is also displayed.

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Scatter Plots
Scatter plots allow you to examine the relationship between any two
analysis variables. To generate a Scatter Plot:

Select: Statistics Plot Scatter

In the Scatter Plot dialog, select the variables you would like to plot on
the X and Y axes. For example, lets plot the normal stress versus shear
strength for one of the joint planes. Select the Show Regression Line
option to display the best fit straight line through the data.

Select OK to generate the plot.

From the failed wedge data, it can be readily seen that wedge failure
corresponds to low values of normal stress and shear strength, as we
would expect.
Since we used the Mohr-Coulomb strength criterion, the best fit linear
regression line for the Scatter plot corresponds (approximately) to the
mean strength envelope. We can verify this from the parameters listed at
the bottom of the plot.

The alpha value (0.02029) represents the y-intercept of the

linear regression line on the Scatter plot. For Joint 1, recall that
we defined the cohesion = 0.02 MPa. For the Mohr-Coulomb
criterion, cohesion is the y-intercept of the strength envelope.

The beta value (0.362) represents the slope of the linear

regression line. For the Mohr-Coulomb criterion, the slope of the
strength envelope is equal to tan(phi). For Joint 1 we defined phi
= 20 degrees. Arctan(0.362) = 19.9.

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Figure 5: Normal stress versus shear strength for Joint 1.

Also note the Correlation Coefficient, listed at the bottom of the plot,
which indicates the degree of correlation between the two variables
plotted. The Correlation Coefficient can vary between -1 and 1 where
numbers close to zero indicate a poor correlation, and numbers close to 1
or 1 indicate a good correlation. Note that a negative correlation
coefficient simply means that the slope of the best fit linear regression
line is negative.
The Correlation Coefficient is related to the Coefficient of Variation
which we defined for the shear strength of Joint 1. To demonstrate this:
1. Select Input Data and select the Strength 1 tab.
2. Enter Coefficient of Variation = 0.1 and select Apply in the dialog
to re-compute the analysis.
3. Notice that the scatter of data around the mean strength
envelope is much narrower, and the Correlation Coefficient has
increased to 0.899.
4. Enter Coefficient of Variation = 0.01 and select Apply.
5. The scatter of data is very narrow, and the Coefficient of
Variation = 0.999.
6. To restore the original strength data, re-enter Coefficient of
Variation = 0.25 and select OK.

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Stereonet View
The Stereonet View in Swedge displays a stereographic projection of the
wedge planes (great circles) and corresponding poles. For a Probabilistic
analysis, the stereonet can display the poles of all randomly generated
plane orientations, and the joint intersections. Orientations
corresponding to failed wedges can be highlighted.

Select: Analysis Stereonet

Right-click on the Stereonet View and make sure that the Show Planes,
Show All Poles, Show Intersections and Show Failed options are all
selected. Your screen should look like the following figure.

Figure 6: Stereonet view showing random poles, intersections and failed data.
Notice the three sets of data (poles) corresponding to Joint 1, Joint 2 and
the Tension Crack orientations. The set of data in the lower half of the
plot are the joint intersections. The poles and intersections corresponding
to failed wedges are highlighted in red.

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Compute (Random Sampling)

So far in this tutorial we have used the default Pseudo-Random sampling
option. Pseudo-Random sampling allows you to obtain reproducible
results for a Probabilistic analysis, by using the same seed value to
generate random numbers. This is why you can obtain the exact values
shown in this tutorial.
We will now demonstrate how different outcomes can result from a
Probabilistic analysis, by allowing a variable seed value to generate the
random input data samples.
Before we start, lets arrange the views as follows:
1. Select the Tile option from the toolbar or the Window menu, to
tile all of the open views.
2. If you have followed the instructions in this tutorial, you should
have four views open as shown in the following figure (Wedge
View, Stereonet View, Joint 1 Dip Histogram, and Scatter Plot).
Note that you will need to decrease the font size of the scatter plot title
and footer, as well as the font size of the histogram footer, in order for
them to fit in the reduced window. Right-click in the chart window and
select Chart Properties. In the Fonts section, click on Title Font and
Footer Font and change the font size in the dialog that appears.

Figure 7: Tiled views of probabilistic analysis results.

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If your screen does not look similar to the above figure (e.g. you have
additional views open), then close all views except for the four noted
above, and re-tile the views.
Now go to the Project Settings dialog.

Select: Analysis Project Settings

1. Select the Random Numbers tab, and change the Random

Number Generation method from Pseudo-Random to Random.
The Random option will use a different seed value to generate
random numbers, each time you re-run the Probabilistic analysis.
This will result in different sampling of your input random
variables, and different analysis results (e.g. Probability of
Failure) each time you re-compute.

2. Select the Sampling tab in the Project Settings dialog, and

decrease number of samples from 10,000 to 1000. (This will make
the change in results easier to see on the plots).
3. Select OK in the Project Settings dialog.
4. Select the Compute option from the toolbar.

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5. Notice that the Histogram plot, Scatter plot, Stereonet view, and
Probability of Failure, are updated with new results.
6. Select Compute repeatedly, and observe how the plots and the
probability of failure are updated each time the analysis is re-run.
7. Note that the Wedge view does not change when you re-compute,
since by default the Mean Wedge is displayed, (i.e. the wedge
based on the mean Input Data), which is not affected by rerunning the analysis.
8. For this example, if you re-run the analysis several times, you
will find that the Probability of Failure will vary between about 7
and 11%.

Selecting Random Wedges

We will again demonstrate the ability to pick random wedges by doubleclicking on either Histograms or Scatter plots, and we will also note the
effect on the Stereonet view.
Double-click on the Histogram or Scatter plots repeatedly and observe the
following:
1. The Sidebar displays results for the Picked Wedge (i.e. the
wedge which corresponds to the data location at which you clicked
on the plot).
2. The Wedge View is updated to display the Picked Wedge.
3. The great circles on the Stereonet are updated to display the
planes representing the Picked Wedge.

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Figure 8: New random sampling, 1000 samples, picked wedge.

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Filtering by Sliding Mode

We will now look at one of the new features in Swedge 6.0, the ability to
filter wedges by sliding mode. This option is available in both
probabilistic and combination analyses.

Select: Analysis Failure Mode Filter

Click on the Apply failure mode filter checkbox to activate the filter
options. By default all the filters are selected. De-select the failure modes
that you do not want included in the presented results.
In this tutorial, we will de-select only the Allow sliding on both joint
#1 and joint #2 filter.

Click OK, and the filter will be applied. In this example, applying the
filter produces a No Wedges are Formed message. This means that all
of the wedges generated in this probabilistic analysis fail by sliding along
both joint #1 and joint #2. We can confirm this by exporting the results to
excel and looking at the failure modes for each wedge.
To export the analysis results, select Statistics > Export Dataset. Click
on Excel, and the analysis results will open in Excel. Navigate to the
Failure Mode column (the last column) and notice that for each wedge,
the failure mode is Sliding on joints 1&2.
That concludes the Swedge Probabilistic Analysis Tutorial.

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