Sustainable Hydraulics in the Era of Global Change – Erpicum et al. (Eds.) © 2016 Taylor & Francis Group, London, ISBN 978-1-138-02977-4 Estimating probability of dike failure by means of a Monte Carlo approach R. Van Looveren, T. Goormans & J. Blanckaert International Marine and Dredging Consultants nv, Antwerp, Belgium Kristof Verelst & Patrik Peeters Flanders Hydraulics Research, Antwerp, Belgium ABSTRACT: The European Flood Directive 2007/60/EC requires Member States to assess the flood risk along their water courses and to take adequate measures to reduce this risk. Often flood risk maps are developed by only taking into account dike overtopping. However, floods can also be caused by dike failure. Not taking this into account underestimates the flood risk. This paper presents a method to estimate the probability of dike section failure, taking into account several failure mechanisms. The method follows a Monte Carlo approach, in which all relevant parameters for the hydraulic loads as well as for the considered resisting forces vary according to specific distributions. Both the loads and failure mechanisms are described using numerical models. This method has been successfully applied on various dike segments along navigable water courses in Flanders, and in the Periodic Safety Review of the nuclear power plant of Doel. 1 2 THE METHODOLOGY INTRODUCTION The European Flood Directive 2007/60/EC requires Member States to assess the flood risk along their water courses and coast lines, to map the flood extent together with assets and humans at risk in these areas, and to take adequate measures to reduce this risk. Often flood risk maps are developed, in which the probability of the flood extent is quantified by only taking into account dike overtopping. However, structural dike failure according to different mechanisms can also cause floods. Not taking these mechanisms into account underestimates the flood risk. This paper presents a method to estimate the probability of failure of a dike section, taking into account several failure mechanisms. The method follows a Monte Carlo approach, in which all relevant parameters for the hydraulic loads as well as for the considered resisting forces vary according to specific distributions. Besides these structural parameters, also the loads vary according specific distributions. Both the loads and failure mechanisms are described using physically-based numerical models. The method has been applied to various dike segments along navigable water courses in Flanders, and in the Periodic Safety Review of the nuclear power plant of Doel along the Scheldt estuary. Results of the method can be used in impact analyses and flood risk mapping. This paper first describes the methodology, then gives some practical examples on the implementation, and ends with conclusions and recommendations. 2.1 General The failure of a dike section is evaluated by comparing the loading forces R to the resisting forces S, both described through numerical models. The dike section fails if the load is higher than the resistance, i.e. if R – S > 0 (limit state equation). There is a different limit state equation for each of the five failure mechanisms considered here: macro instability (or global instability), micro instability (or local instability), piping, and erosion of the inner slope and erosion of the outer slope. Section 2.2.2 explains these failure mechanisms in more detail. To take into account the existing uncertainty on the load as well as on the resistance, each of these five limit state equations is calculated for different sets of loads and resistances. At the load side, this set is constituted by a probabilistic set of synthetic storms (see sections 3.1.3 and 3.2.3 for examples). At the resistance side, a stratified sampling technique on the resistance parameters is performed to compose the different sets. Since the probability distribution function (pdf) is known, the probability of each set can be determined. Physically-based numerical models are then used (i) to transfer the load at the boundary conditions of a region to the specific dike section and (ii) to evaluate the different failure mechanisms. By calculating each of these five limit state equation for several combinations of load sets and resistance sets (Monte Carlo approach), the full spectrum of 896 possible combinations can be considered, and hence the global probability of failure can be determined. 2.2 Load 2.2.1 General Figure 1 shows in more detail the methodology at the load side (R). This figure is explained from bottom to top in this and the following section. The load at a dike section x (bottom of the figure) is defined by the water level variation, the position of the phreatic line within the dike and the wave conditions (defined by the wave amplitude H s and wave period T p ). Long-term measurements of all these variables, necessary for the statistical approach, are seldom available at the dike location. However, by means of (physically-based) numerical models the load at the boundaries (based on a statistical analysis of long-term measurements) available at other locations can be transferred to the dike location. 2.2.2 Used models Water level and flow velocity at the dike segment is calculated by hydrodynamic models (1D or 2D) using the relevant boundary conditions. The position of the phreatic line within the dike, which is of prime importance for the global and local stability, can be calculated using a finite element software package, e.g. SEEP/W (Geo-Slope 2012). These calculations however are time consuming, making it impractical for the Monte Carlo approach. Therefore the methodology relies on the creation of response surfaces based on a priori SEEP/W calculations for different conditions. This way fast computation time (in the Monte Carlo simulations) is combined with relatively high accuracy. Separate response curves were established for tidal and non-tidal rivers. For each river type the phreatic line was schematised using a limited number of points. An example for a tidal river is shown in Figure 2, using four points: one point at the inner side of the dike (4), two points at the outer side corresponding to high and low water (1, 2) and one point within the dike body indicating intrusion of the tidal influence in the dike (3). The position of the phreatic line depends mainly on the dike geometry, dike permeability and the shape and duration of the storm. These parameters were varied in numerous SEEP/W calculations, and the positions of the four points was expressed as a function of the input parameters. A similar approach was used for non-tidal rivers, of course resulting in different response curves. For the calculation of the wave load the formula of Bretschneider (TAW 1985) can be used. With this formula wave characteristics (H s and T p ) can be determined from wind speed (ws ), wind direction (wd ), water depth, and fetch length. It is assumed that wind data from the nearest station are representative for the dike location as well, i.e. no model is used to transfer the wind load from the boundary conditions to the dike location, as opposed to the hydraulic load. It is Figure 1. Determination of the load (R). Figure 2. Schematization of the phreatic line for a tidal river. expected that little gain in accuracy is achieved by calculating the nearby wind velocity field, compared to the extra effort. 2.2.3 Boundary conditions The statistical information in the boundary conditions is based on a multivariate frequency analysis of the principal variables – i.e. taking into account crosscorrelations when appropriate – while the secondary variables are kept constant. The distinction between 897 value. The higher the number of samples the better the accuracy but also the more computation time is needed. Taking five samples was considered adequate. Figure 3. Determination of the resistance (S). principal and secondary variables is based on a sensitivity analysis. This makes it possible to determine the relative share of each variable in the resulting statistical distribution. For the tidally influenced Scheldt estuary, the wind speed ws (t), wind direction wd (t), and water level h(t) are principal variables, while the upstream discharge Q(t), the duration d(t) and the storm surge steepness s(t) are of secondary importance, and can be treated conditionally. For the more upstream rivers discharge is the principal load variable, while the wind speed and direction are secondary variables. 2.3 Resistance 2.3.1 General Figure 3 shows more details on the methodology at the resistance side (S). The value of each geotechnical parameter varies according to a pdf, which can be approximated by normal or lognormal pdfs for all considered parameters. Hence it is fully described by a standard deviation σ and mean value µ. When data is available the pdf is determined based on a statistical analysis. In absence of data, often the case for geotechnical variables, the pdfs are determined based on expert judgment and literature data (TNO 2003b, Kortenhaus et al. s.d.). Since it is not possible to consider the full, continuous domain of resistance parameters, the pdf is discretised using stratified sampling. For each parameter of the considered failure mechanism a discrete number of samples is taken from its associated pdf.The probability of occurrence of a combination of resisting parameters is then calculated from the combination of the respective probabilities of each single parameter 2.3.2 Used models The following section gives more information on the considered failure mechanisms and the models used to describe them. A more extensive description of failure of dikes can be found in standard text books, e.g. Pilarczyck (1998). Global instability of the inner and outer slope is calculated by Bishop’s method (Bishop 1955, Verruijt 1995), which requires the geotechnical parameters cohesion (c [kN/m2 ]), friction angle (ϕ [◦ ]), wet soil weight (γn [kN/m3 ]), dry soil weight (γd [kN/m3 ]) and permeability (k [m/s]) as input. Since the Bishop calculations are time consuming the number of parameters can be reduced based on a sensitivity analysis. For a dike with a core of sand it appeared that only parameters ϕ, k and γn should be varied, for a clay core the parameters c, ϕ, and γd . Global instability is evaluated at both the inner and outer side. Local instability, which occurs when the phreatic pressure is too high, in turn causing the (impermeable) top layer to be pushed off, is evaluated by verifying the equilibrium of active and passive forces on the upper layer of the dike and/or the revetment. Following parameters are considered: thickness (d top [m]), weight (γtop [kN/m3 ]), cohesion (ctop [kN/m2 ]) and friction angle (ϕtop [◦ ]) of the upper clay layer and thickness (d rev [m]) and density (ρrev [kg/m3 ]) of the revetment (if present). Local instability is evaluated at both the inner and outer side. Piping can occur when the water level difference over the dike is too large, causing a flow underneath the dike that erodes the particles of the base material. Sellmeyer’s method (Sellmeyer 1988) is used for evaluating piping, based on the following parameters: thickness (d top [m]) and specific weight (γtop [kN/m3 ]) of the upper clay layer, sand aquifer thickness (Ds [m]), permeability (k s [m/s]) and specific weight (γs [kN/m3 ]) of the porous material, and grain diameter exceeded by 30% of the grains (d 70 [m]). The rolling resistance angle (θ [◦ ]) and White’s constant (η [−]) are taken from Sellmeyer (1988). Water flowing along the dike, or run-up of (windinduced) waves can cause erosion of the outer slope. The resistance, and the corresponding limit state equation, depend on the revetment, e.g. grass, rip rap or a combination of both (rip rap at the bottom side of the dike and grass at the higher side). The limit state equation for rip rap is based on Pilarczyk’s formula and uses the d 50 [m] of the rip rap as main parameter (Pilarczyk 1998). The limit state equation for the grass revetment is based on the method of Seijffert & Verheij (1998) and uses the thickness of the grass revetment (d g [m]) and the underlying clay layer (d k [m]), as well as the quality of both (expressed by coefficients cE [ms] and cRK [ms]) as input. Also the Manning coefficient (n [sm−1/3 ]) of the inner side material and the friction coefficient (f [−]) of the outer side are 898 to be estimated. In a second phase the methodology was extended to also incorporate other types of revetments, such as open stone asphalt, concrete layers, and gabions. Erosion of the inner slope can occur due to overflow and/or wave overtopping. Overflow is calculated using the weir equation and wave overtopping using the TAW methodology (TAW 2002). Likewise the erosion mechanism on the outer slope, the strength and the limit state equation depend on the material on the slope. For grass again the method from Seijffert & Verheij (1998) is used, while formulas for most other materials are based on Pilarczyk (1998). In this equation 7 is the number of failure mechanisms considered here (global and local instability on the inner and outer side counting as separate mechanisms). The total failure probability of the dike section, p, is calculated by: 2.4 2.5 Global failure Each failure mechanism can be described as a function of a number of ‘resistance’ parameters which can vary according to associated probability distributions, resulting in a statistical variation of the resistance S of the dike section for each failure mechanism. If the probability distribution of each parameter is known, also the probability of a certain combination of parameters is known. Also the probability of the load R – through the synthetic events (see sections 3.1.3 and 3.2.3 for examples) – is known. By combining a resistance S with a load R, the probability of failure can be calculated – if the limit state equation is exceeded – based on the probability of both R and S. When doing this for all possible combinations of R and S and for each failure mechanism, the whole range of probabilities is covered and the global failure probability of the considered dike section is calculated. The above will now be explained in a more formal way. Denote the probability of a hydraulic boundary condition by pRj , with j between 1 and the number of synthetic load events (m), and denote the probability of a set of geotechnical parameter values associated with failure mechanism k by pSki , with i between 1 and the number of geotechnical parameter sets of failure mechanism k (nk ), with k between 1 and the number of failure mechanisms (7 in this study). The size of nk depends on (i) the number of stratified samples (5 in our study) and (ii) the number of parameters l k used to describe failure mechanism k: The number of parameter sets hence is different for each failure mechanism k. For each hydraulic load condition j and for each failure mechanism k the limit state equation associated with mechanism k is verified. The resulting failure probability pjk is the sum of the probabilities of those geotechnical parameter sets that lead to dike failure: The failure probability of the boundary condition j for all failure mechanisms pj is then calculated as: The resulting return period T of dike failure can be calculated as: BRES software To execute the necessary calculations a software tool called BRES (Dutch for ‘breach’) was developed as part of project WL_11_28, funded by Flanders Hydraulics Research (FHR). BRES streamlines the many calculations that are required for the Monte Carlo approach. Its input and output consists of simple text files; graphical information is available as well. A graphical user interface enables a more intuitive set-up of the input and output. 3 APPLICATIONS The method elaborated above was applied to different dike segments in Flanders. The following sections describe only a few aspects of these applications in detail. A full account of the investigations is written in IMDC (2014a, b, 2015a) for the Meuse River, and in IMDC (2015b) for the Scheldt River at Doel. 3.1 Meuse river 3.1.1 Context In this study, commissioned by FHR, the methodology was applied to the stretch of the Meuse River at the border between Belgium and The Netherlands, the so-called Grensmaas (Fig. 4). It should be noted that the considered dikes are located at the border of the winter bed of the river Meuse. Consequently the distance between the river and the dike can be large (up to more than 1 km). The tested locations (six in total) were identified based on an inventory of general data of the dike, such as dimensions, presence of a revetment, and core material (IMDC 2014a). 3.1.2 Available data Topographically measured cross sections every 100 m were available. Data of some sections had to be completed with the digital elevation model (DEM) of Flanders created by the Flanders Geographical Information Agency (AGIV in Dutch) (AGIV 2004), because of the width of the winter bed. Data from cone penetration tests (CPTs) at regular spatial intervals of the dike were available, as well as borehole data. Rijkswaterstaat 899 Figure 5. Synthetic events for the Meuse River. The depicted hydrographs are the mean hydrograph plus normal variation. Figure 4. Overview of the study area (Meuse River in Flanders). Image source: Google, TerraMetrics. (the Dutch waterways authority) provided the discharge time series from the station of Borgharen, just upstream of the study area. Wind data from the Royal Dutch Meteorological Institute (KNMI) were available from the station of Beek. 3.1.3 Load To determine the water level and flow velocity at the studied locations, Flanders Hydraulics Research performed simulations with a 2D hydrodynamic WAQUA model of the Meuse, using SIMONA version 2011. The WAQUA model was made available by Rijkswaterstaat. The model boundary conditions consisted of synthetic hydrographs, derived from a statistical analysis of the available discharge time series. The synthetic hydrographs were scaled versions of a unit hydrograph, determined from the 20 most extreme events in Borgharen. This number was decided to be a suitable compromise between using sufficient extreme hydrographs on the one hand, and using hydrographs that are sufficiently extreme on the other hand. The variation in the hydrographs of these events was taken into account by applying a normal variation on the ‘mean’ hydrograph, for each value of the discharge. Figure 5 shows an example. More information about the derivation of the synthetic hydrographs is described in IMDC (2014b). In total, 55 different hydrographs were simulated with the WAQUA model. Since no correlation was Figure 6. Profile of CPT results along the Meuse dike at location MM174. found between the occurrence of extreme discharges and extreme wind speeds, it was sufficient to only simulate the synthetic hydrographs, and combine the resulting water levels and velocities with the 12 wind direction classes and 11 wind speed classes (different for each direction). This added up to a total of 7200 synthetic events for the dike sections (7200 and not 7260 because in the discretization of the multivariate distribution, the combination of the lowest wind and discharge class is not considered), each with its own probability of occurrence. The phreatic line and wave load were calculated with the methods described in section 2.2.2. 3.1.4 Resistance The geotechnical parameters were derived from the CPTs and the lab results of the borehole samples. For some locations, several CPTs were executed close enough, enabling to derive a mean value and variation instead of having to rely on literature values. For instance, Figure 6 shows a profile of CPT results in the vicinity of MM174. The presence of a layer with higher resistance (indicated between the red lines) is clear. The layer can be classified as coarse sand/gravel. For other locations however, values from other locations along the Meuse, or from literature, had to be assumed. 900 Table 1. Failure probability of section MM89, Meuse River. Failure mechanism No. of computations p 1/year T year global instability outer slope global instability inner slope piping erosion outer slope erosion inner slope global failure 53 × 7200 = 9.0E+05 53 × 7200 = 9.0E+05 58 × 7200 = 2.8E+09 54 × 7200 = 4.5E+06 55 × 7200 = 4.5E+06 5.8E−04 0 0 3.4E−03 8.6E−04 4.8E−0.3 1.72E+03 ∞ ∞ 2.97E+02 1.16E+03 2.08E+02 The models used to calculate the limit state are described in section 2.3.2. For the Meuse case, the failure mechanism of local instability was not considered because the dike sections are homogeneous, i.e. there is no top layer that can be pushed of by excessive phreatic pressure. 3.1.5 Results Table 1 shows the results of the BRES calculations for one of the studied sections (MM89). The insensitivity to piping could be expected since the underground along the Meuse dike is characterised by a layer of coarse sand/gravel, which is beneficial for its resistance to piping. The relatively high probability of failure for erosion at the outer slope is due to the fact that there is no variation for wind taken into account. Since the events last for almost 4 days, the assumption of a constant extreme wind speed – and correspondingly extreme waves – is likely to be conservative. Eventually, it can be seen that the inner slope is stable, a result found in the other sections as well. The dikes along the Meuse winter bed are relatively low on the inner side. Moreover the dike core consists of a material described as ‘sand-loam’, a mixture of sand and loam, which has both a low hydraulic conductivity and high resistance characteristics (ϕ and c), two elements resulting in a very stable slope. 3.2 Scheldt river at Doel 3.2.1 Context The Maritime Access Division of the Flemish Government is preparing the construction of a new area with controlled reduced tide (CRT) at the left bank of the Scheldt River, the so-called CRT area ‘Doelpolder’. The newly designed ‘ring dike’ of the area is close to the nuclear power plant (NPP) of Doel (15 km northwest from Antwerp). Figure 7 shows the study area. The ring dike was submitted to the same type of failure analysis as the already existing dikes around the NPP, which were analysed in the framework of the period safety review, the so-called ‘stress test’ (Electrabel 2011, FANC-Bel V 2011). The study also took into account a sequential failure of the Scheldt dike and the ring dike. Figure 7. Planned layout for the CRT area Doelpolder. The Scheldt dike is currently existing, the to-be-constructed ‘ring dike’ will surround the CRT area. The results will be used in the new stress test of the plant, and will serve as input for the design of the surrounding water evacuation infrastructure. 3.2.2 Available data A local DEM of the projected (designed) situation was available. Outside the project area, the DEM of Flanders (AGIV 2004) was used (Fig.7). Data from CPTs along the alignment of the future ring dike were available, as well as some borehole data, approx. 1–1.5 km southwest of the area.The structure of the ring dike was derived from available design plans. Wind data were taken from the measurements inVlissingen, performed by the KNMI. 3.2.3 Load To determine the hydraulic load on the Scheldt dike, synthetic events (see further below) were simulated with the existing Sea Scheldt model (IMDC et al. 2003a, b, IMDC 2010). This model is implemented in the Mike11 software (DHI, Denmark). For the ring dike, a Mike11 model, coupled to this Scheldt model, was made available by Flanders Hydraulics Research (Coen et al. 2013). The boundary conditions for the hydrodynamic model consisted of 544 synthetic storm events, derived as explained in IMDC (2007) and Blanckaert et al. (2015). Basically, each event was characterized by a water level class, a wind speed class, and a wind direction class. For the Sea Scheldt, there is a strong 901 correlation between the downstream (extreme) water level and the wind speed and direction. A perfect correlation was assumed, so each of the 34 chosen water level classes corresponded to one wind speed value. The wind direction was taken separately into account, divided into 16 classes, resulting into a total of 544 synthetic events. The probability of occurrence of each event was derived from the directional frequency curves of the water levels. As an example, Figure 8 shows the downstream boundary water levels of the model for western winds. As in the Meuse case, the wave load on the Scheldt dike was calculated using Bretschneider’s formula (TAW 1985). For the ring dike results from a SWAN model (TUDelft 2010), set up by FHR (Coen et al. 2013), could be used. 3.2.4 Resistance The angle of repose ϕ was derived from the CPT data. Also, because more than one CPT was performed, the distribution of ϕ could be estimated as well, instead of having to rely on literature. The resulting values were: ϕ = 27.9◦ (σ = 1.67◦ ), c = 0 kN/m2 (σ = 0◦ ). Of course, for the to-be-constructed ring dike no data were available. Values were taken from the design calculations: ϕ = 30.8◦ (σ = 3.4◦ ), c = 0 kN/m2 (no variation). Other geotechnical parameters, such as particle size, specific weight or hydraulic conductivity, were derived from laboratory analyses of the borehole samples, performed in the framework of the project, or using ‘typical values’ from literature if necessary. Figure 8. Downstream boundary water levels for synthetic storm events, in this case corresponding to western winds. Table 2. The models used to calculate the limit state are described in Section 2.3.2. 3.2.5 Results Table 2 shows the most important results of the BRES calculations for the Scheldt dike. It can be argued whether it was necessary to perform the calculations for the failure mechanisms showing zero probability, because from beforehand it was known that the resistance was many times higher than the load. However because of the proximity of the NPP Doel it was requested to explicitly consider all failure mechanisms. Also, the global failure might appear low. However, a sequential failure analysis on the ring dike segments ‘EAST’, ‘SOUTH’ and ‘WEST’ was performed as well. This resulted in a return period of failure of respectively 4.84E+05, 5.43E+02 and 3.45E+04 year. A consequence analysis was performed if a breach would develop in the southern section, using a 2D surface runoff model (IMDC 2015b). From that analysis, it appeared that the key parts of the NPP site are not compromised, because the site’s platform level is at 8 m TAW and higher. Non-crucial parts, such as the visitors parking, do flood during extreme events. 4 CONCLUSIONS AND RECOMMENDATIONS A probabilistic method was presented to determine the probability of dike failure. This method considers seven different failure mechanisms, and uses multivariate analyses and stratified sampling as statistical instruments. Moreover, it uses several physicallybased numerical models (or response curves derived from calculations with these models) for the failure evaluation and the transformation of boundary conditions to hydraulic loads at the location of the dike section. The methodology was successfully applied at different dike segments in Flanders, both on tidal and non-tidal rivers. The probabilistic approach calculates the global probability of failure of the dike section, but also the probability related to the different failure mechanisms Failure probability of the considered section of the Scheldt dike. Failure mechanism No. of computations p 1/year T year global instability outer slope global instability inner slope local instability outer slope local instability inner slope piping erosion outer slope erosion inner slope global failure 53 × 544 = 6.8E+04 53 × 544 = 6.8E+04 55 × 544 = 1.7E+06 55 × 544 = 1.7E+06 56 × 544 = 8.5E+06 54 × 544 = 3.4E+05 55 × 544 = 3.4E+05 2.29E−03 0 9.80E−06 6.76E−10 0 0 0 2.30E−03 4.37E+02 8 1.02E+05 1.48E+09 8 8 8 4.34E+02 902 separately. In addition, the full spectrum of load and resistance is considered, instead of only the most conservative ones. These elements provide a clearer view on those parts of the dike that require additional focus for possible reinforcement. The methodology considers many phenomena in detail. Still, further improvement is possible. At the load side ship-induced waves and currents as well as a varying wind profile could be incorporated. 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