Normalized truncated Levy walk applied to exible pavement performance

Maria Cristina Mariani

a
, Alessandra Bianchini
b,
, Paola Bandini
c
a
Department of Mathematical Sciences, University of Texas at El Paso, 500 University Ave., Bell Hall 124, El Paso, TX 79968-0514, USA
b
US Army Engineer Research and Development Center, 3909 Halls Ferry Road, Vicksburg, MS 39180, USA
c
Civil Engineering Department, New Mexico State University, Espina St., Hernandez Hall, Room 244 Las Cruces, New Mexico 88003-8001, USA
a r t i c l e i n f o
Article history:
Received 1 November 2010
Received in revised form 17 January 2012
Accepted 18 January 2012
Keywords:
Levy ight
Levy distribution
Pavement performance
Serviceability
Flexible pavement
a b s t r a c t
Government agencies and consulting companies face the challenge of pavement manage-
ment aiming to maintain pavements in serviceable condition in the long term. This paper
analyzed the evolution of the performance of exible pavements to forecast the change in
the serviceability level offered by the structure. Data from the Minnesota Road Research
Project (MnROAD) road test corresponding to the low-volume trafc loop were used in
the study. The data analysis centered on the normalized truncated Levy walk model. It
was concluded that the truncated Levy distribution optimally describes the decrease of
pavement serviceability caused by trafc and climatic conditions specic to the infrastruc-
ture location and trafc. The Truncated Levy Flight (TLF) provided a better approximation
over the full range of the normalized pavement serviceability index than the Gaussian dis-
tribution for dataset considered.
Published by Elsevier Ltd.
1. Introduction
Many government agencies and private consulting companies must deal with the issue of pavement maintenance. The
ability to maintain an in-service pavement structure in acceptable condition from the structural and functional points of
view is related to many factors, which are often not explicit and change with time. Although the maintenance strategies
for highway pavements also depend on human experience, data interpretation and agencys policies, a tool capable of pre-
dicting pavement serviceability is a desirable feature that can further support the implementation of maintenance and bud-
geting plans.
The stochastic approach been implemented in geomechanics to describe the soil complex system and its interactions. It
has been applied to evaluate the nonlinear soil behavior, soilstructure interaction (e.g., Fenton, 1999; Feda, 2002; Manolis,
2002), liquefaction phenomenon in granular soils (Ural, 2002), and foundation settlements (Marinilli and Cerrolaza, 1999). In
the eld of the pavement analysis, the stochastic approach has been also analyzed (e.g., Butt et al., 1992; Vennalaganti et al.,
1994; Hong and Wang, 2003). In particular, Li et al. (1996) and Yang et al. (2006) investigated different aspects of the Markov
chain process related to the prediction of the overall pavement condition.
Within the stochastic eld, the Econophysics (Mantegna and Stanley, 1994, 1999) proved to be one of the new resources
in the analysis of the nancial models. Econophysics was introduced in 1995 by Stanley et al. (1996, 1999) and deals with the
application of mathematical tools, usually applied to physical models, to the evolution of market indices. In the study of
nancial indices, the statistical properties of the temporal series provided an important contribution to the modeling of these
economic systems. In fact, the Brownian motion (or random walk) is employed in the representation of the option price
evolution. The model assumes that the increment in the logarithm of the process follows a diffusive process with Gaussian
distribution (Willmott et al., 1993).
0968-090X/$ - see front matter Published by Elsevier Ltd.
http://dx.doi.org/10.1016/j.trc.2012.01.006

Corresponding author. Tel.: +1 601 634 5379; fax: +1 601 634 4128.
E-mail address: alessandra.bianchini@usace.army.mil (A. Bianchini).
Transportation Research Part C 24 (2012) 18
Contents lists available at SciVerse ScienceDirect
Transportation Research Part C
j our nal homepage: www. el sevi er . com/ l ocat e/ t r c
Nevertheless, some studies have shown that the Brownian motion does not describe accurately the evolution of nancial
indices near a crash (e.g., Mandelbrot, 1963; Negrea, 2000; Mariani and Liu, 2007) or the prediction of high crop loss (Mariani
et al., 2009). The solution to this problem was initially proposed by Mandelbrot (1963) with the development of a stochastic
model for the evaluation of the cotton price by using a stable non-Gaussian Levy process. With regard to the nancial mar-
kets, the Truncated Levy Flight (TLF), which is a derivative of the Levy methodology, was suggested as the solution (Mante-
gna and Stanley, 1994, 1999; Negrea, 2000). The truncated Levy distribution is characterized by the sum of random variables
that converges to a normal random variable with Gaussian characteristic distribution. The random variables are named Levy
ights because they are distinguished by the Levy distribution.
2. Objective and application
The objective of this paper is to analyze the stochastic distribution of the Levy theory as an approximation method to rep-
resent pavement performance and compare such analysis with the typical Gaussian distribution. Based on the positive re-
sults of past experimental studies, this paper aims to study the application of the TLF distribution to represent the
evolution of the pavement performance in terms of serviceability. The database from the MnROAD test track containing cur-
rent and past pavement conditions for low-volume roads was used in this analysis.
From the applicative standpoint, an analysis to describe long-term pavement performance represents a valuable tool for
pavement management agencies when planning at the network level. The network level planning takes into account the
agencys short- and long-term budget needs to identify and prioritize future maintenance and construction projects. Unlike
previous studies that used different numerical techniques centered on the application of neural networks or neuro-fuzzy
models to evaluate pavement performance (e.g., Eldin and Senouci, 1995; Saltan et al., 2002; Loizos and Karlaftis, 2006; Bian-
chini and Bandini, 2010), this paper shows that the stochastic theory offers a new perspective in modeling complex systems
related to practical engineering applications such as the performance of a pavement structure. The TLF represents an alter-
native tool to describe the complex phenomenon of pavement performance and can be implemented to identify future crit-
ical pavement situations that agencies need to take into account for budget and project planning.
3. Pavement performance
The term performance refers to the structural and functional responses of the pavement structure to the actions of trafc
and environmental factors which change the serviceability condition of the pavement. The changes in the pavement perfor-
mance and serviceability offered to the traveling public are important elements that agencies managing highway pavement
networks need to take into consideration for efciently maintaining the infrastructure at a high level of serviceability.
The concept of serviceability comprises the structural and functional competences of the pavement structure in support-
ing the designed trafc. The structural competence relates to the load carrying capacity, whereas the functional competence
consists of how well the infrastructure serves the user and relates to riding comfort and ride quality. The structural and func-
tional aspects cannot be analyzed or dened separately. The appearance of a specic type of distress mainly caused by the
trafc loads creates irregularities on the pavement surface that directly inuence the ride quality.
The experimental results of the AASHO Road Test (Carey and Irick, 1960, 1962) led to expressing the pavement service-
ability in terms of the present serviceability index, PSI, which represents the current ability of a pavement to serve the design
trafc (Carey and Irick, 1962). Originally dened on users rating, the index ranges from 5 (excellent road) to 0 (impossible
road).
Subsequent studies (e.g., Uzan and Lytton, 1982; Hall and Muoz, 1999; Prozzi and Madanat, 2003) on the AASHO Road
Test database proposed formulations of the PSI through parameters related to the conditions of the pavement surface. The
study of Hall and Muoz (1999) provided a PSI estimate through the international roughness index, IRI. The IRI is a standard
roughness index calculated from the records of a specic type of sensors installed on vehicles or trailers. For exible pave-
ments, Hall and Muoz (1999) proposed the following equation to estimate the PSI from IRI measurements:
PSI 5 0:2397x
4
1:771x
3
1:4045x
2
1:5803x; 1
where x log1 SV and SV is the slope variance calculated as SV 2:2704IRI
2
.
The pavement performance is quantied by the PSI, which is the random variable whose behavior is analyzed by the TLF
developed in this study. The reason supporting this choice resides in the two types of information contained in the denition
of the index about pavement structural and functional capabilities.
The factors causing the decrease in the serviceability level are multiple and include trafc, climatic changes (e.g., freeze
thaw cycles, rainfalls, and seasonal temperature variations), pavement materials and construction practices. Their inuences
cannot be explicitly quantied from the deterministic standpoint. This type of information is contained in the numerical val-
ues that the pavement serviceability indicator assumes at any moment during the life of the structure (Ovik et al., 2000;
Chadbourn, 2001; Prozzi and Madanat, 2003).
These considerations led to the conclusion that factors and variables inuencing the performance of the pavement struc-
ture and the interactions among them can be dened as a complex system (Mantegna and Stanley, 1999). The pavement per-
formance system cannot be represented by objective and deterministic mathematical laws; only specic numerical analysis
2 M.C. Mariani et al. / Transportation Research Part C 24 (2012) 18
approaches are able to provide an approximate description. In the past, empirical performance equations were determined
from linear regression using experimental data. The pavement complex system is inuenced by parameters that may have
normal, or log-normal, variability; however, these parameters lose the normalcy aspect due to their interaction with time
and assume the characteristics typical of life-cycle type distributions. With this perspective, the stochastic model and, in par-
ticular, the TLF can be employed for the best description of a complex system solely explained by data resulting from the
compound effects of multiple causes.
4. The truncated Levy ight
The goal of this paper is to evaluate the possibility of representing the performance of a pavement system through a sto-
chastic approach with the intention to overcome the uncertainty about the factors that mostly determine pavement deteri-
oration. The literature review presented different applications of stochastic theory to market analysis, which is inuenced
quite often by qualitative factors, such as sociological and political trends. The Levy distribution, and in particular the Trun-
cated Levy Flight (TLF), showed promising results in economics. For this reason, the evaluation of the TLF in pavement engi-
neering applications has the potential to offer an additional tool to describe pavement performance that is deemed necessary
for agencies pavement management.
The TLF is characterized by the sum of random variables that converges to a normal random variable with Gaussian char-
acteristic distribution (Mantegna and Stanley, 1999; Negrea, 2000). The functional form characterizing all stable distribu-
tions was proposed by Khintchine and Levy (1936) and Levy (1937). The characteristic function uq representing the
entire class of stable distributions is dened as
lnuq
ilq cjqj
2
1 ib
q
jqj
tan
p
2
a
_ _
_ _
a 1
lq cjqj 1 ib
q
jqj
2
p
lnjqj
_ _
a 1
_

_
2
where q is a parameter that can assume any real value, i is equal to

1
p
, a is a stability parameter (0 < a 6 2), also called
characteristic exponent in this paper, c is a positive scale factor, l is any real number, and b is an asymmetry parameter that
takes values in the interval [1, 1]. The reader is referred to Mantegna and Stanley (1999) for an extensive discussion. The
analytic form of a stable Levy distribution is only known for specic values of a and the asymmetric parameter b. In partic-
ular, a 0:5 and b 1 generate the LevySmirnov distribution; a 1 and b 0 generate the Lorentzian distribution; the
Gaussian distribution is obtained for a 2.
In developing the Levy distribution and the TLF, only symmetric stable distributions (with b 0) with a zero mean (l = 0)
are considered. These assumptions dene the characteristic function in the form
uq e
cjqj
a
: 3
The probability density function is consequently derived by the inverse Fourier transform of (3). For a stable distribution
of the exponent a and scale factor c, the probability density function P
L
is dened as
P
L
x
1
p
_
1
0
e
cjqj
a
cosqxdq; 4
where x is the independent and identically distributed (i.i.d.) random variable. The asymptotic behavior of the distribution
for large values of jxj approximates a power law given by
P
L
jxj
c C1 a sinpa=2
pjxj
1a
jxj
1a
; 5
and the value of P
L
for x = 0 is
P
L
x 0
C1=a
pac
1=a
: 6
The power-lawasymptotic behavior for large values of jxj determines a distribution characterized by innite variance that
is typical of all Levy stable processes with a < 2. To avoid any problem deriving from the innite second moment, Mantegna
and Stanley (1994) considered a random process as the sum of k i.i.d. random variables with nite variance. This stochastic
process is called Truncated Levy Flight (TLF) and is characterized by a scale factor. Its distribution is dened as
Px
0 x > l
cP
l
x l < x < l
0 x < l
_

_
7
where P
1
x is a symmetric Levy distribution, c is a normalization constant, and l is a scale factor. The symmetric Levy dis-
tribution is stable. The TLF distribution is not stable but its variance is nite and converges slowly to the Gaussian distribu-
tion. Also, the TLF distribution presents an abrupt cut in the tail. Koponen (1995) proposed a TLF with a cut function that is
M.C. Mariani et al. / Transportation Research Part C 24 (2012) 18 3
exponentially decreasing and characterized by a ctitious parameter l. The model proposed by Koponen (1995) allowed eval-
uating the convergence of the Levy process towards the Gaussian. The choice of Koponen (1995) was dictated by his deri-
vation of an analytic expression of the TLF characteristic equation in agreement with the work previously done by
Mantegna and Stanley (1994), which represents the basis of this paper. In Koponen (1995), the characteristic function of this
distribution is dened as
uq exp c
0
c
1
q
2
1=l
2

a=2
cospa=2
cosa arctanljqj
_ _
; 8
where c
1
is a scale factor given by
c
1

2pcospa=2
aCa sinpa
At; 9
where A is a ctitious parameter, t is the time scale and c
0
is
c
0

l
a
cospa=2
c
1

2p
aCa sinpa
Al
a
t: 10
The variance of the TLFs distribution in (7) is directly calculated from the characteristic function as
r
2
t
@
2
uq
@q
2

q0
t
2Ap1 a
Ca sinpa
_ _
l
2a
; 11
The random process given by the sum of a nite number of i.i.d. random variables is dened partitioning the time interval
into N steps Dt, so that the time lag is T NDt. Thus, the characteristic function originated from the sum of N i.i.d. stochastic
variables is
uq; N exp c
0
N c
1
Nq
2
1=l
2

a=2
cospa=2
cosaarctanljqj
_ _
: 12
For small values of N, the return probability will be very similar to the stable Levy distribution in (6).
5. Methodology
This paper analyzes the application of the TLF to represent the behavior of the pavement performance and its variability
when the pavement structure is subjected to trafc and climatic factors over time. The evaluation of the pavement degra-
dation trend is an important aspect for agencies managing the highway infrastructure. The MnROAD test site (Albertville,
Minnesota, USA) provided a consistent set of IRI values that allowed expressing the performance of conventional exible
pavements and quantifying the level of serviceability of the structure through the PSI as dened in (1) according to Hall
and Muoz (1999).
The IRI measurements from six different units (cells) of asphalt pavement of the MnROAD test site were analyzed in this
study. The IRI data were from June 1997 to April 2006 and taken approximately every 6 or 4 months. The trafc imposed on
these cells was in average 445,000 vehicle passes per year. The pavement cells were characterized by an asphalt layer of
thickness varying from 3.1 to 5.1 in. and a base course layer of thickness varying from 4 to 12 in. This type of pavements
is typical of urban and rural roads and represents one of the main assets that local and state agencies manage and maintain.
The contribution of this paper may improve the agencies efciency in infrastructure management and, at the same time,
enhance the applicability of those methods traditionally considered as pure theoretical to problem solving strategies con-
nected to real practice.
Starting from Eq. (1) of Hall and Muoz (1999) to calculate PSI from IRI values, the analyzed stochastic variable is the PSI
variability (DPSI
t
), dened as the difference of the logarithm of two consecutive measurements of serviceability:
DPSI
t
logPSI
t
logPSI
tT
; 13
where T is the time lag between the values PSI
t
and PSI
tT
. The time lag refers to the interval length given by the number of
measured PSI values belonging to the measurement sequence. To compare the PSI variability for different values of T, the
parameter DPSI
t
was normalized with the variance as
g
t

DPSI
t
hDPSIi
T
r
; 14
where r
2
hDPSI
2
i
T
hDPSIi
2
T
and the function hi
T
denotes the arithmetic average over the temporal series of scale T. Table 1
includes mean, variance, skewness, and kurtosis of the data. To apply Koponens model, further normalization of the char-
acteristic function was needed. Noting that
4 M.C. Mariani et al. / Transportation Research Part C 24 (2012) 18
r
2

@
2
uq
@q
2

q0
15
and

@
2
uq=r
@q
2

q0

1
r
2
@
2
uq
@q
2

q0
1; 16
the normalized model results:
lnu
N
q lnu
q
r
_ _
;
c
0
c
1
q=r
2
1=l
2

a=2
cospa=2
cos a arctan l
jqj
r
_ _ _ _
;

2pAl
a
t
aCa sinpa
1
ql
r
_ _
2
1
_ _
a=2
cos a arctan
ql
r
_ _ _ _
_
_
_
_
:
17
Eq. (17) represents the normalized Levy model applied in this paper. The values of A, the xed arbitrary scale parameter l,
and the characteristic exponent a were adjusted to best t the cumulative function.
6. Application and discussion of the results
The analysis in this paper provided a new way to evaluate the decrease of serviceability typical of conventional asphalt
pavements of low-volume trafc roads. The empirical study of the statistical behavior of the pavement serviceability em-
ployed the normalized TLF model. The implementation of the normalized model allowed the comparison of the statistical
properties of the pavement PSI under different timeframes. The change in serviceability is inuenced by many different fac-
tors such as trafc and climatic conditions. These factors act together and simultaneously, but the proportional amount of
their individual inuences on the pavement condition changes with time and cannot be univocally determined. The overall
result of these combined effects becomes visible on the structure surface after a certain time, which is quantiable in terms
of years. Thus, the denition of the random variable DPSI
t
aimed at extracting the underlying pattern that characterizes the
change in pavement serviceability. The random variable normalization was intended to provide uniformity among the mea-
sured observations on different pavement cells belonging to the same category (e.g., conventional asphalt pavement of low-
volume trafc roads).
In adjusting the free parameters of (17) to best t the cumulative function, the scale parameter l was set equal to 0.5. A
heuristic search was used to evaluate the time lag T and the characteristic exponent a. Table 2 summarizes the values of a
and T tested in the evaluation of the best distribution for the TLF. Fig. 1 shows the Levy and Gaussian distribution plots ob-
tained with four pairs of a and T values and the data point distribution, which almost resembles a continuous line due to the
close spread of the data points. With regard to the time lag, the value T = 32 provided the best approximation of the PSI data
(and the normalized serviceability index g
t
) by the normalized distribution curve. For lower values of T, the Gaussian distri-
bution was the best t, but for T = 32, the Levy distribution was the best t. In the denition of the stochastic variable DPSI
t
as
given by (13), the time lag T had a remarkable inuence on the data distribution to be approximated by the TLF. Longer time
lags had the effect of attening and leveling the abrupt discontinuities appearing in the data sequence. In an analogy with the
Table 2
Values of the exponent a for four values of the time lag T used
to compute the distributions shown in Fig. 1.
T Exponent a
1 1.25
4 1.20
8 0.70
32 0.90
Table 1
Mean, variance, skewness, and kurtosis of the data.
Mean 0.4244
Variance 0.2898
Skewness 0.6611
Kurtosis 0.4519
M.C. Mariani et al. / Transportation Research Part C 24 (2012) 18 5
Fig. 1. Loglog plots of the cumulative distribution of the normalized pavement serviceability g
t
(Eq. (14)) for four different values of time lag T. The solid
line is the best t of the Levy distribution. The dashed line is the Gaussian distribution. The thicker line resulted from the close spread of the data points.
Fig. 2. Loglog plots of the cumulative distribution of the normalized pavement serviceability g
t
(Eq. (14)) for four values of the characteristic exponent a.
The solid line is the best t of the Levy distribution. The dashed line is the Gaussian distribution. The thicker line resulted from the close spread of the data
points.
6 M.C. Mariani et al. / Transportation Research Part C 24 (2012) 18
signal analysis theory, the time lag may be compared to the sampling frequency applied to a signal and the consequent Fou-
rier components with which the initial signal is approximated. High-frequency sampling describes more in detail the signal
variability that also includes noise, whereas a low-sampling frequency captures a more stable pattern of the signal itself. In
other words, choosing the time lag T may be congured as a low pass lter, eliminating the disturbances in the data consid-
ered as high-frequency noise.
Fig. 2 shows the Levy and Gaussian distribution plots for T = 32 and four values of a and the data point distribution from
the MnROAD test database. The thicker line in the plots of Fig. 2 resulted from the close spread of the data points. Table 3
provides four of the various a values tested with T = 32 for the search of the best approximating TLF distribution. The char-
acteristic exponent a = 0.9 was found to guarantee the best t of the normalized TLF for the dataset used. However, values of
a lower than 2 showed that the TLF was a better approximator than the Gaussian distribution curve (Fig. 2). The numerical
analysis also showed the slow convergence of the Gaussian distribution.
During the heuristic search for the optimal values of T and a, the Gaussian was the distribution to best t the available
data, in particular for lower values of the normalized difference of serviceability (g
t
). The comparison of the plots in Figs. 1
and 2 proved that the Gaussian distribution was not able to describe completely the correct behavior of the normalized index
for values in the neighborhood of 10. Instead, the Levy distribution displayed a good approximation over the full range of
values calculated for the given database, especially when T = 32 (Fig. 2). A KolmogorovSmirnov test on the serviceability
data of T = 32 rejected the null hypothesis and further conrmed that the series was not characterized by normalcy. The
v
2
-test also conrmed the possibility of rejecting the null hypothesis. As pointed out by Scalas and Kim, 2006, the Kolmogo-
rovSmirnov and v
2
hypothesis testing methods may be sensitive to the central part of the distributions or the time lag and
therefore additional analysis on their variability would be necessary.
The normalized dataset showed some outlier points related to a slower decrease in pavement serviceability than the de-
crease measured during the full period covered by the database. These events may be due to particular climatic conditions,
but further investigation is needed to justify these numerical discontinuities. However, outliers were not removed from the
data to avoid misinterpretation of the serviceability trend typical of this type of low-volume trafc pavements located in the
Minnesota region.
7. Conclusions
The numerical results obtained in the analysis led to the conclusion that the Levy distribution, and its normalized model,
can be considered as one of the possible interpretations of the behavior of the pavement serviceability of low-volume roads.
Once the distribution parameters are identied through a heuristic search, the TLF can be immediately applied to evaluate
the trend in pavement performance over time. An increase in numerical accuracy when predicting critical pavement condi-
tion allows improving the efciency of pavement management in terms of funding allocation and work planning. The
numerical values of critical pavement condition and time gaps, which in the practice can be used to represent maintenance
actions, clearly have inuence on those aspects of pavement management that are mainly qualitative rather than quantita-
tive. These aspects include maintenance policies, funding acquisition, and infrastructure assessment.
The use of the TLF offers a promising alternative for representing pavement serviceability trends. In pavement manage-
ment, the typical normal or log-normal distributions of the factors affecting pavement serviceability cannot be linearly
added and used for describing the infrastructure serviceability. Even if a limited amount of pavement condition data col-
lected over a short time can be numerically represented through normal distributions, pavement degradation and decrease
in serviceability do not follow at all a normal distribution. Nevertheless, serviceability is a decreasing function that can be
best represented by the statistical distributions reaching a critical point and showing failure. For this purpose, it is possible
to identify competing distributions that can provide acceptable results based on specic selection criteria; the solution is not
unique but can be sought through a heuristic approach.
The TLF offers an alternative methodology to describe pavement serviceability. The TLF function parameters and time
gaps can be tailored to represent the stochastic characteristics of the factor interaction determining pavement degradation,
maintenance policies, and recurring maintenance programs. Additional investigations using larger databases will allow fur-
ther evaluation of whether this type of stochastic processes is adequate to describe the lifelong response of the pavement
structure to deterioration factors such as trafc and environmental changes.
Table 3
Values of the exponent a for T = 32 used to compute the
distributions shown in Fig. 2.
T Exponent a
32 0.40
32 0.90
32 1.20
32 1.40
M.C. Mariani et al. / Transportation Research Part C 24 (2012) 18 7
Role of the funding source
This analysis was part of a study on the applications of numerical methods to geotechnical and pavement engineering
problems. No sponsor or funding was associated with this work.
Acknowledgement
The authors would like to thank the MnROAD Research Project staff for providing the data used in this study.
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