TECHNICAL REPORT
TECHNICAL REPORT
Date of first issue:
Organisational unit:
5 September 1996
Approved by:
Veritasveien 1
N1322 HVIK,Norway
Tel. (+47) 67 57 99 00
Fax. (+47) 67 57 74 74
Org. No: NO 945 748 931 MVA
istein Hagen
Principal Engineer
Client:
Client ref.:
Project No.:
Rolf Skjong
22210110
Summary:
A guideline for offshore structural reliability analysis of jacket structures is presented. The
guideline comprises experience and knowledge on application of probabilistic methods to
structural design, and provides advice on probabilistic modelling and structural reliability
analysis of jacket structures.
The characteristic features for jacket structures are outlined and a description of the analysis
steps required for assessing the response in jacket structures exposed to environmental actions
is given.
Model uncertainties associated with the response analysis of jacket structures are discussed
and recommendations are given for how to account for these uncertainties in the reliability
analysis.
Important limit state functions that should be considered in a LevelIII reliability analysis of
jacket structural components are defined and discussed.
The experience gained from two case studies involving probabilistic response analyses of
jacket structures, a fatigue failure limit state (FLS) and a total collapse limit state (ULS), are
summarised.
This report should be read in conjunction with the reports:
Guideline for Offshore Structural Reliability Analysis  General, DNV Report no. 952018
Guideline for Offshore Structural Reliability Analysis  Examples for Jacket Platforms, DNV
Report no. 953204.
Report No.:
Subject Group:
953203
P12
Indexing terms
Report title:
structural reliability
jacket platforms
environmental loads
capacity
istein Hagen
Date of this revision:
Rev.No.:
Number of pages:
05.09.96
01
80
Unrestricted distribution
DET NORSKE VERITAS, Head Office: Veritasvn 1, N1322 HVIK, Norway Org. NO 945 748 931 MVA
TECHNICAL REPORT
DET NORSKE VERITAS, Head Office: Veritasvn 1, N1322 HVIK, Norway Org. NO 945 748 931 MVA
Page No. 5
Introduction
Table of Contents
1. INTRODUCTION ...................................................................................................................................................7
1.1 OBJECTIVE ...............................................................................................................................................................7
1.2 DEFINITION OF A JACKET ..........................................................................................................................................7
1.2.1 General ............................................................................................................................................................7
1.2.2 Types of Jackets ...............................................................................................................................................8
1.2.3 Structural Design Parameters .........................................................................................................................8
1.2.4 Jacket Design Analysis ....................................................................................................................................9
1.3 ARRANGEMENT OF THE REPORT ............................................................................................................................... 9
2. RESPONSE TO ENVIRONMENTAL ACTIONS .............................................................................................11
2.1 CLASSES OF RESPONSE ...........................................................................................................................................11
2.2 ENVIRONMENTAL LOADS AND RESPONSE ..............................................................................................................12
2.2.1 Environmental Parameters............................................................................................................................12
2.2.2 Combination of Environmental Parameters ..................................................................................................12
2.2.3 Simulation of Wave Loads .............................................................................................................................13
2.2.4 Extreme Response Effects (ULS) ...................................................................................................................14
2.2.5 Fatigue (FLS) ................................................................................................................................................14
3. UNCERTAINTY MODELLING  TARGET RELIABILITY ..........................................................................16
3.1 GENERAL ...............................................................................................................................................................16
3.2 UNCERTAINTY MODELLING ....................................................................................................................................16
3.2.1 Overview........................................................................................................................................................16
3.2.2 Types of Uncertainty......................................................................................................................................16
3.2.3 Uncertainty Implementation ..........................................................................................................................17
3.3 TARGET RELIABILITY .............................................................................................................................................17
3.3.1 General ..........................................................................................................................................................17
3.3.2 Selection of Target Reliability Level..............................................................................................................18
4. DISCUSSION OF LIMIT STATES.....................................................................................................................20
4.1 INTRODUCTION .......................................................................................................................................................20
4.2 BUCKLING FAILURE OF MEMBERS (ULS)...............................................................................................................22
4.2.1 Local Buckling of Members ...........................................................................................................................22
4.2.2 Global Buckling of Members .........................................................................................................................23
4.2.2.1 Background .............................................................................................................................................................. 23
4.2.2.2 Limit State Function................................................................................................................................................. 25
Page No. 6
Introduction
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 7
Introduction
1. INTRODUCTION
1.1 Objective
The objective of the application part of the project Guideline for Offshore Structural Reliability
Analysis for the structure types jacket, TLP and jackup, is to give
an overview of the characteristics of that structure's response to environmental actions,
a detailed guidance on the reliability analysis of that structure with respect to several
important modes of failure,
examples of reliability analyses applied to selected failure modes for that structure type.
The guidelines are intended for the application of Level III reliability analysis (DNV 1992b) to
the structure type; i.e. in which the joint probability distribution of the uncertain parameters is
used to compute the probability of failure. This is usually a fairly demanding type of analysis,
and is primarily expected to be applied in structural reassessment, in service inspection planning,
code development/calibration and for detailed design verification of major load bearing
components of the structure. Hence, the guidelines prepared in this project concentrate on the
requirements for these types of analyses, and do not make any attempt to embrace all aspects of
the decision process. However, within these limitations, our aim is to cover significant aspects of
the structural of reliability analysis.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 8
Introduction
In early days the self floating jacket, which was floated out to the installation site and upended,
was quite popular because it required a minimum of offshore installation equipment. The barge
launched mode of installation has been most common as long as only smaller lifting vessels
were available. During the last ten years many platforms weighing less than 10.000 tonnes have
been lift installed, thus minimising the need for temporary installation aids.
Most often jackets have piled foundations, but lately jackets have also been designed with plated
foundations, which reduce installation time. Among the piled jackets it is distinguished between
those with piles in the legs, template type jacket, and those with piles arranged as skirts and
clusters, tower type jackets.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 9
Introduction
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 10
Introduction
Figure 1.2
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 11
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 12
Page No. 13
Table 2.1 Combination of environmental loads with expected mean values (m) and annual
probability of exceedance 102 (ULS) and 104 (PLS), NPD (1996).
Limit State
Ultimate
Limit State
(ULS)
Progressive
Limit State
(PLS)
Wind
Waves
Current
Ice
Snow
102
101
101
104
102
101

102
101
101
102
104
101

101
102
101
101
101
104

102

102

Earthquake
102
104
Sea
level
102
102
m
m
m
m*
m*
m*
m
Page No. 14
in the wave spreading function equal to the significant wave height (in meters). This implies
more or less longcrested waves for significant wave heights above 10 meters.
Page No. 15
The shape of the wave spectra has an influence on the response results. This is especially the case
when the fundamental eigenperiod of the jacket system is high and there is little damping in the
dynamic system such that resonance will occur. A dynamic system like this will e.g. give
significantly higher responses at resonance with a Jonswap spectrum compared to a PM
spectrum.
A linearisation of the drag forces is needed for dynamic analyses. Different methods exist for
performing this type of linearisation. One approach is to linearise with respect to a characteristic
wave height for each wave period. Members with intermittent submergence need to be treated
separately. The response results are strongly dependent on the chosen linearisation wave heights,
and especial attention should be made in the linearisation evaluation in order not to achieve overconservative results. Another and more consistent linearisation procedure is to apply the wave
energy spectrum, by assuming the ocean waves and the corresponding fluid kinematics to be
Gaussian processes.
Slamming on horizontal members in the splash zone needs to be taken into account in the FLS
design. Different approaches may be applied to determine the dynamic response and the number
of oscillations due to wave slamming. However, usually this effect is minimised by carefully
placing the horizontal levels of the jacket outside the splash zone.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 16
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 17
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 18
No access or in
the splash zone
Substantial
consequence
10
No substantial
consequence
Page No. 19
operator based on requirements from national authorities and company design philosophy and/or
risk attitude. The safety level may therefore in general vary between the individual structures.
The direct consequence of failure for the environment could be included in the target safety level
related to economical consequences.
A major accident is likely to have a negative influence on the reputation of the company, both
towards the government and towards the society in general. The consequence of this effect is
difficult to quantify. It is probably related to the company philosophy or may simply be
considered as a part of the economical consequence.
The consequence of failure related to human injury will in large extent depend on the type of
failure and operational condition for the platform. E.g., in DNV CN 30.6 (DNV 1992b), the
criterion concerning human injury is to be formulated as the annual probability of failure (defined
as total collapse of the platform) shall not exceed 106 for no warning and serious consequences.
The target reliability level may also be based upon the proposed values presented in Table 3.2,
taken from DNV Classification Notes 30.6 (DNV 1992b). When predefined reliability levels are
applied as target values, care must, however, be made in the uncertainty modelling in order to
account for the same level of uncertainty as is reflected in the predefined target reliability level.
The target reliabilities, specified in Table 3.2., are therefore closely connected with the proposed
uncertainty modelling described in the Classification Notes.
Table 3.2 Values of acceptable annual failure probability and target reliability index
Class of Failure
Less Serious
Consequence
Serious
Consequence
PF = 103
PF = 104
= 3.09
= 3.71
PF = 104
PF = 105
= 3.71
= 4.26
PF = 105
PF = 106
= 4.26
= 4.75
I. Redundant structure
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 20
Discussion of Limit States
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 21
Discussion of Limit States
The Progressive Collapse Limit State is used to design the platforms for accidental events having
a probability of occurrence larger than 104. Accidental events such as explosion, fire and ship
impacts are considered. The accidental events are defined from Quantitative Risk Analyses, see
Section 2 of Guideline for Offshore Structural Reliability  General (1995a). Possible damage to
the structure is calculated based on an elastoplastic analysis, and the structure is then analysed
with that damage for a given environmental loading. This analysis is similar to that of an
Ultimate Limit State analysis, but with different load and material coefficients in the design
equation according to the NPD regulations, (NPD 1996).
The Serviceability Limit State is used for control of deflections and accelerations of the topside
structures, but is hardly used for the design of jacket structures.
The potential application areas for structural reliability analyses of jacket structures are within
detailed design verification and for inservice inspection planning. For important components,
the failure modes comprise;
Jacket members (legs and braces) (ULS):
* Buckling of members:
 Local buckling of members
 Global buckling of members
 Buckling of members subjected to external pressure
* Total structural collapse due to environmental loading (e.g. wave and current loading on
the jacket and wind loading on the superstructure)
Tubular joints (ULS):
* Joint failure
Tubular joints and connections (FLS):
* Fatigue at hotspots in welded connections
In the following sections the above component failure modes due to buckling failure of members,
joint failure and fatigue failure are discussed, and examples for models which may be applied in
a reliability analysis are given. Furthermore, a simplified limit state for system failure defined as
total structural collapse due to environmental loading is discussed, where the total structure is
considered as a single component.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 22
Discussion of Limit States
Section Class II
Section Class IV
d = diameter
21150/fy d/t
t = thickness
crosssections are those which can form a plastic hinge with the rotation capacity
required for plastic analysis.
Class II:
crosssections are those which can develop their plastic moment resistance, but have
limited rotation capacity.
Class III:
crosssections are those in which the calculated stress in the extreme compression
fibre of the steel member can reach its yield strength, but local buckling is liable to
prevent development of the plastic moment resistance.
Class IV:
crosssections are those in which it is necessary to make explicit allowances for the
effects of local buckling when determining their moment resistance or compression
resistance. Tubulars belonging to this section class may also be defined as a shell
structure.
These section classes are not defined for conditions with external pressure, and tests or numerical
analyses must be carried out for documentation. This is controlled under section 4.2.3.
Figure 4.1 Tubular capacity in bending for different section class dependent on degree of
deformation .
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 23
Discussion of Limit States
Page No. 24
Discussion of Limit States
The design equation for global member buckling in the NPD regulations (NPD 1996) reads
c + B b* + B b
fy
where
N
c =
N = axial force
A = section area
N
NE
fE =
NE
fy
fk
1)(1
fk
m fE
Buckling stress
1.2
ECCS,NPD,DNV
API LRFD
API WSD/AISC
Euler
0.8
0.6
0.4
0.2
0
0
0.5
1.5
2.5
3.5
Reduced slenderness
Figure 4.2
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 25
Discussion of Limit States
The limit state function for global buckling of members can be formulated as
G = f y ( c + B b + B b )
*
where
f y = yield strength
c =
N
A
N = axial force
A = section area
1
1
N
NE
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 26
Discussion of Limit States
The capacity of tubulars subjected to axial force, bending and external pressure may be designed
based on the guidelines on design and analysis provided by the Norwegian Petroleum Directorate
(NPD 1996) with additional guidance by Lotsberg (1993), or by a design procedure presented by
Loh (1990). In the following the design procedure given by NPD and Lotsberg is given. It should
be noted that it is only the effective axial force that contributes to the axial stresses that enhance
buckling, see Figure 4.3. The axial stress resulting from the external pressure do contribute in the
equation for the von Mises stress considering yielding, but does not contribute to the axial force
that gives global buckling stress.
Figure 4.3
Illustration of effective axial force to be used for global buckling. (The total
stress is governing for the local structural behaviour in terms of yielding
and local buckling)
The equation for global buckling is modified to account for the effect of external pressure as
follows:
ac =
B + B 2 4 AC
2A
where
A = 1+
f y2
f ea2
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
B=(
C=
2 f y2
f ea f ep
2p
Page No. 27
Discussion of Limit States
1) p
f y2 2p
f ep2
f y2
f ea
2E t
=k
12(1 2 ) l
k = 1+
. l 4 (1 2 )
0123
r
)
r 2 t 2 (1 +
150t
fep = elastic buckling stress in hoop direction with respect to external pressure
f ep
t
= 0.25
r
c + B *b + B b
ac axp
m
where axp = axial stress in the tubular due to end cap pressure = p/2.
For other notations see section 4.2.2. Note that c now is derived as the effective axial stress
(without including the end cap stress resulting from external pressure).
An example of the difference between the effective axial stress and the total stress in a tubular
member as function of the water depth is shown in Figure 4.4. It is noted that the difference is
small for water depths below say 100 metres, but that it becomes significant for deepwater
structures.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 28
Discussion of Limit States
The limit state function for global buckling of members subjected to external pressure can be
formulated as,
G = ac axp ( c + B *b + B b )
200
Effective stress
180
Total stress
160
Allowable stress
140
120
100
80
60
40
20
0
0
200
400
600
800
1000
Waterdepth in m
Figure 4.4
Axial stress in the tubular as function of water depth and external pressure
at global member buckling
Page No. 29
Discussion of Limit States
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Table 4.2
Page No. 30
Discussion of Limit States
T&Y
2.5 +19
(2.7 +13)Q
0.90(2 +21)Qg
0.3
(1 0.833 )
Q =
.
10
. 01
.a/T
18
Qg =
18
. 4g
Inplane bending
Outofplane
bending
5.00.5
3.2/(10.81)
for
20
for
> 20
Table 4.3
Values of Qf
Loading
Qf
Axial
1.00.03A2
Inplane bending
1.00.045A2
Outofplane bending
1.00.021A2
where
A =
2
2
ax
+ 2IP + 2OP
0.64 f y2
fyT 2
sin
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 31
Discussion of Limit States
df y T 2
sin
df y T 2
sin
2
M
N M IP
1
+ OP
+
N k M IPk
M OPk m
where m is a material coefficient =1.15.
Figure 4.5
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Figure 4.6
Page No. 32
Discussion of Limit States
M
N M IP
M
N M IP
+ OP ) or G = log(
G = 1 (
+
+
+ OP )
N k M IPk
M OPk
N k M IPk
M OPk
where the equations given above are used to calculate Nk, MIPk and MOPk with Qu from Table 4.4
and A as given below.
Table 4.4
T&Y
2.8 +21
(3.0 +14.6)Q
(2.6 +27)Qg
Inplane bending
Outplane bend.
5.60.5
3.6/(10.81)
A2 =
2
+ 2IP + 2OP
ax
f y2
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 33
Discussion of Limit States
The CoV values in Table 4.5 for Qu may be used for the reliability analysis based on the
presented limit state functions. Qu is normal distributed. For CoV for yield strength, see DNV
(1995a).
Table 4.5
T&Y
0.10
0.10
0.20
Inplane bending
Outplane bend.
0.10
0.10
Jacket structures of all types are generally subjected to cyclic loading from wind, current,
earthquakes and waves, which cause timevarying stress effects in the structure. The
environmental quantities are of random nature and may be more or less correlated to each other
through the generating and driving mechanisms. Waves and earthquake loads are generally
considered to be the most important sources for structural excitations. However, earthquake
loads are only taken into account in the analysis of structures close to, or within tectonic areas,
and will not be included here. Wind and current loads represent an insignificant contribution to
the fatigue loading and may be ignored in the fatigue analysis of jacket structures.
A fatigue analysis of offshore structures can in general terms be described as a calculation
procedure, starting with the environment (waves) creating stress ranges at the hotspot regions
and ending with the fatigue damage estimation. The link between the waves and the fatigue
damage estimate is formed by mathematical models for the wave forces, the structural behaviour
and the material behaviour. The probabilistic fatigue analysis may be divided into four main
steps:
1) Probabilistic modelling of the environmental sea states (short and longterm modelling)
2) Probabilistic modelling of the wave loading
3) Structural response analysis (global and local)
4) Stochastic modelling of fatigue damage accumulation.
The above steps are covered in DNV (1995a). In the following, it will be focused on the
application to jacket structures.
In addition to the above steps, the analysis includes a stochastic modelling of the fatigue capacity
and the probabilistic evaluation, i.e. the probabilistic derivation of the likelihood of the event that
the accumulated fatigue damage exceeds the defined critical fatigue strength level.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 34
Discussion of Limit States
In order to carry out a realistic fatigue evaluation of a jacket structure, it is necessary to introduce
some simplifying assumptions in the modelling. These assumptions consist of:
For a short term period (a few hours) the sea surface can be considered as a realisation of a
zeromean stationary Gaussian process. The sea surface elevation is (completely)
characterised by the frequency spectrum, which for a given direction of wave propagation, can
be described by two parameters, the significant wave height HS and some characteristic
period like the spectral peak period TP or the zeromean upcrossing period TZ .
The long term probability distribution of the sea state parameters ( HS TP or HS TZ
diagram) is known.
Applying frequency domain approach for assessing the structural response, the wave loading
on structural members must be linearised and the structural stress response must be assumed
to be a linear function of the loading, i.e. the structural and material models are linear.
The relationship between the sectional forces and the local hotspot stresses (SCFs) is known,
where an empirical parameter description is most common.
Fatigue is the process of damage accumulation in a material undergoing fluctuation stresses and
strains caused by timevarying loading. Fatigue failure occurs when the accumulated damage is
exceeding a critical level. The fatigue process experienced by most offshore structures is highcycle fatigue, i.e. the fluctuating nominal stress levels are below the yield strength and the
number of cycles to failure is larger than 10 4 . Fatigue damage in welded structures is likely to
occur at the welded joints due to the stress concentration at areas of geometric discontinuity.
Notches and initial defects caused by the welding processes may also occur in this area.
Traditional fatigue design of jackets is based on the SNfatigue approach where fatigue failure is
assumed to occur when the crack has propagated through the thickness of the member. However,
at a design stage without any observed cracks in the structure, the estimated fatigue damage
based on fracture mechanics is normally less reliable than that derived from SN data due to the
difficulties involved in assessing the initial crack size. Applying the SNapproach, the fatigue
damage is measured in degree of damage, D , from an initial value 0 to , where is defined
as the fatigue damage accumulation resulting in failure, depending on the detail considered and
the selected SNcurve.
When performing a reliability updating on the basis of structural inspections for cracks, the
inspection outcome can not be used directly to update the degree of damage accumulation unless
the fracture mechanics approach is applied. In order to also be able to perform reliability
updating when the SN approach is applied, a procedure for establishing a relationship between
these two fatigue approaches is proposed in the following.
Jacket structures are typically redundant with respect to brace failures and a total structural
collapse will not occur before several members have failed. After a member has failed due to e.g.
fatigue, the applied loading will be transferred by the remaining members, i.e. a redistribution of
the load through the structure occurs. In the damaged structure, each remaining member has
already some accumulated fatigue damage, and due to the redistribution of the stresses in the
structure the rate of damage accumulation will change. By accounting for the changes due to
failure in other members, the total damage at a section can by formulated mathematically. Once
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 35
Discussion of Limit States
the time to failure for each individual section in a sequence is defined, the sequence event is
defined as the intersection of a set of section failure events for which the time to failure for each
individual section is less than the lifetime of the structure.
Usually, there will be many alternative sequences leading to collapse, and the total structural
failure is the event that one of these collapse sequences occurs.
A system reliability approach is required when the probability of total structure failure
accounting for the progressive nature of collapse is to be estimated. One of the difficulties with
such an approach is that for typical structures there are a very large number of sequences leading
to failure, and that it is not feasible to include all of these in the analysis. Usually, however, only
few of the failure sequences have significant contributions to the total failure probability.
Therefore, in most structural reliability analyses, a search technique can be used to identify
important failure sequences and the system failure event is approximated as the union of
important sequences.
The fatigue life of a joint may in general be characterised by three time intervals:
Tinitial
Tth
The total time until the crack has propagated through the thickness.
Tsec
The total time until gross loss of structural stiffness with extensive through thickness
cracking (defined as section failure).
Based on inspections for fatigue cracks in the joints, a fatigue reliability updating based on the
outcome of the inspections can be carried out applying Bayesian updating. The inspection results
can for the SNapproach not be used directly to update the estimated accumulated fatigue
damage. However, if a relationship between the damage accumulator D in the SNapproach and
the crack size was available, it would be possible to utilise the inspection results for reliability
updating.
No guidelines or established procedures are available for establishing the relationship between
the accumulated fatigue damage from the SNapproach and the crack size. This relationship may,
however, be obtained by calibrating the parameters describing the crack propagation in the
fracture mechanics approach. In the following the parameters are calibrated by fitting the
probability of having a through thickness crack as a function of time obtained from the fracture
mechanics approach to the results obtained from the SNapproach, applying e.g. leastsquares
fitting.
It should be noted that calibrating the through thickness cracking to a SNcurve is in general
inconsistent, as the crack initiation period included in the SNapproach is not incorporated in the
fracture mechanics formulation. This may lead to unconservative results in the reliability
updating based on the outcome of inspections.
More consistent results may be obtained by applying only the SNcurve for the crack
propagation period (if available) in the calibration of the fracture mechanics material parameters,
i.e. a SNcurve describing the number of load cycles it takes for an already initialised crack to
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 36
Discussion of Limit States
propagate through the thickness. This approach assumes there exists a model available to
estimate the crack initiation time and that the time period until inspection is greater than the
crack initiation time.
However, very limited information is available for describing the crack initiation time and the
SNcurves for the crack propagation period. The calibration of the fracture mechanics parameters
is therefore in the present study based on SNcurves where the crack initiation period is included
in the modelling of the fatigue capacity applying the SN approach. It should in this connection
also be noted that for welded details, the crack initiation period is relatively small compared to
the whole fatigue life.
4.4.2.2 SNFatigue Modelling
SNdata are experimental data giving the number of cycles N of stress range S resulting in fatigue
failure. These data are defined by SNcurves for different structural details.
The design SNcurves are based on a statistical analysis of experimental data. They are given as
linear or piecewise linear relations between log10S and log10N. A design curve is defined as the
mean curve, minus two standard deviations of log10N obtained from the data fitting. The standard
deviation is computed based on the assumption of a fixed and known slope.
The design SNcurves are thus of the form
log 10 N = log 10 a 2 log10 N m log 10 S
or
N = K S
S > S0
where
N
log10 N
S0
stress range level for which change in slope occurs, i.e. for bilinear SNcurve or endurance limit for single slope SNcurve
log10 K
log 10 a 2 log10 N
N =
K S m2
2
S > S0
K S 0 m = K 2 S 0 m2
S S0
Page No. 37
Discussion of Limit States
In air, the Tcurve has m=3, which changes to m2 =5 at N = N 0 = 10 7 . For cathodically protected
structures in seawater the Tcurve has m=3 and a cutoff value at N = N 0 = 2 108 . Knowing N 0
and K, the stress range level S 0 can be obtained by
K
S0 =
N0
1
m
The fatigue strength of welded joints is dependent on the plate thickness, t, with decreasing
fatigue strength with increasing thickness. The design Tcurve is used when the thickness t in a
tubular joint is less than 32 mm. For the thickness t 32 mm a modification of the Tcurve is
performed, and the modified Tcurve becomes,
log10 N = log10 K
t
log10 m log10 S
32
4
S > S0
or
N = ( t / 32 )
The factor ( t / 32 )
m/ 4
m/ 4
K S
S > S0
The uncertainties associated with describing the fatigue capacity through empirical SNcurves
are accounted for by considering a stochastic SNrelation. This may be done by treating the
parameters in the deterministic linear or bilinear SNrelation as random variables. I.e. by
modelling the inverse slope m as deterministic and fitting the log10N test data from the fatigue
tests to the Normal distribution. The uncertainty modelling of the SNcurve can then be obtained
by modelling K as a LogNormal distributed stochastic variable. E.g., for the Tcurve with
cathodic protection in seawater, where the inverse sloop m is modelled as deterministic and K is
modelled as LogNormal distributed, the stochastic modelling of the SNcurve is defined by the
following properties:
E[ K ] = 539
. 1012
m = m1 = 3
m = m2 =
Std [ K ] = 335
. 1012
N N0
N > N0
The importance of modelling the cutoff level N 0 as stochastic should also be evaluated. For
stochastic modelling of N 0 the Normal distribution should be selected, e.g. with
E[ N 0 ] = 2 108
CoV [ N 0 ] = 010
.
The accumulated fatigue damage is computed from the representative stress distribution and the
SNcapacity model. The accumulated damage depends on the number and magnitude of the
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 38
Discussion of Limit States
applied stress cycles. Assuming the accumulated fatigue damage independent of the sequence in
which the stress cycles occur (no sequence effect), the damage accumulation D can be written as,
D=
i =1
ni
Ni
where ni = n( S i ) is the number of cycles of stress range S i in the stress history and N i = N ( S i )
is the number of stress cycles of stress range S i necessary to cause failure. This formulation of
the fatigue damage accumulation is usually denoted the MinerPalmgren approach.
The failure criterion defines the degree of accumulated fatigue damage that results in failure. For
a constant amplitude stress variation, it follows directly from the damage definition above that
failure occurs when D 1 , as the SNcurves are originally derived from constant amplitude
loading.
For a variable amplitude loading, the value of the damage accumulation D at failure will typically
be random due to the inherent randomness in the stress history and the potential influence of
sequence effects.
For offshore structures, the number of stress cycles resulting in fatigue failure will typically be
large and the inherent uncertainty in the damage accumulation will approach zero. The damage
accumulation, D, is then sufficiently represented by a summation of the expected value of m'th
moment of the local stress response process.
Modelling of the uncertainties associated with the fatigue capacity, , is based on results from
random loading fatigue tests. Because the fatigue behaviour is influenced by many factors,
among them the variability inherent in the material, it is difficult to interpret the test results.
However, there seems to be some coherence to recent published results for welded details, where
a slight nonconservative bias is suggested implemented with uncertainties around 3060%.
Experimental data suggests that the MinerPalmgren rule predicts fatigue failure reasonable well
for random loading on loaded components, and that the influence of sequence effects is usually
negligible for random loading typical for offshore structures.
However, for welded joints it appears that the MinerPalmgren rule is slightly nonconservative.
Biases, in the ratio between the predicted damage and the measured damage, down to 0.7 to 0.8
have been observed.
The response process in the estimation of the fatigue damage accumulation is usually assumed to
be a narrow banded Gaussian process. However, the fatigue stresses may typically be somewhat
wide banded and a rainflow correction factor for wide banded response processes may therefore
be introduced.
The rainflow correction factor for wide banded processes indicates a compensating bias
compared to the bias introduced due to the random loading on welded joints applying the MinerPalmgren rule. Therefore, the MinerPalmgren damage is in the following used unbiased and no
rainflow correction factor is included.
The uncertainty due to this phenomenon as well as model uncertainties are accounted for by
modelling fatigue failure to occur when the total damage D exceeds , where is defined as
stochastic, for which the Normal distribution is recommended with:
E[ ] = 10
.
CoV [ ] = 0.20
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 39
Discussion of Limit States
The limit state function applied in the reliability analysis is expressed as,
g ( D, ) = D
The random variable describes general uncertainty associated with the fatigue capacity and D
is the accumulated fatigue damage.
Defining the mean number of stress cycles per time unit to be 0,long term , the total accumulated
fatigue damage in a service period T can be expressed as
D = T 0,long term Dcycle
Dcycle is the expected damage per stress cycle, which depends on the distribution of the local
1
K2
(2
2 St j ( )
m2
m2
S0
+ 1 2 2
1 +
;
2 2 2 St j ( ) K
S0
m
1 + ;
2 2 2St j ( )
where (; ) and (; ) are the Incomplete and Complementary Incomplete Gamma functions,
respectively, and St j ( ) is the standard deviation of the stress process in sea state j .
The expected damage per stress cycle Dcycle is obtained by summing the weighted expected
damage over all sea states, weighted by the relative number of stress cycles within each sea state.
For a Weibull distributed long term stress range distribution, the expected damage per stress
cycle is calculated as:
D cycle =
m2
K2
m2 S 0 B 1 m m S 0 B
1 +
; + A 1 + ;
B A
B A K
Fs ( s ) = 1 exp ( s / A)
The damage D calculated by the SN fatigue approach and the MinerPalmgren rule is a damage
measure not related to any physically or measurable parameter. However, the size of the
developed fatigue crack may be applied as a measurable quantity to reflect the degree of fatigue
damage accumulation when the FMfatigue approach is applied.
Applying the developed crack size as a measure for the fatigue damage accumulation, the extent
of fatigue damage on the structure between the initial condition (design) and the failure condition
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 40
Discussion of Limit States
can be related to this physical measurable parameter. The degree of accumulated fatigue damage
in a joint can then be assessed based on the outcome of inspections aiming at determining the
size of fatigue cracks in the joint.
4.4.3.2 Crack Growth Rate
The basis for most fracture mechanics descriptions of crack growth is a relationship between the
average increment in crack growth and the range K of the stress intensity factor K during a
load cycle. The factor is defined as the stress intensity because its magnitude determines the
intensity of the stresses / strains in the crack tip region. The influence of external variables, i.e.
the magnitude and type of loading and the geometry of the cracked body, is modelled in the crack
tip region through the stress intensity factor.
The relationship between the crack growth rate and the stress intensity range K has to be
determined experimentally. Fatigue experiments are normally performed with simple standard
specimens with throughthethickness cracks subjected to constant stress range.
The main motivation for applying a crack growth model where the stress distribution through the
thickness is taken into account is that it has been observed that the propagation of fatigue cracks
depends highly on the stress distribution. The crack propagation depends further significantly on
the initial size and the initial aspect ratio of the crack.
In order to predict the fatigue crack growth of a surface crack, it is assumed that the crack growth
per stress cycle at any point along the crack front follows the Paris and Erdogan equation. This
equation states that, at a specific point along the crack front, the increment in crack size dr ( )
during a load cycle dN is related to the range of the stress intensity factor K r ( ) for that
specific load cycle through
dr ( )
dN
= C ( )( K ( ))
r
where Cr ( ) and m are material parameters for that specific point along the crack front and
is the location angle.
To simplify the problem it is assumed that the fatigue crack initially has a semielliptical shape
with axes a and c, and that the shape remains semielliptical as the crack propagates. This
implies that the crack depth parameter a and the crack length 2c are sufficient parameters for
describing the crack front. As a result of this simplification in the modelling of the crack front
curvature, the general differential equation for the crack growth rate can be replaced by two
coupled differential equations,
da
= C A ( K A ) m ; K A > K th
; a( N 0 ) = a 0
dN
dc
= CC ( K C ) m ;
K C > K th ; c( N 0 ) = c 0
dN
The subscripts A and C refer to the deepest point and the end point of the crack at the surface,
respectively. The material parameters C A and CC may differ due to the general triaxial stress
field. The material property m mainly depends on the fatigue crack propagation, assumed to be
independent of the crack size, both in the depth and surface directions. Normally the failure
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 41
Discussion of Limit States
criterion refers to a critical value of the crack depth a or the crack length 2c (for surface cracks);
and the equations are conveniently rewritten as:
C K
C
= C
da C K A
dc
; c( a ) = c
0
dN
C K A
da
; N (a ) = N
0
By either fixing the aspect ratio or by expressing the crack length as a function of crack depth,
the first of the above equations is reduced to a constant, and the second equation can be solved
separately. This is referred to as one dimensional crack growth model.
The general expression for the stressintensity factor is K = Y S tot a , where S tot is the applied
stress and Y is the geometry function accounting for the effect of the boundaries, i.e. the relevant
dimensions of the structure (width, thickness, crack size, crack front curvature etc.).
Since the stress intensity factors in the twodimensional expression for the crack growth rate
depend on the crack size in a complicated manner, it is generally not possible to obtain a closed
form analytical solution to the coupled differential equations, and numerical solution procedures
have to be applied to solve the coupled ordinary first order differential equations.
In the following, the equivalent one dimensional crack growth model is applied for illustration
purposes only. (For a fixed aspect ratio a / c , or by expressing the crack length as a function of
crack depth, an equivalent one dimensional crack growth model can be defined).
The crack growth rate, or the increment in the crack size per stress cycle, is for onedimensional
crack growth in the depth direction expressed as,
da
dN
= C ( K ( a , c ))
The variables in the differential equations may, for crack growth models not having a lower
threshold, be separated and integrated to give,
a(t )
a0
Ym
da
a
= C ( S i )
N (t )
i =1
where a ( t ) is the crack depth at time t and N ( t ) is the total number of stress cycles in the time
period [0,t ] .
The number of stress cycles to fatigue failure until a critical crack size resulting in e.g. unstable
fracture or plastic collapse is reached, is for offshore structures generally large, and the sum of
the stress ranges can be expressed using the mth moment of the stress range distribution.
The damage accumulation from the stress response process can then be expressed as,
[ ]
( a N ) = C N ( t ) E S
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 42
Discussion of Limit States
where the term ( a N ) is an indicator of the damage accumulated by the crack growth from an
initial crack size value a0 to a crack size a N after N stress cycles
aN
(a N ) =
a0
da
a
For variable amplitude loading, the sequential order of loads may have an influence on the crack
growth rate, however, the sequence effect is typically of minor importance for offshore
structures.
The above model can be directly extrapolated to be valid also for crack growth models involving
threshold levels on the stress intensity factor. Special attention then has to be made in the
derivation of the m'th moment of the stress intensity range as the stress intensity is a function of
both the crack size and the stress level. For crack growth models involving thresholds, the
damage indicator can be expressed as
aN
(a N ) =
a0
da
G(a ) Y
where G ( a ) is a reduction factor in the range [ 0 1] , depending on the threshold level K th and
the stress range process S .
When the longterm distribution of stress ranges S is defined through a Weibull distribution,
with scale parameter A and shape parameter B, the m'th moment of the stress range is
[ ]= A
E S
1 +
K th
m
1 + ;
B A Y a
G( a ) =
m
1 +
where ( ) and ( ; ) are the gamma function and the complementary incomplete gamma
function, respectively.
For a stationary Gaussian stress range process, a good approximation in the accumulation
analysis is obtained by replacing the Gaussian process with an equivalent ideal narrow banded
process with the same spectral moments 0 and 2 . The m'th moment of the stress range then
becomes,
[ ] = (2
E S
2 0
1 +
and the mean number of stress cycles in a time period T is equal to the mean number of upcrossings of the mean stress level in that period
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
N T = 0T =
Page No. 43
Discussion of Limit States
One element affecting the fatigue life of a component is the initial fatigue quality. The initial
fatigue quality is a material and manufacturing property, thus representing material and process
defects such as inclusions, as well as damage caused during fabrication and installation which is
not detected by quality control.
For the purpose of design, the initial fatigue quality can be characterised by the initial crack size
and/or the time to fatigue crack initiation. The initial crack size a0 and the time to crack
initiation T0 (or number of load cycles N 0 ) are often not wellknown parameters and should
therefore be considered as random variables with a certain statistical distribution.
The time to crack initiation is being defined as the time from beginning of fatigue loading to the
time of possible crack detection. Data on N 0 for welded steel offshore structures, which are
coupled to a crack size a0 are sparse. However, for welded structures a common approach is to
neglect the crack initiation time due to the presence of initial weld defects.
Cracks existing in the structure entering service include defects considered acceptable according
to codes, as well as those undetected during fabrication and installation. It is a formidable task
carrying out calculations allowing for the occurrence of defects in all shapes, locations and
orientations which might arise, and it is common practice to simplify the modelling by assuming
the cracks to be of the same type, i.e. undercuts oriented normal to the principal stress at the
location, or that they can be grouped. Since planar defects, like lack of penetration, undercuts,
etc. are similar in nature to a crack, the number of cycles to initiate a fatigue crack from such
defects is small compared to the overall life.
Surface defects are usually more dangerous than embedded defects as they are often located at
stress concentrations and normal to the principal stress. Experience has shown that almost all
fatigue cracks resulted from an initial surface defect.
Fatigue tests indicate a considerable amount of scatter in the obtained fatigue capacities, which is
believed to be a result of inhomogeneous material properties. However, fatigue cracks associated
with welded joints may propagate through different materials, i.e. the weld metal, the heataffectedzone (HAZ) or the base (plate) material. For welded joints, cracks often initiate at the
weld toe from undercuts, slag inclusions and/or initial cracks, and propagate through HAZ and
into the base material. Thus, the crack growth data used for fatigue life predictions must be
representative, concerning inhomogeneous material and differences in material properties.
Relevant crack growth data for welded joints should be expressed through the material
parameters m and C in the Paris equation. Crack growth data are generated in the laboratory
under constant cyclic loading on simple specimens with accepted characterising stress intensity
factors. The challenge is to define reasonable distributions for the material parameters and to
estimate the distribution parameters based on available laboratory test results.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 44
Discussion of Limit States
Several studies have indicated a high negative correlation between m and lnC. However, the
choice of randomisation should be based on a judgement of what is a reasonable representation
of reality. The probability model implicit in the recommendations for Paris constants in BSI PD
6493 (1991) and DNV (1984) is based on a deterministic m and randomised C. It is important for
this description that the typical crack growth rates (low and intermediate) are adequately fitted.
In Table 4.6, published values for lnC and m are given according to DNV (1984). The values are
based on collected data from various investigations and are recommended when other relevant
information is not available.
Table 4.6
Environment
3.1
Normal(29.84, 0.55)
In sea water
3.5
Normal(31.01, 0.77)
It should be noted that the values for lnC given above are only valid for the units [N, mm], and
that it is necessary to adjust the values for other units. The most typical conversion is from mm to
m:
ln( C ) [ N,m ] = ln( C ) [ N,mm ] ( m 15
. + 1) ln(1000 )
Offshore structures are subjected to numerous cycles in the low crack growth rate regime, and it
is therefore of importance to establish the threshold values, K th , below which stress intensity
the crack is nonpropagating. Considerable scatter has been reported for the modelling of the
threshold level, and for stress intensities close to the threshold level the crack growth rates are
found to be sensitive to the mean stress and environmental factors.
Many uncertainties are related to the fatigue life predictions of offshore structures, both for
application of SNcurves, the Miner type cumulative damage models, and the fracture mechanics
based models. Uncertainties in the loading conditions, the material parameters, the initial fatigue
quality and the stress intensity factor have to be considered. In probabilistic fracture mechanics
these parameters are represented by random variables.
Reliability assessments for fatigue crack growth can be expressed as limit state formulations. The
failure criteria may be defined as,
aC a N 0
where a C (or c C ) is the critical crack size based on serviceability criteria, e.g. through the
thickness crack or economic repair limits, or ultimate collapse criteria, i.e. unstable fracture and
plastic collapse, or buckling that significantly reduces the static strength. a N is the size of the
developed crack after N stress cycles.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 45
Discussion of Limit States
As the damage indicator ( a ) is a monotonically increasing function of the crack size, failure
occurs when the damage indicator for the critical crack size ( a C ) is exceeded by the
accumulated load effect C i =1 S i . The failure criterion can then be written as
N
aC
( a C ) ( a N ) =
a0
Y(x)
dx C S i
i =1
M=
a0
Y(x)
dx C S i
i =1
The failure probability, i.e., the probability that the size of the crack exceeds a critical limit
within the time period T (or N) is then,
PF = P( M 0 )
The major time varying loads on jacket structures are generally wave induced loads. An adequate
description of ocean waves is therefore necessary for assessing the fatigue accumulation in the
structure.
The longterm stress range response distribution is defined based on a weighted sum of Rayleigh
distributed stress ranges within each shortterm condition, i.e. the stress process for each shortterm period is considered to be a narrow banded zeromean stationary Gaussian process.
In the spectral fatigue analysis, only the load response caused by fluctuating wave loading is
considered. The applied wave model assumptions do not give an exact description of the real sea
state. However, from an engineering point of view they are very attractive due to the
simplifications they imply in the structural analysis.
This chapter focuses on the load and response modelling applied for fatigue assessment. First the
sea environment model is considered. Then the load response model and the global structural
analysis, defining the transfer functions for selected forces, are described. Finally the local stress
analysis is discussed. The sources of uncertainty and their treatment are also discussed.
4.4.4.2 Sea State Description
The load model is based on a description of the wave conditions within a set of stationary short
term sea states. Each sea state is characterised by
Main wave direction 0 , measured relative to a given reference direction
Characteristic sea state parameters:
 Significant wave height, H S , defined as the average of the upper third of the wave heights
 Mean zero upcrossing period, TZ , defined as the time between successive upcrossing of
the still water level, averaged over the number of waves.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 46
Discussion of Limit States
Sets of wave observations may be sorted with respect to the main wave directions if
directional buoy or hindcast data are available with statistics on the observations for different
sectors. Otherwise, the statistical properties for the waves may be assumed identical for all
sectors. The main wave direction denotes the middle direction for each of the defined sectors,
and the structural analysis is for simplicity only performed for waves at these discrete
directions. Each main wave direction i is defined by the incoming wave direction angle i ,
measured relative to a given reference direction, defined as the structures global xaxis. An
example of sector numbering and main wave directions is shown in Figure 4.7.
Wave spreading
function
 90
ct
dire
ave
n w o. 2
i
a
n
M
ion
45
w(, 2 )
b)
4 5
a)
90
S
Reference direction
(Global Xaxis)
Reference direction
(Global Xaxis)
The main wave directions are given by a set of prescribed discrete directions. The probability
distribution of the main wave direction is given as a discrete distribution with
P probability that the main wave direction is i , i=1,2,.., N
i
P
i =1
Page No. 47
Discussion of Limit States
=1
The scatter diagram gives the occurrence frequency of a discrete number of combinations of
( HS , TZ ), where the scatter diagram is commonly defined on a bivariate discrete form. The
discrete values of ( HS , TZ ) data may be approximated by an analytical bivariate distribution,
e.g. a joint lognormal distribution,
log h log t
1
2
s
z
FH S TZ ( hs , t z ) =
,
;
1
2
where (;) is the cumulative distribution function for a pair of standardised normally
distributed random variables with a correlation coefficient . The marginal distribution for
H S is
log hs 1
FHS ( hs ) =
and the conditional distribution of TZ given the value of H S is (see Figure 4.8)
FT
log t + 2 ( log h )
z
s
1
2
t h =
HS ( z s )
2
2 1
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 48
Discussion of Limit States
TZ
pTZ  Hs (t Z  hS j )
j
pTZ  Hs (t Z  hSi )
i
hS i
HS
hS j
Figure 4.8 Marginal continuous probability density function for HS with continuous
probability density function for TZ given HS
2
E[ H S ] = exp 1 + 1
2
2
E[TZ ] = exp 2 + 2
2
( ( ) )
( exp( ) 1 )
Var[ H S ] = E[ H S ] exp 12 1
2
Var[ TZ ] = E[ TZ ]
2
2
Cov[ H S , TZ ] = E[ H S ] E[ TZ ] exp( 1 2 ) 1
(1, 1, 2 , 2 , )
( , ,
1
, 2 , ) for
are obtained. When different scatter diagrams are applied, i.e. separately for
each main wave direction, the fitting should be made separately for each wave direction.
Wave spreading function:
The wave energy spreading function is introduced to account for the energy spreading among
directions for a short crested sea. Real sea waves are not infinitely long crested and directional
spectra are required for a complete statistical description of the sea. The directional spectra
accounts for the spreading of wave energy by direction as well as frequency. A spectrum in
terms of direction is assumed of the form
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 49
Discussion of Limit States
S (, ) = S ( ) w()
where w() is the wave energy spreading function, which is herein assumed independent of
the wave frequency.
It is commonly assumed that the wave energy is spread over a set of directions in a region of
/ 2 on both sides of the main direction. The function is selected in such a way that it gives
higher weights to the directions closer to the main direction. For a long crested sea the wave
energy spreading is not introduced by definition. The wave energy spreading function for a
given main wave direction i may in general depend on ( HS , TZ ).
The common modelling of wave energy spreading function is a frequency independent cosine
power function of the form:
N
+ 1
2
1
w , i =
cos N i
N 1
+
2 2
i <
and zero otherwise. () is the gamma function, i is the main wave direction no. i, and N is a
real number. Figure 4.9 shows the directional function for different values of N . For large
values of N , all the energy is concentrated around the main wave direction.
c = 0.5
N = 20
N = 10
N=4
N=2
90
45
45
90
i ( degree)
Figure 4.9 The spreading function for different values of the cosine power N.
The spreading function weights are obtained by integration of the energy spreading function
over the proper ranges. The analytical spreading function is discretised. The analytical
directionality function is approximated by a histogram. The ordinate of each histogram box
corresponds to the area of the analytical function over the width of the box.
Wave spectrum model:
The wave spectrum defines the distribution of wave energy over different frequencies for a
specified sea state. A commonly applied wave spectrum is the one side Gamma spectrum,
where the Gamma spectrum is uniquely defined in terms of the sea state parameters ( H S , TZ ) ,
S ( ) = A exp B
; >0
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 50
Discussion of Limit States
The gamma spectrum may have a variety of shapes depending on the values of the parameter
giving the power of the high frequency tail and the parameter describing the steepness of
the low frequency part. The constants A and B are related to H S and TZ by,
2
1
A = HS
16
TZ
3
2
1
2
2
B=
TZ
1 2
3 2
The values = 4 and = 5 yields the PM spectrum (Pierson and Moskowitz 1964).
The structural response to wave induced loading may be determined by the use of finite element
methods (FEM). This includes modelling of the structural stiffness, the damping (only for
dynamic analysis), the influence of marine growth, the stiffness from the foundation and the
wave induced loading.
The finite element model is an idealised representation of the real structure, where the following
simplifications are commonly introduced,
Smaller eccentricities are not modelled.
Eccentricities in the joints are often not modelled.
The marine growth is not included in the calculation of the natural frequencies.
The jacket is modelled as a frame with members connected at rigid joints. In reality the joints
are flexible, and on the global level the joint flexibility is known to have some influence on the
derived response, (Appendix C DNV (1977), Bouwkamp et al. (1980), Fessler and Spooner
(1981), UEG (1984)). The joint flexibility affects the bending moments in braces, the axial
force distribution and the natural frequencies.
Wave load calculation:
The linear Airy wave theory is adopted for fatigue analysis. In the Airy theory, the water
particle velocity and accelerations are linear with wave amplitude. The linear wave theory is
based on the assumption that the wave height is much smaller than both the wave length and
the water depth.
Hydrodynamic loading on the jacket structure is calculated by Morison's equation, (Morison
et al. (1950)), not incorporating the structural motion. The inline force p per unit length on a
vertical slender cylinder in unsteady flow is defined as,
p = Cd
D
2
u n u n + Cm
u n
where is the water density, D is the diameter, u n and u n are respectively the water particle
velocity and acceleration normal to the cylinder, and Cd and Cm are the drag and inertia
coefficients, respectively.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 51
Discussion of Limit States
The uncertainty or bias introduced in the fatigue damage calculation using the linear Airy
wave theory is generally not significant for most structures, water depths and wave climates
considered.
Structural analysis:
The major element of the frequency domain analysis is the determination of the response of
the structure for a unit sinusoidal wave as function of the wave period, or angular frequency.
This function is called the response transfer function, H F ( ) .
The response transfer functions for section forces and moments in each beam end are derived
for different wave directions, analysing the structure subjected to waves of different angular
frequencies.
The angular frequencies, or wave periods, should be selected in order to adequately define the
transfer function over the expected range of wave energy. Special care to be given in the
modelling of the transfer function for wave periods close to the eigenperiods of the structure.
The relationship between the wave height and wave induced force is nonlinear due to the
drag term in the Morison equation. To incorporate this nonlinearity in a linear analysis, two
basic approaches exist.
One is to linearise the drag force and compute the response based on the linearised load, i.e.
wave height linearisation.
The other approach is to compute the response using the nonlinear force and then linearise
the response in one sea state, i.e. stochastic linearisation, (Borgman (1967)).
When a stochastic linearisation is applied, the influence of applying different sea states for
the linearisation should be considered.
The linearisation of the drag term introduces uncertainties in the response modelling for
members where the drag load is of importance. However, for the range of the waves mainly
contributing to the fatigue accumulation, the inertia forces are dominating for jacket
structures, and the relationship between the wave height and load response is approximately
linear for the major part of the elements.
The linear wave theory does not account for the fluctuating water surface due to the passage of
waves and is strictly applicable only up to the still water level (SWL). The use of a linear
approach can, therefore, not define realistic forces around the still water level. Various
methods have been suggested to modify the linear wave theory to incorporate the variable
submergence effect, e.g. (Chakrabarti (1971, 1976), Wheeler (1970), Hogben et al. (1977)). It
must be expected that the establishment of transfer functions for these elements is associated
with large uncertainties.
The uncertainty/bias introduced could be related to the significant wave height H S , e.g. by
multiplying the calculated transfer functions H calc ( ) obtained in the structural analysis, by a
2nd order polynomial function in H S , i.e. the applied H appl ( ) transfer functions for a given
sea state ( H S , Tz ) is expressed as:
H appl ( ) = H calc ( ) X a + X b H S + X c H S
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 52
Discussion of Limit States
where the parameters, X a , X b and X c , define the uncertainty/bias in the transfer functions
due to the applied wave theory. If no information is available for the uncertainty/bias in the
calculated transfer function, X b and X c should be set equal to zero (0.0) and the mean value
of X a should be set equal to one (1.0).
N
A
SCFipb
M ipb
I
M ipb
I
y ' local
where
N
M ipb
M opb
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 53
Discussion of Limit States
the coordinates of the stress point relative to the section centre of gravity, in
the inplane/outofplan axis system
SCFax
SCFipb
SCFopb
It is a common practice to check the fatigue life of 8 points along the brace/chord intersection,
i.e. the SCFs are calculated for eight locations around each brace/chord intersection.
Based on the transfer functions H Fi ( ) for all section forces (i.e. i=1: axial force, i=2: inplan
bending moment and i=3: outofplan bending moment), the cross section properties and the
SCFs, the spectral density of the hotspot stress in a unidirectional sea state is defined from:
3
S ( ) = I i I j H Fi ( ) H F j ( ) S ( )
*
i =1 j =1
I2 =
I3 =
SCFax
A
SCFipb
I
SCFiob
I
z ' local
y ' local
The parametric formulas for SCFs do not provide information about the variation of SCFs
along the intersection brace/chord. This lead to uncertainties in the estimation of the real hotspot stress when the maximum resulting stress due to axial force, inplane and outof plane
bending moments is to be defined.
Because the position of the hotspot is not known, a common procedure is to add the
maximum stresses derived separately from the axial and bending loads in order to obtain the
hotspot stress. Such an approach will usually result in conservative estimates of the hotspot
stresses. The degree of conservatism depends on the actual geometry and the contribution of
bending stresses to the total hotspot stress. In order to reduce the degree of conservatism, the
Uncertainty associated with the modelling of the SCFs may be defined in two levels:
The first level is one single common uncertainty factor on all the stress concentration
factors. The uncertainty in stress concentration is due to the fabrication inaccuracies and
approximations made in the stress calculation or joint classification.
The second level is uncertainty on the SCFs for each degree of freedom, i.e. for axial load,
inplan bending moment and outofplan bending moment.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 54
Discussion of Limit States
s
;
FS ( s ) = 1 exp
2
8 ( Std ( ))
s>0
The mth moment of the local stress range response process E [ S ] is calculated as :
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
E [S ] = ( Std ( )) ( 2 2 ) (1 +
m
Page No. 55
Knowing the spectral density of the stress response, 0 and Std( ) are:
0 =
( Std ( )) = 0
2
To estimate long term properties for E [ S ] and 0 , the long term distribution of sea states
( H S TZ ) must be taken into account.
m
The long term distribution of stress ranges is obtained as the weighted average of the short term
distributions, weighted with the relative number of stress cycles within each specific short term
sea state. Each sea state is described by the significant wave height H s , the mean zero crossing
period Tz and the mean wave direction . For each hotspot, the short term stress range
distribution function for the i'th sea state is defined as FS ( s, H s , Tz , ) i , where FS () is given by the
equations above with standard deviation depending on ( H s , Tz , ) .
The fraction of sea states with the i'th combination of ( H s , Tz , ) is denoted by qi , and the mean
zero crossing frequency for the stress process with this sea state parameter combination is
denoted as 0,i . The long term mean zero crossing frequency is
0, long term = qi 0, i
H s Tz
since the sum of the weights qi is unity. The expected number of stress cycles in a time period T
is obtained by multiplying 0, long term by T.
The long term distribution of stress ranges may now be determined as
FS , long term =
0, long term
qi 0,i FS ( s, H s , Tz , )i
H s Tz
This long term distribution function is of a somewhat complicated form and requires
considerable computation time.
When performing the updating of the estimated fatigue reliability based on the outcome of
inspections, there are usually no observations available of the environment, loads or response of
the structure. It is therefore an unnecessary complication to apply a rather detailed load model in
the reliability updating based on inspections of cracks. A more computational advantageous
procedure is instead to model the load in terms of a long term stress distribution at each hotspot,
where the applied long term stress distribution is derived from the detailed analysis. A fit of the
computed longterm distribution to a simpler distribution may be used.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 56
Discussion of Limit States
The two parameter Weibull distribution has been confirmed in many studies to provide the best
fit for such a long term distribution of the load response. The load model with a large number of
random variables can be simplified to a model with only two uncertain distribution parameters
applying a long term Weibull stress range distribution:
The task is then to determine the values for the distribution parameters which result in a close
agreement between the original and the fitted distribution, where the goodness of the fit is judged
by the difference in the estimated fatigue damage by using the two approaches.
Experience shows that the value of the shape parameter B is typically in the area between 0.8 and
1.2, with the lower values for drag loading dominated structures and the higher values for inertia
loading dominated structures.
The estimated fatigue damage D within a time period T having a Weibull long term stress range
distribution and a fatigue capacity defined through a SNcurve (not accounting for possible
threshold or change in slope) is given as
D=
0, long term T
K
[ ]
E S
0, long term T
K
m
A 1 +
The Weibull distribution parameters can be determined by fitting the Weibull distribution at two
fractile levels. The fractiles corresponding to these two levels define three stress range intervals.
An intuitively good choice for selecting the two fractile levels for which the fitting is to be
determined is the fractile levels dividing the contribution to the fatigue damage into three equal
intervals.
With the SNcurve slope parameter m = 3 and the Weibull shape parameter B = 1 , such a
division is obtained for the 95'th and 99'th percentile fractile levels. Defining the corresponding
stress values for the original long term stress range distribution s95 and s99 , the Weibull
parameters A and B for the fitted distribution are then
k ln s0.99 ln a 0.95
A = exp
k 1
B=
ln( ln 0.05)
ln s0.95 ln A
where
k=
ln( ln 0.05)
ln( ln 0.01)
= 0.718
Experience shows that the fit is quite stable for varying choices of the fractile level, which
confirms the goodness in the choice of the Weibull distribution. More elaborate fitting
procedures may involve fitting several fractile levels using with a least square, or other, fitting
procedure.
Uncertainties associated with the original long term distribution can be reflected through a
stochastic modelling of the fitted long term Weibull distribution parameters by assuming the
parameters ln( A) and 1 / B to be e.g. bivariate normally distributed.
The stochastic Weibull distribution parameters can be fitted in an equivalent manner. Knowing
the variance and the second spectral moment of the hotspot stress within each seastate and the
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 57
Discussion of Limit States
long term distribution of sea states for the given structural location, the five quantities E [ln( A)] ,
Std [ln( A )] , E [1 / B] , Std [1 / B] and [ln( A),1 / B] can be estimated based on three cumulative
probability levels approximately dividing the fatigue contribution into four areas of equal
magnitude, applying two stress levels at each probability level, (Skjong & Torhaug (1991)).
This procedure requires six FORM analyses in order to estimate the five parameters and thus
requires considerable resources, and for some cases an alternative procedure may be required due
to possible convergence problems in the FORM analyses. An alternative and much simpler
stochastic fitting procedure is summarised in the following;
calculate two (deterministic) fatigue lives Tlife 1 and Tlife 2 applying constant slope SNcurve
for two different, m1 and m2 , where the long term fatigue damage is calculated as a sum of
partial damages within each short term sea state (e.g. a stochastic fatigue analysis using the
SESAM software system).
calculate the equivalent Weibull parameters A and B which give the same fatigue lives, by
solving (numerically) the following two equations with two unknown parameters (i.e. A and
B):
Tlife 1 =
Tlife 2 =
K
0 ,long term A
(1 + m1 / B )
m1
K
0,long term A
m2
(1 + m2 / B )
The influence of different choices of m1 and m2 on the estimated value of the Weibull shape
and scale parameters A and B has been studied and is shown to be very limited.
calculate the probability of failure as function of the service time, applying a probabilistic SNfatigue approach, where the long term fatigue damage accumulation is calculated as a sum of
the partial damages within each short term sea state.
assume B to be deterministic and ln( A) to be Normal distributed with mean values equal to
the value obtained by solving for the two equations above. Calibrate the uncertainty in ln( A)
such that the probability for fatigue failure over time, applying the Weibull distribution,
approximates the results obtained when the long term fatigue damage accumulation is
calculated as the sum of the partial fatigue damages within each short term sea state.
This simple procedure is applied in the application example presented in DNV (1995b).
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 58
Discussion of Limit States
Examination (NDE) is described by the ability to detect an existing crack as a function of the
crack size and by the uncertainty associated with the sizing of an identified crack.
The detection ability as a function of a defect size is defined by the Probability Of Detection
(POD) curve,
P( x ) = P( detection of crack x )
where x is the size of the crack (usually crack length 2c ). It can be shown that the cumulative
distribution function for the smallest detectable crack size is expressed through the POD curve.
In the General Guideline (DNV 1995a) typical POD curves for different inspection scenarios are
presented. The curves are defined on the form,
P ( 2c ) = 1
1
1 + ( 2c / x 0 )
where the values for the distribution parameters x 0 and b depend on the inspection scenario.
In Table 4.7 typical values for x 0 and b for different inspection scenarios are given. The
corresponding POD curves are shown in Figure 4.10.
1.00
0.80
0.60
0.40
MPI Under water
MPI Above water; ground test surface
0.20
0.00
0
20
40
60
80
100
120
Figure 4.10
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Table 4.7
Page No. 59
Discussion of Limit States
2.950
0.905
4.030
1.297
8.325
0.785
12.28
1.790
Inspection Scenario
Regardless of whether or not cracks are detected, each inspection provides additional information
to that available at the design stage which can be used to update the reliability. This can lead to
modifications of future inspection plans, changes in the inspection method, or a decision on
repair or replacement.
When a repair of a detected crack is made it is important to account for the information that a
repair was necessary. Often it is not possible to determine if the unexpected large crack size has
been caused by a large initial size, by material properties poorer than anticipated, or by a loading
of the crack area larger than anticipated.
The updating based on inspection results can be performed with the stress range distributions
resulting from detailed uncertainty modelling of the environmental conditions (sea scatter
diagram, wave energy spreading and wave spectrum), response transfer function and stress
concentrations.
It is, however, extremely time effective to calibrate a stress range distribution with a smaller
number of random variables. The distribution parameters, A and B, for the approximated longterm Weibull stress range distribution, are calibrated to include the uncertainties described above.
Inspection updating is based on the definition of conditional probability,
P( F  I ) =
P( F I )
P( I )
P( F  I ) is the probability that event F occurs given that event I occurs. For example, if F is the
failure of a structural component and I is the inspection event, then P( F  I ) is the estimated
probability of failure given the inspection outcome.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 60
Discussion of Limit States
a ( 2 c pod )
Y(x)
a0
[ ]
dx C N i E S
This event margin is positive as the developed crack size is smaller than the detectable crack
size.
For each measurement resulting in the detection of a crack, an event margin H j can similarly be
defined as
Hj =
a ( 2 c obs )
a0
Y( x)
[ ]
dx C N j E S
This safety margin is zero as the developed crack size is equal to the observed crack size.
The situation is envisaged where no crack is detected in the first r inspections at a location, while
a crack is detected by the r+1'th inspection and its size is measured at this and the following s1
inspections. The updated failure probability is in this case
PF = P( g( X ) 0  H1 > 0 K H r > 0 H r +1 = 0 K H r + s = 0 )
u
H rep =
a0
Y( x)
[ ]
dx C N rep E S m = 0
The crack size present after repair and a possible inspection is a random variable a 0,new and the
material properties after repair are mnew and C new . These variables may or may not be the same
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 61
Discussion of Limit States
as the original depending on the type of repair, grinding or welding repair. The safety margin
after repair is M new ,
M new =
aC
a0 , new
Y( x)
mnew
mnew
Page No. 62
Discussion of Limit States
the ultimate capacity, or collapse capacity, of the structures can be related directly to the total
baseshear force on the structures. Also the load pattern (e.g. the wave height, the wave period
and the model describing the link between the wave kinematics and the wave forces, i.e. the drag
coefficient, the mass coefficient in Morison equation and marine growth) was shown to have
minor effect on the calculated collapse capacity obtained in the pushover analysis. It is,
however, recommended that the sensitivity of the collapse capacity to the wave height and period
is analysed e.g. by performing pushover analyses applying different load patterns (different
waves). For deeper water, the load pattern will have more effect and the collapse capacity should,
if possible, be related directly to the total overturning moment rather than to the total baseshear
force. However, this will dependent on the structural details being critical, for the legs it is the
overturning moment that is considered and for the braces it is the shear force.
In reliability assessment of jacket structures, the evaluation is generally load driven, i.e. the
uncertainties in the load modelling are much greater than in the collapse capacity modelling. The
above referred simulation studies of collapse capacity of jackets have shown that the coefficient
of variation CoV [ L] for the annual extreme base shear loading L on the structures are about 0.4,
while the coefficient of variation CoV [CC ] for the baseshear capacity of the structures are about
0.05 0.10, dependent on the applied CoV for the yield stress. Furthermore the simulations
showed that the CoV for the collapse capacity was much smaller than the uncertainty in the yield
capacity (approximately 50%) and it was shown that the Normal distribution gives an acceptable
fit of the uncertainty distribution of the CC.
Reliability analysis of these structures have shown that the importance of modelling the collapse
capacity as a random variable is insignificant, which indicates that the median or the mean
collapse capacity E[ CC] can be used with good accuracy. In this analysis, data from the North
Sea were used for estimating the uncertainties in the sea state. The drag coefficient CD , the mass
coefficient C M and the marine growth Mg were modelled as random variables, which reflects the
uncertainties in prediction of extreme wave/current load condition for a given sea state. In
. ,a
Sigurdsson et. al. (1994) and van de Graaf et. al (1994) it is shown that for CoV [CC ] < 01
deterministic description of the collapse capacity is suitable for quantification of the probability
of collapse failure.
In the studies referred to above, only intact structures are considered. Similar simulation studies
have been performed for different damagescenarios of the structures (results not published),
indicating the same results as presented above.
The indication concerning the insignificance of modelling the collapse capacity CC as stochastic,
is, however, based on study of a limited number of structures. More extensive studies on the
importance of modelling the randomness in the collapse capacity, including evaluation of
correlation between the load pattern and the collapse capacity, are needed for making a more
general conclusions in this subject.
Page No. 63
Discussion of Limit States
g ( cc , l ) = cc l
The collapse capacity CC , for a given load direction , can be expressed as
CC = X CCanalysis X CC model CCcalc
where CCcalc is the calculated capacity, X CC analysis is the model uncertainty, introduced in
order to account for the inconsistence in the analysis and X CC model is the model uncertainty in
the calculated capacity, which is generally dependent on the geometry of the structure, material
properties, the load pattern and the load direction, and other parameters.
The model uncertainty X CC model can in general be assessed by comparing the calculation with
results obtained by experiments or advanced numerical analysis. Usually limited information is
available for quantifying the model uncertainty and the uncertainty it is common to model this
uncertainty by a unconditioned Normal or Lognormal distributed stochastic variable.
The model uncertainty X CC analysis can be assessed by considering the results obtained by
different engineers, considering the same structure and identical environmental criteria. It should
be noted that the analysis uncertainty include both the load and the response modelling, but is
included here on the capacity model. The analysis uncertainty is function of the type of analysis
undertaken. In DNV (1995a) Section 6, the analysis uncertainties for different type of analyses of
jackups and deep water floaters are outlined, and the CoV varies from about 10%65%
dependent on the complexity of the analysis. For collapse analysis of jackets, no data have been
found in the literature and the results given in DNV (1995a) Section 6, can not be applied
directly for jacket structures. As an indication, however, a CoV in the order of 10%~20% is
reasonable.
The calculated capacity CCcalc is inherently stochastic due to uncertainties in material and
geometric properties. As discussed above, the calculated capacity may, however, for most
practical purposes be assumed deterministic. The functional relation of the CCcalc and the
wave/current profile applied for load calculation in the pushover analysis must be considered for
each case.
The annual extreme baseshear loading acting of the structure, L , can be expressed as;
L = X L jack L jack + Lwind + X L deck Ldeck
L jack is the calculated hydrodynamic loading with associated model uncertainty X L jack .
Lwind is the wind loading. Ldeck is the calculated hydrodynamic loading on the deck structure
with associated model uncertainty X L deck , only applicable when the wave hit the deck.
L jack and Ldeck are stochastic due to randomness (aleatory uncertainties) in the sea state for
given load direction , i.e. the wave height, the wave period, current speed and uncertainties
(epistemic) in the hydrodynamic parameters applied in the load calculations.
The model uncertainties X L jack and X L deck are introduced to account for uncertainties in
the applied models for hydrodynamic loading for a given environmental condition, which can in
general be assessed by comparison with results obtained by experiments or advanced numerical
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 64
Discussion of Limit States
analyses. Modelling of these uncertainties are highly dependent on the theoretical models and the
uncertainty level included in L jack and Ldeck .
A number of studies are available concerning the load prediction accuracy for given wave
condition, e.g. Haring et. al. (1979), Nerzic and Lebas (1988), Heideman and Weaver (1992),
Elzinga and Tromans (1992). The results from these studies vary significantly, both in bias and
scatter, e.g. the CoV varies in the range of 10%35%. The predictions are based on different
wave theories with different choices of hydrodynamic coefficients, and some studies do not
account for possible current loading. The main conclusion that can be drawn is, however, that
considerable uncertainty seems to be related to the load prediction.
In Nerzic and Lebas (1988), it has been demonstrated that the uncertainty in load prediction is
not independent of the calculated loading (the CoV decrease with increasing wave height).
Haver (1995) presents a review and a discussion of some available information about
uncertainties in load and response estimates for jackets. The main conclusion is that uncertainties
in the hydrodynamic forces are completely governed by the inherent randomness (aleatory
uncertainties) of the annual largest wave. It is therefore crucial that this quantity is properly
modelled. Concerning uncertainties being more of an epistemic nature, priority should be given
to reduce the uncertainties related to the description of the wave conditions. Thereafter
uncertainties related to the load calculation procedure could be attacked. In the study by Haver
(1995), the model uncertainties are assumed to be unbiased and the impacts of possible bias is
not considered in the evaluation.
In Puskar et.al. (1994), a comparison of the calculated and observed platform damage during the
hurricane Andrew in the Gulf of Mexico on August 24th26th. 1992 is performed. The calculated
and the true ratio of capacity to load are compared, i.e. the model uncertainties in the capacity
X CC model and the jacket loading X L jack are represented by a single bias factor. The conclusions
from this study, based on an evaluation of 13 platforms, indicated a bias factor with mean value
in the range of 1.1  1.2 and CoV of 0.1.
It should be noted that the model uncertainty depends on the procedures applied for calculating
the wave force and the ultimate capacity, and the platform design. The platforms studied by
Puskar et al. (1994) had failure mechanisms associated primarily with Kjoints and the
foundation (pile hinging and pile plunging), and the results may differ for platforms with other
failure modes.
The failure probability of the structure may be derived by considering a failure in each specified
wave direction ( i , i = 1K N dir ) as a separate failure event with failure mode L i CC i . The
annual system failure probability may be obtained by calculating the union of all the failure
events, i.e. a series system, given by
} {
As discussed above, the uncertainties in the environmental prediction usually dominating in the
reliability analysis. When the difference between the considered environmental directions are
considerable, say 45o or more, the uncertainties for the different directions can be assumed uncorrelated. For small failure probabilities the total failure probability may be approximated as the
sum of the individual failure probabilities for each wave directions,
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Pf annual
Page No. 65
Discussion of Limit States
( Pf annual  i ) P( i )
i =1, N dir
where P() is the probability of the load direction and Pf annual is the conditional annual
probability of collapse failure given the load direction , which is obtained by
Pf annual = P{ L CC }
1 FL ( x ) f CC ( x ) dx
X
FCC ( x ) f L ( x ) dx
X
where X is vector of the stochastic variables going into the reliability model, FL ( ) and
FCC ( ) are the conditional cumulative annual probability distributions of the load and the
collapse capacity given the load direction , respectively, and f L ( ) and f CC ( ) are the
corresponding probability density functions.
For a small Pfannual , the total system failure probability Pf over a given time nlife (years) can be
estimated as,
Pf nlife Pf annual
An overview over a procedure for probability analysis of structural collapse is shown in Figure
4.11.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Structural
Data
Page No. 66
Discussion of Limit States
Joint Environmental
Model (HS ,TP ,Cur,...)
Uncertainties
(H,T,Cd,Mg,Y,...)
Limit State
Capacity  Load
PROBAN
NonLinear
Pushover Analysis
(E.G.: USFOS)
Hydrodynamic
Loading
(E.G.: WAJAC)
Results :
PF
Sensitivities
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 67
Discussion of Limit States
The direction variable is conveniently divided into a defined number N dir of sectors and is
described by the corresponding probability mass function p ( i ), i = 1,K, N dir . Furthermore, the
description for each sector is establish by factorising the joint distribution as follows,
f Hs Tz Vc U w D ( hs , t z , v c , uw , d ) =
f Tz
Hs
(t z hs , ) fV H ( vc hs , ) fU
c
Hs
( uw hs , ) f D H ( d hs , ) f H ( hs )
s
i.e., given H s and , the random variables Tz , Vc , U w and D are assumed to be mutually
independent.
There is no theoretical preference when it comes to deciding on probabilistic models for the
various conditional density functions. The respective choices have therefore been based on an
empirical basis. In DNV (1995a) a discussion of these probabilistic models is given.
The annual largest loading is assumed to occur when the largest wave (or wave crest) in the
largest annual storm, i.e. annual largest H s , passes the structure. Under a Poissonian assumption
for rare events, the distribution of the annual largest significant wave height, H s, max , for a
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 68
Discussion of Limit States
given load direction , may be derived from the long term distribution of the arbitrary significant
wave heights as,
FH
s , max
h = F
h
( s ) [ H ( s )]
N storm
Hs
largest wave height out of N wave wave cycles, H max hs , , may be obtained as,
FH
max H s
( h h , ) = [ F
H Hs
( h h , )]
N wave
The number of waves N wave in a sea state is in general a stochastic variable conditioned on the
significant wave height and can be obtained as.
N wave =
Tz hs
where is the duration of the storm (e.g. 6 hours or 21600 sec.) and Tz hs is the mean zero
crossing period conditioned on the significant wave height.
Forristall (1978) and Krogstad (1985) propose Weibull distribution for the wave heights of a
stationary sea state i.e.
FH
Hs
h hs , = 1 exp
hs
where = 213
. and = 2.26 (Krogstad (1985) propose = 2.28 ). For this case the distribution of
the largest wave height in the largest storm may be obtained as,
H max H s , max
h hs , max , = exp N wave exp
h
s ,max
Concerning wavedeck impact loads, the crest height of the waves becomes an important
parameter. In this case it appears that the crest height should be selected as the primary wave
characteristic rather than the wave height. Haver (1995) discusses this problem and points out
that applicable models are available also for predicting nonGaussian crest heights. However, at
the present some difficulties arise when the nonGaussian crest height are associated with a
proper wave profile. Fitting a Stokes 5th order wave to this crest leads to considerable
overestimation of the wave height, e.g. for North Sea location, the 100years wave height
becomes nearly 2m higher than the 100years wave height obtained directly from the wave height
statistics.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 69
Discussion of Limit States
It is therefore recommended to apply the wave height as a primary wave characteristic and
combine this with a 5th order Stokian wave profile. The corresponding wave period may be
obtained as,
TH max
0.9 T p
= or
1.2 T
z
Knowing the long term joint distribution of the environmental conditions, the conditional wave
height distribution and the uncertainties in the load calculation procedures (either global model
uncertainty parameters or uncertainties in the basic parameters as the hydrodynamic parameters
etc.), the annual largest long term wave load distribution can be establish by combining a general
probability analysis program (e.g. SESAM:PROBAN, DNV (1993a)) and a wave/current loading
program (e.g. SESAM:WAJAC, DNV (1992a)).
An alternative and much more efficient reliability procedure is to establish, once and for all, a
response surface defining the total baseshear loading for each load direction as function of
characteristic parameters. The response surface gives a functional relationship between the total
baseshear and a set of defined variables. E.g., a 6dimensional response surfaces could be
defined as a function of hmax (5th order Stokes wave), t H max , vc , c D , c M and the thickness of
the marine growth M g . The response surface is linked to the PROBAN application in order to
calculate the total baseshear loading for a given outcome of the stochastic variables.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 70
Page No. 71
The longterm stress range distribution is defined through a calibrated Weibull distribution.
In order to account for the outcome of the structural inspections in the estimation of the fatigue
reliability of the structure, the fatigue capacity needs to be evaluated applying the Fracture
Mechanics (FM) fatigue approach. A procedure for calibrating the FMfatigue model to the SNfatigue model is further presented in the application example.
Table 5.2. Selected joint with associated members to be evaluated for the fatigue life
comparison analysis of the North Sea jacket structure.
Joint Number
Member Number
589
123
152
372
373
401
402
Chord
3.50
3.50
3.50
3.50
3.50
3.50
Brace
0.90
1.00
1.40
1.40
1.10
1.30
Chord
65.0
65.0
65.0
65.0
65.0
65.0
Brace
25.0
45.0
40.0
45.0
30.0
60.0
Joint type
KTT
YT
KTK
KTK
KTK
KTK
The base case for the fatigue analysis is the use of the transfer functions obtained applying a
dynamic analysis, the parametric equations proposed by Efthyminu for deriving the SCFs, the
PM sea spectrum, and the assumption of long crested (unidirectional) sea.
The fatigue results obtained from the base case are compared with results from equivalent fatigue
analyses where different common modelling alternatives are considered. The following
variations are compared; the use of a quasistatic approach for deriving the transfer functions, the
use of Kuang's model for deriving the SCFs, the use of a JONSWAP sea spectrum, and the
influence of modelling different degrees of short crested sea.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 72
The quasistatic and dynamic transfer functions as well as the SCFs are calculated using
SESAM.
Based on the results from the analysis, the following conclusions are made:
The study shows that insignificant differences in the calculated fatigue lives are obtained for
different selections of linearisation sea state, indicating that the loading on the considered
North Sea structure is dominated by linear inertia forces.
The approximation of assuming narrow banded stress response is acceptable.
A dynamic and a quasistatic approach for deriving the transfer functions are compared. It is
observed that applying a quasistatic approach, longer derived fatigue lives are obtained than
for the dynamic approach (by a factor 1.34.0).
The fatigue lives obtained applying the Efthyminu empirical model and the Kuang model for
deriving the SCFs are compared. Longer fatigue lives are obtained applying the Kuang model
(by a factor of 2.07.0).
The fatigue lives obtained applying the PiersonMoskowitz wave spectrum and the
JONSWAP wave spectrum are compared. Only a minor increase in the estimated fatigue lives
are observed using the JONSWAP wave spectrum compared to the PM spectrum.
It is further observed that the estimated fatigue lives are increasing with the level of wave
spreading, but only to a minor degree.
Based on the obtained stress range distribution within each sea state, a long term stress range
distribution is established and approximated to a Weibull distribution. The obtained fatigue
results applying the calibrated long term Weibull distribution for describing the stress ranges
matched the original obtained fatigue results over the service life.
For the probabilistic fatigue analysis using the SNapproach, large influence of the uncertainty
associated with the modelling of the SNcurve capacity and the modelling of the SCF factors
are identified.
In order to carry out probabilistic inspection updating, it is necessary to express the fatigue
reliability of the joints through a FMapproach. The example application study shows that it is
possible to give a good description of the fatigue reliability obtained from the SNfatigue
approach applying the FMfatigue approach when the crack initiation time is assumed to be
small.
The probabilistic evaluation applying the FMapproach shows that the uncertainty associated
with the modelling of the local SCFs, the geometry function and the material parameter C in
the FM model have a large influence on the uncertainty modelling.
For probabilistic inspection updating, the inspection accuracy of the last inspection has a large
influence on the estimated updated reliability level.
Page No. 73
for the estimation of the collapse capacity. As the problem formulation is load driven, a proper
modelling of the hydrodynamic loading is therefore important.
The limit state function applied in the reliability analysis, is expressed as,
g ( cc , l ) = cc l
where CC is the jacket collapse capacity measured as the total baseshear capacity of the
structure and L is the annual extreme baseshear loading, for a given load direction .
In the example application, the jacket collapse capacity is derived by performing a nonlinear
pushover analysis with the computer program USFOS (USFOS (1996)). The hydrodynamic
loads on the jacket are calculated by WAJAC (DNV (1992a)).
Modelling and physical uncertainties have been accounted for both in the capacity modelling and
in the environmental description and hydrodynamic loading. See the Example Application report
(DNV 1995b) for a more detailed description of the uncertainty modelling.
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Result:
Page No. 74
Sigurdsson,G; E. Cramer;I. Lotsberg, B.Berge Guideline for Offshore Structural Reliability Analysis Application to Jacket
Platforms, DNV Report 953203
Page No. 75
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