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Article history: In the reliability analysis of tunnels, the limited state function is implicit and nonlinear, and is difcult to
Received 24 September 2012 apply based on the traditional reliability method, especially for large-scale projects. Least squares support
Received in revised form 28 October 2013 vector machines (LS-SVM) are capable of approximating the limited state function without the need for
Accepted 11 November 2013
additional assumptions regarding the function form, in comparison to traditional polynomial response
Available online 7 December 2013
surfaces. In the present work, the LS-SVM method was adapted to obtain the limited state function. An
LS-SVM-based response surface method (RSM), combined with the rst-order reliability method (FORM),
Keywords:
is proposed for use in tunnel reliability analysis and implementation of the method is described. The reli-
Reliability analysis
Tunnel engineering
ability index obtained from the proposed method applied to particular tunnel congurations under dif-
Response surface method ferent conditions shows excellent agreement with Low and Tangs (2007) method and traditional RSM
Least squares support vector machine results, and indicates that the LS-SVM-based RSM is an efcient and effective approach for reliability
analysis in tunnel engineering.
2013 Elsevier Ltd. All rights reserved.
0886-7798/$ - see front matter 2013 Elsevier Ltd. All rights reserved.
http://dx.doi.org/10.1016/j.tust.2013.11.004
H. Zhao et al. / Tunnelling and Underground Space Technology 41 (2014) 1423 15
Fig. 2. The curve for verication example and its design point.
Table 1
The model of LS-SVM and tentative point at each step.
Table 2
Results and comparison with other methods.
Fig. 4. Design point with iteration and its comparison with real value.
Table 3
Comparison of different kernel functions and their parameters.
RBF kernel function (r = 5) Polynomial kernel function Simple RSM Lows method
d=3 d=4 d=5 d=6
Iteration no. 19 14 12 9 24 14
Reliability index b 2.3201 2.2973 2.2987 2.2990 2.2973 2.2983
Relative error (%) 0.95 0.04 0.02 0.03 0.04
X
N
yx ak Kx; xk b 7
k1
where K(x, xk) is the kernel function, where the general kernel func-
tion is the polynomial K(X, Y) = ((XY) + 1)d, d = 1,2,. . .,n; the radial
2
kernel function is KX; Y expf jXYjr2 g and the radial basis func-
tion kernel (RBF) is K(X, Y) = tan h (/(XY) + h) ak are Lagrange multi-
pliers; and b is the scalar threshold. The values of ak and b are
obtained from:
" #
0 1T b 0
; 8
1 X c1 I a y
where y = [y1,. . .,yN]; 1 = [1,. . .,1], a = [a1,. . .,aN], and Mercers theo-
rem is applied within the X matrix, X = u(xk)Tu(xl) = K(xk, xl), k,
l = 1, . . ., N. c is the tolerance error. The analytical of a and b is then
given by:
b 0
U1 9
a y
Fig. 6. A circular tunnel subjected to hydrostatic far eld stress and uniform where
support pressure. " #
0 1T
U : 10
1 X c1 I
The rst and third terms under the square root sign in Eq. (3)
are the equivalent standard normal vectors. Low and Tang
(1997b, 2007) and Low (2004) presented a practical FORM proce- 3.2. Response surface method
dure using constrained optimization based on the above equation.
They also proposed an efcient algorithm for evaluating FORM Closed-form mechanical models are often unable to predict the
through the use of a varying dimensionless number ni by recasting behavior of typically complex structural systems in rock engineer-
Eq. (3) as: ing. Although a reliability analysis of such systems can be carried
q out by Monte Carlo simulation, the large number of structural anal-
b min nT R1 n 5 yses required results in prohibitively high computational costs. The
X2F
number of analyses required can be minimized by using polyno-
where [n] is a column vector of ni. When the value of ni varies with mial approximations of actual limit states in the reliability analy-
constrained optimization, the corresponding value of xi is automat- sis; such approximations are referred to as the response surface.
ically calculated from: The response surface method (RSM) is a simple mathematical form
xi F 1 /ni 6 that avoids lengthy computations in the probabilistic analyses of
complex systems, and an important technique for the study of
how response variables are related to variations in experimental
3. LS-SVM-based response surface method conditions. The conventional RSM uses polynomial functions to
t the actual performance functions based on sample points se-
3.1. Least squares support vector machine (LS-SVM) lected according to some experimental design. Once the response
surface is obtained, a reliability analysis can be readily carried
LS-SVM (Suykens and Vandewalle, 1999) is an alternative form out using the FORM algorithm in Section 2.
of SVM regression. For a given training set of N data points {xk, yk} Many variables have a signicant inuence on the response of
(k = 1, 2, . . ., N) with input data xk 2 RN and output yk 2 r, where RN rock tunnels. Supposing that the response variable y depends on
is an N-dimensional vector space and r is a one-dimensional vector the input variables x1, x2, x3, . . ., experiments using these variables
space. The LS-SVM algorithm describes the model as: are repeated until the desired level of accuracy is obtained to de-
ne the response surface. The basic response surface procedure is
to approximate the response by an nth-order polynomial with
Table 4 undetermined coefcients, and thus to generate a polynomial
Parameters of random variables.
equation using regression analysis and an approximate linear (or
Rock properties Mean value Standard deviation nonlinear) functional relationship between dependent output y
E (MPa) 373 48 and the input variables:
c (MPa) 0.23 0.068
u () 22.85 1.31 y f x1 ; x2 ; x3 ; ::: e 11
18 H. Zhao et al. / Tunnelling and Underground Space Technology 41 (2014) 1423
Table 5
The LS-SVM model for the two performance functions.
Table 6
Results and comparison with different methods.
Reliability index Low and Tangs method Reliability index Polynimial RSM Reliability index LSSVMRSM
Design point Design point Design point
E (MPa) c (MPa) u () E (MPa) c (MPa) u () E (MPa) c (MPa) u ()
g1(x) 0.6933 373.0000 0.1855 23.0185 0.6938 373.0000 0.1849 23.0555 0.6938 373.0000 0.1849 23.0555
g2(x) 2.5014 259.3402 0.1884 22.6535 2.5016 259.1484 0.1886 22.6679 2.5016 259.1865 0.1882 22.6750
Fig. 8. The inuence of the far eld stress on the reliability index.
Fig. 7. The effect of support pressure on reliability index (p0 = 2.5 MPa).
Table 7
The design point with different support pressures. Table 8
The design point with different far eld stresses.
LS-SVM-RSM Lows method
LS-SVM-RSM Lows method
pi (MPa) E (MPa) c (MPa) u () E (MPa) c (MPa) u ()
p0 (MPa) E (MPa) c (MPa) u () E (MPa) c (MPa) u ()
0 373 0.1849 23.0555 373 0.1855 23.0185
0.05 373 0.1579 23.1675 373 0.1591 23.1009 1.5 373 0.1029 23.8344 373 0.1046 23.6650
0.1 373 0.1309 23.2683 373 0.1328 23.1687 2.0 373 0.1434 23.3825 373 0.1446 23.2949
0.15 373 0.1040 23.3621 373 0.1067 23.2211 2.5 373 0.1849 23.0555 373 0.1855 23.0185
0.2 373 0.0771 23.4512 373 0.0810 23.2569 3.0 373 0.2259 22.8619 373 0.2260 22.8591
A second-order regression model without interaction terms To obtain these constants in RSM analysis, (2n + 1) experiments
containing the two input variables x1, x2 is given by: are conducted. Such an experimental design is referred to as fully
saturated, implying that the surface ts exactly at the experimen-
tal points. Central samples are used to determine 2n + 1 samples in
y a0 a1 x1 a2 x2 a3 x21 a4 x22 e 12
traditional polynomial response surface using the following
relationship:
where a0, a1, . . ., a4 are regression coefcients, and e represents the
xi li hi ri 13
error involved in neglecting other sources of uncertainties.
H. Zhao et al. / Tunnelling and Underground Space Technology 41 (2014) 1423 19
The limit state function of the reliability analysis is an implicit, Step 3: Construct LS-SVM-based response surface
nonlinear, complex relationship between random variables and the
deformation/plastic zone, exemplied by the response surface The LS-SVM approach was used in the present study to approx-
method. Based on the LS-SVM, the response surface can be imate the performance function. The RBF kernel function was
expressed as: adopted. The LS-SVM-based response surface was constructed
using sample sets.
gX LSSVMX 14
Step 4: Compute reliability index and design point
where g(X) is the performance function, and X represents the
vectors of the random variables. If the LS-SVM model is used, then: The FORM algorithm of Low and Tang (2007) is used to compute
the reliability index and the design point, based on the LS-SVM-
X
N
based response surface.
gX ak KX; X k b 15
k1
Step 5: Check convergence
The LS-SVM has more powerful regression capabilities than
polynomial-based response surfaces. It is able to reect the nonlin- Steps 14 are repeated until the reliability index converges. In
earity in the performance function, and is less constrained by the the present work, convergence is said to occur when the absolute
number of sample points. In order to build the above relationship difference between the current and the previous tentative reliabil-
LS-SVM(X), a training process based on the known data set is ity index is less than 0.001 (see Section 3.4).
needed. The necessary training samples were created in the pres-
ent work by using analytical solutions or numerical analyses (e.g. 3.6. Verication
FEM model results) to obtain the displacements and/or plastic
deformations of the tunnel corresponding to the given random For a highly nonlinear limit state function, the performance
variables. In each iteration, samples were built based on central function is given by:
samples adapted to a traditional polynomial response surface. Cen-
tral samples are used to determine 2n + 1 samples (see Eq. (13)). Gx x31 x21 x2 x32 18 17
Table 9
The design point with different correlation coefcients.
Table 10
Parameters of random variables for horseshoe tunnel.
Table 11
Reliability index and design point for each iteration.
Table 12
Results and comparison with different methods of horseshoe tunnel.
2p0 rc
pcr 20
k1
1 sin u
k 21
1 sin u
ck 1
rc 22
tan u
rc
where s 23
k1
and u is the friction angle, and c is the cohesion.
The performance functions of the reliability index for circular
tunnels are given by:
rp
Fig. 14. Comparison of displacement of tunnel wall between FEM and LS-SVM. g 1 x L 24
r0
uip
rather than the other values of d = 3, 4 or 6; for example, when g 2 x eL 25
r0
d = 6 the reliability index did not converge readily. Selection of
the most appropriate kernel function and its parameters are thus where L is the permissible threshold about the plastic zone, and eL is
shown to be important in LS-SVM-based RSM, but SVM theory does the inwards displacement of tunnel wall. In this study, L = 3 and
not indicate any ideal way of determining these parameters. eL = 0.01; p0, pi, r0 and l were regarded as deterministic variables,
and E, c and u are regarded as random variables. To investigate
4. Applications the proposed LS-SVM-based RSM method, reliability analyses were
carried out for variations of the circular tunnel case.
4.1. Circular tunnel subjected to hydrostatic stress
4.1.1. Comparison of polynomial RSM and Low and Tangs (2007)
Suppose that a circular tunnel is excavated in a continuous, method
homogeneous, isotropic, initially elastic rock mass subjected to In this section, a normal distribution was assumed for the ran-
hydrostatic far eld stress p0 and uniform support pressure pi as dom variables. The statistical values assumed by Hoek (1998) in his
shown in Fig. 6. Monte Carlo simulations were adopted; see Table 4. In addition, c
If pi is less than the critical pressure pcr, a plastic zone exists. and u were assumed to be negatively correlated, with a correlation
According to the MohrCoulomb criterion, the plastic zone radius coefcient of 0.5. For the plastic zone performance function
rp and the inward displacement of tunnel wall uip are given by: p0 = 2.5 MPa, pi = 0 MPa and r0 = 1 m. In the LS-SVM-based RSM,
1=k1 the RBF kernel was adopted, and r = 3. The values of b, ak and
rp 2p0 s
18 the tentative design points for each iteration are listed in Table 5.
r0 k 1pi s
The reliability indices and design points using the method of Low
and Tang (2007) are listed in Table 6; this shows that the two
uip 1l rp 2
21 lp0 pcr 21 2lp0 pi 19 methods are in close agreement, and are almost identical to the
r0 E r0
results obtained from applying the polynomial RSM for the two
22 H. Zhao et al. / Tunnelling and Underground Space Technology 41 (2014) 1423
performance functions. This indicates that the proposed method Appendix A. VBA code of LS-SVM algorithm
can replace the polynomial RSM for reliability analysis.
In this application, the reliability of the design of a horseshoe- The value of the rst row and column of MatrixX() is
shaped tunnel was analyzed using the proposed LS-SVM-RSM computed
method. The span of tunnel is about 5 m (Fig. 11). The mean value MatrixX(1, 1) = 0
of the rock mass parameters and in situ stress are shown in Fig. 11.
For i = 2 To N
The elastic modulus E (MPa), friction angle u (), cohesion c (MPa),
MatrixX(1, i) = 1
major principal stress r1 (MPa) and minor principal stress r3 (MPa)
MatrixX(i, 1) = 1
were regarded as random variables; their values are listed in
Table 10. The inward displacement of the tunnel wall was selected Next i
as the criterion of the stability of the tunnel. A two-dimensional -
Compute the value of MatrixX(A), xx,yy are the ith
nite element model of the tunnel tested the reliability analysis
dimension of samples
(Figs. 12 and 13). The RBF kernel function was adopted, with
For j = 2 To N
r = 3. The reliability indices and design points are listed in
For k = 2 To N
Table 11.
For l = 1 To 2
The reliability index obtained by the proposed LS-SVM-RSM
xx(l) = Range(xi).Cells(j - 1, l).Value
agreed very closely with the values obtained by RSM, with a rela-
yy(l) = Range(xi).Cells(k - 1, l).Value
tive error of about 0.26% (seen in Table 12). The performance of the
Next l
response surface is important in reliability analysis; the LS-SVM-
MatrixX(j, k) = Kf(xx, yy, Range(sigma).Cells.Value) + 1 /
RSM and FEM displacements are compared in Fig. 14, which illus-
Range(gama).Cells.Value MatrixX(j, k) = Kf(XX, YY,
trates the close agreement between the two methods.
sigma) + 1 / gama
Next k
5. Conclusions Next j
The proposed LS-SVM-based RSM method combines the LS- compute the alpha using the alpha=A-1Y
SVM and response surface method. The LS-SVM closely represents alpha = Application.MMult(Application.MInverse(MatrixX),
the nonlinear relationship between the random variables and the Range(yi).Value)
deformation/plastic zone of the tunnel without any assumption put the value of alpha into the cell of variant alpha
of the function form being required. LS-SVM based on RSM method Range(alpha).Value = alpha
calls LS-SVM model and avoids calling numerical simulation model
(such as nite element model) each iteration to decrease the time. End Sub
So, the LS-SVM-based RSM method replaces the polynomial RSM Kernel function of RBF
and improves the reliability analysis efciency. The reliability in- Function Kf(xx, yy, sigma2) As Double
dex obtained by LS-SVM-based RSM was compared with Low and Dim temp As Double
Tangs (2007) method and the traditional RSM method under dif- Dim temp1 As Double
ferent sets of conditions and showed excellent agreement, which temp = 0
indicates that the LS-SVM-based RSM is an efcient and effective For i = 1 To 2
method for reliability analysis in tunnel engineering. The proposed temp = temp + (xx(i) - yy(i)) ^ 5
method can also be applied to other rock engineering contexts. Next i
Jing, L., Hudson, J.A., 2002. Numerical methods in rock mechanics. Int. J. Rock Mech.
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