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Guideline for Offshore Structural Reliability Analysis - General Page No.
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DNV Report No. 95-2018 Chapter 1
Skjong,R, E.B.Gregersen, E.Cramer, A.Croker, .Hagen, G.Korneliussen, S.Lacasse, I.Lotsberg, F.Nadim,K.O.Ronold (1995)
Guideline for Offshore Structural Reliability Analysis-General, DNV:95-2018
FEBRUARY 21, 1995
1. INTRODUCTION 2
1.1 General 2
1.2 Purpose 2
1.3 Definitions 4
REFERENCES 9
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Report No. 95-2018 Chapter 1
Skjong,R, E.B.Gregersen, E.Cramer, A.Croker, .Hagen, G.Korneliussen, S.Lacasse, I.Lotsberg,
F.Nadim,K.O.Ronold (1995) Guideline for Offshore Structural Reliability Analysis-General,
DNV:95-2018
2
1. Introduction
1.1 General
Reliability theory for structures is concerned with the rational treatment of uncertainties in
structural engineering and with the methods for assessing the safety and serviceability of
structures. It has become a design tool in some cases with the objective of achieving a more
uniform and consistent reliability within a class of structures or structural systems.
Modern reliability methods provide an alternative design approach by assigning probability
distributions to the uncertain variables for computation of the probability of exceeding various
limit states and for comparison of this probability with a required reliability level.
It is realised that reliability methods are considered by most engineers to be a tool for theoretical
analysis; therefore, a prime goal for this guideline is to present use of reliability methods in such
a way that their practical application is demonstrated. As a supplement, reference can be made to
numerous textbooks on the subject which have been published over the past decade, in particular
Madsen et al. (1986) and Melchers (1987). A more recent source, edited by Sundararajan (1994),
is particularly focused on applications.
1.2 Purpose
One may ask when and where it is recommended to invest in reliability analyses. In general,
reliability methods may be an efficient tool for reliability assessment when more than one
parameter can be described by statistical distributions. Reliability methods and reliability
programs can be considered as engineering tools on a similar level as finite element programs
used for solution of engineering problems. In most engineering problems it may be advisable for
the engineers to invest their time and resources in performing a detailed deterministic analysis
before a reliability analysis is performed. An example of this can be a fatigue life calculation of a
structural detail, which is not easily classified by S-N data found in the literature, and for which
the relevant stress concentration factor can hardly be assessed. In such a case, a finite element
analysis or test of an actual specimen would be preferred before a reliability analysis is
performed. The efficiency of a reliability analysis has to be judged from case to case.
In many situations, the engineers need to know the effect of an uncertain basis for their decisions.
This may be evaluated by a review of equations that express physical relations, or by simple
calculations of derivatives and changes in the results for an increment of change in a considered
parameter. Here, reliability methods can be considered as an additional tool for establishing data
that can be used for a relative comparison of the importance of the different parameters and the
sensitivities to changes in them.
Reliability analyses should be performed when safety is a key issue and when safety is to be
expressed in terms of a consistent measure. The safety of a structure may be efficiently visualised
by use of reliability methods for presentation to other engineers, including those of a different
engineering background. Traditionally, engineers have linked the safety of structures with safety
factors. Obviously, a safety factor is not a good measure of safety level, as it rarely is uniquely
defined, and as also a number of additional parameters are required for assessment of safety level
such as definition of characteristic strength. As an example, the characteristic strength with
respect to yielding of a steel structure is defined by the 5% quantile of the yield strength
distribution, while in geotechnical problems mean values have been used for the characteristic
strength (ref. DNV rules and NPD regulations). Owing to this and owing to different scatter in
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capacity data, the values of the safety factors with respect to steel and soil capacities can not be
directly compared
For evaluation of the safety of a specific structure, it may be efficient to present the safety in
terms of reliability measures when different failure modes are considered, such as the Ultimate
Limit State and the Fatigue Limit State. For the Ultimate Limit State, one is normally considering
safety factors on strength around 1.5, while factors between 1 and 10 on fatigue life are used to
achieve the same order of reliability for the Fatigue Limit State. This can be illustrated by an
example problem from the North Sea where a riser with a marginal design were to remain in
service during three autumn months beyond its originally planned in-service period. The riser
was pretensioned at a jack-up platform. The fatigue life was increased by means of an increased
pretension, while the safety with respect to yielding became reduced as a consequence of this
increased pretension. The question about optimal pretension then arouse. A simple reliability
analysis was performed and the resulting reliabilities for the structure with respect to the two
failure modes were presented in the same diagram, see Fig. 1.1. For minimisation of the resulting
probability of a failure with respect to these two failure modes, the optimal pretension would be
found in the vicinity of the intersection point between the two curves.
Top tension (tonnes)
R
e
l
i
a
b
i
l
i
t
y

i
n
d
e
x
0
0.5
1
1.5
2
2.5
3
3.5
4
4.5
5
0 20 40 60 80 100 120 140 160 180 200
The Fat igue Limit St ate
The Ult imate Limit St ate
Fig. 1.1 Reliability of a riser as function of pretension for the Ultimate Limit State
and the Fatigue Limit State.
Reliability methods have also been found efficient for planning of in-service inspection for
fatigue cracks. Here, the probability of a fatigue crack is linked to the probability of detecting a
crack in a considered structural detail. Reliability methods are used to estimate the time to first
inspection and to determine the interval between subsequent inspections.
Reliability methods should be used for calibration of partial safety factors. This may be a
calibration of safety factors for a specific design, or a calibration of safety factors for a class of
more general design cases for use in design codes. This is a requirement by ISO (1992) or CEN
(1991).
Reliability methods can be used for optimisation of design solutions. The probability of failure
as a function of time can be estimated and combined with the associated failure cost. An
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expected lifetime cost can be estimated for different design solutions. The one giving the lowest
cost will normally be selected. An example of this is the balance between the value of the fatigue
life factor and the frequency of in-service inspection that minimise an expected lifetime cost.
Reliability methods can be used to update the reliability of a structure based on new information
obtained during the service life. Examples are information about pile driving data, measured load
effects on tethers of platforms, proof loading etc. In this context, reliability methods can also be
an efficient tool for assessment of lifetime extensions of structures beyond their original design
lives.
In a more general perspective, reliability methods are powerful as an engineering tool for
verification that planned operations can be performed at an acceptable reliability level. An
example is the installation of marine foundations in general and of offshore gravity-based
platforms in particular.
1.3 Definitions
Aleatory uncertainty:
Aleatory uncertainty represents the natural randomness of a variable and is also known as
inherent uncertainty. Aleatory uncertainty is variability which cannot be reduced. For example,
the variation of soil characteristics in space is aleatory, and also the variation in ocean wave
height and period is aleatory.
Basic variables:
A set of variables entering the limit-state equation, including variables accounting for model
uncertainties in the limit-state function itself.
Characteristic load:
Reference value of a load to be used in determination of load effects.
Characteristic load effect:
Effect of a single characteristic load or combination of characteristic loads.
Characteristic resistance:
The nominal capacity that may be used for determination of design resistance of a structure or
structural element.
The characteristic value of resistance is either to be based on a defined percentile of the test
results, or lower bound values.
Characteristic strength:
The nominal value of material strength to be used for determination of design strength or of
characteristic resistance. The characteristic strength is to be determined with the same confidence
level as that for the characteristic resistance.
Characteristic value
A nominal value to characterise a stochastic variable. The characteristic value is to be defined as
a quantile of the probability distribution of the variable.
Confidence level:
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Probability that a fixed, unknown quantity lies within a confidence interval estimated from
observations of the quantity in an experiment. In a large number of experiments, the estimated
interval will contain the unknown quantity a fraction of the time about equal to the confidence
level. Confidence level is synonymous with confidence probability and reflects that, owing to
sampling and testing error, we cannot with certainty make a statement about the value of the
sought-after unknown quantity.
Design life:
The time period from commencement of construction until condemnation or requalification of a
structure.
Design point:
The most probable outcome of the basic variables when failure occurs, i.e., the point on the limit-
state surface with the highest joint probability density.
Design value:
Value to be used in the deterministic design procedure, i.e., characteristic value modified by the
material or load coefficient.
Epistemic uncertainty:
Epistemic uncertainty represents the uncertainty in a variable due to lack of knowledge and
includes measurement uncertainty, statistical uncertainty (due to limited information), and model
uncertainty. Epistemic uncertainty can be reduced, for example by increasing the number of tests
or observations, or by improving the measurement method.
Expected load history:
Expected load history for a specified time period, taking into account the number of load cycles
and the resulting load levels for each cycle.
Expected value:
First order statistical moment of the probability distribution function for a considered variable.
Failure:
An event causing an undesirable or adverse condition, such as failure (e.g., loss of component or
system function, or deterioration of functional capability to such an extent that the safety of the
unit, personnel or environment is significantly reduced).
First-order reliability index:
The approximation to the reliability index resulting from use of a first-order reliability method.
First-order reliability method:
A reliability method in which the limit-state surface, in the standardised normal space, is approx-
imated by a hyperplane (linear surface) at the design point.
Limit state:
A state beyond which the structure no longer satisfies the requirements. For marine structures
categories of limit states are:
ULS = Ultimate limit state.
FLS = Fatigue limit state.
PLS = Progressive collapse limit state.
SLS = Serviceability limit state.
Limit-state function:
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Function of the basic variables which is negative valued when the structural component fails, and
which is positive valued when the structural component is safe.
Limit-state surface:
The surface separating the region of failure states from the region of safe states in the space
spanned by the basic variables.
Load:
Any action causing stress or strain in the structure.
Load categories are:
P = Permanent loads.
L = Live loads, or variable functional loads.
D = Deformation loads.
E = Environmental loads.
A = Accidental loads.
Load factor:
Partial safety factor by which the characteristic load or load effect is multiplied to obtain the
design load or load effect.
Load effect:
Effect of a single load or combination of loads on the structure, such as stress, deformation,
displacement, motion, etc.
Material factor:
Partial safety factor by which the characteristic strength is divided to obtain the design strength.
Model uncertainties:
The inherent uncertainties of the selected calculation models (load model, strength model,
function model for the structure, etc.)
Omission sensitivity factor:
A factor giving the change in the reliability index when a random variable is replaced by a fixed
value.
Parametric sensitivity factor:
A factor giving the change in the reliability index by aunit change in a distribution parameter or a
fixed value.
Partial safety factor:
Factor by which the characteristic value of a variable is modified to give the design value (i.e., a
load or material factor).
Probability of failure:
Probability density of the limit-state variable integrated over the failure region of the space
spanned by the basic variables.
Random (Stochastic) process:
Stochastic functions of explicit time. Loads are often modeled as stochastic variables, that are
both functions of time and location. When such functions are time-dependent, they are denoted as
stochastic processes. When they are functions of location, they are denoted as random fields.
Random (Stochastic) variable:
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DNV:95-2018
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A variable which takes on a value from a set of possible realisations according to a probability
function or a probability density function.
Redundancy:
The ability of a component or system to maintain or restore its function when one failure has
occurred. Redundancy can be achieved for instance by installation of more units or elements to
restrain the loads, or by alternative means for performing a function.
Reliability:
Ability of a component or a system to perform its required function without failure during a
specified time interval. Probability density integrated over the safe states in the space spanned by
the basic variables.
Reliability index:
Quantile of the standard normal distribution function corresponding to the reliability.
Resistance:
Capability of a structure or part of a structure to resist load effects.
Second-order reliability method:
A reliability method in which the limit-state surface in the standardised normal space is approx-
imated by a quadratic surface at the design point.
Serviceability:
A condition in which a structure is considered to perform its design function satisfactorily.
Sensitivity:
Sensitivity is defined as the measure of the susceptibility of reliability to changes in the input
parameters.
Specified value:
Minimum, or maximum, value during the period considered. This value may take into account
operational requirements, limitations and measures taken such that the required safety level is
obtained.
Standardised normal space:
A space of normally distributed random variables with zero mean values, unit standard
deviations, and zero correlation coefficients.
Uncertainty importance factors:
Factors giving the fraction of variance caused by variance in each basic variable.
The following terms are applied in connection with probability functions and related items:
Probability density function f(x):
The probability that a realisation of a continuous random variable x falls in the interval [x, x+dx]
is f(x)dx. f(x) is the derivative of the cumulative distribution function.
Cumulative probability function F(x):
F x f x dx
x
( ) ( ) =
Exceedance (or excess) probability function Q(x):

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Q x F x ( ) ( ) = 1
Statistical moment of order k about zero, M
k
:
M M x x f x dx
k k
k
= =
( ) ( )
Expected value, E(x):
E x M M x ( ) ( ) = =
1 1
Central moment of order n, m
n
:
m x E x f x dx
n
n
=
( ( )) ( )
Variance
2
:
2
2 2 1
2
= = m M M
Standard deviation

:
= m
2
Coefficient of variation, COV:
COV
E x
=

( )
Skewness coefficient,
3
:
3
3
3
=
m
Coefficient of kurtosis,
4
:
4
4
4
=
m
Simultaneous (joint) probability distribution, f x x
n
( ,... )
1
:
The probability that a realisation of a random variable x
i
in a set of n random variables falls
within an interval
[ ]
x x dx
i i i
, + at the same time as the realisation of another variable x
j
in the
same set falls within an interval
[ ]
x x dx
j j j
, + , and so on for the remaining n-2 variables, is
f x x dx dx
n n
( ,... ) ...
1 1
.
Joint moment of order i,j ... about zero, M
i j
( )
, ,...
x :
M x x f d
i j
i j
( ) ... ( )
, ,...
x x x =
1 2
Covariance between x and y, R
x y ,
:
R M x y E x E y
x y , ,
( , ) ( ) ( ) =
1 1
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Correlation coefficient of x and y,
x y ,
:

x y
x y
x y
R
,
,
=
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DNV:95-2018
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References
ISO (1992), General Principles on Reliability for Structures, Revision of IS 2394.
CEN (1991), EUROCODE 1: Basis of Design and Actions on Structures, sixth draft 1991.
Madsen, H.O., S. Krenk, and N.C. Lind (1986), Methods of Structural Safety, Prentice-Hall Inc.,
Englewood Cliffs, N.J.
Melchers, R.E. (1987), Structural Reliability, Analysis and Prediction, Ellis Horwood Ltd.,
Chichester, West Sussex, England.
Sundararajan, C., editor (1994), Probabilistic Structural Mechanics Handbook, Theory and
Industrial Applications, Chapman and Hall, Inc., New York, N.Y.
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A
Aleatory uncertainty, 4
C
Characteristic load, 4, 6
Characteristic resistance, 4
Characteristic value, 4, 5, 6
Confidence
interval, 5
level, 4, 5
Cumulative distribution function, 7
Cumulative probability function, 7
D
Design code, 3
Design point, 5, 7
Design value, 6
E
Epistemic uncertainty, 5
F
Failure mode, 3
Fatigue, 2, 3, 4
I
Importance factor, 7
Inherent uncertainty, 4
Inspection, 3, 4
Intersection, 3
L
Limit state, 2, 5
Load, 4, 5, 6, 7
M
Material strength, 4
Model, 4, 5, 6
uncertainty, 5
N
Normal distribution function, 7
O
Observations, 5
P
Partial safety factor, 3
R
Random field, 6
Reliability index, 5, 6
Reliability method, 2, 4, 5, 7
first-order (FORM), 5
Requalification, 5
S
Safety factor, 2, 3, 6
partial, 3
Safety index (reliability index), 5, 6
State, 2, 4, 5, 6, 7
Statistical uncertainty, 5
Stochastic process, 6
Stress concentration factor, 2
W
Wave height, 4
Y
Yield strength, 2

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Guideline for Offshore Structural Reliability Analysis - General Page No.

Exceedance (or excess) probability function Q(x):

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