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Ocean Engineering 46 (2012) 18

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Ocean Engineering
journal homepage: www.elsevier.com/locate/oceaneng

Structural reliability of offshore platforms considering fatigue damage


and different failure scenarios
A. Gholizad a,n, A.A. Golafshani b, V. Akrami c
a

University of Mohaghegh Ardabili, P.O. Box 56199-11367, Ardabil, Iran


Sharif University of Technology, P.O. Box 11155-9313, Tehran, Iran
c
Sharif University of Technology, Tehran, Iran
b

a r t i c l e i n f o

abstract

Article history:
Received 18 January 2011
Accepted 28 January 2012
Editor-in-Chief: A.I. Incecik
Available online 19 March 2012

Structural systems will normally fail as a consequence of a chain of different components failure es.
In this paper, fatigue reliability of xed offshore platforms is investigated by analyzing different failure
scenarios. In order to evaluate the occurrence probability of a special scenario, it is divided into a nite
number of sub-scenarios. All combinations of time sequences are generated for a given sequence
of failures, using a specially developed program.
In order to calculate the occurrence probability of each scenario, a massive reliability analysis
should be done for each of corresponding sub-scenarios. A large number of sub-scenarios should be
analyzed, therefore implementing time consuming traditional methods for evaluating fatigue reliability
may be unrealistic, and a simplied and accurate method is required. Herein, an Articial transfer
function is used to calculate the cumulative fatigue degradation in components. The preciseness of the
proposed method is evaluated using a numerical model, and then, it is used to calculate the occurrence
probability of each sub-scenario. Based on the calculated values, probability of occurrence is obtained
for each scenario, and nally, the failure probability of entire system is calculated. The proposed
method can be used in inspection planning and evaluating the life extension of existing offshore
platforms.
& 2012 Elsevier Ltd. All rights reserved.

Keywords:
Fatigue damage
Structural reliability
Failure scenario
Articial transfer function

1. Introduction
Fatigue deteriorating phenomenon is a major failure mode
accounted for in design codes of offshore structures. The awareness of fatigue degradation in metallic structures started in the
mid 19th century with the occurrence of fatigue failures in the
railway industry (Gordon, 1978). In later years, fatigue failure
of pentagon-type semi-submersible Alexander L. Kielland platform, caused an increased focus on fatigue problems in the
offshore industry (Moan, 1981). A detailed theoretical background
for fatigue analysis is given by Martindale and Wirshing (1983),
Stahl and Geyer (1984), Almar-Naess (1985), Gurney (1979),
Kumar and Karsan (1990), Maddox (1992), Suresh (1991), Dover
and Madhava Rao (1996). More recently, fatigue crack growth has
been studied by among others Lassen (1997).
Considering the high costs of installation and repair of xed
offshore platforms and their environmental disasters in the case
of failure, it is necessary to create more detailed procedures for

Corresponding author.
E-mail addresses: Gholizad@uma.ac.ir (A. Gholizad),
Golafshani@sharif.edu (A.A. Golafshani).
0029-8018/$ - see front matter & 2012 Elsevier Ltd. All rights reserved.
doi:10.1016/j.oceaneng.2012.01.033

designing these structures. In recent years probability-based


methods have become the most utilized tools for this purpose.
Details of the structural reliability theory can be found in
Schnerder (1997), Melchers (1999).
In this regard, Madhavan Pillai and Meher Prasad (2000)
formulated a procedure for fatigue reliability analysis for inspection strategy of xed offshore platforms using the serviceability
limit state criteria. Siddiqui and Ahmad (2001) studied fatigue
and fracture reliability of TLP tethers under random loading of sea
waves. In this study, fatigue reliability of TLP tethers are evaluated using two common methods, i.e., rst order reliability
method (FORM) and Mont Carlo simulation. A more detailed
application of reliability methods in fatigue assessment of existing offshore structures can be found in Gerhard (2005). Golafshani
and Gholizad (2009) utilized vibration control mechanisms to
increase structural reliability of xed offshore platforms against
fatigue damage. In this research, reliability analysis is performed
using an approximate method, which models the structure
directly as a system rather than modeling of the structural system
as a system of components.
The present work studies fatigue reliability of xed offshore
platforms, considering the different failure paths which may lead
to the failure of the entire system. Herein, Failure scenarios are

A. Gholizad et al. / Ocean Engineering 46 (2012) 18

Nomenclature

G(  )

Gamma distribution function


Fraction of time spent in the ith sea state
Wide band correction factor
Standard deviation of stress process
Zero mean crossing frequency of stress process
Frequency
Parameters of ATF
Natural period of the structure
Zero up crossing period
Representative of the normal distribution function
Wirschings wide band correction factor
ith order moment of the stress process
Reliability index

gi
H(f)
SY(f)
SX(f)
g(z)

DF
A

O
B
TL
m

Transfer function
Response spectrum
Excitation spectrum
Limit state function for fatigue
Value of the PalmgrenMiner damage index at failure
Fatigue strength coefcient
Dened stress parameter
Inaccuracies in estimating the fatigue stresses
Design life in seconds
Negative inverse slope of the logarithmic SN Curve
N A  S  m

dened as independent random events which specify the


sequence of failures in different members of a structure.
The participation of each failure scenario in total probability of
system failure is accounted for using an approximate method
which uses an articial transfer function (ATF) to calculate fatigue
degradation in different components. To do this, each scenario is
divided to a nite number of sub-scenarios through generating all
possible combinations of occurrence times for a given sequence of
failures.
Since each sub-scenario is an independent random process, the
occurrence probability of each scenario is found to be equal to
sum of occurrence probability of its constitutive sub-scenarios.
Consequently, the probability of failure for entire jacket is
evaluated by adding the occurrence probability of all scenarios
and corresponding reliability index is calculated. This method is
performed using different life times (T) and corresponding reliability indexes (b) are obtained, whichmakes plotting b versus T
possible.
Since the proposed method considers different failure scenarios in order to evaluate fatigue reliability of entire platform,
it provides more detailed information on fatigue behavior of
different members. Using this method, it is possible to determine
critical failure paths (scenarios with high probability of occurrence) and reinforce corresponding weak members.
This method can be used to evaluate existing offshore structures. Reliability analysis may be performed for these structures
considering their in-service condition. It can be used for inspection planning of xed offshore platforms as well.

li

si
f0i
f
a, C
Ts
TZ
F(  )

li
Mi

Herein, a two-parameter ATF is used to simulate the real transfer


function and calculate fatigue degradation in a desired point of
structure. ATF is a function with predetermined shape and some
unknown parameters. Since the proposed ATF has two unknown
parameters, it will be checked in two points to be equal with the
real transfer function (Fig. 1).

2.2. Limit state function


Limit state function for fatigue loads can be found in references; Yong Bai (2003), Siddiqui and Ahmad (2001) as Eq.(2). This
equation is based on PalmgrenMiners rule and uses SN curve
to estimate accumulated fatigue damages:
gz

DF A
T L
Bm O

where, A is fatigue strength coefcient and m is negative inverse


slope of the logarithmic SN curve, B is stress modeling error, DF
stands for modeling error associated with the PalmgrenMiner
rule and TL is the design life in seconds. There are some
uncertainties in dening the terms A, B and DF, which their mean,
COV (coefcient of variation) and distribution type are listed in
Table 1. The term O is the stress parameter, which is dened in
Eq. (3) Siddiqui and Ahmad (2001):
p

O 2 2m G 1

n
m X
g f l sm
2 i1 i 0i i i

2. Approximate method
In this section, an approximate method is developed for
calculating fatigue reliability of components in an offshore platform. This method will be used later to calculate occurrence
probability of each sub-scenario. Since there are a large number of
sub-scenarios to be analyzed, the proposed method should have
the possible highest accuracy while doing the least amount of
calculations.
2.1. Assumptions
As stated in API (2000), A transfer function denes the ratio of
the range of a structural response quantity to the wave height as a
function of frequency. In a linear system, having an excitation
spectrum SX(f), and a transfer function H(f) at a specic point,
stress process SY(f) can be achieved by:
SY f H2f SX f

Fig. 1. Real and articial transfer function.

A. Gholizad et al. / Ocean Engineering 46 (2012) 18

Table 1
Denition of random variables Madhavan Pillai and Meher Prasad (2000).
Variable

Distribution

Mean/median

COV

A
B

Lognormal
Lognormal
Lognormal

5.27  1012 Mpaa


1.00
1.00a

0.63
0.20
0.30

DF
a

These are median value.

a peak point at Ts (The shape of this projection is inspired from


PiersonMoskowitz spectrum). As this function has two unknown
parameters, thus it should be checked in two points, to be equal
with real transfer function (one on natural period of the jacket
and the other one away from this point).
In a spectral fatigue analysis, each sea state is dened with a wave
height spectrum. In this study, PiersonMoskowitz spectrum is
used to represent each sea state. PM spectrum is given by:
  !
H2s
1 1 4
SX f
exp

7
5
p f Tz
8p2 f T 4z
where, Hs and Tz are the signicant wave height and characteristic
wave period, respectively (which can be found in a sea scatter
diagram). Using the proposed ATF (Eq. (6)) in conjunction with PM
wave height spectrum (Eq. (7)), the stress process SY(f) may be
calculated from Eq. (1). The next step is to determine f0i and si using
Eqs. (4) and (5):
s
a2 T 2z 0:0275T 3s =1 1=T 4s T 4z 7=4
8
f 0i
a2 T 4z 0:0608T 5s =1 1=T 4s T 4z 9=4

si CH

s
a2
T 5s
0:0038 4
16
T z 1 1=T 4s T 4z 9=4

As it is clear from these equations, f0i and si are only the


functions of sea scatter data (H and Tz) and structural properties (Ts).

2.4. Calculation of wide band correction factor


Fig. 2. A typical two-parameter ATF.

In Eq. (3), m is the fatigue exponent; n is the total number of seastate in the wave scatter diagram; gi is the fraction of time spent
in the ith sea state; li is the wide band correction factor; G(  ) is
representative of gamma distribution function and f0i, si are the
zero mean crossing frequency and standard deviation of stress
process for ith sea state, given by:
q

R1 2
0 f  SY f df
4
f 0i

si

Z 1
si
SY f df

In these equations SY(f) is the power spectral density function


of stress process in a specied location of structure as a function
of frequency f and it is generally calculated from Eq. (1). Using
Eqs. (4) and (5), the next step is to use a two-parameter ATF in
conjunction with Eq. (1) to calculate SY(f) and nd the values of f0i
and si.
2.3. Calculation of f0i and si, using constant ATF
In this section, it is intended to nd f0i and si for a twoparameter ATF. Many different functions may be used as a twoparameter ATF. An Example of these functions is as follows:
v
u
  !
u
C2
4 1 4
Hf ta2 C 2
6
exp

5
p f Ts
2p2 f T 4
s

where, a and C are unknown parameters which dene the shape


of ATF (Fig. 2), and Ts is the natural period of structure. The ATF
of Eq. (6) is composed of a constant line (aC) and a projection with

In a spectral fatigue analysis, it is assumed that the stress in a


specic point of structure is a narrow band random process.
A correction factor is used in Eq. (3), to account for wide band
random processes. In the present work, Wirschings wide band
correction factor is used which is given by ABS, (2003):

li am 1am1ei bm

10

where
am 0:9260:033m

11

bm 1:587m2:323

12

The termei in Eq. (10) is the spectral width parameter dened


by Yong Bai (2003):
v
!
u
u
M 22
t
13
e 1
M0 M4
where, Mq is the qth order moment of the stress process. Using
prescribed articial stress process (stress process corresponding
to two-parameter ATF), M4 becomes innite and therefore ei for
all sea states equals to unity. Assuming m3, wide band correction factor becomes 0.827 for all sea states.

2.5. Reliability index


Using Cornell safety method, reliability index can be
achieved by calculating mean and standard deviation of limit
state function. This index is shown in Eq. (14) which is the
corrected form of equation given in Yong Bai (2003):

LnmT =T L 0:5s2LnT

sLnT

14

A. Gholizad et al. / Ocean Engineering 46 (2012) 18

where m and s denote mean value and standard deviation,


respectively and are given by:

mT

mDF  mA
mB  O

15

q
2
sLnT Ln1 C A 1 C D 1 C B m 

16

where Cs represents the COV of each variable. Using values given


in Table 1, one can obtain reliability index in the form of:
!
n
X
b 34:8231:365Ln
gi f 0i li sm
1:365LnT
17
i
i1

Converting the unit of T from seconds into years and substituting a value of 0.827 for wide band correction factor, the
equation can be rewritten as:
!
n
X
b 111:365Ln
gi f 0i sm
1:365LnT
18
i
i1

HS

TZ

(ft)

(m)

2.5

3.5

1.0
2.0
3.0
4.0
5.0
6.0
7.0
8.0
9.0
10.0
11.0
12.0
13.0
14.0

0.30
0.61
0.91
1.22
1.52
1.83
2.13
2.44
2.74
3.05
3.35
3.96
4.27
4.57

23
17

17
53
16
2
1

3
52
127
35
4
4

4.5

5.5

17
74
61
17
4
1

32
11
20
16
9
4
1

14
6
14
7
3
14
7
2

3
1
6
10
2
3
8
4
2
1

6.5

2
2
1

2
1
4
2

2
1
1
1

Total number of occurrences 751.

The above mentioned equation (in conjunction with


Eqs. (8) and (9) denes the reliability index of components as a
function of sea scatter data (Hz, Tz), structural properties (Ts, C, a)
and in-service life time (T). In order to use this equation, it is
sufcient to determine the value of transfer function in two points.
One of these points should be selected at natural period of the
jacket. Let the corresponding value of this point be represented by
Tr1. The other point should be selected away from natural period of
the jacket (the corresponding value is shown by Tr2). Using these
two values, a and C may be calculated from the following equations:
q
19
Tr 1 a2 C 2 0:0142C 2 T s
Tr 2 aC

Table 2
Sea-scatter data Vughts and Kinra (1976).

20

Since the transfer function is usually smooth at the periods


away from natural period of jacket (and furthermore, f0i and
si are inside the Ln operator), the position of second point will
not change the results considerably and it can be selected in any
arbitrary point which is not close to Ts (for example, it can be
selected at Ts 1).

the next part of this study, where a large number of reliability


analysis should be done.

3. Scenarios and sub-scenarios


In this part of study, the statistical concept of scenarios and
sub-scenarios is explained and fatigue reliability of entire jacket is
formulated. It is illustrated in this section, how to use Eq. (18) for
calculating occurrence probability of each sub-scenario. Also, the
probabilistic relations between sub-scenarios, scenarios and failure of entire jacket are established.
When a member in an offshore platform fails due to fatigue
degradation, this may lead to load redistribution to other components in the structure. This may further lead to an increased
stresses in these components which will accelerate crack growth
in them; however the entire jacket is still functioning until
the next failure occurs, and next, and next. Failure of a structural
system can be modeled by sets of scenarios. Hence, the failure
probability of entire system may be calculated as follows:

2.6. Evaluation of approximate method


In order to evaluate preciseness of the proposed method, a six leg
platform is modeled in SACS program Engineering Dynamics, Inc
(2005) and its members are designed using the proposed method.
The numerical model is analyzed using the sea-scatter data listed
in Table 2. This procedure is done for three members of the
numerical model using 25 pairs of T and b. After designing members
with the proposed method, the jacket is reanalyzed and actual
reliability index in members is calculated using the real transfer
function.
The numerical model of jacket and results of analysis are
shown in Fig. 3. As it is apparent from this gure, there are two
surfaces in each presented diagram. One of these surfaces is
representative of design reliability level (the black one), which is
based on the proposed method, and the other is the calculated
reliability after designing members (using real transfer function).
Based on the results, it can be said that the two-parameter ATF
is a powerful mean for simulating the real transfer function in a
desired point of structure. As it is apparent from Fig. 3, the
proposed method has an acceptable accuracy level against its low
amount of calculations.
Generally speaking, the proposed method is an efcient way
to simplify the massive calculations of fatigue reliability while
retaining the acceptable level of accuracy. Hence, it can be used in

Pf sys

K
X

P sce k

21

k1

where, Pf(sys) is the failure probability of entire system, Psce(k) is


the occurrence probability of kth scenario and K is the total
number of scenarios.
As it is mentioned before, each scenario is an independent
random process which species a predened sequence of events.
An example scenario may be indicated as: event 1-event 2-event 3
(or e1-e2-e3). As it is clear from this indication, scenarios dene
only the sequence of events and not their occurrence time. But
Eq. (18) can not be used for calculating fatigue reliability of
components, until the occurrence time of all events are specied.
To solve this problem, each scenario is divided to a nite
number of sub-scenarios which dene both sequence of events
and their occurrence times. To do this, all possible combinations
of occurrence times should be generated for a given sequence of
events. An example of these sub-scenarios is illustrated in Fig. 4,
which shows all possible occurrence times for a scenario with
three events (e1-e2-e3) if it is intended to occur within 5 years.
If it is intended to nd the occurrence probability of the above
mentioned scenario within 25 years, there will be 2925 subscenarios which should be analyzed. Since sub-scenarios are
independent random processes, the occurrence probability of

A. Gholizad et al. / Ocean Engineering 46 (2012) 18

Fig. 3. Evaluating preciseness of the two-parameter ATF method: (a) numerical model, (b) member 1, (c) member 2 and (d) member 3.

scenario have failed and all other members are in the safe margin.
Hence, Psubk (o) can be calculated as:

each scenario may be calculated by:


P sce k

O
X

P subk o

22

o1

where, Psubk (o) is the occurrence probability of oth sub-scenario


which corresponds to the kth scenario, and O is the total number
of sub-scenarios.
In order to calculate Psubk (o), one should nd the occurrence
probability of a condition in which all members listed in the kth

Psubk o

m=
2Y
kth sce

Rmo 

m AY
kth sce

P f mo

23

In this equation, R(m)o is the reliability of mth member (mekth


scenario), when the last failure of oth sub-scenario occurs. Let a
typical sub-scenario be indicated as: T1, T2, T3y TSC. Also let the
corresponding scenario be indicated as: E1, E2, E3y ESC. By

A. Gholizad et al. / Ocean Engineering 46 (2012) 18

Fig. 4. All possible occurrence times for scenario with three events.

Fig. 5. Simplied model of the platform, members numbering and some failure scenarios.

generalizing Eq. (18) to account for all failures of a sub-scenario,


R(m)o can be calculated as:
8
0
19
SC1
n
<
=
XX
m
Rmo F 111:365Ln@
f 0,i s0,i gi j T j 1 A
24
:
;
j0 i1

where, F{ } is representative of the normal distribution function. In order to use this equation, the entire jacket should be
analyzed SC times. In this equation, j 0 denotes intact state of
the platform where no failure has occurred in members. Subsequently, j 1 denotes that the rst component of the corresponding scenario has failed and this member should be removed from
numerical model of platform. In the above expression, Tj 1 is the
(j1)th component of the oth sub-scenario which denotes the
time between jth and (j 1)th failures.
In Eq. (23), Pf(m)o is the failure probability of mth member
(mAkth scenario), at the time determined by the oth sub-scenario.
Let m be the qth component of the corresponding scenario.

Knowing that the failure of this member should occur between


the years Tq  1 and Tq, then Pf(m)o can be calculated as:
8
0
q2 X
<
n
X
f 0,i sm
Pf mo F 111:365Ln@
0,i gi j T j 1
:
j0i1

n
X

!)
m
0,i i q1 T q 1

f 0,i s g

i1

8
0
19
q1 X
n
<
=
X
m
@
f 0,i s0,i gi j T j 1 A
 F:111:365Ln
;

qa 1

j 0i 1

25
(
Pf mo F 111:365Ln

n
X
i1

!)
f 0,i sm
0,i gi q1 T q 1

A. Gholizad et al. / Ocean Engineering 46 (2012) 18

(
F 111:365Ln

n
X

!)
f 0,i sm
0,i gi q1 T q

q1

26

i1

4. Numerical example
In this section, an example jacket is analyzed using the proposed
method and its failure probability is obtained by the means of a
specially developed computer code. The numerical model of jacket is
shown in Fig. 5 and its members properties are listed in Table 3.
In this example, it is assumed that the failure of the entire jacket
will occur in the form of one of the 18 scenarios which are shown in
Fig. 5. All of the possible sub-scenarios are generated for these
scenarios and the numerical model is analyzed using the prescribed
method.
In order to nd natural period of the jacket in each analysis
(which is required when using approximate method), the jacket is
modeled using a cantilever beam and three lumped masses
(shown in Fig. 5). It must be noted that the amount of these
lumped masses are constant during all stages of the analysis,
while the stiffness of each part varies based on the collapsed
members in each phase of analysis.
If it is intended to plot reliability of the entire jacket (b) versus
its life time (T), then the numerical model should be analyzed
using different values for T. Fig. 6 shows the corresponding results
for two scenarios which are analyzed using a life time of 25 years.
Each of these diagrams contains the resultant probability of
occurrence for 2925 sub-scenarios. These values are calculated
using Eq. (23) in conjunction with Eqs. (24), (25) and (26).
Based on the discussions of previous section, each of the subscenarios is an independent random process, and hence, they can
be added up to give the occurrence probability of the corresponding scenarios. For example, one can add up the occurrence
probabilities of the Fig. 6(a) using Eq. (22) to achieve only a one
Table 3
Members properties of example jacket (cylindrical sections).
Members number

Outer diameter (cm)

Thickness (cm)

1,
2,
3,
5,

120
80
80
100

2.25
1.25
1.5
2

4
6, 10
7, 11
8, 9, 12

point on the Fig. 7(a). This should be done for all other scenarios
using different values for in-service life of the jacket (5, 10, 15, 20
and 25 years) to obtain all of the curves shown in Fig. 7(a).
As it is apparent from Fig. 7(a), the relative vulnerability of
different failure paths may be determined from this gure. Based
on the results, one can nd the critical scenarios (most probable
failure paths) from Fig. 7(a) and strengthen the corresponding
weak members involved in these scenarios.
Using Eq. (21), one can add up the curves of Fig. 7(a), to obtain
failure probability of the entire jacket in different years of the
jackets life. This is shown in Fig. 7(b), which represents the failure
probability of the entire jacket among its constitutive components (failure probability of the scenarios).
Failure probability of the entire jacket under fatigue degradation is re-plotted in Fig. 8(a). This curve may be converted to show
the reliability index of the entire jacket under fatigue loads:

bsys F1 f1P f sysg

27

where, F  1{ } is representative of the inverse normal distribution


function. The reliability index of the entire jacket against its in-service
life time is calculated using Eq. (27) and displayed in Fig. 8(b). This
curve may be used to predict the fatigue life of a xed offshore
platform. Also, one can prepare this curve considering in-service
condition of the members to predict remaining life of the structure.
5. Conclusion
A new method is introduced in this paper which studies fatigue
reliability of xed offshore platforms, through analyzing different
failure scenarios.
In the rst phase of this study, an approximate method is
proposed in order to evaluate fatigue reliability of different
components in an offshore structure. In this method, an articial
transfer function is tted to the real one, using a two point
control. Based on the results, the proposed method has an
acceptable accuracy against its low amount of calculations and
it can be used in the second phase of the study where a large
number of reliability analysis should be performed.
In the second phase, fatigue reliability of entire system is
evaluated through analyzing different failure paths. To do this,
each scenario in divided to some independent sub-scenarios
which their occurrence probability is calculated using the above
mentioned approximate method.

Fig. 6. Results of analysis for two sample scenarios of failure: (a) 12-10-9, (b) 8-6-5.

A. Gholizad et al. / Ocean Engineering 46 (2012) 18

Fig. 7. Results of analyses for different scenarios: (a) Failure probability of each scenario, (b) adding failure probability os scenarios.

5
4.5

1.2
Reliability index

Probability of failure (%)

1.4

1
0.8
0.6

4
3.5
3

0.4

2.5

0.2

10
15
Years in service

20

25

1.5

10
15
Years in service

20

25

Fig. 8. Fatigue parameters of the entire jacket: (a) Failure probability of entire jacket, (b) fatigue reliability index of entire jacket.

Based on the results, the proposed method provides more detailed


information on fatigue behavior of different members. Using this
method, it is possible to determine critical failure paths (most
probable scenarios) and reinforce corresponding weak members.
Also, this method can be used to evaluate existing offshore
structures. For these structures, the reliability analysis may be
performed considering their in-service condition. It can be used
for inspection planning of xed offshore platforms, too.
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