Structural Reliability Approach to Strain Based Design of Offshore Pipelines

W. Cimbali, F. Marchesani, D. Zenobi

Field Upstream Facilities and Pipeline Division, Snamprogetti
Fano, Italy









ABSTRACT

High longitudinal strains on the pipeline may be activated by sharp bent
configurations during the different lifetime phases. A strain based
design may be, in these cases, applied given that the pipe is
predominantly loaded in global displacement control. The failure is
related to the ductile tearing of the defective girth welds: the maximum
allowable longitudinal strain is identified by guaranteeing the pipeline
integrity with respect to this limit state. The applications of
deterministic fracture mechanics assessment procedures to the
predictions of fitness for purpose requires the use of data that are often
subject to considerable uncertainty. The extreme bounding values for
the relevant parameters can lead, in some circumstances, to
unacceptably over-conservative predictions of structural integrity. An
alternative approach is to use structural reliability methods to allow for
the uncertainties in the parameters and to assess the probability of
failure of structures containing flaws. A probabilistic fracture
mechanics analyses is carried out according to the assessment
procedures described by British Standards codes (BS7910, 1999) and
using a statistical simulation method (Monte Carlo) for solving the limit
state equation. The uncertainties (i.e., specific statistical distributions)
of the following parameters are taken into account, expected to most
affect the evaluation of the pipe criticality in the high strain conditions:
applied longitudinal strains, strength of the base material, strength of
the weld metal, CTOD, flaw size. The acceptable probability of failure
depends on the consequences of failure for the structure; for the
offshore pipeline reference is made to the standard OS-F101 (DNV
2000). This approach avoids the use of all purpose safety factors for
ECA evaluations and allows to optimise the final pipeline configuration
on the seabed in high strain conditions and to considerably reduce the
amounts of the intervention works still keeping the appropriate level of
safety.


KEY WORDS: Offshore Pipelines; Structural Reliability;
Displacement Controlled Condition; Engineering Criticality
Assessment; Ultimate Limit State; Probability Density Function;
Cumulative Probability Function; Failure Assessment Domain; Crack
Tip Opening Displacement.

INTRODUCTION

The use of the strain based design criterion in offshore pipeline
tecnology has widely increased in the last years since a general
consensus has been developed about the fact that, in many
circumstances, it is more valid than a stress based design criterion.
This scenario is justified by the current experiences on the engineering
projects, where the application of a stress based design criterion often
requires demanding measures while safe and economically attractive
solutions are generated by the rational application of a strain based
criterion. International codes and regulations clearly state that the
strain based design criterion is applicable only at displacement
controlled conditions (DCC), to be identified as the system conditions
in which the structural response is primarily governed by imposed
geometric displacements (DNV 2000): as a consequence the strains,
once activated by the external loads, are however controlled by the
external boundaries. In these cases failure occurs at deformation level
which activate material (ductile tearing, cracking, etc.) or shape
(ovalization, wrinkling and/or bulging, etc.) instabilities. The design
equation for the strain based design criterion is related to the check of
the applied strains (
app
) with respect to the permissible strains (
all
) and
can be expressed as:

(
app
) (
all
) (1)

The strain component to be verified in this general equation is the total
longitudinal strain, generated by the combined axial force and bending,
which excessive development may cause the pipeline failure. This
damage, which consequences could be the release of the transported
fluid into the external environment and/or the line flooding, may be
considered an ultimate limit state (ULS) for an offshore pipeline. Main
modes relat ed to this ULS condition are fracture/plastic collapse of the
circumferential weld, joint ovalisation and local buckling of the steel
cylindrical walls: this paper deals only with the first one and describes a
complete (Level 3) probabilistic approach to the engineering criticality
assessment (ECA) equations in order to take into account most of the
system uncertainties and reach an important twofold aim for the
pipeline, i.e. to satisfy the required safety levels and contemporary
minimise any design conservatism.

9
Proceedings of The Twelfth (2002) International Offshore and Polar Engineering Conference
Kitakyushu, Japan, May 2631, 2002
Copyright 2002 by The International Society of Offshore and Polar Engineers
ISBN 1-880653-58-3 (Set); ISSN 1098-6189 (Set)
MAIN SCENARIOS FOR DCC

In general, the occurrence of the weld collapse failure mode is related
to the high concentration of bending strains generated by the fixed
geometry of the external boundaries. A typical situation is during
pipelay, for a pipe bent on the fixed ramp of a lay barge to allow it to
achieve the desirable slope at the exit. For a certain combination of
parameters such as applied lay pull, submerged weight, bending
stiffness and water depth, the pipe will be smoothly bent by the
sequence of rollers located along the stinger so that an evenly
distributed contact reaction is responsible for pipe bending. This
condition is considered as displacement controlled since the pipe
curvature cannot exceed the curvature defined by the contact points at
the rollers. However, in some circumstances, the applied lay pull might
not be sufficient to keep the pipeline in a condition of continuous
contact with the fixed stinger, thus causing the pipeline lift off the
stinger between the first and the last roller. In other words, the pipe
bending on the stinger is bounded in one direction and, therefore, the
condition can be defined as displacement controlled only for a
combination of parameters which ensures that the pipeline will remain
in an even contact with the stinger rollers under the applied load
conditions. This issue, which mainly relates to S lay technology, is
still applicable for Reel or J lay technologies in conditions where
the load variations do not affect the strain values.
Local concentration of bending strains are also often related to an
offshore pipeline laid on a seabed profile characterised by undulations,
due to the fact that the pipe will try to conform with the seabottom
unevenness. For a certain combination of parameters such as residual
lay pull (depending on water depth and lay criteria on overbend),
submerged weight and bending stiffness, the pipe will be able to
conform with these undulations. In these conditions the maximum
achievable bending is controlled by the nat ural profile of the seabed,
giving therefore a typical DCC.
Large bending strains may be also generated on the pipeline when
expanding at the action of the high pressure and temperature loads. If
the line is not free to expand, e.g. restrained by soil friction, it will be
subjected to an axial compressive load. In these cases it is possible to
consider the pipeline in DCC if either buried with cover preventing
thermal expansion or resting on the seabed, where it could recover the
thermal expansion by buckling on the horizontal plane when
compressive load reaches a critical value.


FRACTURE/PLASTIC COLLAPSE OF A DEFECTIVE
GIRTH WELD

In typical DCC, where the pipeline is subjected to sharp bent
configurations and the applied strains widely overcome the elastic limit,
high stress levels are activated at the circumferential welds. As a
consequence an ECA of the defective girth weld is required in order to
evaluate which is the limit external condition applicable without
causing any weld criticality. Minimum toughness requirements
currently applied in specifications for girth welds should exclude the
brittle fracture at a defect for stress levels lower than yielding: therefore
failure starting at a defective girth weld can be classified as plastic
collapse. Bein g this the scenario, the criticality is significantly affected
by the differences between weld and pipe material hardening
behaviours: particular importance is to be given to the matching ratio
(MR), which is defined by the following expression:

BM
Y
AW
Y
MR

, (2)

where
AW
Y
= yield stress of all weld metal,

BM
Y
= yield stress of the base material.

Fig. 1 shows possible combinations of matching conditions and the
relevant effects in absence of flaws.


Basic weld metal - base metal combinations
Combination Sequence of phenomena Type
A YW<TW<YB <TB Undermatching
B YW<YB <TW<TB Undermatching
C YW<YB <TB <TW Undermatching
D YB <TB <YW<TW Overrnatching
E YB <YW<TB<TW Overmatching
F YB <YW<TW<TB Overmatching

Figure 1 Basic weld metal (W) - base metal (B) combinations
(Y = yeld stress, T = ultimate tensile stress)

The general effect of strength mismatch in flaw free transverse butt
welds, if the loading exceeds that necessary to cause yielding in
whichever is the lower strength material, is to concentrate plastic
strains into that material. If the loading does not reach this level, the
only effect of the strength mismatch is the level of residual stress
present. The presence of flaws in the joint complicates this situation
and can therefore alter the extent to which mismatch effects are
apparent: nevertheless it has been widely agreed (BS7910,1999 and
Denys, 1994) that an over-matching weld metal strength (MR > 1) can
protect the crack plane against net section yielding. The gross section
yielding is, actually, always preferred since, in this situation, any
plastification mainly develop into the parent pipe.
A major concern of the pipeline strain based verification is the
transformation of the weld critical stresses into the pipe critical
strains. The applied stresses are dictated by the strains applied to the
base pipe and the base pipe material, as welds usually have negligible
longitudinal lengths with respect to the pipe diameter; on the other
hand, fracture and collapse behaviour is governed by the mechanical
properties of the material surrounding the defect: consequently, the
fracture toughness of the weld metal is used for the ECA. The failure
assessment demain (FAD) might be determined using the weld metal
strengths: however, according to the fact that the applied stresses are
better related to the parent pipe behaviour, the pipe material is usually
preferred to determine the FAD relevant to the weld metal too.
Plastic collapse equations are usually according to the Kastner's
formulation, but alternative equations may also be used (Clyne,1995).
Nevertheless, the general procedure for the probabilistic approach,
remains still applicable.
The application of deterministic fracture mechanics assessment
procedures to the predictions of fitness for purpose requires the use of
data that are often subject to considerable uncertainty. The extreme
bounding values for the relevant parameters can lead, in some
10
circumstances, to unacceptably over-conservative predictions of
structural integrity. An alternative approach is to use structural
reliability methods to allow for the uncertainties in the parameters and
to assess the probability of failure of structures containing flaws. The
reference code supplies the application of the safety factors reported in
Tab.1: their application to the relevant input quantities in a
deterministic assessment of structural integrity should provide a means
of relating the deterministic analysis to a specific (target) failure
probability.
In most of the engineering projects and design activities, the
applications of these safety factors either to the characteristic values
or to the mean values of the relevant design parameters, have
generated unacceptable over-conservative predictions of structural
integrity.
In installation, latent conservative factors could be recognised in the
usual approach to keep the allowable strain within 0.3% (static
settings), in order to be assured against the fracture/plastic collapse
failure mode of the large number of joints called to experience the same
applied value (system effect). In addition, where the approach for
installation is to assume the 0.3% allowable strain in order to evaluate
the related limit flaw size, the safety factors on the CTOD (crack tip
opening displacement) are often disregarded. Other typical examples
are those of pipelines in operating conditions, which specific ECA of
the defected girth weld would define an allowable situation more severe
than the one due to the local buckling failure mode based on load
controlled condition. In this case, the strain based design criterion
would be completely nullified by this semi-probabilistic approach to
the weld since the allowable strain would remain close to or slightly
above the elastic values.
The partial safety factors of Tab. 1 are derived for a load controlled
condition and making certain assumptions about the variables and their
statistical distributions: however they can be considered inappropriate
to most of the offshore pipeline situations in DCC. The alternative is,
consequently, to carry out a probabilistic fracture mechanics analysis,
based on Level 3 assessment: it can be conducted by using the Monte
Carlo simulation and taking special care to ensure that the statistical
distributions employed are derived from data representative of the
materials and conditions of the pipeline to be assessed.

Table 1 Recommended partial factors for different target probabilities
of failure (BS7910)
p(F) = 2.3 X 10
-1
10
-3
7 X10
-5
10
-5


t
= 0.739 3.09 3.8 4.27
Stress, (COV)
0.1 1.05 1.2 1.25 1.3
0.2 1.1 1.25 1.35 1.4
0.3 1.12 1.4 1.5 1.6
Flaw size, (COV)

0.1 1.0 1.4 1.5 1.7
0.2 1.05 1.45 1.55 1.8
0.3 1.08 1.5 1.65 1.9
0 5 1.15 1.7 1.85 2.1
Toughness, k (COV)k
k

k

k

k

0.1 1 1.3 1.5 1.7
0.2 1 1.8 2.6 3.2
0.3 1 2.85 NP NP
Toughness, (COV)
0.2 1 1.69 2.25 2.89
0.4 1 3.2 6.75 10
0.6 1 8 NP NP
Yield strength (COV)
y

y

y

y

y

0.1 1 1.05 1.1 1.2
NOTE 1 , is a multiplier to the mean stress of a normal
distribution.
NOTE 2 , is a multiplier to the mean flaw height of a normal
distribution.
NOTE 3 k, or are dividers to the mean minus one standard
deviation value of fracture toughness of a Weibull
distribution.
NOTE 4 y, is a divider to the mean minus two standard deviation
value of yield strength of a log-normal distribution.
NOTE 5 These partial safety factors may not be appropriate for
other statistical distributions or coefficients of variation
(COV).


PROBABILISTIC LIMIT STATE APPROACH

Different statistical levels may be used for the probabilistic approach to
the ECA of the defected girth weld: the higher is the level and, both, the
more precise are the required information on the statistics of the
analysis parameters and the more accurate are the required analysis
methods. On the other hand, the promising aspect is that the higher is
the statistical level and the lower will be the level of conservatism for
the same required target probability. Level 1 is the simplest level,
alternatively called semiprobabilistic, since the limit state equation is
still resolved in deterministic manner. Calibrated partial safety factors
are defined for each analyses parameters and are applied to the relevant
characteristic values, in order to take into account the possible physic
uncertainties (input loads, system geometries and resistances),
statistical uncertainties and structural model uncertainties. For
fracture/plastic collapse of a defective girth weld, equation (1) may be
specified as follows in terms of the total longitudinal stress at the weld
critical point:

( ) ( )
R
W
R
RES
tot long j j
P
i i
APP
tot long
X L X / ,
, ,
(3)

where
RES
tot long,
resistance (weld strength against tearing),
APP
tot long,
stress load (total longitudinal stress applied to the defective
weld, including axial force and bending),
i
P
i
X , parameters for both pipeline geometry and material, and
related partial safety factors,
j j
L ,
applied loads and related partial safety factors,
R
W
R
X , parameters for weld strength and related partial safety factors.

The inefficacy of the Level 1 approach has been previously clarified by
the discussion about the safety factors proposed by the British
Standards (BS7910, 1999): as a consequence at least a Level 2
approach should be required.
In Level 2 approach the different analyses parameters are considered as
random variables: the solution of the limit state equation requires its
linearization in Taylor series expansion around a tentative expansion
point. This analytical solution method has been considered not enough
accurate to the weld analysis, since the relevant limit state equation is
highly not -linear with respect to its variables and the analysis efforts
not always guarantee a reliable satisfaction of the required failure
probability. The application of a Level 3 statistical approach is
consequently recognised as the most appropriate. The overall statistical
distributions have been considered for the following main analyses
parameters:
Applied longitudinal strains, calculated by the structural analyses
on the seabed profile;
11

Strength of the Base Material (i.e., Parent Pipe), both yielding and
ultimate tensile;
Strength of the Weld Metal, both yielding and ultimate tensile;
CTOD;
Flaw size.
The limit state equation has been solved by means of the Monte Carlo
simulation. The total longitudinal stress long,tot is considered the limit
state variable; as a consequence the following format is obtained for
the limit state equation (see Fig. 2):

( ) ( ) { }
f
APP
tot l ong
RES
tot l ong
p P 0
, ,

(4)

where:
( )
RES
tot long,

resistance (weld strength against tearing)

( )
APP
tot long,

stress load (longitudinal stress applied to the defective

weld)
f
p
target probability

Assuming that resistances and loads are two independent random
variables, the following expression may be obtained (convolution
integral)

( ) ( )
A R
A R f
d d f f p
A R

(5a)
or, alternatively
( ) ( ) d f F p
A R f

(5b)

where:
( )
R
f PDF for resistance (stress),
( )
R
F
PCF (cumulative probability function)
for resistance (stress),
( )
A
f
PDF for applied stress,
( )
A
F
PCF for applied stress.


0.E+00
2.E-06
4.E-06
6.E-06
8.E-06
1.E-05
1.E-05
1.E-05
2.E-05
2.E-05
2.E-05
2.E-05
400000 450000 500000 550000 600000 650000 700000
longitudinal stresses ( kPa)
p
r
o
b
a
b
i
l
i
t
y

d
e
n
s
i
t
y
0.E+00
1.E-04
2.E-04
3.E-04
4.E-04
5.E-04
6.E-04
7.E-04
8.E-04
9.E-04
1.E-03
1.E-03
c
u
m
u
l
a
t
i
v
e

p
r
o
b
a
b
i
l
i
t
y
"Applied" pdf
f A
"Resistant" pdf
f R
density
function
of the product
FR .f A
cumulative probability of
the product
FR .f A
(its integration gives the target probability
of the limite state equation)

Figure 2 General statistical representation of the limit state equation


PROBABILISTIC EVALUATION OF APPLIED LOADS

The longitudinal stresses acting on the circumferential weld are the
same stresses activated on the steel pipe. They are generated by the
section forces due to the elasto-plastic behaviour of the pipeline when
deformed according to the boundary geometries, combined with the
effects of external pressure, residual lay tension and operational loads
(temperature and pressure of the exported fluid).
The structural analyses by means of FEM (finite element) programs,
which consider non-linear model for the pipe material and the two-
dimensional stress-strain relationships (longitudinal and hoop
directions), allow to evaluate both the total longitudinal strains and the
related total longitudinal stresses for a pipeline in DCC, taking into
account the load history. Nevertheless these calculated amounts are
affected by the variability of the input parameters.
The most meaningful influences are expected coming from the
variability of the steel pipe characteristic and from the possible
uncertainties on the calculated deformed shape and strains (these last
ones depending on the adopted structural model as well as on the
measurement/simulation accuracies of the boundary geometries).
Due to these uncertainties, the total longitudinal stress related to an
applied longitudinal strain becomes a random variable, which
distribution has been obtained by taking into account the normal
statistical distribution of the following two variables: yielding of the
pipe material, applied total longitudinal strains.
The following procedure is adopted to obtain the statistical distribution
of the total longitudinal stress related to an applied total longitudinal
strain. The total longitudinal strain, generated by combined axial force
and bending, is calculated by means of a finite element structural
model. This calculated value is considered as a mean value: as a
consequence, assigning a proper coefficient of variation (COV) for this
random variable (it is generally high: accepted values are 20%) and
given that it may be represented as a normal random variable, the
relevant statistical distribution may be obtained.
The non-linear Ramberg-Osgood expression is used, summarised into
the following formulas:

_
,

1
]
1
1

E
A
y
n
1
1
(6)

where
A
E
y

_
,

0 005 1 .

(7)

,
_

1
1
1
1
1
]
1

,
_

,
_

y
t
y
t
t
E
E
n

log
005 . 0
log
(8)

Symbols have the following meanings:
, point on the Ramberg-Osgood relationship;
E Youngs modulus;

y
yield stress (at strain of 0.5%);

t
ultimate tensile stress;

t
ultimate tensile strain.

The presence of random variables (yielding stress and applied strains)
in this articulated and non-linear relationship requires the use of
12
simulation methods to express the final statistical distribution of the
total longitudinal stresses: the Monte Carlo Method is applied, with
contemporary casual and independent extractions from the
distributions of yielding and applied strains (see Fig.3).


= 0.30%
= 0.15%
= 0.45%
0
50000
100000
150000
200000
250000
300000
350000
400000
450000
500000
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7 0.75
longitudinal strain (%)
s
t
r
e
s
s
(
k
P
a
)
0
2
4
6
8
10
12
14
p
r
o
b
a
b
i
l
i
t
y
d
e
n
s
i
t
y
Ramberg-Osgood relationship for X65
(calculated on 'minimum' values)
'normal' pdf for applied total longitudinal
strain of 0.30% 'mean' value
'normal' pdf for applied total longitudinal
strain of 0.15% 'mean' value
'normal' pdf for applied total longitudinal
strain of 0.45% 'mean' value

Figure 3 Arrangment of applied strain PDFs with respect to stress-
strain relationship

The following values have been assigned as constant during the
application of the Ramberg-Osgood relationship: yielding over tensile
stress ratio (usually taken as 0.85); strain at the ultimate stress (usually
taken as 10%).
The final sample of the total longitudinal stress has, generally, a not
symmetric distribution, even if normal probability density functions
(PDF) have been used for the input random variables: this follows from
the trend of the Ramberg-Osgood relationship.
Actually, in the central part of the curve, representing the zone of
material yielding, the non-linear trend amplifies the dispersion and the
asymmetry of the stress sample given by a normal strain sample.
This effect is reduced when the value of the applied total longitudinal
strain is far from the yielding area, where the uniaxial material
relationship becomes perfectly (elastic behaviour) or almost
(hardening) linear (see Figs. 4, 5).
According to this aspect, the sample of the total longitudinal stresses
may not be simply fitted by means of the two moments method (i.e.,
normal PDF which equals mean and std dev of the sample). A best
fitting procedure has been applied in order to find a normal PDF
which can represent the sample of the applied total longitudinal stress
resulting from the Monte Carlo simulation.

long. strain=0.44%,
stress=446000 kPa
300000.000
350000.000
400000.000
450000.000
500000.000
550000.000
0.100 0.200 0.300 0.400 0.500 0.600 0.700 0.800 0.900 1.000
longitudinal strain (%)
l
o
n
g
i
t
u
d
i
n
a
l

s
t
r
e
s
s

(
k
P
a
)
mean values of the stress samples obtained by applying the
Monte Carlo method to the statistical distributions of the
applied strains
uniaxial Ramberg-Osgood stress-strain relationship for an
X65 steel grade
mean value of 0.44% for applied long.
Strain PDF: mean value of 483350 kPa
for the obtained PDF of applied long.
Stress

Figure 4 Stress-strain relationship expressed by means of mean
values
0
0.000005
0.00001
0.000015
0.00002
0.000025
0.00003
0.000035
0.00004
0.000045
0.00005
40000 90000 140000 190000 240000 290000 340000 390000 440000 490000 540000
total longitudinal stress (kPa)
f
r
e
q
u
e
n
c
e
s

f
o
r

c
a
l
c
u
l
a
t
e
d

s
t
r
e
s
s

s
a
m
p
l
e
sample of applied total longitudinal stress obtained by
applying the Monte Carlo to the longiudinal strain PDF - strain
mean value of 0.4%
sample of applied total longitudinal stress obtained by
applying the Monte Carlo to the longiudinal strain PDF - strain
mean value of 0.3%
sample of applied total longitudinal stress obtained by
applying the Monte Carlo to the longiudinal strain PDF - strain
mean value of 0.1%

Figure 5 Longitudinal stress samples after Monte Carlo applied to
longitudinal strain samples


PROBABILISTIC EVALUATION OF THE RESISTANCES

The presence of random variables (yield stress
y
, ultimate tensile
stress
t
, CTOD, at Figs. 6,7 and Tab.2, and flaw size) in the
articulated and non-linear relationships of ECA requires the use of
simulation methods to evaluate the final statistical distribution of the
weld resistance, expressed in terms of total longitudinal stresses.

Table 2 Statistic parameters for steel strengths (base material and all
weld)
K value:
3

K

K value:
645 . 1

COV

MR =
weld/parent
Parent Pipe Yield
(X65)
450 490.5 0.0275
All Weld Metal
(MR = 5%) - Yield
452.25 491.88 540.0 0.0541 1.10
All Weld Metal
(MR = 10%) - Yield
429.3 467.10 513.0 0.0543 1.05
All Weld Metal
Ultimate Tensile
586.25 603.93 625.4 0.0208
Parent Pipe Yield
(X70)
480 523.2 0.0275
All Weld Metal
(MR = 5%) - Yield
482.4 524.67 576.0 0.0541 1.10
All Weld Metal
(MR = 10%) - Yield
457.92 498.24 547.2 0.0543 1.05
All Weld Metal
Ultimate Tensile
624.94 643.80 666.7 0.0208

NOTES:
= mean value
= standar deviation
K = characteristic value at assigned fractile
COV = /




13
0
0.005
0.01
0.015
0.02
0.025
0.03
0.035
0.04
420 470 520 570 620 670 720
stress (MPa)
p
r
o
b
a
b
i
l
i
t
y

d
e
n
s
i
t
y
X65 -parent pipe yield X65-all weld metal yield (10% ovm)
X65-all weld metal yield (5% ovm) X65-all weld metal ultimate tensile
X70 -parent pipe yield X70-all weld metal yield (10% ovm)
X70-all weld metal yield (5% ovm) X65 - ultimate tensile del parent pipe
X70-all weld metal ultimate tensile

Figure 6 Statistical distributions for base material and weld material

0.0%
10.0%
20.0%
30.0%
40.0%
50.0%
60.0%
70.0%
80.0%
90.0%
100.0%
0.000 0.200 0.400 0.600 0.800 1.000 1.200 1.400 1.600
CTOD (mm)
c
u
m
u
l
a
t
i
v
e

p
r
o
b
i
l
i
t
y
0.00E+00
2.00E-01
4.00E-01
6.00E-01
8.00E-01
1.00E+00
1.20E+00
1.40E+00
1.60E+00
p
r
o
b
a
b
i
l
i
t
y

d
e
n
s
i
t
y
test data
data fitting - PCF
3-ParametersWeibull PDF -
mean=0.3mm

Figure 7 Statistical distributions for weld CTOD

The Monte Carlo Method is applied, with contemporary casual and
independent extractions from the distributions of the statistical
parameters. The final sample of the weld resistance (see Fig. 8) has a
symmetric distribution, which may be easily represented by means of a
normal PDF fitted by means of the two moments method. The
statistical distributions are affected by the different FAD assigned by
the code.

0
0.00001
0.00002
0.00003
0.00004
0.00005
0.00006
5.50E+05 5.70E+05 5.90E+05 6.10E+05 6.30E+05 6.50E+05
longitudinal stress (kPa)
p
r
o
b
a
b
i
l
i
t
y

d
e
n
s
i
t
y
Sample fitting with
Normal PDF (by means
of the two moments)
extractions of weld
strength from Monte
Carlo simulation

Figure 8 Sample of weld strength obtained with Monte Carlo
simulation (X65 20ND)

The following general considerations may be applied to the input
parameters and to the analysis cases required to reach the most reliable
solution:
As far as the flaw is concerned, the surface position is more critical
than the embedded one, given the same defect dimensions; the
analyses should be performed for both positions if the limit
dimension assigned by the NDT (non-destructive testing) are
different for surface and embedded defects.
The defect height is usually assumed equal to the height of the
weld run (accepted values about 3mm).
The hoop stress variation along the pipeline is dictated by the
seabed profile and by the loads of internal pressure (flooded,
pressure test, operating): the statistical distributions of the weld
resistance have to be evaluated for each of the values of differential
pressure obtained when mapping the whole range of the system
differential pressure (including flooded, presure test and operation)
by means of a constant assigned step.
The yield stress of the weld metal usually overmatches the yield
stress of the parent pipe. However, undermatching can occur for
materials, coming from tails of the distributions. For accurate
reliability analyses, the actual distribution for the yield stress of the
weld metal would be the best data. Unfortunately, it is difficult to
have these data and historical data have to be used during design.
The matching ratio is usually defined in terms of mean or
minimum values of the relevant statistical distributions
(overmatching ratios of 5%, 10% are usually applied, defined on
the mean values of the relevant statistical distributions).


VERIFICATION OF ULS GIRTH WELD
FRACTURE/PLASTIC COLLAPSE

The statistical distributions of the Applied Loads are estimated for a
range of applied total longitudinal strains and are combined, each
time, with one statistical distribution of the Resistances, corresponding
to a specific conditions of applied differential pressure.
The verification of the limit state equation, i.e. the solution of the
convolution integral, will identify the maximum allowed mean values
of the applied total longitudinal strains for the relevant applied load
of differential pressure. The result is related to the assigned target
probability, i.e. the selected safety class. The acceptable probability of
failure depends on the consequences of failure for the structure; for the
offshore pipeline reference is made to the standard OS-F101 (DNV
2000), which defines the target probabilities to be satisfied during the
design of the pipeline also for other limit states. This approach will
assure the same safety level for the pipeline with respect to different
structural behaviours. Considering the fracture/plastic collapse of the
girth weld as an ULS, the OS-F101 assigns three different target
probabilities related to the following safety classes: they are reported in
Tab. 3.

Table 3 Target probabilities for offshore pipeline systems (DNV, 2000)
Location Classes
Lifetime Phases

1

2
Temporary Low (10
-3
) Low (10
-3
)
Permanent
(depending on fluid category)
Low (10
-3
)
Normal (10
-4
)
Normal (10
-4
)
High (10
-5
)


APPLICATIONS

The app lications are relevant to two different cases of pipeline in DCC.
Reference is made to a 32ND pipeline, with X65 steel grade, with
either a wall thickness of 26.1mm (PIPE A) or a wall thickness of 30.2
14
mm. The analyses are performed with a dedicated FORTRAN
computer program which performs all the statistical simulations and
solve the limit state equation according to the required target
probability. The statistical distributions are considered for the applied
longitudinal strains, for base material yield stress and for all weld metal
stresses, both yield and ultimate tensile (see Fig. 6). The weld material
is assumed with the same characteristics of the base material. Flaw is a
deterministic value, assigned according to the requirements of OS-F-
101 (DNV, 2000).
Fig. 9 shows the allowable total longitudinal strains vs the applied
differential pressure, in order to take into account of different pressure
loads and different water depths for the pipeline in operating conditions
(target probability 10
-4
). COTD is deterministic: the different graphs
report the results for different CTOD values. The figure shows that
CTOD variations give meaningful effects on the final allowable strain.
Usually a value of 0.2 is considered for circumferential welds of
offshore pip elines (DNV, 2000).
Fig. 10 shows the results for PIPE A, considering a sensitivity analysis
with respect to different COVs for the applied longitudinal strains and
a CTOD of 0.2mm (deterministic). It can be highlighted that the
allowable strains are affected by the COV variations even if this
influence is not as heavy as the one shown by the CTOD variations.
However, the importance of including the COV variations in the
analyses is related to the possibility of considering the expected
reliability about the pipeline configuration (on the stinger or on the
seabed, either flat or uneven) or about the used structural model.
Fig. 11 shows the same set of results for a thicker pipe (steel wall of
30.2mm, PIPE B).
Figs. 12, 13 show the results for PIPE B, considering a sensitivity
analysis with respect to different values of the target probability.
Fig. 14 shows, for Pipe B, the comparison between the results obtained
with the CTOD statistical distribution (see Fig. 7) and the results
obtained with a deterministic CTOD value of 0.3mm (equal to the mean
value minus one standard deviation of the CTOD Weibull distribution,
possibly similar to a characteristic value). The statistical distribution of
Fig. 7 is obtained by experimental data: even if it defines high values of
CTOD with respect to those usually expected for standard welds,
nevertheless it supplies a valid case to document the differences
between this reliability analysis method and a deterministic one, given
that the improvements of the new approach are not affected by the
CTOD value.

0.003000
0.004000
0.005000
0.006000
0.007000
0.008000
0.009000
11000.00 15000.00 19000.00 23000.00 27000.00
differential pressure (kPa)
t
o
t
a
l

l
o
n
g
i
t
u
d
i
n
a
l

s
t
r
a
i
n
CTOD=0.16mm CTOD=0.18mm
CTOD=0.22mm CTOD=0.24mm
CTOD=0.26mm CTOD=0.28mm

Figure 9 Allowable strain vs differential pressure Sensitivity to
CTOD (Pipe A)




0.0039
0.0049
0.0059
0.0069
11000.00 13000.00 15000.00 17000.00 19000.00 21000.00 23000.00 25000.00
differential pressure (kPa)
t
o
t
a
l

l
o
n
g
i
t
u
d
i
n
a
l

s
t
r
a
i
n
COV=0.22 COV=0.18
COV=0.16 COV=0.26
COV=0.14 COV=0.24
COV=0.28 COV=0.12

Figure 10 Allowable strain vs differential pressure Sensitivity to
applied strain COVs (Pipe A)


0.0042
0.0052
0.0062
0.0072
13000.00 17000.00 21000.00 25000.00 29000.00
differential pressure (kPa)
t
o
t
a
l

l
o
n
g
i
t
u
d
i
n
a
l

s
t
r
a
i
n
COV = 0.24 COV = 0.22
COV = 0.18 COV = 0.16
COV = 0.26 COV = 0.28
COV = 0.14 COV = 0.12

Figure 11 Allowable strain vs differential pressure Sensitivity to
applied strain COVs (Pipe B)


-5
-4.5
-4
-3.5
-3
-2.5
-2
0.0018 0.0030 0.0042 0.0054 0.0066 0.0078 0.0090 0.0102 0.0114
allowable total longitudinal strain
t
a
r
g
e
t

p
r
o
b
a
b
i
l
i
t
y

(
l
o
g
a
r
i
t
h
m
i
c
)
differential pressure 28000kPa
differential pressure 16000kPa
differential pressure 12000kPa
differential pressure 8000kPa
differential pressure 4000kPa

Figure 12 Allowable strain vs target probability (Pipe B)



15

0.0000
0.0020
0.0040
0.0060
0.0080
0.0100
0.0120
0 0.0005 0.001 0.0015 0.002 0.0025 0.003
target probability
a
l
l
o
w
a
b
l
e

t
o
t
a
l

l
o
n
g
i
t
u
d
i
n
a
l

s
t
r
a
i
n
differential pressure 16000kPa
differential pressure 12000kPa
differential pressure 8000kPa
differential pressure 4000kPa

Figure 13 Allowable strain vs target probability (Pipe B)

0.0050
0.0060
0.0070
0.0080
0.0090
0.0100
0.0110
0.0120
0.0130
11000.00 13000.00 15000.00 17000.00 19000.00 21000.00 23000.00 25000.00
differential pressure (kPa)
t
o
t
a
l
lo
n
g
it
u
d
in
a
l
s
t
r
a
in
statistical distribution for CTOD -
mean value of 0.3mm for Weibull
distribution
deterministic CTOD value =
0.3mm

Figure 14 Allowable strain vs differential pressure Statistical and
deterministic approach for CTOD (Pipe B)


CONCLUSIONS AND REMARKS

The allowable longitudinal strain is a very important parameter in the
design of an offshore pipeline: engineers have to cope with the two
diverging indications supplied by OS-F-101 (DNV, 2000), i.e. to rely
on an accumulated plastic longitudinal strain up to 0.3% without any
worries about structural pipeline behaviour and, contemporary, to
verify the ductile tearing of the defected girth welds following the
BS7910 (BS, 1999), which severe safety factors usually limit the
longitudinal strains within the linear material behaviour.
This Level 3 probabilistic approach allows to conclude that it is
possible to evaluate an allowable longitudinal strain for each pipeline
project guaranteeing all the following aspects for the weld collapse
ULS:
to satisfy the target probability of failure for different lifetime
phases;
to include all the possible uncertainties, avoiding any a priori
conservatism and assuring the their prop er weight in the limit state
scenario;
to perform sensitivity analyses with respect to different statistical
distributions, particularly indicated in case of lack of laboratory
data for some analysis parameters (often possible for weld
characterization);
to perform the pipeline verification taking into account the local
loads (mainly axial force, bending, differential pressure) along any
point of the route profile, for both temporary and permanent
conditions.
It has also to be highlighted that this procedure, if interfaced with an
advanced software package for pipeline structural analyses (FEM
solutor and related postprocessor), allows to perform an integrated
verification along different points of the route, including the effects of
local load variabilities along the seabed profile and possible differences
in model uncertainties. In this last case, different COVs could be
assigned to the applied strain distributions in order to account for the
reliability of the structural model with respect to the simulated DCC
(for example, an expansion analysis in the horizontal plane could have
different model uncertainties with respect to a freespan analysis in the
vertical plane along an uneven seabed).
The results are satisfactory for most of the offshore pipeline projects;
however it can be highlighted that the limit state equation could be
further refined using the R6 (R6, 2001) formulation for ECA, which
could allow a more accurate approach to mismatching, still maintaining
the same probabilistic methods. Moreover, a residual level of
conservatism is also expected by CTOD data: a more accurate
qualifying procedure should be envisaged even if, to this aims, no
standards are available at the moment.


REFERENCES

Thoft -Christensen, P and Murotsu, Y (1986). Application of
Structural Systems Reliability Theory, Springer-Verlag, Berlin,
Heidelberg
Thoft -Christensen, P and Baker, MJ (1982). Structural Reliability
Theory And Its Applications, Springer-Verlag, Berlin, Heidelberg
Augusti, G and Baratta, A (1984). Probabilistic Methods In Structural
Engineering, Chapman and Hall Ltd
Melchers RE (1987). Structural Reliability, Ellis Horwood Limited,
Market Cross House, Cooper Street, Chichester, England
Denys, R (1994). Strength and Performance of characteristics of
welded joints, Mechanical Engineering Publications, London, pp. 59-
102
Clyne, AJ and Jones, DG (1995). The integrity of Transmission
Pipelines Containing Girth Weld Defects, Pipeline Tecnology,
Elsevier Science, Vol II
Vitali, L, Torselletti, E, Marchesani, F and Bruschi, R (1996). Use
(And Abuse) Of Strain Based Criteria In Offshore Pipeline Tecnology,
ASPECT 1996
Det Norske Veritas (2001). Offshore Standard OS-F-101, Submarine
Pipeline Systems
British Standards (1999). BS7910, Guide On Methods For Assessing
The Acceptability Of Flaws In Fusion Welded Structures
British Energy (2001). Assessment of the Integrity of Structures
Containing Defects, R/H/R6 Revision 4.


16