Original Article

Proc IMechE Part O:

J Risk and Reliability
1–12
Analytical failure probability model Ó IMechE 2017
Reprints and permissions:
for generic gravity dam classes sagepub.co.uk/journalsPermissions.nav
DOI: 10.1177/1748006X17712663
journals.sagepub.com/home/pio

Mohammad Amin Hariri-Ardebili

Abstract
Risk analysis of concrete dams and quantification of the failure probability are important tasks in dam safety assessment.
The conditional probability of demand and capacity is usually estimated by numerical simulation and Monte Carlo tech-
nique. However, the estimated failure probability (or the reliability index) is dam-dependent which makes its application
limited to some case studies. This article proposes an analytical failure model for generic gravity dam classes which is
optimized based on large number of nonlinear finite element analyses. A hybrid parametric–probabilistic–statistical
approach is used to estimate the failure probability as a function of dam size, material distributional models and external
hydrological hazard. The proposed model can be used for preliminary design and evaluation of two-dimensional gravity
dam models.

Keywords
Dams, fragility, risk, reliability, finite element, sigmoid function

Date received: 23 January 2017; accepted: 6 May 2017

Introduction variables are sampled from joint distributions, and the

Concrete dams have been used as a case study for many
problems in structural mechanics and earthquake engi-
neering; however, due to size, complex finite element
model, and its interaction with foundation and water,
the analyses are usually time consuming and determi-
nistic. However, risk analysis of dams deals with several
sources of uncertainties, for example, uncertainty in the
material properties (usually referred to epistemic) and
randomness in the applied load and environmental
actions (usually referred to aleatory).1
Risk assessments of concrete gravity dam have been
performed for several decades.2 Some of the early appli-
cations are purely based on qualitative assessment,
engineering judgment, and expert opinions.3 Some oth-
ers use logical modeling techniques for risk quantifica-
tion such as event tree4,5 or fault tree6 methods. Some
rely on simplified methods such as limited equilibrium
method (in which the dam is assumed to be a rigid body
and the sliding is only allowed along the critical sur-
faces).7,8 Finally, the more advanced version of risk
analysis of dams can be performed in the context of the
linear and nonlinear finite element simulations.9
Nearly, all the methods in failure probability, Pf ,
estimation of concrete dams use the simulation-based
methods that use the Monte Carlo sampling (MCS)
algorithm.10 In this approach, a large number of state
failure probability is estimated by identifying the per-
centage of samples falling into the failure domain. In
order to obtain better accuracy and reduce the variance
of crude MCS, one may use the Latin hypercube sam-
pling (LHS).11 In this algorithm, random variable (RV)
is divided into N subsets of equal probability and one
sample is drawn from each. LHS is capable of reducing
the number of simulations (roughly) 1e2–1e4 times
compare to the crude MCS (depending on the problem
type and dimension of the multi-variate distributions).
Thus, random simulation-based methods (usually
LHS) can be combined with finite element analyses to
estimate the failure probability of a specific dam shape.
Such an analysis is shown in Figure 1(a) in which 1000
finite element simulations are performed on a gravity
dam (assuming that the dam–foundation interface joint
cohesion and friction angle are both RVs). Failure
probability is computed as ratio of the failed
Department of Civil Environmental and Architectural Engineering,
University of Colorado, Boulder, CO, USA
Corresponding author:
Mohammad Amin Hariri-Ardebili, Department of Civil Environmental and
Architectural Engineering, University of Colorado, Boulder, CO 80309-
0428, USA.
Email: moha2643@colorado.edu
2 Proc IMechE Part O: J Risk and Reliability 00(0)
Figure 1. Estimation of failure probability with simulation-
based methods (a 5% confidence interval is used): (a) single dam
and (b) dam classes.
simulations (e.g. sliding occurs at the dam base) to total
number of simulations. As seen, after about 1000 simu-
lations, Pf yields to a stable value; however, under
small number of simulations (e.g. 200), Pf is not stable
yet.
Since gravity dams are usually treated as a two-
dimensional (2D) plane–strain structures,12 there are
some benchmark models been used internationally for
validation of the finite element programs.13 Therefore,
it is important to provide an analytical model based on
the results of the numerical simulations for different
gravity dam classes. Such a research was reported
already in building industry with a different
approach.14 In this article, different classes of gravity
dams are distinguished by height of the dam on the
upstream side to the width of the dam base ratio
(height-to-width ratio). An identical procedure as
shown in Figure 1(a) is repeated for each single dam
and the final failure probability (mean and confidence
intervals) are plotted for each dam class, Figure 1(b).
Clearly, an increase in height-to-width ratio (change in
dam class) increases the failure probability.
Objective
Estimation of the failure probability (in terms of the
structural reliability15 and fragility16) of gravity dams is
already well-established. The objectives of this article
are as follows:
 Establish an analytical failure model which quanti-
fies a failure probability;
 Build the analytical model using a parametric–
probabilistic approach, which allows estimation of
failure probability for different dam classes;
 Calibrate the analytical model using the data from
the finite elements analyses;
 Investigate the sensitivity and dependency of Pf
with dam size and five basic RVs.
Based on Figure 1(b), the failure probability of dam
classes follows a sigmoid-type growth curve. Thus, sec-
tion ‘‘Analytical model’’ reviews some of the suitable
analytical functions and proposes a new equation for
regression of the empirical data points (obtained from
finite element simulation). Section ‘‘Numerical model’’
presents fundamentals of the numerical failure analysis
of gravity dams as well as random sampling. Section
‘‘Results’’ discusses on the optimization aspects and
determination of the optimal model for 2D and three-
dimensional (3D) failure curves and surfaces. It is note-
worthy that to the best of the author knowledge, the
only application of such a growth sigmoid function is
reported by Jónás17 in reliability-based manufacturing
and service management.
Last but not least, three main contributions of the
author in this article can be summarized as follows:
 A large number (more than 1 million) of nonlinear
finite element simulations are performed in the con-
text of parametric and probabilistic analyses.
 Results of the reliability analysis are presented for
gravity dam classes.
 Analytical failure probability curves and surfaces
are quantified for generic dam classes.
Analytical model
By definition, a ‘‘sigmoid function’’ is a bounded differ-
entiable real function that is defined for all real input val-
ues and has a positive derivative at each point.18 Different
sigmoid functions were proposed to be used in different
fields of science and technology. These functions include
various numbers of constant parameters (ranging from
one to seven). Some of these functions have physical inter-
pretations, while some have only mathematical forms.
First, the most general model is presented. Since its
application in concrete dam engineering is practically
impossible, the simplified models are discussed and
contrasted.
Generalized function
Generalized logistic function also known as Richard’s
curve is a sigmoid curve with high degree of flexibility19
c2  c1
SðxÞ ¼ c1 + ð1Þ
ðc3 + c4 ec5 ðxc6 Þ Þ1=c7
where c1 and c2 are the lower and upper asymptotes,
respectively; c3 is typically one; c4 is related to initial
value Sð0Þ; c5 is the growth rate; c6 is the starting point;
and c7 . 0 affects near which asymptote maximum
growth occurs.
Figure 2 shows that some of the potential sigmoid
curves can be generated by playing the seven para-
meters. Some of the groups does only have mathemati-
cal form (Figure 2(a) and (c)), while some others can be
specifically used for set of cross-connected models.
Among them, the following is listed:
1. Figure 2(b) for the models with pre-existing failure
probabilities;
Hariri-Ardebili 3

2. Figure 2(d) for the models with (known) pre- be applied to a system with pre-existing initial (model
defined final failure probabilities; 1) and pre-defined final (model 2) failure probabilities).
3. Figure 2(f) for the models with non-uniformly Fitting this seven-parameter model to the empirical
increasing failure probabilities; data points obtained from numerical simulations is dif-
4. Figure 2(h) for the models with sudden increase in ficult but possible. However, finding the relationship
failure probability; between any two sigmoid curves and presenting a gen-
5. Figure 2(i) for the models with steady failure prob- eralized equation is practically impossible. Thus, the
ability at low intensities; following two- to four-parameter simplified models are
6. Figure 2(j) for the models with instant time-variant considered.
failure probability;
7. Figure 2(m) for the models with cumulative time-
variant failure probability; Simplified functions
8. Figure 2(q) for the models with delaying uniform
Logistic function is the simplified model of generalized
growth rate;
logistic function and is presented with three parameters
9. Figure 2(t) for the models with delaying non-
uniform growth rate. c1
SðxÞ ¼ ð2Þ
1 + e 2 ðxc3 Þ
c
Also note that the rest of sub-figures in Figure 2 can
be interpreted as combination of two (or more) of the where c1 is the amplitude, c2 is the steepness of the
nine above-mentioned base models (e.g. Figure 2(e) can curve, and c3 is the x-value of the sigmoid’s midpoint.

Figure 2. Sample parametric sigmoid plots based on generalized logistic function: (a) c1 = var.; c2 = 0.1; c3 = c4 = c5 = c6 = c7 = 1.0, (b)
c1 = var.; c2 = 10; c3 = c4 = c5 = c6 = c7 = 1.0, (c) c1 = var.; c7 = 10; c2 = c3 = c4 = c5 = c6 = 1.0, (d) c2 = var.; c1 = 0.0; c3 = c4 = c5 = c6 = c7 = 1.0,
(e) c2 = var.; c1 = 0.0; c7 = 10; c3 = c4 = c5 = c6 = 1.0, (f) c3 = var.; c1 = 0.0; c2 = c4 = c5 = c6 = c7 = 1.0, (g) c3 = var.; c1 = 0.0; c4 = 0.1;
c2 = c5 = c6 = c7 = 1.0, (h) c3 = var.; c1 = 0.0; c5 = 10; c2 = c4 = c6 = c7 = 1.0, (i) c3 = var.; c1 = 0.0; c7 = 10; c3 = c4 = c5 = c6 = c7 = 1.0, (j)
c4 = var.; c1 = 0.0; c2 = c3 = c5 = c6 = c7 = 1.0, (k) c4 = var.; c1 = 0.0; c3 = 0.1; c2 = c5 = c6 = c7 = 1.0, (l) c4 = var.; c1 = 0.0; c7 = 10;
c2 = c3 = c5 = c6 = 1.0, (m) c5 = var.; c1 = 0.0; c2 = c3 = c4 = c6 = c7 = 1.0, (n) c5 = var.; c1 = 0.0; c3 = 0.1; c2 = c4 = c6 = c7 = 1.0, (o) c5 = var.;
c1 = 0.0; c3 = 10; c2 = c4 = c6 = c7 = 1.0, (p) c5 = var.; c1 = 0.0; c7 = 10; c2 = c3 = c4 = c6 = 1.0, (q) c6 = var.; c1 = 0.0; c2 = c3 = c4 = c5 = c7 = 1.0,
(r) c6 = var.; c1 = 0.0; c2 = c3 = c4 = c5 = c7 = 1.0, (s) c7 = var.; c1 = 0.0; c2 = c3 = c4 = c5 = c6 = 1.0, and (t) c7 = var.; c1 = 0.0; c4 = 10;
c2 = c3 = c5 = c6 = 1.0.
4 Proc IMechE Part O: J Risk and Reliability 00(0)

In computer science, the value of the network growth is Numerical model

measured with similar function which is called ‘‘Netoid
In classical reliability analysis of gravity dams, the
function.’’20
probability of failure is computed against the hydrolo-
This function can be written in other form which is
gical hazard (i.e. increasing water level in the dam reser-
known as auto-catalytic function and usually is used in
voir).7 Thus, a similar approach is followed in this
biology as a ‘‘growth function’’
article. Note that other natural hazards such as earth-
c1 quake23 and material level hazards such as structural
SðxÞ ¼ ð3Þ aging24 might be considered as well (which are not the
1 + c2 ec3 x
objectives in this article).
Logistic distribution is a special case of logistic func- Finite element approach is used to simulate the fail-
tion and is presented in the cumulative distribution ure response of concrete dams. Different classes of
function (CDF) form gravity dams are modeled based on the upstream height
and base width (other dimensions are proportional).
1 Only the global (or predominant) failure mode (in term
SðxÞ ¼ xc1 ð4Þ
 of sliding along the base joint) is considered, and the
1+e c2

where c1 and c2 . 0 are location and scale parameters,
respectively. Such a distribution has a mean and med-
ian equal to c1 and variance of ðc22 p2 Þ=3.
Gompertz function is also a special case of the gener-
alized logistic function in which the right-hand asymp-
tote of the function is approached much more
gradually than the left-hand asymptote (note that in
the logistic function both asymptotes are approached
symmetrically)21
c3 x
SðxÞ ¼ c1 ec2 e ð5Þ
where c1 is the asymptote, c2 ; c3 . 0 set the displace-
ment along the x-axis and the growth rate along y-axis,
respectively.
Hariri function was originally proposed to model
capacity function of concrete dams yet can be used for
estimation of failure probability.1 Originally, it includes
six parameters; however, only four (except c5 and c6 )
are enough to be used in regression analysis of failure
probability
1  ec1 x + c2
SðxÞ ¼ c6 + c5 ð6Þ
1 + ec 3 x + c 4
where ci (i = 1, 2, . 6) are the model constants
obtained from nonlinear least-squares regression.
Morgan–Mercer–Flodin (MMF) function presents a
four-parameter model originally proposed for nutri-
tional responses of higher organism22
c1  c2
SðxÞ ¼ c1  ð7Þ
1 + ðc3 xÞc4
where c1 and c2 are upper and lower asymptotes,
respectively; c3 is growth rate; and c4 is a parameter
that controls the inflection point and can be explicitly
computed as
 1=c4
c4  1
xinflection ¼ ð8Þ
c4 + 1
local failure modes (e.g. sliding along the lift joints and
smeared cracking of mass concrete) are neglected.1,25
Note that the cross-correlation of all failure modes is
not the objective of this article.26
Since only the sliding is accounted for the predomi-
nant failure mode, the tangential contact between the
concrete and rock is modeled by Coulomb friction
law.27 This model couples the maximum allowable
shear stress at the dam–foundation interface and the
applied pressure perpendicular to the surfaces. The
interface joint can carry shear stresses up to the ulti-
mate value before failure (which depends on friction
angle, cohesion, normal stresses, and effective base
length). Figure 3(a) shows the dam and interface joint
at different stages of sliding until failure. It is note-
worthy that only static analyses are performed in this
article; however, the loads are applied in the incre-
mental mode to prevent (or minimize) the structural
instability.
Magnitude and distribution of the uplift pressure are
computed based on the drainage location, pre-defined
base crack length, and elevation of the reservoir water
in upstream face (headwater). Figure 3(b) shows all the
applied loads on the dam as well as the dimensions of
the dam. The model parameters and material properties
are summarized in Table 1. Only a limited number of
parameters are assumed to be RVs (i.e. those highly
affect the demand and capacity).
The step-by-step strategy to perform the combined
parametric–probabilistic simulations can be summar-
ized as follows:
 A total of 11 (50:5:100 divisions on B1 ) 3 21
(50:5:150 divisions on H1 ) = 231 different generic
gravity dam models are constructed which covers a
wide range of possible dam classes (Figure 3(b)).
 Five parameters are taken to be the most effective/
sensitive RVs in calculation of the failure probabil-
ity: Lcr , Hw , crc , frc , and effD (Table 1). The
importance of these parameters is verified based on
first-order reliability method (FORM) and simplified
Hariri-Ardebili 5

Figure 3. Finite element analysis of gravity dam: (a) crack propagation at the base joint from sound condition (left) to ultimate
failure (right) and (b) loads and dimension on pilot dam (left), uplift pressure distribution (middle), and matrix of different dam
classes (right).

Table 1. Model and material parameters for probabilistic finite element simulations.

Parameter Symbol Unit Distributional model Quantity

Width at the base B1 m Parametric 50:5:100

Width at the crest B2 m 0:083B1 4:0.4:8
Height of the dam H1 m Parametric 50:5:150
Height of the neck H2 m 0:063H1 3:0.3:9
Location of drainage Ld m 0:153B1 7.5:0.75:15
Base crack ratio Lcr m Uniform B1 3ða1 ; a1 + 0:1Þ a1 ¼ 0 : 0:1 : 0:5
Height of the water Hw m Lognormal ðlogða2 H1 Þ; logð1:3ÞÞ a2 ¼ 0:6 : 0:1 : 1:1
Height of the silt layer Hs m Normal ð0:1H1 ; 0:06H1 Þ (5:0.5:15, 3:0.3:9)
Concrete mass density rc kg/m3 Deterministic 2400
Water mass density rw kg/m3 Deterministic 1000
Silt mass density rs kg/m3 Deterministic 1850
Base joint cohesion crc MPa Lognormal ðlogða3 Þ; logð1:3ÞÞ a3 ¼ 0:1 : 0:2 : 0:9
Base joint friction angle frc deg. Normal ða4 ; 0:2a4 Þ a4 ¼ 10 : 10 : 50
Drain efficiency eff D – Uniform ða5 ; a5 + 0:1Þ a5 ¼ 0 : 0:2 : 0:8
Silt internal friction angle fs deg. Normal (30, 7.5)
2
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
ffi
For the lognormal distribution in the form of logNðm; sÞ, the mean and standard deviations are em + s =2
and ðes2 1 Þe2m + s2 , respectively.

analytical limit state functions. See ‘‘Fundamentals
of FORM’’ in Appendix 1 for more explanation.
 These five parameters are varying in both para-
metric and probabilistic manners. It means that the
possible range of these parameters is divided into
some finite sub-spaces and then, samples are drawn
randomly from each of these specific sub-spaces.
 All other parameters (beside those five most effec-
tive RVs) are either deterministic, for example, con-
crete mass density, or randomly selected from fixed
distributional model (dam class-independent), for
example, silt internal friction angle (Table 1)
 Impact of those five major RVs is studied
independent of each other. For example, when a1
in Table 1 takes six different values, the quantities
of a2–a5 are assumed to be at ‘‘reference value.’’
The same analogy is applied to other four major
RVs.
 The ‘‘reference value’’ for those five major RVs are
a1 ¼ 0, a2 ¼ 0:9, a3 ¼ 0:5, a4 ¼ 30, and a5 ¼ 0:8.
6 Proc IMechE Part O: J Risk and Reliability 00(0)
Figure 4. Parametric computed failure probabilities for different dam classes based on finite element simulations; in each plot, the
provided range is the bottom-to-top order of the surfaces: (a) Lcr (0.0, 0.1, 0.2, 0.3, 0.4, 0.5), (b) Hw (0.6, 0.7, 0.8, 0.9, 1.0, 1.1), (c) crc
(0.9, 0.7, 0.5, 0.3, 0.1), (d) frc (50, 40, 30, 20, 10), and (e) effD (0.8, 0.6, 0.4, 0.2, 0.0).
 Thus, in general, there are 6 + 6 + 5 + 5 + 5 ¼ 27
ðNRV1 + NRV2 + NRV3 + NRV4 + NRV5 Þ parametric
models.
 Each of these 27 parametric models is combined
with one of the 231 dam classes, resulting in 6237
groups.
 For each of these 6237 groups, 1000 samples are
drawn based on LHS technique and consequently
6,237,000 nonlinear finite element simulations are
performed. CPU times ranged from 6 to 14 s each
analysis, with a mean of 10 s. Thus, the complete
set of analyses required about 6 months computa-
tions on four Dell and HP workstations (Core i7
CPU, 8–20 GB RAM).
 Probability of failure is computed in each group as
ratio of the failed simulations to 1000 (total number
of simulations in each group).
 Finally, results are presented for each of those five
major RVs as ‘‘multiple 3D surfaces,’’ where the
vertical axis represents Pf , and two horizontal ones
are dam height and width (dam class).
Results
This section presents results of the numerical simulations
and the analytical models for failure probability. First,
results of finite element simulations are presented. Second,
the simplified analytical models are compared and con-
trasted in terms of goodness-of-fit (GOF) and residual
errors. Finally, the optimized analytical failure surfaces
are presented for different generic gravity dam classes.
Probabilistic finite element analyses
This section presents the finite element–based failure
probability of generic dam classes. Results are presented
for each of the five base RVs separately (Figure 4).
Thus, this article does not account directly for the cross-
correlation effects among the base RVs. However, the
parameters are selected in a way that one failure surface
is repeated in all five models and generates a foundation
for validation of future optimizations.
Variation of each ‘‘mean failure surfaces’’ in Figure 4
is, in fact, function of dam height, dam width, and the
targeted base RV with its own properties (i.e. mean,
standard deviation, and distributional model)
Pmean
f ¼ GðH1 ; B1 ; PDFðRV; m; sÞÞ ð9Þ
where PDF presents probability density function of
RV, with parameters of the distribution m and s. For
each of five base RVs, the adopted distributions and
the range of applied values for the parameters of distri-
butions are tabulated in Table 1.
Based on Figure 4, increasing the crack length ratio
and the reservoir water elevation increases the mean
failure probability for all dam classes. Coherency, fric-
tion angle, and drain efficiency have inverse effect.
However, based on this figure, variation of different
failure surfaces is considerable by variation of Hw and
frc , while it is minor by variation of Lcr and effD . Note
that the data used to generate these multiple 3D failure
surfaces are also shown in Figure 9 as a function of
dam height, dam width, and the targeted base RV one
Hariri-Ardebili 7

Table 2. Comparison between the sigmoid functions in terms of GOF and the optimized coefficients (large Pf scenario).

Metric Sigmoid functions

Logistic function Logistic distance Gompertz function Hariri function MMF function

R2 0.996 0.991 0.999 0.999 0.997

Adj. R2 0.996 0.990 0.999 0.998 0.996
SSE 0.0263 0.0624 0.0046 0.0171 0.0445
RMSE 0.0382 0.0573 0.0161 0.0318 0.0497
c1 0.897 108.4 0.981 20.022 0.895
c2 0.078 16.52 60.84 1.183 0.0
c3 102.3 – 0.043 20.088 0.01
c4 – – – 8.086 9.12

MMF: Morgan–Mercer–Flodin; SSE: sum of squares due to error; RMSE: root-mean-square error.

Figure 5. Estimation of failure probability with simulation-based method: (a) single function regression, (b) residuals for large Pf
scenario, and (c) Residuals for medium Pf scenario.

at a time. The box plots present the median of the fail-
ure probability and outliers in each case.28
These surfaces can be directly used to predict the fail-
ure probability in the similar cases. However, the use of
these multiple 3D plots is difficult in practice especially
when the interpolation is needed. Thus, an attempt is
made to provide appropriate analytical models.
Comparing the sigmoid functions
First, accuracy of regression only for one single sigmoid
curve is investigated. For this purpose, two sets of data
points are considered as follows:
 Large Pf . This group presents data in which the sys-
tem reaches nearly full failure.
 Medium Pf . This group presents data in which the
system nearly reaches half the way to be failed.
In each case, all the five simplified sigmoid growth
functions are examined through the regression on the
data points obtained from finite element simulations.
Figure 5(a) shows the fitted curves for large and
medium Pf data points. Weighted nonlinear least-
squares optimization technique is used in each case.29
Relatively higher weights are assigned to the data
points at the beginning of the set to reduce the possibil-
ity of negative Pf . The corresponding residuals for large
and medium Pf scenarios are shown in Figure 5(b) and
(c), respectively. Logistic distribution leads to largest
residual error ð;8%Þ, while Gompertz function gener-
ates only ;3% error.
Residual plots can be helpful to assess the quality of
the regression. The scatter plot of the residuals is the
ideal condition showing that there is no dependence
between residuals and a value of the dam height (inde-
pendent parameter). This can be seen for ‘‘Hariri func-
tion’’ in Figure 5(b). Other simplified functions show a
dependency between the residuals and the order of the
function, for example, a harmonic trend in Logistic dis-
tribution. This dependency might be eliminated by
increasing the order of function (from two-parameter
logistic distribution to four-parameter Hariri function).
Furthermore, the histograms of the residuals corre-
spond to a symmetric bell-shaped distribution, which
indicates that the variance is normally distributed (not
shown here).
Table 2 compares all five sigmoid functions in terms
of coefficient of determination ðR2 Þ, adjusted R2 , the
sum of squares due to error (SSE), and root-mean-
square error (RMSE).29 Also, shown in this table are
the coefficients ðci Þ for each sigmoid function. Since
residuals are practically negligible for ‘‘medium Pf sce-
nario’’ (Figure 5(c)), Table 2 presents GOF results only
for ‘‘large Pf scenario.’’ As seen, Gompertz three-
parameter function provides the best estimation fol-
lowed by Hariri and MMF four-parameter functions.
The worst case belongs to two-parameter Logistic
8 Proc IMechE Part O: J Risk and Reliability 00(0)

Figure 6. Trend seeking among the five simplified model coefficients obtained from full set optimization only for Lcr (Figure 4(a)):
(a) logistic function, (b) logistic distribution, (c) Gompertz function, (d) Hariri function, and (e) MMF function.

distribution. However, note that R2 is more than 0.99
in all cases.
Thus, at the first glance, Gompertz function is the
target model which is appropriate for analytical repre-
sentation of single failure curve. However, the failure
probabilities in Figure 4 contain multiple curves (which
forms a surface) and multiple surfaces. Therefore, it is
important to find an appropriate trend among different
curves. Figure 6 presents the relationship between each
of the coefficients only for base crack ratio, Lcr
(Figure 4(a)). Since this 3D plot is discretized to multi-
ple 2D curves, \ H1 ; Pf . , the coefficients are pre-
sented as a function of dam width, \ B1 ; ci . .
Based on this figure, functions with less parameters
(i.e. logistic function and logistic distribution) exhibit a
significant trend for multiple 3D failure surfaces. Hariri
function has also a meaningful trend with high fluctua-
tion. MMF function is practically turned into a three-
parameter model (since c2 is zero). Note that c2 in
MMF function corresponds to lower asymptote of the
sigmoid curve and thus its value is determined even
before the optimization. However, the most important
observation is that Gompertz function (so far the best
model for single 2D failure curve) does not show any
significant trend. Thus, based on the overall results
from Figures 5 and 6 and Table 2, it is decided to select
Hariri-Ardebili 9

Table 3. Detailed constants of equation (11) controlling the slope and intercept of the logistic function–based failure surfaces.

f
RV c1 c2 c3
Mi1 NI1 MI2 Ni2 bi2 Mi3 Ni3

Lcr =0:5 0.240 1.310 21.3e23 1.8e23 0.055 216.7 84.7

Hw =1:1 2.156 20.456 25.9e23 6.7e23 0.050 2103.4 169.4
crc =0:9 20.630 1.660 4.0e23 23.4e24 0.050 49.1 57.6
frc =50 21.120 1.980 2.7e23 6.0e25 0.060 54.5 52.1
eff D =0:8 20.192 1.502 8.8e24 8.0e24 0.060 10.8 74.0

Figure 7. Trend seeking among the model coefficients obtained from full set of optimization for five basic RVs using logistic
function: (a) Lcr, (b) Hw, (c) crc, (d) frc, and (e) effD.

the ‘‘logistic function’’ as the final model to be used for  c3 presents the midpoint of the 2D failure curves:
analytical equation. c3 has a linearly increasing trend bounded
8 between 100 (maximum of B1 ) and 150 (maxi-
mum of H1 ).
Analytical failure surfaces The slope of the idealized lines is approximately
So far, the logistic function has been selected as the best
8 + 70%.
model (both for single 2D curve and the multiple 3D The idealized lines have varying intercept.
surfaces). Thus, a set of nonlinear least-squares optimi-
8 The idealized lines are uniformly distributed.
zations are performed on data points in Figure 4, and
8
the resulted coefficients are shown in Figure 7 for five Hence, final form of the proposed analytical model
base RVs. The major observations are as follows: for the failure probability of generic gravity dam classes
can be written as
 c1 presents the amplitude of the 2D failure curves:
c1 has a linearly decreasing trend bounded ci1
8 between 0.0 and 1.0. Pif ¼ ð10Þ
ci2 ðH1 ci3 Þ
1+e
The slope of the idealized lines is approximately
8 21.25%. where the superscript i refers to one of the five base
The idealized lines have varying intercept. RVs and coefficients cij are defined as follows
8 The idealized lines are uniformly distributed.
8 8  
 c2 presents the steepness of the 2D failure curves: > i
¼ g + Ni
a1 3 B1 + Mi1 3 RV
> c1
>
<   1
c2 has a linearly increasing trend bounded
8 between 0.05 and 0.30. ci2 ¼ g + Ni 3 ðB1  25Þ + bi
Mi2 3 RV ð11Þ
>
>
> 2  2
The slope of the idealized lines is varying; how- : ci ¼ i g
a3 3 B1 + M3 3 RV + N3i
8 ever, they have identical intercept. 3
10 Proc IMechE Part O: J Risk and Reliability 00(0)

Figure 8. Estimation of failure probability with simulation-based methods: (a) intercept of c1, (b) slope of c2, and (c) intercept of c3.

where a1 ¼ 0:0125, a3 ¼ + 0:7, bi2 is RV-dependent unknown parameters is discussed. Then, they are con-
g is normalized RV and refers to one
slope (Table 3), RV trasted in terms of accuracy and pattern. Finally, a
of the following items (with specific range of applica- model was optimized based on the LHS-based simula-
tion). Note that normalized RVs are used to combine tion results obtained from nonlinear finite element anal-
all five base RVs in a single equation. Each RV is sim- yses. Five most sensitive RVs are studied, that is, crack
ply normalized by dividing the pre-defined ranges in length ratio, headwater elevation, drain efficiency, base
Table 1 (a1 to a5 ) to its maximum absolute value joint coherency, and friction angle.
(therefore, the upper bound is always unit) The proposed model provides a good accuracy over
8 the wide range of gravity dam classes and can be used
> Lcr Lcr at preliminary stages of design or analysis to estimate
>
> ¼ ; ½0:00; 1:00
>
> L max 0:5 the failure probability of the system. Due to complexity
>
> Hw Hw
>
> of the analytical model, the proposed equation is in
>
> ¼ ; ½0:55; 1:00
>
> H 1:1
< wmaxcrc crc capable of providing the failure probability for five
g¼
RV ¼ ; ½0:10; 1:00 ð12Þ base RVs one at a time. For the complex combinations
>
> c rcmax 0:9
>
> of the input parameters, the use of surrogate models
> frc ¼ frc ;
> ½0:20; 1:00
>
> frcmax 50 (e.g. support vector machine) is recommended (which
>
>
>
> eff eff do not provide an analytical form).
>
: D
¼
D
; ½0:00; 1:00
effDmax 0:8 Last but not least, the proposed simplified approach
can be used for preliminary design of different concrete
Other RVg dependent constants are summarized in gravity dam classes. It provides a reliable starting point
Table 3. Note that instead of using this table, the value for the managers and engineers. Such a model can be
of three parentheses in equation (11) can be directly eval- further combined with information from construction
uated from Figure 8. Dash line in this figure indicates the cost of new dams or repair cost of the existing damaged
cross-correlation between different models to ensure that dams for prioritizing of the national infra-structural
the identical Pf is obtained from different equations when projects. In addition, the project managers can estimate
the similar base quantities are used. the benefit-over-cost of different dam classes (account-
Equation (10) provides a good analytical model for ing for hydrological hazard) with this simplified model
failure probability of generic gravity dam classes. without referring the project to structural engineers for
Overall, the GOF is more than 95% for different RVs time-consuming simulations.
and relatively wide range of input distributional model
which is acceptable for engineering purposes. A simple Acknowledgements
MATLAB-based script is also developed which facili-
tates visualization and estimation of Pf for any desired The author would like to express his sincere apprecia-
dam class and input RVs. tion to his former advisor (and current mentor),
Professor Victor E Saouma at the University of
Colorado Boulder for his enthusiastic guidance and
Conclusion advice throughout this research. Last but not least, the
author would like to thank the reviewers for their help-
Reliability analysis of concrete dams is a crucial task in ful and constructive comments that greatly contributed
dam safety management. It is usually performed in the to improving the final version of the paper.
context of the probabilistic approaches accounting for
the epistemic and aleatory uncertainties.
This article proposed a sigmoid-type analytical fail- Declaration of Conflicting Interests
ure model for a wide range of concrete gravity dams. The author(s) declared no potential conflicts of interest
First, different types of sigmoid growth functions are with respect to the research, authorship, and/or publi-
identified, and the mathematical model as well as the cation of this article.
Hariri-Ardebili
Funding
The author(s) received no financial support for the
research, authorship, and/or publication of this article.
References
1. Hariri-Ardebili MA. Performance based earthquake engi-
neering for concrete dams. PhD Thesis, University of Col-
orado, Boulder, CO, 2015.
2. Escuder-Bueno I, Mazzà G, Morales-Torres A, et al.
Computational aspects of dam risk analysis: findings and
challenges. Engineering 2016; 2(3): 319–324.
3. USBR-Manual. Dam safety risk analysis, best practices
training manual, version 2.2. Technical report. U.S.
Department of the Interior Bureau of Reclamation in
corporation with the U.S. Army Corps of Engineers,
Denver, Colorado, April 2011.
4. Bowles D and McClelland D. Event tree analysis (Work-
ing paper prepared for the Canadian Electricity Associa-
tion Dam Safety Interest Group). Technical report,
Institute for Dam Safety Risk Management, Utah State
University, Logan, UT, March 2000.
5. Srivastava A. Generalized event tree algorithm and soft-
ware for dam safety risk analysis (Technical report). All
Graduate Theses and Dissertations, paper 32, USU,
Utah State University, 2008, http://citeseerx.ist.psu.edu/
viewdoc/download?doi=10.1.1.468.782&rep=rep1&type
=pdf
6. Hartford D and Baecher G. Risk and uncertainty in dam
safety (Technical report). London: Thomas Telford, Ltd,
2004.
7. Westberg M. Reliability-based assessment of concrete dam
stability. Lund: Lund University Publications, 2010.
8. Altarejos-Garcia L, Escuder-Bueno I, Serrano-Lombillo
A, et al. Methodology for estimating the probability of
failure by sliding in concrete gravity dams in the context
of risk analysis. Struct Safe 2012; 36–37: 1–13.
9. Saouma V. Reliability based nonlinear fracture
mechanics analysis of a concrete dam; a simplified
approach. Dam Eng 2006; 16(3): 219–241.
10. Metropolis N and Ulam S. The Monte Carlo method. J
Am Stat Assoc 1949; 44(247): 335–341.
11. McKay M, Beckman R and Conover W. A comparison
of three methods for selecting values of input variables in
the analysis of output from a computer code. Techno-
metrics 1979; 21(2): 239–245.
12. Chopra AK and Zhang L. Earthquake-induced base slid-
ing of concrete gravity dams. J Struct Eng 1991; 117(12):
3698–3719.
13. ICOLD. A2: imminent failure flood for a concrete grav-
ity dam. In: Proceedings of the 5th international bench-
mark workshop on numerical analysis of dams, Denver,
CO, June 1999. Denver, CO: ICOLD.
14. Porter K, Farokhnia K, Vamvatsikos D, et al. Analytical
derivation of seismic vulnerability functions for building
classes and nonstructural components, emphasizing high-
rise buildings. Technical report, Global Vulnerability
Consortium, 2014, http://www.sparisk.com/pubs/Porter-
2015-GVC-Vulnerability.pdf
15. Peyras L, Carvajal C, Felix H, et al. Probability-based
assessment of dam safety using combined risk analysis
and reliability methods—application to hazards studies.
Eur J Environ Civil Eng 2012; 16: 795–817.
11
16. Hariri-Ardebili MA and Saouma VE. Seismic fragility
analysis of concrete dams: a state-of-the-art review. Eng
Struct 2016; 128: 374–399.
17. Jónás T. Sigmoid functions in reliability based manage-
ment. Period Polytech Social Manage Sci 2007; 15(2): 67.
18. Han J and Moraga C. The influence of the sigmoid func-
tion parameters on the speed of backpropagation learn-
ing. In: Mira J and Sandoval F (eds) International
workshop on artificial neural networks. Berlin, Heidelberg:
Springer, 1995, vol. 930, pp.195–201.
19. Richards F. A flexible growth function for empirical use.
J Experiment Botany 1959; 10(2): 290–301.
20. Metcalfe B. Metcalfe’s law after 40 years of ethernet.
Computer 2013; 46(12): 26–31.
21. Gompertz B. On the nature of the function expressive of
the law of human mortality, and on a new mode of deter-
mining the value of life contingencies. Philos T Roy Soc
1825; 115: 513–583.
22. Morgan PH, Mercer LP and Flodin NW. General model
for nutritional responses of higher organisms. Proc Natl
Acad Sci U S A 1975; 72(11): 4327–4331.
23. De Araújo J and Awruch A. Probabilistic finite element
analysis of concrete gravity dams. Adv Eng Softw 1998;
29: 97–104.
24. Liu F and Li H. Analysis of time-dependent reliability of
concrete gravity dam damage based on gray theory. In:
Xin N, et al. (eds) Proceedings of the 3rd international con-
ference on management, education, information and control
(MEICI 2015), Shenyang, China, May 2015. Atlantis
Press. ISBN: 9781510808065.
25. Ghanaat Y. Failure modes approach to safety evaluation
of dams. In: Proceedings of the 13th world conference on
earthquake engineering, Vancouver, BC, Canada, http://
www.queststructures.com/publications/13WCEE-Paper.pdf
26. Huaizhi S, Jiang H and Wen Z. Service life predicting of
dam systems with correlated failure modes. ASCE: J Per-
form Construct Facilit 2013; 27: 252–269.
27. Chávez JW and Fenves GL. Earthquake response of con-
crete gravity dams including base sliding. J Struct Eng
1995; 121(5): 865–875.
28. R Core Team. R: a language and environment for statisti-
cal computing. Vienna: R Foundation for Statistical Com-
puting, 2015, https://www.R-project.org
29. MATLAB version 9.1 (R2016b). Natick, MA: The Math-
Works, Inc., 2016.
30. Hasofer AM and Lind NC. Exact and invariant second-
moment code format (for reliability analysis in multivari-
ate problems). J Eng Mech Div 1974; 100: 111–121.
31. Rackwitz R and Flessler B. Structural reliability under
combined random load sequences. Comput Struct 1978;
9(5): 489–494.
32. Puatatsananon W and Saouma V. Reliability analysis in
fracture mechanics using the first-order reliability method
and Monte Carlo simulation. Fatigue Fract Eng Mater
Struct 2006; 29(11): 959–975.
Appendix 1
Fundamentals of FORM
Two steps are required to perform a first-order reliabil-
ity method (FORM) on a structural system: (1) present-
ing the limit state function in a transformed space using
a local linear approximation and (2) adopting an
12
iterative search to find the ‘‘design point.’’ The general
solution to find the safety index was proposed by
Hasofer and Lind.30 The first step to define the Hasofer–
Lind reliability index, bHL , is to normalize the RVs, X,
by transferring into a standard normal vector, U
Xi  mXi
Ui ¼
s Xi
where mXi and sXi are the mean and standard deviation
of the RV Xi , respectively. Note that in this new trans-
ferred space mUi ¼ 0 and sUi ¼ 1, X  RM is a random
vector of N basic variables X ¼ X1 ; X2 ; . . . ; XN .
Note that the limit state function GðXÞ in the origi-

nal space will take the form GðUÞ in the standard nor-
mal space. The Hasofer–Lind reliability index is defined
as the shortest distance from the origin in the standard
normal space to the new transferred failure surface

GðUÞ (this point is called design point, U )
 
U ¼ argmin kuk; GðuÞ40 ð14Þ
uRM
For the general nonlinear case, equation (14) may
be reformulated as an optimization problem with
Lagrangian multiplier. This nonlinear constrained
Figure 9. Box plots showing dependency of failure probability on dam class and varying parameters (left to right: crack length,
water height, coherency, friction angle, and drain efficiency): (a) function of dam width, (b) function of dam height, and (c) function of
random variable.
Proc IMechE Part O: J Risk and Reliability 00(0)
optimization problem can be solved using the algo-
rithm introduced first by Rackwitz and Flessler31 where
the iterative linearized solution continues around the
current point until it converges with desired accuracy.
Detailed formulation of this procedure is beyond the
scope of this article; however, the reliability index in
ð13Þ the optimal fashion can be formulated as32
bHL ¼ g  U ð15Þ
where g 2i (independently for each of the ith RV) is a
metric to evaluate the local sensitivities.
In the current example, the following RVs contrib-
ute about 98% of the total dam response: Hw ¼ 56%,
crc ¼ 14%, Lcr ¼ 13%, frc ¼ 10%, effD ¼ 5%. Thus,
these five RVs are selected as base ones.
Detailed comparison of Pf
Detailed failure probability of the dam classes as a
function of dam height, dam width, and one of the five
base RVs is shown (Figure 9). In each case, statistics of
the data points are presented using box plots including
the upper and lower quantiles and the outliers.