083 Moan Structural Reliability

List of content
Structural reliability and risk analysis of offshore structures

By Torgeir Moan, CeSOS and Department of Marine Technology, NTNU
Introduction
- Facilities - Regulatory framework - Accident/failure experiences - Safety Management
Structural Reliability Analysis

Introduction Estimation of failure probability of components Uncertainties in Load effect (S) and Resistance (R) System reliability Time variant Reliability Summary of Reliability methods Practical use of Structural Reliability Analysis Guidelines for Reliability Analysis

T.Moan MARE WINT Sept.2013 1
Reliability-base-Calibration of codes for new applications

- Relation between prob. Of failure and safert factors - Reliability based Calibration of safety factors
Fatigue reliability
Background Fatigue life models (based on SN- and Fracture Mechanics) T.Moan MARE WINT Sept.2013 2 Reliability updating approaches
Introduction
Facilities for wind vs oil and gas technology

List of content - continued
Fatigue reliability - continued

Inspection scheduling Calibration of fatigue design criteria Fatigue reliability of gear components Risk Analysis Framework Internal and external hazards ALS design check Ship Collision risk Accidental Actions on wind turbines Integrating knowledge
Number of units one of a kind versus mass production. Safety issues: No hydro carbons and people on board wind turbines The wind energy sector is a marginal business Return are more sensitive to IMMR (O&M) costs (access)
Quantitative risk assessment

-
Wind turbines vs other marine structures
Introduction
Regulatory framework - general

Introduction to avoid: Fatalities or injury Environmental damage Property damage
Experiences
Oil and gas platforms - significance of the oil and gas industry to the world econmy - need for technology development for deeper water, challenging natural and industrial environment, - ageing facilities Wind turbines Gathering of experiences development of procedures/methods/data
Regulatory regime (depends on economy; accident potential):

Offshore oil and gas - National regulatory bodies; - Industry: API, NORSOK, - Classification soc. - ISO/IMO Wind turbines - National Regulatory bodies - Classification societies ?? - IEC
Overall stability Strength
Escapeways/ lifeboats
Regulatory principles - Goal-setting viz. prescriptive - Probabilistic viz. deterministic - First principles viz. purely experiential
5 T.Moan MARE WINT Sept.2013 5
Failure - and accident data Safety management procedure - safety criteria, (limit states) including accidental limit state - risk and reliability analysis of design, inspection/monitoring Methods (hydrodynamics, structural analysis) Data (strength data for tubular joints)
CeSOS NTNU
Introduction
Introduction
A Case of structural failure - due to natural hazards ?

Technical-physical causes:
Observation: Wave forces exceeded the structural resistance
Lessons learnt from total losses of platforms
Human organizational factors:

Design - Inadequate wave conditions or load calculation or strength formulation or safety factors Fabrication deficiencies
c) Piper Alpha fire and explosion, NorthSea, 1988
Severe damage caused by hurricane Lilli in the Gulf of due to Mexico - inadequate state of art in offshore engineering or, - errors and omission during design or fabrication! T.Moan MARE WINT Sept.2013
a) Alexander L. Kielland fatigue failure, progressive failure and capsizing, North Sea, 1980
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b) Ocean Ranger, flooding and capsizing, New Foundland, 1982. (Model during survival testing)
T.Moan MARE WINT Sept.2013 8 d) P - 36 explosion, flooding and capsizing, Brazil, 2001
Introduction
Introduction
Accident experiences for mobile drilling and fixed production platforms

(Number of accidents per 1000 platform years)
20 18 16 14 12 10 8 6 4 2 0
Sp ill/r ele as Str e uc tur al da Ca ma ps ge ize /fo un de rin g/l ist Blo wo ut Co lis ion /co nta ct Dr op pe do bje ct Fir e Gr ou nd ing Ex plo sio n
In-service experiences with cracks in fixed offshore platforms (See Vrdal, Moan et al, 1997...)
Data basis - 30 North Sea platforms, with a service time of 5 to 25 years - 3411 inspections on jackets - 690 observations of cracks The predicted frequency of crack occurrence was found to be 3 times larger than the observed frequency; i.e. conservative prediction methods On the other hand: - Cracks which are not predicted, do occur. Hence, 13 % of observed fatigue cracks occurred in joints with characteristic fatigue life exceeding 800 years; due to - abnormal fabrication defects (initial crack size 0.1 mm !) T.Moan MARE WINT Sept.2013 - inadequate inspection 10
CeSOS NTNU
Mobile Fixed
Operational errors
Design or Fabrication errors
(World wide in the period 1980-95, Source: WOAD 1996)
CeSOS NTNU
Introduction
Introduction
Risk Control Measures

Safety measure
Increase safety factors or use lower Rc and higher Sc In general: -improve the quality of the initial job. -implement proper QA/QC possible ALS design check ALS design check R&D
Failure Rates and Down Times of Wind Turbines

Courtesy: Fraunhofer
Cause of failure
Inadequate design check to account for normal variability
Availability
- 96 - 98 % on land - 80 % for early wind farms offshore -Need for robust design, (reliable and few components) & smart maintenance, but also improved accessibility
(Courtesy: Fraunhofer)
- Larger turbine size? ( > 5 - 20 MW) - Predict, monitor and measure degradation
Human error and omission Design Fabrication Operation Unknown phenomena
Introduction
Safety management (ISO 2394, ISO19900, etc)

ULS FLS: D = ni/Ni Dallowable - Life Cycle Approach design, fabrication and operational criteria ALS
Introduction
Measures to maintain acceptable risk
Safety with respect to

Regulatory requirements: - National Regulatory bodies; (MMS, HSE, NPD - Industry : API, NORSOK, - Class societies/IACS - IMO/ISO/(CEN) OR model tests
- Fatalities - Environmental damage - Property damage Floatability / stability
- QA/QC of engineering design process - QA/QC of the as-fabricated structure - QA/QC during operation (structural inspection )
Structural strength of the hull Strength of (possible) mooring system Escapeways and lifeboatstationes etc for evacuation
- Event control of accidental events - Evacuation and Escape

CeSOS NTNU
Introduction
10
Introduction
11
Safety criteria for design and reassessment

(with focus on structural failure modes) ISO Limit states Ultimate (ULS) - Ultimate strength of structure, mooring or possible foundation Fatigue (FLS) - Failure of welded joints due to repetitive loads Physical appearance of failure mode Remarks
P,F
Accidental Collapse Limit State for Structures (NPD, 1984)

Estimate the damage due to accidental loads (A) at an annual exceedance probability of 10-4
Component design check Collapsed cylinder Component design check depending on residual system strength and access for inspection
- and likely fabrication errors
P,F
Check survival of the structure with damage under functional (F) and environmental loads (E) at an annual exceedance probability of 10-2. Load & resistance factors equal to 1.0
Fatigue crack
Plate thickness
Accidental collapse (ALS) - Ultimate capacity1) of damaged structure with credible damage
E
Jack-up collapsed
CeSOS NTNU
CeSOS NTNU
Introduction
12
Introduction
13
Analysis for demonstrating compliance with design criteria

Functional loads dead loads -pay loads Load effects Design criteria
Risk and reliability assessment

rational mechanics methods for design of structures, foundations loads and resistances are subjected to uncertainties - normal variability and uncertainty; gross errors design is decision under uncertainty : - rational treatment of uncertainty (range, mean+st.dev. etc) - implying probabilistic methods especially in connection with new technology, no standards
Sea loads
Ocean environment
Extreme moment (M) ULS: Collapse and resistance axial force (N) Local stress range history
FLS:
SN-curve/ fracture mechanics
Definition
Reliability: Probability of a component/system to perform a required function
Industrial and Operational Conditions
Accidental loads
Analysis of damage
Damaged structure ALS:

Extreme global force Ultimate global resistance
Risk: Expected loss (probability times consequences) - calibration of LFRD design approaches (1970s, 1980s) - RBI (Risk/Reliability Based Inspection) T.Moan (methods in 1980s-; industry adoption in 1990s-)
Piper Alpha
Response analysis - dynamic v.s. quasi-static/ quasi-dynamic
Recognised in the oil and gas industry
Design check
Defined probability level T.Moan MARE WINT Sept.2013
ALARP principle
MARE WINT Sept.2013 18
17
CeSOS NTNU
CeSOS NTNU
Estimation of Failure Probability of components

A simple example: The probability of failure , Pf , for a time-invariant reliability problem, is
Estimation of Failure Probability
Pf = P [ R S 0] = P [ ln R ln S 0] =
Relation between Pf and

1 2 2.5 3 3.5 4 4.5 5 5.5 6 A rough approximation: Pf 1.59 10-1 2.2710-2 6.2110-3 1.3510-3 2.3310-4 3.1710-5 3.40 10-6 2.90 10-7 1.9010-8 1.0010-9 Pf 10-1 10-2 10-3 10-4 10-5 10-6 10-7 10-8 10-9 10-10 1.29 2.32 3.09 3.72 4.27 4.75 5.20 5.61 6.00 6.36
.... = P [ R ' S' 0] = ( ')

Notional probaility, not true, actuarial (u)
1+V 2 S ln R ln R 1+V 2 S R S = 2 2 2 V +V2 ln1 + V 1 + VS R S R
where ( ) is the standard normal density function - R is the resistance - S is the loading
( u ) =
(t )dt
The main issues in the following will be to - describe the R and S as random variables - derive the expression for the Pf and generalise it for more complex problems
Pf = ( ) 101.2 1.4
Estimation of Failure Probability The probability of failure , Pf , for a time-invariant reliability problem, is Notional probaility, not true, actuarial
General methods to determine Pf

Pf = P g ( x ) 0 =
General formulation for two variables

An approach which represents a first step towards a general formulation can be based on
g ( x ) 0
f x ( x ) dx = ( )
Volume: fRS(r,s)drds is per definition the probability that s and r lies in the interval (s, s+ds) and (r, r+dr), respectively
- g(x) is the limit state function, i.e. g(x) = R - S - X is the set of n random variables - fx(x) in the joint probability density of the vector X. - Pf is determined by calculating the integral by MC simulation or FORM/SORM methods (Avoid FOSM methods etc)
Main issue:
Modelling load effects and resistance in terms of: fx(x)

Formulation of failure probability , which can be generalized NOTE: The probability density function for independent variables is
f R (r ) f S ( s )
FORM/ SORM
Instead of integrating the probability density in the domain of physical variable R and S, the integral may be transformed into a domain of independent standard normal variables, u1 and u2. This is done here for the simple problem where
P = P [ R S] = P [ R S 0] = P [ M 0 ] f
2 R = N ( R , R )
2 S = N ( S , S )
Transformation of variables
Distance d:
R,S space
U-space
R R R S S U2 = S U1 =
In general transformation of (independent variables) x into variables u is :
d=
R S
2 2 R + S
( cfr. previous definition )

fU1U 2 (u1u2 )du1du2 =
(u ) = Fx ( x)
x = Fx 1 ( (u ))
Failure probability
' Pf = P M 0 = ( M ' 0)
( M ' 0)
(u1 ). (u2 )du1du2 = ( )
Transformtion of failure function

M ' = R S = ( RU1 + R ) ( SU 2 + S )
The same answer as before. The advantage of this method is when multiple variables are needed. T.Moan MARE WINT Sept.2013 24
Monte Carlo simulation

Instead of using integration, the failure probability may be determined by using Monte Carlo simulation and interpreting probability as relative frequency. This approach is described in the following for the simple case specified by: Samples x i for a variable X with a distribution function FX(x) or i = FX1 ( v i ) , where pi is a a density fX(x) may be generated by x sample of a variable v which is uniformly distributed in the interval i can then be obtained by using tables of random number [0,1]. v or standard subroutines in computers. 2) 3) Determine
{ }
p f = P [ M 0]
M = RS
with independent variables R and S given by probability density function fR(r) and fS(s), respectively. 1 , r s1 pf may be determined as follows:
=r i M si i
for all pairs.
1)
Generate n sample of pair (R,S) from fR(r) and fS(s), respectively
( ) 2 , s2 ) (r 3 , s3 ) (r
n , (r
Determine no. of cases (k) where Then
<0 M i
- which correspond to failure.
pf
k n
This estimate is accurate for large n. to determine a pf of (10-4-10-6) requires an n of the order (10-5-10-7)
sn )
Calculation of probability of unions and intersections

So far, the failure probability pf Pf = P[g( ) 0] or P[M 0] has been addressed, where: g( ) 0 expresses failure In general, the following type of expressions are needed: Pf = P[(g1( ) 0) (g2( ) 0) ] Pf = P[(g1( ) 0) (g2( ) 0) ] Pf = P[{(g1( ) 0) (g2( ) 0)} { }] etc Methods - FORM/SORM, - Monte Carlo Simulation can be applied.
FORM in a general case
(linearization)
P = ( ), f
Note that the conditional probability Pf = P[g( ) 0| I( )<0] = P[M1 0| M2 0] = P[(M1 0) (M2<0)] / P[M2 0]
System reliability
System failure may imply fatalities A system may - fail due to overload or fatigue failures (at multiple crack initiation sites), but may have - reserve capacity beyond first component failure N k PFSYS = P [ FSYS ] = P gi(...) ( )0 j i =1 j =1
Illustration of calculation of failure probability for a timevariant load and resistance
Simplified system model for frame type structures:

Pf,SYS = P[FSYS] = P[FSYS(U)] + P[FSYS(U)| Fi] x P [Fi] - P [Fi] probability of fatigue failure T.Moan
MARE WINT Sept.2013 29 T.Moan MARE WINT Sept.2013 30
P[FSYS(U)]=P[Rsys - Ssys 0)]
- P[FSYS(U)|Fi] conditional probability of ultimate failure
Failure probability in time period, T:

Pf = P [ R Smax ]
What is the probability of failure in 20 years compared to the failure prob. in 1 year ?
Structural Reliability Analysis Procedure

- Aim: Estimate Pf
- Formulate the reliability problem (time invariant problems) - Define failure function: g( ) 0 - Define properties of random variables xi (type of distribution, mean value, st. dev.) - Calculate - Failure probability, Pf (reliability index, ) by appropriate method (FORM/SORM, Monte Carlo simulation) - Sensitivity of Pf () to parameter, - Time variant reliability - Systems reliability - Uncertainty modelling - random variables - stochastic process
Example: Wave loads (due to inertia forces) in North Sea: S max (1 year ) 0.8 S max (100 years) (ratio of loads prop. to ratio of wave heights) = 0.8
Smax(1 year )
max( 100 years )
Smax(100 years)
max( 1 year )
= 50
= 40
VS = 0.30 for both cases (incl. statistical + model uncertainty) Resistance R = 100, VR = 0.10 ln R For lognormal variables S Pf = ( ) 2 2
VR + VS
(100 years ) = 2.18
Pf : (100 years ) 1.46 E 2
(1 year ) = 2.89
P (100 years)
f
Pf : (1 year ) 1.93E 3
P (1 year )
f
1.46 10 2 = ~7 1.93 10 3
Uncertainties in Load effects (S) and Resistance (R): Classification of uncertainties according to their nature
Normal Uncertainties or, Variability Fundamental (natural) Variability Example - Wave elevation/ - Loading/ - Load effects Lack of Knowledge e.g. - model uncertainty
Characterisation of a random variable, X - Mean, x

- COV = Stand. Dev. = x ; or
Mean Value
Wave elevation (loads)
time
- probability density function (fX(x) /distribution (FX(x)) Fundamental uncertainty in wave elevation and corresponding induced loads and load effects by stochastic methods Model uncertainty, X of a method: Estimate by obtaining a sample of: Predicted value (for a given set of parameters: PV True value (e.g. based on obs. or accurate analyses): TV Model uncertainty for observation i: Xi = TVi/PVi Establish statistics for X by a sample {Xi}n
wave-
- statistical uncertainty (due to limited data)
NOTES: - Gross Errors are not considered in SRA as such - Unknown phenomena that can cause failures, cannot be treated with probabilistic methods simply because they are unknown !
T.Moan MARE WINT Sept.2013 33 T.Moan MARE WINT Sept.2013 34
Uncertainties according to their physical source associated with wave loads

- wave height, period, current velocity (including variability, limited amount of data, etc.) - wave theory - drag and mass coefficient Wave height: H100(100 year wave height) Mean uncertainty ~ 1.0
Estimation of uncertainties of extreme loads on jackets (simplified approach)

18m
c=18 m H=30m
70m
COV =
H 0.10 0.15 North Sea = GoM H 0.15 0.20
Design Wave Approach Kinematics : Stokes 5th order theory particle velocity particle acceleration Wave loading
Wave load model based on regular wave relating to API/ISO Mean uncertainty ~ 0.9 - 1.1 (1.0) COV ~ 0.25 - 0.35 Total uncertainty may be estimated by: F = .c.H where is the model uncertainty and the uncertainty in wave T.Moan MARE WINT Sept.2013 35 height is represented by H.
1 F = CD v v + CM D 2 a 2 4 c H (approximation by regression fit)

API (ISO) procedure will be referred to here
21
Estimate of uncertainty in the global wave load on jackets base shear force of the Magnus and Tern jackets:
Modelling of uncertainty in ultimate strength of beam-column

N N
fu fu A f y R = Nu = fu A = f f y X R A = f f ynom Anom X R A f nom ynom y pred y pred = R pred ( c ) X R X A X fy

XA - parameter uncertainty in cross-section area Xfy - parameter uncertainty in yield strength fY XR- model uncertainty = Rtrue/Rpred:
fu fy pred
Keulegan-Carpenter number
Model uncertainty = F predicted(i) Mean = 1.06 COV =

25%
F measured(i)
The Magnus platform

ISO 19900 load analysis procedure
Slenderness,
Mean : CoV :
XR = 1.00+0.10
for
0 < 2.0
0.05 VX R = 0.08
for for
0.6 0.6 < 2.0

CeSOS NTNU
Model uncertainty of ECCS method for strength of tubular columns
Tail sensitivity
LN
6 4 2 0 0 2 4
cov (S)
0.2 0.4
LN
6 4 2 0
cov (S)
0.2 0.4
cov (R) = 0.1, cov (S)-variable
cov (R) = 0.2, cov (S)-variable
LN : lognormal R and S
M : R lognormal and S lognormal

(not analytical !) T.Moan
MARE WINT Sept.2013 40
Relation between reliability measure, (Pf ) and Safety Factors (R , S ) in ULS design check
Semi-probabilistic design code:
14
15
Reliability - based ULS requirements

Design equation
RC/R > DDC + LLC + EEC
R c / R SSc
Resistance R Load effect S
- Rc ; Sc - characteristic resistance and load effect
Goal: The Implied P(R>D+L+E) Pft Pf depends upon the systematic and random uncertainties in R; D, L, and E
- R ; S - partial safety factors
Reliability analysis:
pdf R and S modelled as random variables; e.g. by lognormal distributions R,S
R resistance Pf = D, L, E load effects due to permanent live load effects environmental
( R ,VR );( S ,VS )
Pf = P R S (
....... = (
ln (B R R S /B S )
ln ( R / S ) V R2 + V S2
)
1.2 1.4
T
LRFD
WSD
R = BR RC
S = BS SC
BR 1;BS < 1
V R2 + V S2
) = ( ) 10
0.85 0.7 log Pf

Goal: Implied Pf Pft
- denotes mean value - denotes st. deviation V = / coefficient of variation T.Moan MARE WINT Sept.2013 41 (-) = standard cumulative normal distr.
Reliability-based code calibrations: Offshore oil and gas - NPD/DNV; API/LRFD; - Conoco studies of TLPs ; Wind turbines -IEC
Load ratio, Ec/(Lc+Ec)
CeSOS NTNU
Safety against fatigue or other degradation failure is achieved by design, inspection and repair Design criteria: FLS
D=
16
In-service Experiences
Fatigue behaviour
ni Dallowable Ni
Tubular joints
Time
.... = 0.1 1.0

Stress, S
Fatigue depends on local geometry - Cracks start to grow at hot spot points, with high stress concentration - Initial crack depth of 0.1 mm - driven by cyclic tensile stresses
ALS Initial and modified inspection/ monitoring plan

- method, frequency
Brace wall Ground Chord wall
Fatigue failure: - through thickness crack - member failure - visible crack
Cracks can be detected and repaired. - Mean detectable crack depth: NDE: 1-2 mm Close visual inspection: 10-20 mm Fracture or ductile tearing under given extreme stress Total loss if the structure lacks residual strength after a member failure
NDE diver inspection or LBB
Repair (grinding, welding,..steel)

T.Moan MARE Sept.2013 See Overview by Moan, in J. Structures andWINT Infrastructure 43 engineering, Vol.1, No.1 March 2005, pp. CeSOS 33-62 NTNU
Experiences with cracks in fixed offshore platforms (See Vrdal, Moan et al, 1997...)
Data basis
- 30 North Sea platforms, with a service time of 5 to 25 years - 3411 inspections on jackets - 690 observations of cracks The predicted frequency of crack occurrence was found to be 3 times larger than the observed frequency On the other hand: - Cracks which are not predicted, do occur. Hence, 13 % of observed fatigue cracks occurred in joints with characteristic fatigue life exceeding 800 years; due to - abnormal fabrication defects (initial crack size 0.1 mm !) - inadequate inspection
In-service experiences:
Comparison of fatigue life predicted by old and new method
In-service experiences:
Fatigue life models

Stress, S
Corrosion
Splash zone: Corrosive environment / difficult access affects ultimate and
fatigue strength - plate thinning effect - crack growth rate no or damaged coating or cathodic protection corrosion rate for general corrosion: 0.1 1.0 mm/year;
Fatigue loading - Weibull distribution of stress ranges (with shape and scale parameters B and A) Fatigue resistance - SN approach - Fracture mechanics model:
Time
Stress,
Prob. density
a - crack depth N - number of cycles c, m - material parameters

fx(x)
fx(x)
Deterministic vs. probabilistic approach - Reliability model

xc
Fatigue failure expressed by SN formulation Load effect (stress range), S Fs(s) = 1 exp(-(s/A)B) Total number of cycles in period, N0 Resistance, SN formulation (simplified) N = KS-m K, m: material, local geometry dependent Cumulative damage: n N N m N D = i = 0 E ( S m ) = 0 Am 1 + = 0 Seq m Ni K K B K where sref = A(lnNref)1/m often Nref = N0(108 in 20 years e.g. or wave loads)
Fatigue reliability baed on SN formulation

Consider
D=
m ni N o so = m +1 B Ni K ( ln N o )m B
failure probability in a given (service time) period:
Pf = P [ D ]
Assume m, B, No deterministic so, k and lognormal distribution
Pf = ( ) K i ( ln N o ) m N o so m +1 B = 2 2 2 V + m Vso + VK
m B
)
where the notation X is the modal value of X
Reliability model (cont)

Hazard rate, hR(t)
1E+00
Reliability level as a function of uncertainty level

1.0E+00
Fs(s) = 1 exp(-(s/A)B)
Cumulative f ailure probability 1.0E-01 Cumulative, stdv(lnA )=0.15 Cumulative, stdv(lnA )=0.3 A nnual f ailure probability A nnual, stdv(lnA )=0.15 1.0E-02 Failure probability A nnual, stdv(lnA )=0.3
Probability of failure in interval t +t, given it has survived up to t Suitable for time-dependent problems i.e. implicitly accounts for degradation of structure!
hR (t ) =
F(t) f(t)
1E-01
Failure probability
1E-02
1E-03
f (t ) 1 F (t )
1E-04
Annual hazard rate Cumulative failure probability Cumulative failure probability
1.0E-03
1E-05
distribution of time to failure probability density function
10 Time
15
20
1.0E-04
Implied reliability
If F(t) is the fatigue Pf accumulated up to t and f(t) the instantaneous Pf evaluated at t,
Ca allow se able
1 2 1 0.33
Service life Pf
101 102
Annual hazard rate h(t) 102 2*103
D=
1.0E-05
ni Dallowable Ni
.... = 0.1 1.0 FDF =1/ Dallowable

1 2 3 4 5 6 7 8 9T.Moan MARE 10 WINT Sept.2013 52
Then T.Moan MARE WINT Sept.2013 51 hR(t) = Annual hazard rate or annual failure probability for fatigue
1.0E-06 Fatigue de s ign factor
Fracture mechanics model

Basic model
Reliability model (cont)

Fatigue failure probability, Pf
Pf = P [ M (t ) 0 ]
Often used
pf = P [g( x ) 0] =
g( x ) 0
f (x)dx = ( )
Pf = ( )
reliability index standard normal distribution
M (t) = a f a(t )
Final crack size (plate thickness)
Fatigue failure event: g(x) = acr a(C, m, lnA, B) 0
Predicted crack size

Time inservice
For special case: Y(a)=constant 1 1 m 2 a(t ) = a0 + (1 m ) C S m Y m m 2 N 1 m 2 2
Probability density, fA(a)
C, m lnA, B NO,
- material parameters - load effect (stress) parameters - deterministic
aupd(ti) ti
ted dic Pre c an me
a(ti)
Reliability calculation by FORM/SORM or Monte Carlo Simulation

a0
k rac
size
Calculated probability of through thickness crack (without updating)
Plate thickness
a(t) crack depth
17
Inspection quality (POD curves)

Non-destructive examination Magnetic Particle Inspection Depth (mm) (length based on Eddy Current (EC) a/2c=0.2) Visual inspection (within 0.5m Method Tubular joint in Butt distance), depending upon access sea water weld in to crack site air (Fujimoto et al., 1996, 1997) based on trading vessels) ACFM (Alternate
ACFM in air
Reliability based inspection planning w.r.t. fatigue

Failure probability Pf (t) = P[ac a(t) 0 ] ac = critical crack size Updating of failure probability based on Inspection ( Madsen, Moan, Skjong, Pf Srensen, .): : Example: no crack is detected:
Mean detectable crack depth of 1.5 mm
Current Field Measurement) Magnetic Particle Insp. Eddie Current In-service MPI & EC (Moan et al, 1997)
0.70 (3.5)
0.21 (1.05)
0.89 (4.45) 2.08 (10.4) 1.95 (9.75)
Not reported 0.32 (1.6)
Pf,up (t) = P[ac a(t) 0 | aD a(t) 0] = P[F |IE] = P[F IE]/ P[IE] ac = critical crack size aD = detectable crack size where FAD (a) = POD(a)
Known outcomes in-service vs uncertain outcomes at the design stage Updating late in the service life has larger influence
CeSOS NTNU
Target level, pfsysT for global failure and pfT (T) for fatigue reliability of a specific joint
P [Fi]
In-service scheduling of inspections to maintain a target reliability level

Reliability level,
No inspection Inspection at time t=8 with no crack detection
18
x P [FSYS(U)|Fi] = pfsysT
Conditional annual ultimate failure probability Target Level for global failure of the structure; Depending on the potential of - Fatalities - Pollution - Property loss
Fatigue failure probability in the service life
Target level for a given joint
; depending on the
consequences of failure
P [FSYS(U)|Fi] = (-FSYS|Fi)
12
16
20 Time (years)
1st inspection 2nd inspection
(-T) = P [Fi] = pfsysT / P [FSYS(U)|Fi] =

Global failure model of jacket with member (i) removed
Inspection sceduling for a welded joint based upon no detection of crack during inspection
T
Pf = ( ) 101.2 1.4
0.85 0.7 log Pf
Extension of method:
- consideration of other inspection events; - effect of corrosion etc T.Moan MARE WINT Sept.2013 58 - many welded joints , i.e. system of joints
CeSOS NTNU
Long term fatigue analysis of multi-planar tubular joints In an offshore jacket wind turbine
Two-parameter Weibull model: Fs(s) = 1 exp(-(s/A)B) Characteristic fatigue damage for different model
Characteristic fatigue damage Tubular Joints Raw data Leg1Joint2 Leg1Joint3 Sur12Joint1
Contribution to cumulative fatigue damage of wind loads, wave loads and interaction of wind and wave loads
Fatigue reliability analysis of multi-planar welded tubular joints considering corrosion and inspection
Fatigue reliability results:
Weibull model
Generalized gamma model 0.0952 0.2862
0.0881 0.2713
0.0859 0.2714
0.2142
0.2069
0.2213
Reliability index for welded joints in jacket as a function of time. No inspection and repair. Rcorr = 0.1 .
Leg2Joint2
Reliability index for welded joints in jacket as a function of time. Rcorr = 0.1 , t pt = 5 years, a0 = 0.11 mm, aD = 2.0 mm, and aR = 0.11 mm.
0.0876
0.0836
0.0889
(Source: W.B.Dong et al., diff.papers)
Reliability - based calibration of FLS requirements

Design criterion :
6 Reliability index 5 4 3 2 1 0 2 with inspection 4 6 8 10 12 14 16 18 20 Time after installation t [year] d = 0.1 d = 0.2 d = 0.3 no inspection
D=
ni
i
d = 1 / FDF
Time domain based simulation model of 750 kW land-based wind turbine

Comparison between coupled and decoupled analysis method:
Main purpose:
FDF - depends upon: consequence of failure inspection quality Criterion:

(1) Check the effects of gearbox on the Torque calculation;
P FF ( i ) PfsysT FSYS FF ( i ) P
Inspection Inspection Failure No in splash inside/ Consequence inspection zone topside Static determ. 10 (10) Fulfills ALS with one 4 (3) member failed 5 (3) 2 (2) 3 (2) 1 (1)
(2) Check the effects of global model on the contact force calculation.
Gear contact fatigue analysis of a wind turbine drive train under dynamic conditions
Model for crack propagation:
- Subsurface initiated pitting. Linear elastic fracture mechanics (LEFM) model is used:
Reliability-based gear contact fatigue analysisa frame work

planet gear
da = C ( K II _ eff dN
(a) Contact model of two gear flanks and (b) Equivalent model of two cylinders (Glodez, et al.,1997)
C , m : material parameters, which can be
determined by experiments;
a : half crack length;

N : cycle numbers;
KII _ eff : effective Mode II (shear) stress intensity factor range ; dependent on Hardness ; microstructure; friction; crack closure
Uncertainties: - loading: contact pressure - Model uncertainties in aerodynamic loads, global and local struct. analysis
Reliability as a function of time

Schematic of crack propagation
Summary of reliability methods

Simple formulae (lognormal format) Convenient as reference. Note: used in API Code Calibration Very efficient Approximate and need to be validated Basic method yields exact solution if the sample n is large enough (time consuming) Improved efficiency by
Importance sampling (but caution is required)
Practical use of Structural Reliability Analysis

Choice of method (simple explicit method based on lognormal variables - FORM/MC) Estimate uncertainties Focus on the most important variables/ uncertainties Introduce variable to represent uncertainty of the mechanics model Effect of probabilistic model (e.g. pdf) Calculate reliability Check relative importance/ influence of variables and possibly improve uncertainty measures Estimation of target level
FORM/SORM
Monte Carlo method
Combined FORM and MC Estimate approximate solution by FORM Improve solution by MC, focused on the most important area
Case-by-case Structural Reliability Analysis

Reliability-based design New types of structures New use Design and inspection planning Integrated design and inspection planning Requalification New use New information Damage/subsidence Extension of service life
Guidelines for Structural Reliability Analysis

Content Methods Uncertainty modelling Target levels Issued guidelines Det norske Veritas Norwegian Geotechnical Intitute Criticism Important to develop such guidelines by an authorized committee The target reliability level should be defined by close calibration to acceptable design/ operation practice and properly defined reliability methodology.
Risk Assessment in Offshore Safety Management With respect to

Fatalities Environmental damage Property damage
Risk analysis framework (oil and gas industry)

Empirical data: Accumulated no. of platform years world wide: fixed platforms: ~ 150 000 mobile units: ~ 15 000 Theoretical analysis (Fault tree/event tree) Risk RiskAnalysis AnalysisPlanning Planning Risk Risk Acceptance Acceptance Criteria Criteria System SystemDefinition Definition Hazard HazardIdentification Identification Frequency Analysis RISK RISKESTIMATION ESTIMATION Risk RiskPicture Picture Consequence Analysis Risk Risk Reducing Reducing Measures Measures
Offshore structures are designed according to approaches which are: Goal-based; rather than prescriptive Probabilistic; rather than deterministic First principles; not purely experiental Integrated total; not separately (i.e. system consideration) Balance of safety elements; not hardware only NPD Guidelines for Quantitative Risk Analysis(1981) NPDs Accidental Collapse T.Moan (1984) MARE WINT Sept.2013 Limit State (ALS) 69 UK Safety Case (1992)
Fault tree
Critical event Event tree
Fault tree
Critical event Event tree
Unacceptable
Tolerable RISK RISKANALYSIS ANALYSIS
Acceptable Acceptable
Internal hazards: Blade pitch and control system faults

1.5 x 10
4
External hazards: Accidental Loads

1Explosion loads
(pressure, duration - impulse) scenarios explosion mechanics probabilistic issues characteristic loads for design 2 Fire loads (thermal action, duration, size) 3 Ship impact loads (impact energy, -geometry) 4 Dropped objects 5 Accidental ballast 6 Unintended pressure 7 Abnormal Environmental loads
TLP, EC 5
Wilkinsonetal.,2011
1
Fault occurs
Continue operating B with C faulted blade
Tower Top BMY, kNm
0.5
-0.5
Pitchsystem
-1
Shut down turbine quickly

-150 -100 -50 0 time - TF, s 50 100 150 200
-1.5 -200
Blade seize: imbalance loads Shutdown loads: impulse from aerodynamic braking can lead to pitch vibrations What about sensor faults? Does changing the shutdown pitch rate help? Possible instability for TLPWTs (idling with one blade pitched Jonkman and Matha, 2010)
8 Environmental loads on platform in abnormal floating position T.Moan MARE WINT Sept.2013 72
Accidental Collapse Limit State relating to structural strength (NPD,1984, later NORSOK)
P, F A
Estimating the Accidental Event

Damage or accidental load with annual probability of occurrence: P = 10-4 Need homogeneous empirical data of the order 2/p = 20 000 years to estimate events by empirical approach Accumulated platform years world wide: - fixed platforms: ~ 180 000 - mobile units: ~ 20 000 - FPSO: ~ 2 000 Theory based on: - accidental events originate from a small fault and develop in a sequence of increasingly more serious events, culminating in the final event, - it is often reasonably well known how a system will respond to a certain event.
Estimate the damage due to accidental event (damage, D or action, A) at an annual probability of 10-4 - apply risk analysis to establish design accidental loads
P, F
Survival check of the damaged structure as a whole, considering P, F and environmental actions ( E ) at a probability of 10-2
Target annual probability of total loss: T.Moan MARE WINT Sept.2013 73 10-5 for each type of hazard
74 Account of all measures to reduce the probability and consequences of the hazards
T.Moan MARE WINT Sept.2013
Ship collisions
Types and scenarios according to type of ships and their function: offshore site related ships (supply vessels, offshore tankers, ) floating structures (storage vessels, drilling units, crane barges..)
Oseberg B Submarine U27
Collisions do occur.
Risk reduction ship collision risk

reduce risk by reducing the prob. (traffic control) and/or the consequences of collision Design for collision events
- Min collision: Supply vessel
5000 tons displacement and a speed of 2 m/s; i.e. 11, 14 MJ

(to be increased!)
external ships (merchant, fishing..)

but not submarinesT.Moan MARE WINT Sept.2013 75
- collision events with trading vessels (with a probability of exceedance of 10- 4 ) site specific events identified by risk analysis T.Moan MARE WINT Sept.2013 76
Frequency of Impact by Passing Vessels

PC = N ij PCC ,ijk PFR , jk
i =1 j=1 k =1 n 5 4
Calculation of impact damage

Measure of damage: Indentation depth External mechanics The fraction of the kinetic energy to be absorbed as deformation energy (structural damage) is determined by means of: 9 Conservation of momentum 9 Conservation of energy Internal mechanics Energy dissipated by vessel and offshore structure 9 Equal force level 9 Area under force-def. curve
PC
N ij
annual impact frequency for a given platform in a given location annual number of vessels with a size (j) in route (i) navigation group (k) in route (i) is on collision course Centre line platform
PCC ,ijk probability that vessel of size (I) in
External mechanics
Rs Ri
PCC ,ij
Es,s dws Ship
Probability density of ship position PFR , jk probability that a vessel with a size (j) in MARE WINT Sept.2013 77 in navigation group (k)T.Moan does not succeed avoiding the platform
Es,i FPSO dwi
Internal mechanics
28
Ultimate global collapse analysis of platforms

Non-linear
Residual global ultimate strength after damage

(due to collison, dropped objects, fatigue failure)
deck (261) main structure (363) (463) (455) (456) (261) (363)
29
analysis to assess the resistance of

- intact and damaged structures by accounting for geometrical imperfection, residual stresses local buckling, fracture, rupture in joints nonlinear geometrical and material effects
collision dropped object
(463)
70
m 56
Broad-side and end view. Deck model indicated by dashed line Broad side loading
Nonlinear FEM
-General purpose (ABAQUS.) -Special purpose (USFOS)
Residual strength of damaged North Sea jacket. Linear pile-soil model
Ultimate strength Ultimate strength Fult / FH100 Residual strength Fult(d) / Fult
Brace 261 2.73 1.0
Brace 363 2.73 0.76
Brace 463 2.73 1.0
Framework for Risk-based Design against Accidental actions

i) i) PFSYS (i ) = P[ FSYS | D ] P[ D | A(jk ] P[ A(jk ] j ,k
Accidental actions for wind turbines IEC 61400-1

External ALS actions may need to be considered
probability of damaged system failure under relevant F&E actions

For each type of accidental action
probability of accidental action at location (j) and intensity (k)
probability of damage, D given Ajk(i) (decreased by designing against large Aj(i))
IEC 6400-3
Ship collision:
Maximum size of service vessel and limiting operational conditions to be specified by designer: Vessel speed not less than 0.5 m/s Kinetic energy based on 40% added mass sideway 10% added mass bow/stern Impact energy < 1 MJ (small) Max. force may be assumed 5 MN - includes dynamic amplification
(i) P A jk
is determined by risk analysis while the other probabilities are determined by structural reliability analysis.
P [ FSYS | D ] Is determined by due consideration of relevant action and their correlation with the haazard causing the damage
2.3 Standard directives for approval practice Number 4: The structures shall be designed and configured in such a way that in the event of collision with a ship, the hull of the ship shall be damaged as little as possible.
Suezmax tanker collision

Collapse mode is favourable nacelle drops into sea Upper weak soil layers beneficial
Design Collision Event A single-hull Suezmax tanker with 160,000 tdw The ship is drifting sideways at 2 m/s Ship displacement 190,000 tons Kinetic energy (40% added mass) = 530 MNm
Mass of 5 MW turbine 450 tons Drop height 60 m Energy 275 MJ Nacelle may fall through the tank!
(Source: J.Amdahl, Tekna seminar, NTNU, January 2012)
Altenative jacket T.Moan MARE WINT Sept.2013 failure modes 84
30
Concluding remarks
Experiences regarding - failures and accidents and - life cycle safety management for oil and gas installations can serve as a basis for structures in other offshore industries, notably wind turbines, - when the differences between the oil and gas and the other industries are recognised In particular - normal uncertainty and variability in structural performance as well as possible gross errors in fabrication and operation should be properly considered in the decision process
Selected references which include more complete reference lists

Design codes: ISO 2394 (Reliability of structures); ISO 19900- (Offshore structures)
Emami, M.R., and Moan, T.: Ductility demand of simplified pile-soil-jacket system under extreme sea waves and earthquakes, Third European Conf. on Structural Dynamics, Balkema Publ. G. Augusti et al. (eds.) Rotterdam, 1996, pp. 1029 1038. Moan, T. and Amdahl, J.: Catastrophic Failure Modes of Marine Structures, in Structural Failure, Wierzbiecki, T. (Ed.), John Wiley & Sons, Inc., New York, 1989. Moan, T., Vrdal, O.T., Hellevig, N.C. and Skjoldli, K. Initial Crack Dept. and POD Values inferred from inservice Observations of Cracks in North Sea Jackets, J. OMAE, Vol. 122, August 2000, pp. 157-162. Moan, T. and Amdahl, J.: Nonlinear Analysis for Ultimate and Accidental Limit State. Design and Requalification of Offshore Platforms WCCM V. Fifth World Congress on Computational Mechanics (Eds.: H.A. Mang, F.G. Rammerstorfer, J. Eberhardsteiner) July 7-12, 2002, Vienna, Austria. Moan, T. Reliability-based management of inspection, maintenance and repair of offshore structures. Structure and Infrastructure Engineering. Vol.1, No.1, 2005, pp. 33-62. Moan, T. Reliability of aged offshore structures. In: "Condition Assessment of Aged Structures", 2008, Ed. Paik, J. K. and Melchers R. E., Woodhead Publishing. Moan, T. Development of accidental collapse limit state criteria for offshore structures. J. Structural Safety, 2009, Vol. 31, No. 2, pp. 124-135. Vinnem, J.E.: Offshore Risk Assessment, Kluwer Academic Publishers, Doordrecht, 1999.
Thank you!
CeSOS NTNU

083 Moan Structural Reliability

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083 Moan Structural Reliability

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Structural reliability and risk analysis of offshore structures

Structural Reliability Analysis

Reliability-base-Calibration of codes for new applications

Facilities for wind vs oil and gas technology

Fatigue reliability - continued

Quantitative risk assessment

T.Moan MARE WINT Sept.2013 3

Wind turbines vs other marine structures

Regulatory framework - general

Introduction to avoid: Fatalities or injury Environmental damage Property damage

Regulatory regime (depends on economy; accident potential):

Overall stability Strength

T.Moan MARE WINT Sept.2013 6

A Case of structural failure - due to natural hazards ?

Lessons learnt from total losses of platforms

Human organizational factors:

Accident experiences for mobile drilling and fixed production platforms

Design or Fabrication errors

(World wide in the period 1980-95, Source: WOAD 1996)

T.Moan MARE WINT Sept.2013 9

Risk Control Measures

Failure Rates and Down Times of Wind Turbines

Human error and omission Design Fabrication Operation Unknown phenomena

T.Moan MARE WINT Sept.2013 11

T.Moan MARE WINT Sept.2013 12

Safety management (ISO 2394, ISO19900, etc)

Measures to maintain acceptable risk

Safety with respect to

- Fatalities - Environmental damage - Property damage Floatability / stability

- Event control of accidental events - Evacuation and Escape

T.Moan MARE WINT Sept.2013 14

Safety criteria for design and reassessment

Accidental Collapse Limit State for Structures (NPD, 1984)

- and likely fabrication errors

T.Moan MARE WINT Sept.2013 15

T.Moan MARE WINT Sept.2013 16

Analysis for demonstrating compliance with design criteria

Risk and reliability assessment

Industrial and Operational Conditions

Damaged structure ALS:

Response analysis - dynamic v.s. quasi-static/ quasi-dynamic

Recognised in the oil and gas industry

Defined probability level T.Moan MARE WINT Sept.2013

Estimation of Failure Probability of components

Estimation of Failure Probability

Relation between Pf and

.... = P [ R ' S' 0] = ( ')

Estimation of Failure Probability

General methods to determine Pf

General formulation for two variables

Modelling load effects and resistance in terms of: fx(x)

Estimation of Failure Probability

Estimation of Failure Probability

In general transformation of (independent variables) x into variables u is :

( cfr. previous definition )

(u1 ). (u2 )du1du2 = ( )

Transformtion of failure function

Estimation of Failure Probability

Monte Carlo simulation

for all pairs.

Generate n sample of pair (R,S) from fR(r) and fS(s), respectively

Determine no. of cases (k) where Then

- which correspond to failure.