Marine Structures 20 (2007) 49–70

Hull-girder reliability of new generation oil tankers
Josˇ ko Parunov
a,Ã
, Ivo Senjanovic´
a
, Carlos Guedes Soares
b
a
University of Zagreb, Faculty of Mechanical Engineering and Naval Architecture, Department of Naval
Architecture and Ocean Engineering, Ivana Lucˇic´a 5, 10000 Zagreb, Croatia
b
Unit of Marine Technology and Engineering, Technical University of Lisbon, Instituto Superior Tecnico,
Av. Rovisco Pais, 1049-001 Lisboa, Portugal
Received 1 June 2005; received in revised form 7 March 2007; accepted 20 March 2007
Abstract
A series of new generation oil tankers is presently under construction. These ships differ from
traditional oil tankers by their unusual form and therefore direct hydrodynamic analysis is used to
determine design vertical wave bending moments instead of adopting IACS rule values. The purpose
of the paper is to quantify changes in hull-girder reliability resulting from the new design features. To
achieve this, first-order reliability analysis is carried out with respect to ultimate collapse bending
moment of the midship cross section of a new generation oil tanker and of a conventional ‘‘rule’’
designed oil tanker. The stochastic model of wave-induced bending moment is derived from direct
hydrodynamic analysis performed according to IACS Recommendation No. 34 Standard Wave
Data, Rev 1, 2000. The probability distribution of the still water bending moment is assumed based
on the data from loading manuals. The model uncertainties of linear wave loads, non-linearity of the
response as well as load combination factors are included in the reliability formulation. The
reliability analysis is performed for three relevant loading conditions: full load, ballast and partial
load and for two states of the hull: the ‘‘as-built’’ hull and ‘‘corroded’’ hull according to anticipated
20-year corrosion. One of the most interesting conclusions from the study is that the annual hull-
girder reliability of new generation oil tanker is increased considerably compared to the conventional
oil tanker. Sensitivity and parametric studies are performed with respect to random variables
representing modelling uncertainties. The results of a sensitivity study enable sorting of pertinent
variables according to their relative importance, while parametric study is used to quantify changes in
the reliability indices for moderate variation of input parameters. Furthermore, some other results
and discussions are presented pointing out the benefits of introducing the ship reliability methods in
ARTICLE IN PRESS
www.elsevier.com/locate/marstruc
0951-8339/$ - see front matter r 2007 Elsevier Ltd. All rights reserved.
doi:10.1016/j.marstruc.2007.03.002
Ã
Corresponding author. Tel.: +385 1 6168 226; fax: +385 1 6156 940.
E-mail address: jparunov@fsb.hr (J. Parunov).
design practice, especially if this refers to new designs.
r 2007 Elsevier Ltd. All rights reserved.
Keywords: Tanker structures; Longitudinal strength; Structural reliability; Stochastic model of loads;
Uncertainties
1. Introduction
Oil tankers are being dimensioned on the basis of the rules of classification societies.
Ship rules rely strongly on past experience and good engineering judgment, partially
supported by theoretical analyses and model tests. These types of structural design rules
are deterministic rules, where all the uncertainties of the pertinent design parameters are
compensated by a single safety factor [1]. Experience with new ships in service has shown
that the structures designed in accordance with those deterministic ship rules are fairly
safe, i.e. structural damages in new ships are rare, especially ultimate failures of the hull-
girder. It is also well known, however, that such rules are hardly applicable for the new
types of structures or new methods for load or strength evaluation [2].
Nowadays, classification societies have been developing semi-probabilistic rules, based
on partial safety factors derived from the reliability formulations (PSFs) [3]. PSFs reflect
uncertainties in each of the pertinent variables instead of using only one global safety
factor. Ideally, PSFs should be calibrated in such a way as to produce more uniform safety
level when a large number of conventional ships is considered [1]. However, similarly to
their deterministic predecessors, rules based on PSFs are not readily applicable to
individual designs where there is not enough accumulated experience.
Typical examples of such innovative design without feedback from past experience are
oil product tankers of new generation, which are presently under construction. The new
generation oil tanker is a novel design, characterized by unusually low length-to-beam
ratio. One of the most interesting features of this ship design is that the design vertical
wave bending moments are calculated by direct hydrodynamic and statistical analysis. This
approach is different from common practice, where design values of this load component
are determined by IACS UR S11 formulae [4]. Since new generation oil product tanker
represents a new design and also the advanced method for load evaluation is employed,
obviously the present rules for the construction of ordinary merchant ships may not
provide good means to assess their safety. The main problem is the fact that the safety
margin between load and resistance in traditional ship rules is not explicitly quantified [2].
The reliability methods represent convenient means to quantify safety margin between
load and resistance in novel ship designs. These methods are intended as a tool that
rationally takes into account uncertainties in loading, response and structural strength.
The basic idea of reliability methods is to represent pertinent variables as random
variables, each with an associated distribution type and parameters. After that, using
suitable procedures, the probability of structural failure (or its counterpart, the safety
index) may be calculated.
Hull-girder reliabilities of the new generation oil tanker and the conventional double-
hull oil tanker are compared in the present paper. As the new generation oil tanker is
designed based on vertical wave bending moments from direct hydrodynamic analysis, it is
particularly interesting to assess the consequences of such approach on ship safety. This
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J. Parunov et al. / Marine Structures 20 (2007) 49–70 50
question is nowadays very important, since there is a tendency to introduce direct design
methods in ship structural design [5]. The influence of other structural features of new
generation oil tankers, as unusually large ship breadth, that are not evident by pure
deterministic analysis, may also be identified by reliability assessment.
In the present study, the reliability formulation and assumptions similar to those
originally developed within the SHIPREL project, have been considered [6]. The basis of
this reliability formulation is the ultimate collapse bending moment of the midship cross
section for one year of operation.
2. Description of analyzed ships
2.1. The new generation oil product tanker
The series of new generation oil tankers, ordered by one of the leading shipping
companies, are presently under construction. The main particulars of the ship are reported
in Table 1.
The specific characteristics of this tanker are lower draught and higher speed compared
to the traditional, medium-range oil tanker. The breadth of the new product tanker is
much larger than of ordinary tanker of similar size (40 m compared to 32.2 m) resulting in
30% increase of cargo capacity. Lower draught would enable easier approach to ports and
reduced risk of grounding, and this should be a step forward in the protection of the
environment. Another advantage of the new generation product tanker is that the ship is
equipped with two independent propulsion systems in two separate engine rooms, twin
propeller shafts and two rudders. Since the machinery system failure is one of the major
causes of tanker accidents, this tanker is obviously much safer than the conventional
design.
Since the hull form of the new generation product tanker deviates significantly from the
traditional oil tanker, the rules for the construction of merchant steel ships may not be
directly applicable. Rather, both the ship owner and the Classification Society require
some additional analyses based on the first principles. One of the most important
additional analyses is the computation of design vertical wave bending moments by direct
hydrodynamic analysis.
The reason for this requirement is that the application of Rule formulae is limited to
ordinary hull forms with the ratio of ship length and beam higher than 5. From the main
particulars of the new product tanker, it appears that the ratio Lpp/B reads 4.4 being much
less than 5. Therefore, IACS UR S11 for ship longitudinal strength is not applicable. The
performed hydrodynamic and statistical analysis is described in detail by Parunov et al. [7].
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Table 1
Main characteristics of new generation oil product tanker
Length between perpendiculars Lpp 175.5 m
Moulded breadth B 40 m
Moulded depth D 17.9 m
Scantling draught T 13.0 m
Deadweight DWT 65200 dwt
J. Parunov et al. / Marine Structures 20 (2007) 49–70 51
The main conclusion of that study is that the design vertical wave bending moments
calculated by direct analysis are 20% higher than the corresponding values from IACS UR
S11. The principal difference between conventional tanker and new generation tanker is
that wave bending moments from direct calculations are adopted as design values for the
latter while the former is designed using rule values. Consequently, the hull structure of the
new generation tanker is more robust and safer than the structure of other tankers. The
concern of this study is to quantify this increase in robustness by means of reliability
analysis.
In the design check of the new generation tanker, conventional ship rules have been
employed without considering the ultimate bending capacity as a design criterion. Initially,
the midship section modulus at the strength deck is optimized to meet IACS UR S11 for
longitudinal strength. During the project development process, the section modulus was
increased in order to meet IACS UR S11 with the ‘‘rule’’ wave bending moment replaced
by the results of the direct hydrodynamic analysis. Therefore, the use of wave bending
moments from direct calculations in ship design is the only reason why the longitudinal
strength of this vessel is above the minimum rule requirements.
2.2. The ‘‘rule’’ oil tanker
The ‘‘rule’’ ship analyzed in the present study is an existing large double-hull tanker fully
satisfying the contemporary rules for design and construction of steel ships including IACS
UR S11. The particulars of the ‘‘rule’’ tanker are presented in Table 2.
Direct hydrodynamic analysis for determination of extreme vertical wave bending
moments is performed for this ship using the same assumptions as for the new generation
oil product tanker. Details of the analysis are presented in [7], where the overestimation of
the rule wave bending moments by results of direct analysis is found to be even 30%. The
overestimation of the rule wave bending moment is larger than in the case of new
generation tanker, indicating that the rule wave bending moments may not ensure
consistent safety level through different ships. This inconsistency is another motivation to
perform reliability analysis, as rational tool to deal with this problem.
3. Reliability formulation
When reliability methods are applied to assess structural safety, load effect components
and structural strength components are considered as random variables. Demand on the
structure and structural capacity are related through a mathematical expression, known as
the limit state equation. That expression defines if the structures fulfill their intended
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Table 2
Main characteristics of ‘‘rule’’ tanker
Length between perpendiculars Lpp 270 m
Moulded breadth B 48.2 m
Moulded depth D 23.0 m
Scantling draught T 17.1 m
Deadweight DWT 166300 dwt
J. Parunov et al. / Marine Structures 20 (2007) 49–70 52
purpose regarding a particular failure criterion or not. When considering longitudinal
strength of an oil tanker, it is usual practice to assume that ship hull behaves globally as a
beam under transverse load subjected to the still water and wave-induced load effects.
Among the load effects induced, the vertical bending moments at midship are of primary
importance. The ultimate bending moment is considered nowadays as the most realistic
limit state condition concerning longitudinal strength of the ship hull [3]. The ultimate
bending moment takes into account the load–deflection characteristics of the stiffened
panels composing the ship hull, including their post-buckling behavior.
The limit-state equation with respect to hull girder ultimate failure under vertical
bending moments, considered in the present study, reads:
^ w
u
M
u
À
^
M
sw
À c^ w
w
^ w
nl
^
M
w
o0, (1)
where M
u
is the deterministic ultimate hull-girder bending moment;
^
M
sw
the random
variable extreme still-water bending moment;
^
M
w
the random variable extreme vertical
wave bending moment; c the load combination factor between still water loads and wave
loads; ^ w
u
; ^ w
w
; ^ w
nl
the random variables representing modelling uncertainty of ultimate
strength, linear wave load and non-linearity of wave load.
The reliability analysis according to limit-state equation (1) is performed separately for
two independent failure modes—sagging and hogging. The hull-girder reliability in each of
the two failure modes is calculated for three elementary loading conditions—full load
condition (FL), ship in ballast (BL) and partial loading condition (PL). For rational
reliability assessment, the percentage of time that a ship spends in each of these loading
conditions has to be estimated. This estimate is made based on the statistical analysis of
load duration data for tankers performed by Guedes Soares [8], which is presented in
Table 3.
Annual safety indices b
FL
; b
PL
; b
BL
, and associated failure probabilities P
f ;FL
; P
f ;PL
;
P
f ;BL
are calculated for each of the elementary loading conditions separately for failures in
sagging and hogging. The global annual safety index for each of two failure modes b
t
is
then determined as
b
t
¼ ÀF
À1
ðP
f ;FL
þ P
f ;PL
þ P
f ;BL
Þ. (2)
Furthermore, the reliability assessment is performed for ‘‘as-built’’ ships as well as for
‘‘corroded’’ hulls, assuming 20-year corrosion according to ship rules [9]. The summing of
failure probabilities in Eq. (2) is possible if the assumption is adopted that the operating
conditions are statistically independent. However, even if the correlation of failures in
different loading conditions exists, Eq. (2) is still a good approximation if one of the three
loading cases dominates. It is well known that this is exactly what happens for oil tankers,
where full load dominates for failure in sagging and ballast in hogging.
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Table 3
Operational profile adopted for tankers
Load cond. Harbour Full load Ballast load Partial load
Percentage of spent time 15% 35% 35% 15%
Voyage duration (days) 23.5 23.5 2.0
J. Parunov et al. / Marine Structures 20 (2007) 49–70 53
The failure probabilities are calculated using the PROBAN program, which is part of
the SESAM package for structural, hydrodynamic and reliability analysis [10]. In this
study, the probability of an event, given by limit state equation (1) is calculated using
FORM (first order reliability method) implemented in PROBAN.
The sensitivity analysis is an important part of the reliability assessment since it enables
identification of parameters that have the most important impact on safety indices. The
sensitivity factors used in this study are those defined as
a
i
¼
@G
@y
i

y
Ã
i
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
P
i
@G
@y
i

2
y
Ã
i
s , (3)
where G(.) is the failure hyper plane in the reduced space of the standard normal variables
y
i
. Variables y
Ã
i
are the coordinates of the point in the reduced space closest to the origin.
After transformation of y
Ã
i
in original space, the most probable failure point x
Ã
i
is obtained.
The sensitivity factors calculated by PROBAN are further normalized to 100% sum.
4. Uncertainty model of ultimate vertical bending moment
The ultimate vertical bending moments of the example ships are calculated using
progressive collapse procedure proposed by Bureau Veritas [9]. Calculations are performed
for two states of the hull:
‘‘as-built’’ ship with ‘‘gross’’ thickness of structural elements, i.e. thickness of structural
elements as they are built-in in a new ship.
‘‘corroded’’ state of hull, which is the anticipated state after 20 years of ship service. For
the ‘‘corroded’’ state, the ultimate strength calculation is performed with ‘‘net’’
thickness, i.e. ‘‘gross’’ thickness reduced by the effect of corrosion. The thickness
reduction due to corrosion is taken according to BV rules [9], where corrosion reduction
of plates and longitudinals is between 1 and 2.5 mm, depending on the location of the
structural element. For comparison, the new common structural rules (CSR) [3] for oil
tankers propose corrosion reduction of plates and longitudinals for ultimate strength
calculation between 1.25 and 2 mm depending on the location of the structural element.
Therefore, the differences between the two approaches for corrosion deduction are
small with almost negligible influence on the ultimate bending moment capacity, which
is also confirmed in practice. It is also worth noticing that applied CSR corrosion
deduction is not ‘‘full’’ corrosion for local strength assessment, but reduced corrosion
proposed by the Rules specifically for global strength assessment.
The results of the ultimate bending moment calculations of ‘‘as-built’’ and ‘‘corroded’’
hulls are presented in Tables 4 and 5, respectively.
The calculated moment is assumed to be the expected value of the ultimate bending
moment. Therefore, the mean value of the random variable ^ w
u
is taken equal to unity. This
assumption is based on calibration by experiments of identical method for ultimate
strength calculation [11]. In most recent reliability studies, ^ w
u
is assumed to follow a log-
normal distribution with COV ¼ 0.15, which is adopted also in the present study. This
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J. Parunov et al. / Marine Structures 20 (2007) 49–70 54
COV takes into account both the uncertainty in the yield strength and the model
uncertainty of the method to assess the ultimate capacity of the mid-ship section, since
both variables contribute to the ultimate moment. The coefficient of variation of the yield
strength of the steel normally range from 8% to 10%, while the additional model
uncertainty is assessed by ‘‘engineering judgement’’, bringing the overall coefficient of
variation to 0.15 [12].
5. Stochastic model of still-water bending moment
A Gaussian distribution is used as the stochastic model of still-water bending moment
for one voyage. The parameters of distribution were calculated from the loading manual,
according to the method proposed by Guedes Soares and Dogliani [13]. For each of the
elementary loading conditions (full load (FL), ballast (BL), and partial loading (PL)) the
mean values and standard deviations were calculated separately for departure and arrival
conditions. The mean values and standard deviations of the resulting normal distributions
were then obtained as average values for departure and arrival.
When the mean value m
sw
and the standard deviation s
sw
of the normal distribution are
known, the extreme value distribution for a given time period T
C
may be approximated
using Gumbel distribution with the following parameters [12]:
x
Ã
e
¼ F
À1
sw
1 À
1
n
sw

; a ¼
1 À F
sw
f
sw
, (4)
where n
sw
is the number of occurrences of a particular load condition in the reference
period T
C
(1 year). F
sw
is the cumulative probability distribution, F
À1
sw
its inverse while f
sw
is the probability density function of normal distribution with parameters m
sw
and s
sw
.
According to the operating scenario presented in Table 3, n
sw
¼ 5:4 for full load and
ballast, while n
sw
¼ 27:4 for the partial loading condition. The mean value m
se
and
standard deviation s
se
of the Gumbel distribution are then given as
m
e
¼ x
Ã
e
þ a Á 0:5772, (5)
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Table 5
Ultimate bending moments of ‘‘corroded’’ ships, MNm
Sag Hog
New generation tanker 3911 6075
‘‘Rule’’ tanker 11150 13118
Table 4
Ultimate bending moments of ‘‘as-built’’ ships, MNm
Sag Hog
New generation tanker 4812 7238
‘‘Rule’’ tanker 12702 14832
J. Parunov et al. / Marine Structures 20 (2007) 49–70 55
s
e
¼
p
ffiffiffi
6
p a. (6)
Table 6 presents the parameters of the stochastic model of the still-water bending
moment for one voyage and one year calculated according to the described procedure.
Surprisingly large differences in variability of still-water bending moments in ballast
loading condition for the two ships may be noticed in Table 6. Still-water bending
moments for the new generation tanker change considerably during voyages. Thus, for
ballast loading condition the still-water bending moment at departure reads 1780 MNm,
while at arrival its value is only 1300 MNm. The variability of still-water bending moment
for ‘‘rule’’ tanker is significantly lower. For ballast condition, the SWBM at departure and
arrival reads 3771 and 3609 MNm, respectively. Large variability of SWBM in ballast for
double-hull tankers is documented also by Guedes Soares and Dogliani [13] where it is
noted that the SWBM may even change sign during the voyage. Obviously, the presented
data of SWBM may not be considered as generally representative for double-hull tankers,
since significant differences between individual ships may be found. This conclusion
justifies the methodology of determination of parameters of the SWBM statistical
distribution using individual ship’s loading manual rather than some general statistical
models.
Most of the previous reliability studies indicate that variability of SWBM is generally
not so important as the variability of wave loads and structural strength [14]. For that
reason, small model uncertainty of SWBM from loading manual compared to in-service
data is neglected in the present study.
6. Stochastic model of vertical wave bending moment
6.1. Random variable extreme vertical wave bending moment
^
M
w
For both ships, the evaluation of wave loading was carried out by means of linear strip
theory program WAVESHIP, a part of SESAM package [15]. The long-term distribution
of vertical wave bending moment is calculated by POSTRESP program, which is also part
of the SESAM package [16]. The POSTRESP uses standard long-term prediction
method that considers the total lifetime response history as a series of short-term episodes.
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Table 6
Parameters of still-water bending moment distributions, MNm (sagging SWBM is negative)
Ship L.C. One voyage One year
m
sw
s
sw
m
se
s
se
New generation tanker FL À615 310 À1016 276
PL 133 286 722 167
BL 1177 512 1841 455
‘‘Rule’’ tanker FL À1968 569 À2706 506
PL 384 957 2352 560
BL 3829 87 3943 78
J. Parunov et al. / Marine Structures 20 (2007) 49–70 56
Short-term responses are combined by a procedure that takes into account the relative
amount of exposure to the various levels of sea severity.
The computed long-term distribution is highly dependant on the assumptions used in the
analysis. The choice of wave scatter diagram containing the probabilities of occurrence of
various short-term sea states is the most important parameter in the long-term prediction
of extreme wave loads. The characteristic values of vertical wave bending moments from
the long-term distributions may differ up to 50% when different wave climate descriptions
are used [17]. Assumptions of heavy weather manoeuvering, such as ship speed reduction
and course changes, could also have large impact on tails of long-term distributions [18].
To standardize the procedure for computation of extreme wave loads, IACS has issued
Recommendation Note No. 34 as guidance for statistical analysis [19]. The basic
assumptions proposed by IACS for calculation of long-term distribution of wave bending
moments are:
The IACS North Atlantic scatter diagram should be used. This scatter diagram covers
areas 8, 9, 15 and 16, as defined in Global Wave Statistics (GWS) [20]. The data from
the GWS are further modified by IACS in order to take into account the limited wave
steepness more properly [21].
Only ship speed equal to zero is to be taken into account.
The well-known two-parameter Pierson–Moskowitz spectrum (ITTC spectrum) is
recommended.
Short-crested waves with the wave energy spreading function proportional to cos
2
ðWÞ
have to be used.
All heading angles should have equal probability of occurrence and maximally 301
spacing between headings should be applied.
Proper corrections for non-linear effects are to be applied.
A Weibull 2-parameter model is usually used to approximate the long-term probability
distribution of vertical wave bending moment computed by the above described procedure:
Fðx
p
Þ ¼ 1 À e
À
xp
y
ð Þ
l
À Á
, (7)
where y and l are the Weibull scale parameter and the shape parameter, respectively. It is
well known that the Weibull distribution is an excellent approximation of the amplitude of
various ship responses in waves. Fðx
p
Þ in Eq. (7) represents the probability that the
amplitude of the response variable is less than x
p
in one randomly chosen cycle. The
probability that the response amplitude remains less than a given value x
e
over a longer
time period, e.g. 1 voyage, 1 year or 20 years, is given by the Gumbel law
Fðx
e
Þ ¼ e
Àe
À
x
e
Àx
Ã
e
a
À Á
(8)
whose parameters x
Ã
e
and a are derived from the parameters of the Weibull distribution (7)
by the following relationships:
a ¼
y
l
ðln nÞ
ð1ÀlÞ=l
, (9)
x
Ã
e
¼ yðln nÞ
1=l
. (10)
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J. Parunov et al. / Marine Structures 20 (2007) 49–70 57
Symbol n in (9) and (10) represents the number of response cycles in a given long-term
period, while x
Ã
e
calculated by (10) represents the most probable extreme value in n cycles.
The mean value and the standard deviation of the Gumbel distribution are given by
Eqs. (5) and (6), respectively. The Gumbel distribution obtained by this procedure is
actually the inherent uncertainty of extreme vertical wave bending moment, as represented
by random variable
^
M
w
in Eq. (1). The coefficient of variation of this uncertainty is usually
in the range of 6–10%.
The long-term distributions of vertical wave bending moments calculated for three
loading conditions are shown in Figs. 1 and 2 for the new generation oil tanker and the
‘‘rule’’ tanker, respectively. The linear IACS UR S11 vertical wave bending moments are
also included in Figs. 1 and 2 as horizontal lines. Table 7 describes the stochastic models of
the vertical wave-induced bending moment for application in hull-girder reliability
assessment.
It is interesting to notice from Figs. 1 and 2 that the relative magnitudes of VWBM are
different for FL, BL and PL as a consequence of differences in hull form and mass
distribution. It is also obvious that for both ships the partial loading condition leads to the
largest VWBM comparing to other loading conditions. This phenomena may be explained
by the fact that partial loading conditions considered in the present study are those
resulting in the largest still-water bending moments and shear forces among all loading
conditions. Consequently, such loading conditions result in the largest wave-induced loads,
as well. It should be kept in mind, however, that other non-homogenous partial loading
conditions could result in different values of VWBM. Another aspect of the problem is the
sensitivity of VWBM to the draught-to-length ratio (T/L) [22]. Due to the Smith correction
factor, namely, the loading conditions with lower draught, as ballast conditions, could
have larger wave pressure exerted on the ship bottom that would tend to increase VWBM.
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0
500
1000
1500
2000
2500
1 2 4 5 6 8 3 7
-log 10 (Prob)
V
e
r
t
i
c
a
l

W
a
v
e

B
e
n
d
i
n
g

M
o
m
e
n
t

[
M
N
m
]
FL
BL
PL
IACS
Fig. 1. Long-term distributions of VWBM of new generation oil product tanker.
J. Parunov et al. / Marine Structures 20 (2007) 49–70 58
This is another reason why it is difficult to draw general conclusions and explanations
about relative magnitudes of VWBM for different loading conditions, since different
details could influence the results.
Another important conclusion that may be derived from Figs. 2 and 3 is the large
exceedance of the IACS UR S11 vertical wave bending moments by results of
hydrodynamic analysis. For full load condition and exceeding probability of 10
À8
, the
results of long-term predictions overestimate the rule VWBM by 30% and 20% for ‘‘rule’’
tanker and ‘‘new generation tanker’’, respectively. These overestimations could be reduced
if 3D method was applied instead of strip theory since it has been confirmed by several
comparative studies that strip theory leads to higher VWBM compared to 3D methods,
e.g. [23,24]. However, the uncertainty model of wave loads used in the present study is
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0
1000
2000
3000
4000
5000
6000
7000
8000
9000
1 2 4 5 6 3 7
-log 10 (Prob)
V
e
r
t
i
c
a
l

W
a
v
e

B
e
n
d
i
n
g

M
o
m
e
n
t

[
M
N
m
]
FL
BL
PL
IACS
8
Fig. 2. Long-term distributions of VWBM of ‘‘rule’’ oil tanker.
Table 7
Stochastic model of vertical wave-induced bending moment (MNm)
Ship L.C. Weibull parameters Gumbel moments (one year)
y l n m
e
s
e
New generation tanker FL 114.4 0.98 1.13 Á 10
6
1734 156.6
PL 117.7 0.97 4.85 Á 10
5
1730 166.6
BL 106.6 0.96 1.16 Á 10
6
1717 157.1
‘‘Rule’’ tanker FL 383.9 0.97 1.045 Á 10
6
6019 550.6
PL 382.7 0.96 4.40 Á 10
5
5790 568.9
BL 350.7 0.96 1.045 Á 10
6
5659 522.8
J. Parunov et al. / Marine Structures 20 (2007) 49–70 59
calibrated specifically for the strip theory, while different uncertainty models would be
more suitable for the 3D method. In this way, the results of reliability assessment are
actually independent on the choice of seakeeping method for wave load assessment.
6.2. Uncertainty of wave load evaluated under linear assumptions ^ w
w
Simplifications, assumptions and inaccuracies of the linear engineering models used to
predict extreme wave loads on ship hulls are taken into account by the modelling
uncertainty ^ w
w
, that appears in Eq. (1).
Direct consequences of the modelling uncertainty are large discrepancies in long-term
predictions of extreme wave bending moments performed by various researchers or
institutions for the same ship, i.e. the same physical reality. The obvious example of these
discrepancies is the comparative study of long-term distributions of vertical wave bending
moments performed by leading classification societies for the containership with no
forward speed [4]. The maximum and minimum predicted lifetime vertical wave bending
moments differed by as much as 80%. These differences could have a significant impact on
ship design practice, since direct calculation methods are obviously not sufficiently
standardized to assure a consistent level of ship structural integrity.
For the present study, ^ w
w
is assumed to be a normally distributed random variable with
the mean value equal to 0.9 and coefficient of variation equal to 0.15. This statistical model
is mainly based on the benchmarking study for the program WAVESHIP [25]. In that
study, the modelling error parameter f, defined as the ratio of the lifetime bending
moment based on the measured transfer functions and the lifetime bending moment based
on the calculated transfer functions, is determined for a number of ships and shown in
Fig. 3. The modelling error may be simulated by a normal distribution with the mean value
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0
1
2
3
4
5
6
7
1.5 0.9 0.8 0.7 0.6 0.5 1.4 1.3 1.2 1 1.1
modelling error
n
u
m
b
e
r

o
f

o
b
s
e
r
v
a
t
i
o
n
s
Experimental data
Normal distribution
Fig. 3. Variability of the modelling error parameter.
J. Parunov et al. / Marine Structures 20 (2007) 49–70 60
of 0.9 and the coefficient of variation of 10%. The coefficient of variation of ^ w
w
is finally
increased to 0.15, accounting for other uncertainties of linear engineering models.
6.3. Uncertainty in non-linear effects ^ w
nl
The most important source of non-linear behavior in wave loads are the non-vertical
ship sides. The main consequence of this non-linearity is the difference between sagging
and hogging vertical wave bending moments. Using linear theory, it is not possible to
distinguish the sagging and hogging bending moments since only a single linear bending
moment is obtained. Usually, the sagging bending moment is higher, while the hogging
bending moment is lower than the linear prediction. The non-linear hydrodynamic
methods, such as quadratic strip theory, are capable of predicting differences in sagging
and hogging bending moments [26]. Despite the existence of such methods, the linear strip
theory is still the most popular tool for seakeeping computations. Non-linearity, especially
the difference in sagging and hogging wave bending moments is approximately taken into
account by introducing non-linear correction factors F
S
and F
H
for sagging and hogging,
respectively. In that way, the non-linear bending moments in sagging M
S
and hogging M
H
are obtained as M
S
¼ F
S
M
L
and M
H
¼ F
H
M
L
, where M
L
is the vertical wave bending
moment computed by linear analysis. In this work, the non-linear correction is assumed to
be the same as in the IACS UR S11, which means that the ratio between the wave bending
moments in sagging and hogging depends only on the block coefficient C
b
. It is further
assumed that the linear value of vertical wave bending moment is the mean value between
sagging and hogging wave bending moments. By applying these assumptions, one obtains
the correction factors of wave bending moments in sagging and hogging as
F
S
¼
M
S
M
L
¼
2R
1 þ R
; F
H
¼
M
H
M
L
¼
2
1 þ R
, (11)
where R represents the ratio of the vertical wave bending moments in sagging and hogging
from IACS UR S11:
M
S
M
H
¼ R ¼
C
B
þ 0:7
1:73 Á C
B
. (12)
For the reliability assessment in the present study, the uncertainty of non-linear effects
^ w
nl
is assumed to be a normally distributed variable with mean value equal to non-linear
correction factors calculated by Eqs. (11) and (12). The coefficient of variation of this
uncertainty is assumed to be 0.15 [12,14].
7. Combination between still water and wave bending moment
The load combination factor c that appears in Eq. (1) is used to account for the fact that
the extreme values of wave loads and still-water loads do not occur at the same time.
Accordingly, the total extreme vertical moment must be somewhat reduced. The load
combination factors are usually calculated using the Ferry-Borges and Castanheta load
combination method based on an assumed operating scenario [27]. In the present analysis,
the load combination factors used for the reliability assessment of the oil tankers were
those calculated by Guedes Soares and Teixeira [12]. These load combination factors are
given in Table 8.
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J. Parunov et al. / Marine Structures 20 (2007) 49–70 61
It should be noted that these values do not change significantly for different amplitudes
of the load variables within the same operational profile and outcomes of various load
combination studies for oil tankers lead to similar results [28].
8. Results of reliability analyses
The annual safety indices are calculated by the PROBAN program using the FORM
method [10]. Safety indices b are calculated for two different ship states (‘‘as-built’’ ship
and ‘‘corroded’’ ship according to 20-year corrosion from ship rules), for three different
loading conditions (full load, ballast and partial load) and for two separate failure modes
(hogging and sagging). The summary of the stochastic model adopted is shown in Table 9
where the notation adopted in Eq. (1) is used.
8.1. Results of reliability analyses of ‘‘as-built’’ ships
Results of the reliability calculations for ‘‘as-built’’ state of hulls are presented in Table 10
together with the associated global annual failure probabilities P
ft
calculated by Eq. (2).
As may be seen from Table 10, the full load condition dominates for the sagging failure
mode for both ships. For the hogging failure mode, ballast is the most important loading
condition. Partial loading condition is of less importance, although it may generate some
extreme wave and still-water load effects, as elaborated in 6.1. The reason is that tankers
generally spend less time in partial loading conditions compared to ballast and full load.
Consequently, the number of cycles of wave loads and the load combination factors are
reduced for partial loading condition. Such considerations are not used by conventional
deterministic approach, which points out the advantage of using the reliability methods.
From Table 10, one may clearly see the benefits of using direct hydrodynamic methods
in design of an oil tanker. The hull girder reliability of a new generation tanker is
significantly higher than the reliability of the ‘‘rule’’ tanker for both sagging and hogging
failure modes.
Although the calculated reliability index of 2.25 for ‘‘as-built’’ ‘‘rule’’ tanker in sagging
looks rather low, other researchers obtained similar results. For example, the average
annual reliability index of three ‘‘as-built’’ large tankers in sagging reads 2.21 according to
the analysis presented by Teixeira and Guedes Soares [28]. The same authors calculated the
average value of reliability indices for ‘‘as-built’’ bulk-carriers in sagging as 2.13 [12]. This
leads to the conclusion that the reliability indices calculated in the present study are
comparable to other similar analyses.
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Table 8
Load combination factors
Load condition c
FL 0.92
BL 0.91
PL 0.80
J. Parunov et al. / Marine Structures 20 (2007) 49–70 62
8.2. Results of reliability analyses of ‘‘corroded’’ ships
The results of the reliability calculations for ‘‘corroded’’ hulls are presented in Table 11
together with the associated global annual failure probabilities P
ft
calculated by Eq. (2).
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Table 9
Summary of stochastic model adopted (sagging SWBM is negative)
Variable Distribution Mean COV
^
M
sw
(MNm)
Gumbel New generation tanker FL À1016 0.27
PL 722 0.23
BL 1841 0.25
‘‘Rule’’ tanker FL À2706 0.19
PL 2352 0.24
BL 3943 0.02
^
M
w
(MNm)
Gumbel New generation tanker FL 1734 0.09
PL 1730 0.10
BL 1717 0.09
‘‘Rule’’ tanker FL 6019 0.09
PL 5790 0.10
BL 5659 0.09
M
u
(MNm) Deterministic New generation tanker ‘‘As-built’’ Sag 4812
Hog 7238
‘‘Corroded’’ Sag 3911
Hog 6075
‘‘Rule’’ tanker ‘‘As-built’’ Sag 12702
Hog 14832
‘‘Corroded’’ Sag 11150
Hog 13118
^ w
w
Gaussian 0.9 0.15
^ w
nl
Gaussian Sag 1.03 0.15
Hog 0.97 0.15
^ w
u
Log-normal 1 0.15
c Deterministic FL 0.92
PL 0.80
BL 0.91
Table 10
Safety indices in sagging and hogging for ‘‘as-built’’ ships
Ship Cnd. b
FL
b
BL
b
PL
P
ft
b
t
New generation tanker Sag 2.97 6.01 5.63 1.49E–03 2.97
Hog 6.89 3.50 5.90 2.33E–04 3.50
‘‘Rule’’ tanker Sag 2.25 5.11 4.86 1.22E–02 2.25
Hog 5.10 2.88 3.81 2.06E–03 2.87
J. Parunov et al. / Marine Structures 20 (2007) 49–70 63
Some interesting conclusions may be drawn from the results for ‘‘corroded’’ hulls that
are presented in Table 11. The annual failure probability of ‘‘corroded’’ ‘‘rule’’ tanker in
sagging is about 2.5 times higher than the corresponding value of the new generation
tanker. It may be noted that the ratio of failure probabilities of ‘‘rule’’ tanker and new
generation tanker is much reduced compared to ‘‘as-built’’ ships, where this ratio reads
more than 8. The relatively large breadth of the new generation tanker may explain this
phenomenon, since the main deck has significant impact on the strength characteristics of a
hull-girder. When such large deck is corroded, the hull-girder properties are rapidly
reduced as well as the reliability index with respect to the ultimate bending moment. These
results emphasize the importance of the corrosion-protection system and its influence on
the safety of new generation tanker.
Despite the effect described above, it may be noted by comparing Tables 10 and 11, that
the reliability of ‘‘corroded’’ new generation tanker in sagging ðb
t
¼ 2:06Þ is only slightly
lower than the reliability of ‘‘as-built’’ ‘‘rule’’ double-hull tanker ðb
t
¼ 2:25Þ. This is also
one illustrative example how, within the framework of reliability-based methods, relative
increase of safety of new generation oil tanker may be described compared to the
traditional design.
9. Sensitivity analysis and parametric study
9.1. Sensitivity analysis
Sensitivity analyses are performed for cases that resulted in the lowest safety indices, i.e.
full load in sagging and ballast load in hogging for ‘‘corroded’’ hulls. The sensitivity factors
a
i
are calculated by PROBAN according to Eq. (3) and further normalized to 100% sum.
These normalized sensitivity factors are presented in Tables 12 and 13. In the same tables,
the coordinates of the design point x
Ã
i
, representing the most probable combination of
random variables in the case of failure are also included.
By analyzing the results in Tables 12 and 13, it is obvious that the uncertainty of
ultimate longitudinal strength is generally the most important random variable. However,
for the new generation oil tanker in ballast condition, the importance of the vertical still-
water bending moment overcomes that of the ultimate longitudinal strength. It is also
obvious that for new generation oil tanker the importance of the wave-induced load
variables (
^
M
w
, ^ w
w
and ^ w
nl
) decreases from full load to ballast. Similar conclusions were also
obtained by Guedes Soares and Teixeira [12]. For the ‘‘rule’’ oil tanker, however, the same
conclusions are not valid as the importance of the still-water bending moment is quite
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Table 11
Safety indices in sagging and hogging for ‘‘corroded’’ ships (20-year corrosion from ship rules)
Ship Cnd. b
FL
b
BL
b
PL
P
ft
b
t
New generation tanker Sag 2.06 5.46 4.99 1.97E–02 2.06
Hog 6.34 2.81 5.17 2.48E–03 2.81
‘‘Rule’’ tanker Sag 1.65 4.76 4.46 4.95E–02 1.65
Hog 4.72 2.26 3.27 1.25E–02 2.24
J. Parunov et al. / Marine Structures 20 (2007) 49–70 64
marginal for both failure modes. Also, the importance of wave-induced load variables
decreases only slightly from full load to ballast compared to the new generation tanker
case.
This example is another evidence of the advantage of reliability methods compared to
deterministic or even semi-probabilistic methods. Partial safety factors in semi-
probabilistic rules should reflect the relative importance of pertinent variables. However,
it is obvious from the presented analysis that the relative importance of wave-induced and
still-water loads may vary considerably between individual ships of the same type.
Therefore, only direct reliability analysis performed for each individual design may provide
sufficiently accurate information about the importance of the uncertainty of the pertinent
variables.
9.2. Parametric study
To estimate the mean values and COVs of modelling uncertainties in a rational manner,
large amount of collected full-scale measurement data from actual ships would be
required. Since this would be quite an expensive and time-consuming request, the
researchers are faced with only a limited quantity of available data. Consequently, the
parameters of modelling uncertainties ^ w
w
, ^ w
nl
and ^ w
u
specified in Table 9 represent ‘‘the best
estimates’’ that might be changed if more data for comparison of full-scale measurements
and numerical computations were collected. To explore the implications of these potential
variations of parameters on the calculated safety indices, a parametric study is performed.
This is done in such a way that COVs and the mean values of modelling uncertainties are
varied within reasonable range of their values. As in the sensitivity analysis, the parametric
study is performed for ships in ‘‘corroded’’ states, for the sagging failure mode in full load
condition and for the hogging failure mode in ballast condition. Only one of the
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Table 13
Sensitivity factors and coordinates of design points for ballast load in hogging failure mode (‘‘corroded’’ hulls)
Ship ^ w
u
^ w
w
^ w
nl
^
M
w
^
M
sw
New generation tanker a
i
; % 35.1 3.6 3.6 1.6 56.0
x
Ã
i
0.77 0.97 1.05 1745 3066
‘‘Rule’’ tanker a
i
; % 57.0 16.5 16.5 9.9 0.1
x
Ã
i
0.77 1.02 1.10 5954 3936
Table 12
Sensitivity factors and coordinates of design points for full load in sagging failure mode (‘‘corroded’’ hulls)
Ship ^ w
u
^ w
w
^ w
nl
^
M
w
^
M
sw
New generation tanker a
i
; % 43.2 12.5 12.5 6.1 25.7
x
Ã
i
0.81 1.00 1.14 1786 1285
‘‘Rule’’ tanker a
i
; % 46.6 18.6 18.6 9.3 6.8
x
Ã
i
0.84 0.99 1.14 6202 2835
J. Parunov et al. / Marine Structures 20 (2007) 49–70 65
parameters is varied in each reliability analysis, while all the others retain their values as
specified in Table 9.
9.2.1. Variation of COVs
‘‘The best estimate’’ of COVs of ^ w
w
, ^ w
nl
and ^ w
u
reads 0.15 according to Table 9. In the
parametric study, the safety indices are calculated also for COVs of 0.1 and 0.2. The results
of the parametric study are presented in Tables 14 and 15 for the new generation tanker
and the ‘‘rule’’ tanker, respectively.
As may be seen from Tables 14 and 15, the COV of ^ w
u
has the most important influence
on the safety indices in all cases. The influence of COV of wave load uncertainties ^ w
w
and
^ w
nl
is much less important. Furthermore, it may be noted that the same value of safety
index is obtained if COV of ^ w
w
or ^ w
nl
are varied for the same amount. These results are fully
consistent with the sensitivity factors specified in Tables 11 and 12: the sensitivity factor for
^ w
u
is the largest in all cases, while the sensitivity factors of ^ w
w
and ^ w
nl
are exactly the same
for both ships in all loading conditions and failure modes.
9.2.2. Variation of mean values
The parametric study of the mean values is performed using the following mean values
of modelling uncertainties:
mean value of ^ w
u
between 0.95 and 1.05 (‘‘the best estimate’’ in Table 9 is 1.0);
mean value of ^ w
w
between 0.85 and 0.95 (‘‘the best estimate’’ in Table 9 is 0.9);
mean value of ^ w
nl
equal to 1.14 in sagging and 1.12 in hogging. (‘‘the best estimates’’ in
Table 9 are 1.03 and 0.97 in sagging and hogging, respectively).
While the means of ^ w
u
and ^ w
w
are small variations of their ‘‘best estimates’’, the mean
values of non-linear correction factors ^ w
nl
are significantly larger for both sagging and
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Table 14
Safety indices for various coefficients of variation of modelling uncertainties (New generation tanker, ‘‘corroded’’
hull)
COV ð^ w
u
Þ COV ð^ w
w
Þ COV ð^ w
nl
Þ
0.1 0.2 0.1 0.2 0.1 0.2
b
FL
(Sag) 2.39 1.75 2.14 1.97 2.14 1.97
b
BL
(Hog) 3.15 2.46 2.84 2.77 2.84 2.77
Table 15
Safety indices for various coefficients of variation of modelling uncertainties (‘‘Rule’’ tanker, ‘‘corroded’’ hull)
COV ð^ w
u
Þ COV ð^ w
w
Þ COV ð^ w
nl
Þ
0.1 0.2 0.1 0.2 0.1 0.2
b
FL
(Sag) 1.95 1.39 1.75 1.55 1.75 1.55
b
BL
(Hog) 2.75 1.85 2.38 2.13 2.38 2.13
J. Parunov et al. / Marine Structures 20 (2007) 49–70 66
hogging failure modes. This large increase of non-linear correction factors is based on
some recent studies showing that even full form tankers of medium size may have
significant non-linear contributions to the total vertical wave bending moments [5]. This is
explained by the simultaneous effect of ship length and large bulbous bow. In such case,
both hogging and sagging vertical wave bending moments may be significantly higher than
the linear prediction. This is contrary to the IACS UR S11, where difference between
sagging and hogging is almost negligible for full-form ships with large block coefficients, as
oil tankers. For this reason, large variation of mean value of non-linear effects is included
in the parametric analysis. The results of the analysis are presented in Tables 16 and 17 for
new generation tanker and rule tanker, respectively.
From Tables 16 and 17 one may conclude that the variation of mean of non-linear
effects mð^ w
nl
Þ has the largest impact on the calculated safety indices. This is expected as the
range of variation of this parameter is the largest. However, it is interesting to notice that
in most cases relatively similar results are obtained with variation of the mean value of the
ultimate strength mð^ w
u
Þ, although its range of variability is much lower. This is another
evidence of the large sensitivity of the calculated reliability indices to the modelling
uncertainty of ultimate strength.
The results of the parametric study for COVs and mean values are summarized in Fig. 4.
It may be concluded from Fig. 4 that the largest variability has the safety index of the
‘‘rule’’ tanker in hogging, that varies +0.49/À0.45 around the value calculated with ‘‘the
best estimates’’ of parameters. The variability of other safety indices is somewhat lower.
Thus, the variability in sagging reads +0.33/À0.31 for the new generation tanker and
+0.3/À0.32 for the ‘‘rule’’ tanker. Obviously, the variability of safety indices is not
negligible and they emphasize the importance of proper uncertainty assessment of
pertinent variables for a credibility of a reliability study.
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Table 16
Safety indices for various mean values of modelling uncertainties (New generation tanker, ‘‘corroded’’ hull)
mð^ w
u
Þ mð^ w
w
Þ mð^ w
nl
Þ
0.95 1.05 0.85 0.95 1.12 1.14
b
FL
(Sag) 1.83 2.28 2.21 1.92 – 1.79
b
BL
(Hog) 2.61 3.01 2.89 2.73 2.60 –
Table 17
Safety indices for various mean values of modelling uncertainties (‘‘Rule’’ tanker, ‘‘corroded’’ hull)
mð^ w
u
Þ mð^ w
w
Þ mð^ w
nl
Þ
0.95 1.05 0.85 0.95 1.12 1.14
b
FL
(Sag) 1.42 1.88 1.83 1.48 – 1.33
b
BL
(Hog) 2.00 2.51 2.44 2.09 1.81 –
J. Parunov et al. / Marine Structures 20 (2007) 49–70 67
The results of the presented parametric study might be useful when comparing the
reliability analyses based on differing assumptions. The ranges of variability of the safety
indices calculated in the present work may be used to approximately estimate the
implications of different parameters of modelling uncertainties on the results of reliability
studies.
10. Conclusion
The new generation oil tanker, which is characterized by shallow draught and low
length-to-beam ratio, is designed based on the vertical wave bending moments obtained by
direct hydrodynamic and statistical analysis instead of using rule values. The aim of this
paper is to quantify the changes in notional hull-girder reliability as a result of such
innovative approach in ship design. For that purpose, a comparative hull-girder reliability
study of a new generation oil tanker and an existing conventional ‘‘rule’’ tanker is carried
out. The reliability assessment is performed for ‘‘as-built’’ state of ships and for
‘‘corroded’’ ships, assuming 20-year corrosion, as given by ship rules.
Results of the analysis of ‘‘as-built’’ ships show that the structural reliability of the new
generation oil tanker is much higher than the reliability of the ‘‘rule’’ oil tanker. For
‘‘corroded’’ hulls, the ratio of failure probabilities between the ‘‘rule’’ tanker and the
new tanker design is reduced, as a consequence of the unusually large breadth of the new
generation oil tanker. Nevertheless, the reliability of the ‘‘corroded’’ tanker of new
generation is almost as high as the reliability of the ‘‘as-built’’ ‘‘rule’’ tanker.
The sensitivity analysis shows that for various ships, even of the same type, the relative
impact on structural safety of still-water and wave-induced bending moments may be quite
different. While for the new generation tanker the calculated reliability index is very
sensitive to the still-water bending moment in ballast loading condition, the reliability of
the ‘‘rule’’ tanker is almost completely insensitive to this variable. The sensitivity analysis
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0
0.5
1
1.5
2
2.5
3
3.5
R
e
l
i
a
b
i
l
i
t
y

i
n
d
e
x

New generation tanker -sag
"Rule" tanker - sag
New generation tanker - hog
"Rule" tanker - hog
Fig. 4. Ranges of reliability indices calculated by parametric variation.
J. Parunov et al. / Marine Structures 20 (2007) 49–70 68
shows that the uncertainty of the ultimate bending moment capacity is generally the most
important variable in reliability assessment.
The parametric variation is performed for plausible ranges of COVs and mean values of
the modelling uncertainties. The results of the parametric study confirm the results of the
sensitivity analysis regarding the huge importance of the uncertainty of ultimate strength.
It is also shown that different assumptions about non-linear effects may lead to significant
changes in the calculated safety indices. The results of the presented parametric study
might be useful for comparison of reliability analyses that are based on different
parameters of modelling uncertainties.
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