Connecting diaphragm walls as permanent components of underground spaces in relation to basement sidewalls is an effective method for enhancing structural stability, reducing structural footprint, and improving waterproofing performance. To investigate the influence of connection methods between diaphragm walls and sidewalls on the mechanical performance of combined walls and to determine the differences in mechanical behavior between combined and composite walls, four–point bending experiments were conducted based on static loading systems and digital imaging technology. The cracking characteristics, strain response, load–bearing capacity, displacement ductility, and interface mechanical behavior of a combined wall with interface roughening and rebar anchoring, a combined wall with shear grooves, and a composite wall with a high–density polyethylene waterproof layer were comparatively analyzed. The results showed that for the combined walls with interface roughening and rebar anchoring or with shear grooves, through–thickness cracks extended across the interface, with no interfacial slipping failure observed. The combined wall with shear grooves exhibited noticeable through–thickness cracks. For the composite wall, cracks were staggered on both sides of the interface, with significant interface slipping failure. Compared to the composite wall, the combined walls demonstrated superior overall performance with fewer cracks. Additionally, the load–bearing capacity and displacement ductility of the combined wall with interface roughening and rebar anchoring were significantly higher than those of the combined wall with shear grooves and the composite wall. The composite wall exhibited the lowest load–bearing capacity, while the combined wall with shear grooves demonstrated the least displacement ductility.
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