083 Moan Structural Reliability

List of content
Structural reliability and risk analysis

of offshore structures
Introduction
- Facilities
- Regulatory framework
- Accident/failure experiences
- Safety Management
By Torgeir Moan, CeSOS and Department of Marine Technology, NTNU
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
Reliability-base-Calibration of codes for new applications

- Relation between prob. Of failure and safert factors
- Reliability based Calibration of safety factors
T.Moan MARE WINT Sept.2013 1
Fatigue reliability
-
Background
Fatigue life models (based on SN- and Fracture Mechanics)
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
Integrating
knowledge
Quantitative risk assessment

-
Risk Analysis Framework

Internal and external hazards
ALS design check
Ship Collision risk
Accidental Actions on wind turbines
Wind turbines vs other marine structures
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)
Introduction
Regulatory framework - general
to avoid:
Fatalities or injury
Environmental damage
Property damage
Offshore oil and gas
Wind turbines
- National regulatory
bodies;
- Industry: API, NORSOK,
- Classification soc.
- ISO/IMO
- National Regulatory
bodies
- Classification societies ??
- IEC
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
Regulatory regime (depends on economy; accident potential):
Overall stability Strength
Introduction
Gathering of experiences development of procedures/methods/data
Escapeways/
lifeboats
Regulatory principles
- Goal-setting viz. prescriptive
- Probabilistic viz. deterministic
- First principles viz.
purely experiential
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
A Case of structural failure - due to natural hazards ?
Introduction
Lessons learnt from total losses of platforms
Technical-physical causes:
Observation: Wave forces exceeded the
structural resistance
Human organizational factors:

Design
- Inadequate wave conditions or load calculation
or strength formulation or safety factors
Fabrication deficiencies
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
CeSOS NTNU
a) Alexander L. Kielland fatigue

failure, progressive failure and
capsizing, North Sea, 1980
b) Ocean Ranger, flooding and capsizing,

New Foundland, 1982.
(Model during survival testing)
c) Piper Alpha fire and explosion,

NorthSea, 1988
T.Moan
MARE WINT
Sept.2013 8
d) P - 36 explosion,
flooding
and
capsizing, Brazil, 2001
Introduction
Accident experiences for mobile drilling and

fixed production platforms
Introduction
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
(Number of accidents per 1000 platform years)

20
18
16
Mobile
14
Fixed
12
The predicted frequency of crack occurrence was found

to be 3 times larger than the observed frequency; i.e.
conservative prediction methods
10
8
6
4
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
2
Sp
ill/r
ele
as
Str
e
uc
tur
al
da
Ca
ma
ps
ge
ize
/fo
un
de
rin
g/l
ist
Fir
e
Gr
ou
nd
ing
Ex
plo
sio
n
Blo
wo
ut
Co
lis
ion
/co
nta
ct
Dr
op
pe
do
bje
ct
Operational errors
Design or
Fabrication
errors
(World wide in the period 1980-95, Source: WOAD 1996)
CeSOS NTNU
Introduction
Introduction
Failure Rates and Down Times of Wind Turbines

Courtesy:
Fraunhofer
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)
CeSOS NTNU
- Larger turbine size?

( > 5 - 20 MW)
Risk Control Measures
Cause of failure
Safety measure
Inadequate design check to

account for normal variability
Increase safety factors or use

lower Rc and higher Sc
Human error and omission

Design
Fabrication
Operation
Unknown phenomena
In general:
-improve the quality of the initial job.
-implement proper QA/QC
possible ALS design check
ALS design check
R&D
- Predict,
monitor and
measure degradation

11

12
Introduction
Safety management (ISO 2394, ISO19900, etc)

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

Regulatory requirements:
- National Regulatory bodies;
(MMS, HSE, NPD
- Industry : API, NORSOK,
- Class societies/IACS
- IMO/ISO/(CEN)
OR
model
tests
- QA/QC of engineering design process

- QA/QC of the as-fabricated structure
- QA/QC during operation
(structural inspection )
- Fatalities
- Environmental damage
- Property damage
Floatability / stability
Structural strength of the hull

Strength of (possible)
mooring system
Escapeways and
lifeboatstationes etc for evacuation
- Event control of accidental events

- Evacuation and Escape
13

14
CeSOS NTNU
Introduction
10
Introduction
11
Accidental Collapse Limit State for

Structures (NPD, 1984)
Safety criteria for design and reassessment

P,F
(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
Accidental collapse (ALS)

- Ultimate capacity1) of
damaged structure with
credible damage
Physical appearance
of failure mode
Remarks
Estimate the damage due to accidental loads (A) at

an annual exceedance probability of 10-4
Component design check

Collapsed
cylinder
Fatigue
crack
Plate
thickness
Component design check

depending on residual
system strength and
access for inspection
P,F
E
Jack-up collapsed
- and likely fabrication errors
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

15

16
CeSOS NTNU
CeSOS NTNU
Introduction
12
dead loads
-pay loads
Sea loads
Piper Alpha
Accidental
loads
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
Design
criteria
Extreme
moment (M) ULS:
Collapse
and
resistance
axial
force (N)
Ocean
environment
Industrial
and
Operational
Conditions
Load
effects
Analysis of
damage
Response
analysis
- dynamic v.s.
quasi-static/
quasi-dynamic
Local
stress
range
history
FLS:
Definition
SN-curve/
fracture
mechanics
Reliability:
Probability of a component/system to perform a required function
Risk:
Expected loss (probability times consequences)
Damaged
structure ALS:
Extreme
global
force
13
Risk and reliability assessment
Analysis for demonstrating compliance with

design criteria
Functional loads
Introduction
Ultimate
global
resistance
Recognised in the oil and gas industry
Design
check
Defined probability
level
17
- calibration of LFRD design approaches (1970s, 1980s)

- RBI (Risk/Reliability Based Inspection)
T.Moan
(methods in 1980s-; industry adoption in 1990s-)
CeSOS NTNU
Estimation of Failure Probability of components

A simple example: The probability of failure , Pf , for
a time-invariant reliability problem, is
Pf = P [ R S 0] = P [ ln R ln S 0] =
Notional
probaility,
not true, actuarial
(u)
Estimation of Failure Probability
Relation between Pf and

Pf
Pf
1+V 2
S
ln R
ln R
1+V 2
S
=
2
2
2
V +V2
ln1 + V 1 + VS
R
S
R
1
2
2.5
3
3.5
4
4.5
5
5.5
6
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
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
CeSOS NTNU
- R is the resistance
- S is the loading
(t )dt
MARE WINT Sept.2013

18
.... = P [ R ' S' 0] = ( ')
where ( ) is the standard normal density function
( u ) =
ALARP
principle
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
19
A rough approximation:
Pf = ( ) 101.2 1.4
20
General methods to determine Pf
General formulation for two variables

An approach which represents a first step towards a general formulation can be based on
The probability of failure , Pf , for

a time-invariant reliability problem, is
Notional
probaility,
not true, actuarial
Pf = P g ( x ) 0 =
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

21
f R (r ) f S ( s )
22
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
R = N ( R , R2 )
S = N ( S , S2 )
R R
R
S S
U2 =
S
U1 =
R,S space
Distance d:
Transformation of variables
In general transformation of (independent variables)
x into variables u is :
(u ) = Fx ( x)
x = Fx 1 ( (u ))
d=
R S
R2 + S2
U-space
( cfr. previous definition )
Failure probability
Pf = P M ' 0 =
( M ' 0)
fU1U 2 (u1u2 )du1du2 =
(u1 ). (u2 )du1du2 = ( )
( M ' 0)
Transformtion of failure function

M ' = R S = ( RU1 + R ) ( SU 2 + S )
23
The same answer as before.

The advantage of this method is when multiple variables are needed.
24
Monte Carlo simulation
{ }
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.
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:
p f = P [ M 0]
M = RS
with independent variables R and S given by probability density function fR(r)
and fS(s), respectively.
r1 , s1
pf may be determined as follows:
1)
Generate n sample of pair (R,S) from fR(r) and fS(s), respectively
(
)
( r2 , s2 )
( r3 , s3 )
( rn ,
= r s
M
i
i
i
2)
Determine
3)
Determine no. of cases (k) where

Then
pf
for all pairs.
<0
M
i
- which correspond to failure.
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 )

25

26
Calculation of probability of unions and intersections
FORM in a general case

So far, the failure probability pf
Pf = P[g( ) 0]
or
P[M 0]
has been addressed, where: g( ) 0 expresses failure
(linearization)
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.
P = ( ),
f
27
Note that the conditional probability

Pf = P[g( ) 0| I( )<0] = P[M1 0| M2 0]
= P[(M1 0) (M2<0)] / P[M2 0]

28
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[Rsys - Ssys 0)]
= P[FSYS(U)] + P[FSYS(U)| Fi] x P [Fi]

- P [Fi] probability of fatigue failure
T.Moan
MARE WINT Sept.2013

29

30
- 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 ?
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)
= 50
max( 1 year )
= 40
VR + VS
Pf : (100 years ) 1.46 E 2
(1 year ) = 2.89
Pf : (1 year ) 1.93E 3
P (100 years)
f
P (1 year )
f
1.46 10 2
=
~7
1.93 10 3
- 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
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
(100 years ) = 2.18
Structural Reliability Analysis Procedure

31
- 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

32
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
Wave
elevation
(loads)
time
- statistical uncertainty (due to limited data)
Characterisation of a random variable, X

- Mean, x
- COV = Stand. Dev. = x ; or

Mean Value
- 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-
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 !
33
Uncertainties according to their

physical source associated with wave loads

34
Estimation of uncertainties of extreme loads on jackets

(simplified approach)
- wave height, period, current velocity

(including variability, limited amount of data, etc.)
- wave theory
- drag and mass coefficient
18m
c=18 m
H=30m
70m
Wave height: H100(100 year wave height)

Mean uncertainty ~ 1.0
COV =
H 0.10 0.15 North Sea

=
GoM
H 0.15 0.20
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
35
height is represented by H.
Design Wave Approach
Kinematics : Stokes 5th order theory

particle velocity
particle acceleration
Wave loading
F = CD v v + CM D 2 a
2
4
c H (approximation by regression fit)
API (ISO) procedure will be referred to here

36
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
f
f
A f y
R = N u = f u A = u f y X R A = u f ynom Anom X R
f
f
Anom f 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
f
y pred
Keulegan-Carpenter number
F
measured(i)
Model uncertainty = F
predicted(i)
Mean = 1.06
COV =
The Magnus platform

ISO 19900
load analysis procedure
Slenderness,
XR = 1.00+0.10
Mean :
CoV :
0.05
VX R =
0.08
25%

37
CeSOS NTNU
for
0 < 2.0
for
for
0.6
0.6 < 2.0
38
Model uncertainty of ECCS method for strength of tubular columns
Tail sensitivity
LN
cov (S)
0.2
0.4
4
2
0.2
0.4
4
2
0
0
cov (R) = 0.1, cov (S)-variable
LN : lognormal R and S
39
LN
cov (S)
cov (R) = 0.2, cov (S)-variable
M : R lognormal and S lognormal

(not analyticalT.Moan
!)
MARE WINT Sept.2013

40
14
Relation between reliability measure, (Pf ) and

Safety Factors (R , S ) in ULS design check
15
Reliability - based ULS requirements

Design equation
Semi-probabilistic design code:
R c / R SSc
Resistance R
Load effect S
RC/R > DDC + LLC + EEC
- Rc ; Sc - characteristic resistance and load effect
- R ; S - partial safety factors
Reliability analysis:
R and S modelled as random variables;
e.g. by lognormal distributions
pdf
R,S
( R ,VR );( S ,VS )
R = BR RC
S = BS SC
BR 1;BS < 1
0.85 0.7 log Pf

Goal: Implied Pf Pft
Pf = P R S (
....... = (
ln (B R R S /B S )
V R2 + V S2
ln ( R / S )
V R2 + V S2
) = ( ) 10
WSD
)
1.2 1.4
LRFD
Design criteria: FLS
D=
Load ratio, Ec/(Lc+Ec)
Wind turbines
-IEC

42
In-service Experiences
16
Fatigue behaviour
ni
Dallowable
Ni
Stress,
ALS
Initial and modified inspection/
monitoring plan
- method, frequency
Chord
wall
Pf depends upon the

systematic and random
uncertainties in
R; D, L, and E
CeSOS NTNU
.... = 0.1 1.0
Ground
P(R>D+L+E) Pft
Reliability-based code calibrations:

Offshore oil and gas
- NPD/DNV; API/LRFD;
- Conoco studies of TLPs ;
- denotes mean value

- denotes st. deviation
V = / coefficient
ofMARE
variation
T.Moan
WINT Sept.2013
41
(-) = standard cumulative normal distr.
Safety against fatigue or other degradation

failure is achieved by design, inspection and repair
Brace
wall
Goal: The Implied
R
resistance
Pf =
D, L, E load effects due to
permanent
live
load effects
environmental
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
Tubular
joints
Time
Fatigue failure:
- through thickness
crack
- member failure
- visible crack
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
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
44
Experiences with cracks in

fixed offshore platforms (See Vrdal, Moan et al, 1997...)
In-service experiences:
Comparison of fatigue life

predicted by old and new method
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
45
In-service experiences:

46
Fatigue life models
Corrosion
S
Stress,
Splash zone:
Corrosive environment /
difficult access
affects ultimate and

fatigue strength
- plate thinning effect
- crack growth rate
Time
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:
Stress,
a - crack depth
N - number of cycles
c, m - material parameters
Prob. density
fx(x)
fx(x)
xc
47
Deterministic vs. probabilistic approach

- Reliability model
x
48
Fatigue failure expressed by SN formulation
Fatigue reliability baed on SN formulation

Consider
Load effect (stress range), S
D=
Fs(s) = 1 exp(-(s/A)B)
Total number of cycles in period, N0
Pf = P [ D ]
N = KS-m
K, m: material, local geometry dependent
Assume
m, B, No deterministic
so, k and lognormal distribution
Cumulative damage:
n
N
N
m N
D = i = 0 E ( S m ) = 0 Am 1 + = 0 Seq m
Ni K
K
B K
Pf = ( )
K i ( ln N o )
N o som m + 1
B
=
2
2 2
V + m Vso + VK
m B
A(lnNref)1/m
often Nref = N0(108 in 20 years e.g. or wave loads)

49
1.0E+00
1E+00
Cumulative f ailure probability
Failure probability
Cumulative, stdv(lnA )=0.3

A nnual f ailure probability
1E-02
A nnual, stdv(lnA )=0.15
1E-04
Annual hazard rate

Cumulativefailure
failureprobability
probability
Cumulative
distribution of time to failure

probability density function
A nnual, stdv(lnA )=0.3
1.0E-02
1E-03
1E-05
F(t)
f(t)
Cumulative, stdv(lnA )=0.15
1.0E-01
1E-01
10
Time
15
20
Failure probability
f (t )
1 F (t )

50
Reliability level as a function of uncertainty level
Hazard rate, hR(t)
hR (t ) =
where the notation X is the modal value of X
Reliability model (cont)

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!
failure probability in a given (service time) period:
Resistance, SN formulation (simplified)
where sref =
ni N o
s om
=
m +1
B
Ni
K ( ln N o )m B
1.0E-03
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
Service
life
Pf
Annual
hazard
rate h(t)
101
102
0.33
102
2*103
Then
51
hR(t) = Annual hazard rate or annual failure probability for fatigue
D=
1.0E-05
ni
Dallowable
Ni
.... = 0.1 1.0

FDF =1/ Dallowable
1.0E-06
1
Fatigue de s ign factor
9T.Moan MARE
10
WINT Sept.2013
52
Reliability model (cont)
Fracture mechanics model
Fatigue failure probability, Pf
Basic model
pf = P [g( x ) 0] =
g( x ) 0
M (t) = a f a(t )
Final crack size
(plate thickness)
Fatigue failure event:
reliability index
standard normal distribution
- material parameters
lnA, B
- load effect (stress) parameters
NO,
- deterministic
Probability density, fA(a)
Time inservice
C, m
Reliability calculation by FORM/SORM or

Monte Carlo Simulation
53
ti
ted
dic
Pre
For special case: Y(a)=constant

1
a(t ) = a01 m 2 + (1 m ) C S m Y m m 2 N 1 m 2
2
a(ti)
aupd(ti)
a0
Pf = ( )
Predicted
crack size
g(x) = acr a(C, m, lnA, B) 0
Often used
Pf = P [ M (t ) 0 ]
f (x)dx = ( )
c
an
me
k
rac
size
Plate thickness
Calculated probability of
through thickness crack
(without updating)

54
a(t) crack depth
17
Reliability based inspection planning w.r.t. fatigue
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
Current Field
Measurement)
0.70
(3.5)
Updating of failure probability based on

Inspection ( Madsen, Moan, Skjong,
Pf Srensen, .): :
0.21
(1.05)
Magnetic
Particle Insp.
0.89
(4.45)
Not
reported
Eddie Current
2.08
(10.4)
0.32
(1.6)
In-service MPI &

EC (Moan et al,
1997)
Failure probability
Pf (t) = P[ac a(t) 0 ]
ac = critical crack size
1.95
(9.75)
55
Example: no crack is detected:

Mean detectable
crack depth of
1.5 mm
Known outcomes in-service

vs uncertain outcomes at the design stage
Updating late in the service life has larger
influence
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)

56
CeSOS NTNU
P [Fi]
Reliability level,
Target level, pfsysT for global failure and pfT (T)

for fatigue reliability of a specific joint
x P [FSYS(U)|Fi] = pfsysT
Fatigue
failure
probability
in the
service life
Conditional
annual
ultimate
failure
probability
Target
Level for
global failure of
the structure;
Depending on
the potential of
- Fatalities
- Pollution
- Property loss
Inspection at time t=8

with no crack detection
Target level
for a given joint
12
16
; depending on the
consequences of failure
20 Time (years)
1st inspection 2nd inspection
Inspection sceduling for a welded joint

based upon no detection of crack during inspection
(-T) = P [Fi] = pfsysT / P [FSYS(U)|Fi] =

Global failure model
of jacket with
member (i) removed
No
inspection
P [FSYS(U)|Fi] = (-FSYS|Fi)
18
In-service scheduling of inspections

to maintain a target reliability level
Pf = ( ) 101.2 1.4
0.85 0.7 log Pf

57
Extension of method:
- consideration of other inspection events;
- effect of corrosion etc
WINT Sept.2013
58
- many welded jointsT.Moan
, i.e.MARE
system
of joints
CeSOS NTNU
Long term fatigue analysis of multi-planar tubular joints

In an offshore jacket wind turbine
Two-parameter Weibull model:
Characteristic fatigue damage

for different model
Fatigue reliability analysis of multi-planar welded

tubular joints considering corrosion and inspection
Fatigue reliability results:
Characteristic fatigue damage

Tubular
data
Weibull
model
Generalized
gamma
model
Leg1Joint2
0.0881
0.0859
0.0952
Leg1Joint3
0.2713
0.2714
0.2862
Sur12Joint1
0.2142
0.2069
0.2213
Leg2Joint2
0.0876
0.0836
0.0889
Joints
Contribution to cumulative fatigue damage of

wind loads, wave loads and interaction of wind
and wave loads
Raw

59
Reliability index for welded joints in

jacket as a function of time. No
inspection and repair. Rcorr = 0.1 .
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.
(Source: W.B.Dong et al., diff.papers)

60
Reliability - based calibration of FLS requirements

Design criterion :
Reliability index
d = 0.1
d = 0.2
d = 0.3
Comparison between coupled and decoupled analysis method:

Main purpose:
(1) Check the effects of gearbox

on the Torque calculation;
inspection quality
with
inspection
1
0
d = 1 / FDF
consequence of failure
3
2
ni
FDF - depends upon:
no
inspection
D=
Time domain based simulation model of 750 kW

land-based wind turbine
Criterion:
4 6 8 10 12 14 16 18 20
Time after installation t [year]
(2) Check the effects of global

model on the contact force
calculation.
P FSYS FF ( i ) P FF ( i ) PfsysT
Inspection Inspection
Failure
No
in splash
inside/
Consequence inspection
zone
topside
Static determ. 10 (10)
5 (3)
3 (2)
Fulfills ALS
with one
4 (3)
member failed
2 (2)
1 (1)

61
Gear contact fatigue analysis of a wind

turbine drive train under dynamic conditions

62
Reliability-based gear contact fatigue analysisa frame work

planet gear
Model for crack propagation:

- Subsurface initiated pitting.
Linear elastic fracture mechanics (LEFM) model
is used:
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

63
Schematic of crack propagation
Uncertainties:
- loading: contact
pressure
- Model uncertainties
in aerodynamic loads,
global and local struct.
analysis
Reliability as a function of time

64
Practical use of Structural Reliability Analysis
Summary of reliability methods
Simple formulae (lognormal format)
FORM/SORM
Convenient as reference. Note: used in API Code Calibration
Very efficient
Approximate and need to be validated
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
Monte Carlo method
Basic method yields exact solution if the sample n is large

enough (time consuming)
Improved efficiency by
Importance sampling (but caution is required)
Combined FORM and MC
Estimate approximate solution by FORM
Improve solution by MC, focused on the most important area
Estimation of target level

65

66
Case-by-case Structural Reliability Analysis
Guidelines for Structural Reliability Analysis
Reliability-based design
Content
New types of structures
Methods
New use
Uncertainty modelling
Target levels
Design and inspection planning
Issued guidelines
Integrated design and inspection planning
Det norske Veritas

Norwegian Geotechnical Intitute
Requalification
Criticism
New use
Important to develop such guidelines by an authorized committee
New information
The target reliability level should be defined by close calibration to

acceptable design/ operation practice and properly defined reliability
methodology.
Damage/subsidence
Extension of service life
67

68
Risk Assessment in Offshore Safety

Management With respect to
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)
Fatalities
Environmental
damage
Property damage
Risk
RiskAnalysis
AnalysisPlanning
Planning
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
Risk
Risk
Acceptance
Acceptance
Criteria
Criteria
System
SystemDefinition
Definition
Risk
Risk
Reducing
Reducing
Measures
Measures
Hazard
HazardIdentification
Identification
Frequency
Analysis
Consequence
Analysis
RISK
RISKESTIMATION
ESTIMATION
Risk
RiskPicture
Picture
Fault tree
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)
Critical
event
Event tree
Internal hazards:
Blade pitch and control system faults
1.5
x 10
Fault
occurs
Pitchsystem
Tower Top BMY, kNm
0.5
-0.5
-1
-1.5
-200
Shut down
turbine quickly
-150
-100
-50
0
time - TF, s
50
100
Tolerable
RISK
RISKANALYSIS
ANALYSIS
Critical
event
Event tree
Unacceptable
70
Acceptable
Acceptable
External hazards: Accidental Loads
Continue
operating
B with
C
faulted blade
TLP, EC 5
Wilkinsonetal.,2011
Fault tree
150
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)
71
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
8 Environmental loads on platform

in abnormal floatingT.Moan
position
MARE WINT Sept.2013
72
Accidental Collapse Limit State

relating to structural strength (NPD,1984, later NORSOK)
P, F
A
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
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.
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:
73
10-5 for each type of hazard
74
Account of all measures to reduce the probability and consequences of the hazards
Collisions do occur.
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..)
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!)
Oseberg B
Submarine U27
external ships (merchant, fishing..)

but not submarinesT.Moan MARE WINT Sept.201375
- collision events with trading vessels

(with a probability of exceedance of
10- 4 ) site specific events identified by
risk analysis
76
Frequency of Impact by Passing Vessels

n
Calculation of impact damage
PC = N ij PCC ,ijk PFR , jk

i =1 j=1
Measure of damage:
Indentation depth
k =1
PC
annual impact frequency for a given

platform in a given location
N ij
annual number of vessels with a size (j) in

route (i)
PCC ,ijk probability that vessel of size (I) in

Centre line
navigation group (k) in route (i) is on

collision course
platform
External mechanics
PCC ,ij
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
28
Ultimate global collapse analysis of platforms
Rs
Es,s
dws
Ship
Ri
Es,i
FPSO
dwi
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
78
Internal mechanics
Residual global ultimate strength after damage

(due to collison, dropped objects, fatigue failure)
Non-linear
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
Nonlinear FEM
-General purpose (ABAQUS.)
-Special purpose (USFOS)
79
deck
(261)
collision
(261)
(363)
main structure
(363)
dropped
object
(455)
(456)
(463)
70
m
56
(463)
Broad-side and end view.

Deck model indicated by dashed line
Broad side loading
Residual strength
of damaged
North Sea jacket.
Linear pile-soil model
Ultimate strength
Brace
261
Brace
363
Brace
463
Ultimate strength
Fult / FH100
2.73
2.73
2.73
Residual strength
Fult(d) / Fult
1.0
0.76
1.0

80
29
Framework for Risk-based Design against

Accidental actions
Accidental actions for wind turbines

IEC 61400-1
PFSYS (i ) = P[ FSYS | D ] P[ D | A(jki ) ] P[ A(jki ) ]

j ,k
probability of damaged
system failure under
relevant F&E actions
For each type of
accidental action
P A (i)
jk
External ALS actions may need to be considered
probability of accidental
action at location (j)
and intensity (k)
IEC 6400-3
probability of damage, D
given Ajk(i) (decreased
by designing against
large Aj(i))
Ship collision:
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
81
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.
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
82
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
83
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
failure
modes 84
30
Selected references which include more complete reference lists
Concluding remarks
Design codes: ISO 2394 (Reliability of structures);
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
Thank you!

85
CeSOS NTNU
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.

86

083 Moan Structural Reliability

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083 Moan Structural Reliability

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Structural reliability and risk analysis

By Torgeir Moan, CeSOS and Department of Marine Technology, NTNU

Structural Reliability Analysis

Reliability-base-Calibration of codes for new applications

T.Moan MARE WINT Sept.2013 1

Facilities for wind vs oil and gas technology

Fatigue reliability - continued

Quantitative risk assessment

Risk Analysis Framework

T.Moan MARE WINT Sept.2013 3

Wind turbines vs other marine structures

Number of units one of

Regulatory framework - general

Offshore oil and gas

Regulatory regime (depends on economy; accident potential):

Overall stability Strength

Gathering of experiences development of procedures/methods/data

Failure - and accident data

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:

Severe damage caused by

a) Alexander L. Kielland fatigue

b) Ocean Ranger, flooding and capsizing,

c) Piper Alpha fire and explosion,

Accident experiences for mobile drilling and

In-service experiences with cracks in

(Number of accidents per 1000 platform years)

The predicted frequency of crack occurrence was found

On the other hand:

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

T.Moan MARE WINT Sept.2013 9

Failure Rates and Down Times of Wind Turbines

- Larger turbine size?

Risk Control Measures

Inadequate design check to

Increase safety factors or use

Human error and omission

T.Moan MARE WINT Sept.2013

T.Moan MARE WINT Sept.2013

Safety management (ISO 2394, ISO19900, etc)

Safety with respect to

- QA/QC of engineering design process

Structural strength of the hull

- Event control of accidental events

T.Moan MARE WINT Sept.2013

Accidental Collapse Limit State for

Safety criteria for design and reassessment

(with focus on structural failure modes) ISO

Accidental collapse (ALS)

Estimate the damage due to accidental loads (A) at

Component design check

Component design check

- and likely fabrication errors

Check survival of the structure with damage

T.Moan MARE WINT Sept.2013

T.Moan MARE WINT Sept.2013

rational mechanics methods for design of structures, foundations

Risk and reliability assessment

Analysis for demonstrating compliance with

Recognised in the oil and gas industry

- calibration of LFRD design approaches (1970s, 1980s)