RELIABILITY-BASED DESIGN OF PIPELINES

LIMIT STATE DESIGN

When a structure is under certain loadings, it will experience stress/strain and deform
in some way. To ensure structural integrity, designers have to assess all the possible
failure modes of the structure. A 'limit state' is a condition beyond which the structure
is viewed as failure. In another word, the 'violation' of a limit state can be defined as
an undesirable condition for the structure. Limit states for structures can be divided
into three categories: (1) ultimate limit state, which defines the collapse of structures.
(2) damage limit state, which defines the damage of structures. (3) serviceability limit
state, which defines disruption of normal use of structures.

Deterministic Design - safety factor

This is the conventional design methodology. It is also called 'working stress' design.
In this design, a safety factor is introduced to ensure certain safety margin in the
design. The format of strength assessment is

σy
σ ≤ [σ ] = (1)
n

where σ is stress in structure, [σ ] is allowable stress, σ y is yield stress, n is safety

factor. So this safety factor includes all the uncertainties in the design.

Deterministic limit state design - partial factor

The uncertainties in different design variables are obviously different. So a single

safety factor is not a good way to cover these different uncertainties. So partial factors
are introduced in deterministic limit state design. This means that different design
variables could have different partial factors. A general expression for strength
assessment is:

γ 1 L1 + γ 2 L2 + ... ≤ φR (2)

where γ 1 , γ 2 and φ are partial factors, L1 , L2 are load effect, R is resistance.

Reliability-based limit state design

The same safety format as in deterministic limit state design (Eq. 2) is used in
reliability-based limit state design. The partial factors (also called partial safety
factors) are calculated by reliability analysis. In this way, target reliability can be
achieved by using this method.

This is why some people thought limit state design was reliability-based limit state
design. This method will be explained in the next section in details.

1
RELIABILITY THEORY AND ITS APPILICATION

Structural reliability is concerned with lifetime structural safety, how much is required
and how this can be achieved in design. Structural reliability analysis will take
uncertainties, which are related to the process of structural design, into consideration.

Structural reliability is different from 'risk analysis' or 'reliability engineering' in the

following ways:
* structural engineering only has to do with failures of the structure resulting from
excessive service loads and or too low structural strength.
* risk analysis aims to account for all possible failure scenarios in the operation of
the structure. Hence structural reliability is only one aspect of risk analysis.

Probabilistic method is a more rational approach than deterministic method because:

* it enables uncertainties to be handled in a rational way in design and
assessment; in particular it enables the sensitivity of the reliability to various
design variables and decision to be determined.
* it follows that it also provides a more rational basis for decision making than is
possible with purely deterministic analysis.
* Reliability index is invariant for a limit state, but safety factor is not.
* less load combinations need to be considered.

Probabilistic approach is not a replacement but a complement of deterministic

approach.

Uncertainties in Structural Engineering

Structural reliability is concerned with uncertainties, so we will classify the

uncertainties in the structural design process. The uncertainties we need to consider
are those associated with the predicted stillwater and environmentally-induced load
effects on structural elements and with the predicted resistance of these elements to
the various limit states. Broadly, formal uncertainties may be classified into two
groups: physical uncertainties and knowledge-based uncertainties. The later may be
reduced at a cost by collecting more information more carefully, or by adopting more
realistic and/or sophisticated models. A third less formal group is human
uncertainties- particularly important, as we shall see.

Physical uncertainties

This is also referred to as 'inherent, intrinsic or fundamental uncertainty'. It is related

to the natural randomness of a basic variable and can be reduced but not be
eliminated. Examples in this category are:

* the variation in yield strength

* the variation of dimensions of a structure
* the variation of loads including wind load, wave-induced load, etc.

Knowledge Based uncertainties

2
Uncertainties of this type can be reduced by some techniques and judgement. They
are sometimes referred to as subjective uncertainties.

Statistical uncertainties

This is caused by a limited number of observations. Statistical estimators, such as

sample mean and higher moments, are derived from available data using standard
procedures. These are then used to suggest an appropriate probability density function
and associated parameters. But, generally, the observations of the variable do not
perfectly represent it. In addition, different sample data sets will usually produce
different statistical estimators and this causes statistical uncertainty.

Modelling uncertainties

Structural design and analysis make use of simplified mathematical models to

represent the real phenomenon or behaviour of the structure. The uncertainty related
to this model is defined as model uncertainty.

actual response
Xm =
predicted (modelled) response

The so-called actual response is not known, but in practice the experimental
(measured) data is used as actual response. But actually experiments have also
uncertainties, which are not counted in the practice.

At this stage three things are worth noting:

* modelling uncertainty is usually by far the largest uncertainty in both loading
(actions) and strength (resistance) with a cov ( VX m ) typically in the range 15%
to 30% or more.
* VX m alone is often loosely referred to as the 'modelling uncertainty', but the
mean bias µ X m can be equally important to assess - especially when using lower
bound strength equations.
* the predicted model may be analytical, numerical, or based on physical tests, all
aimed at representing real actions and resistance.

Phenomenological uncertainty

It arises because an apparently "unimaginable" phenomenon occurs to cause structural

failure.

Human errors

Most of recorded structural collapse or losses are attributed to human errors rather
than insufficient prescribed safety in design. About 50% to 90% (from different
statistical resources) of accidents were caused by human errors. 85% has been quoted
as a typical value for marine structures.

Notional reliability

3
Because the failure probability caused by human errors is not normally considered in
structural reliability analysis, there is large difference between the actual (real) risk
and the predicted failure probability. At present this gap is typically 1 to 3 orders of
magnitude. So the predicted failure probability is referred to as being notional or
nominal.

Reliability Analysis Levels

Reliability methods are normally classified in three levels:

Level 1: In this method reliability based partial safety factor (PSF) are applied to
characteristic value of load components and resistance factors in the safety check
equations used in design. This is a deterministic format most commonly advocated for
limit states design codes at present.

Level 2: In this method the information of mean and variance of random variables are
used in the analysis. It is called first order and second moment (FOSM) method, [or
advanced first order and second moment (AFOSM) method].

Level 3: In this level the integration of the multi-dimensional joint probability

distributions of the design variables is used to calculate the 'exact' failure probability.
This method is sometimes called 'exact method'.

A fourth (level 4) is sometimes referred to (Melchers, 1987) as incorporating

engineering economic analysis to give design for minimum total cost or maximum
utility; but this is really a decision method not related to the complexity of the
reliability method used.

According to how the randomness of the structures is considered, the methods can be
divided into:
(1). random field method;
(2). random process method
(3). random variable method
(a) time-independent variable
(b) time-dependent variable

Random Variable Reliability Methods

In this course we will concentrate on time-independent variable methods, but these

methods are generally not restricted to this case. They can be equally applied to (or at
least can be extended to) time-dependent variable.

Following methods can be applied for structural reliability analysis:

1). FOSM (First Order Second Moment) method, (or called Advanced First Order
Second Moment Method). In the development of reliability method, a method is
called Mean Value First Order Second Moment method (MVFOSM), which is not

4
correct. Actually it is only suitable for linear safety margin equation. When limit state
equation is not linear, this method will give wrong results (not accurate).

2). SORM (Second Moment Method)

3). Simulation-based methods

(a). Monte-carlo simulation method
(b). importance sampling method
(c). directional simulation

4). Response surface methods

5). Integration method (level 3)

Special Case

A special case in reliability analysis is when the limit state equation can be expressed
as:

M = R−L (3)

where M safety margin, R is resistance of structure, L is load effect of structure. If

both R and L obeys normally distribution and are independent, M should obeys
normal distribution because it is a linear combination of R and L. So the failure
probability of this limit state is:

 0 − µM   − µM 
Pf = P[M ≤ 0] = Φ  = Φ  = Φ (− β) (4)
 σM   σM 

where Pf is failure probability, P(.) is probability of an event. Φ ( ) is standard normal

distribution function. µ M , σ M are mean and standard deviation of M. β is equal to
µM
and is called reliability index, or safety index.
σM

µ M = E[M ] = E[R − L] = E[R ] − E[L] = µ R − µ L (5)

[ ]
σ 2M = E (M − µ M ) = VAR[M ] = σ 2R + σ 2L
2
(6)

µM µR − µL
β= = (7)
σM (
σ 2R + σ 2L
1/ 2
)
A geometric explanation of the special case is shown in Figs. 1 and 2. A few
important points are worth noting:

5
• From Eq. 7 the reliability index can be calculated by the mean and standard
deviation of R and L. We don't need to know the probability distribution functions
of them.
• The failure probability can be easily calculated once reliability index is know by
Eq.(4). This is only true when R and L are normally distributed.

• Fig.2 shows that the reliability index is equal to the number of standard deviation
by which µ M exceeds zero.

Fig.1

Fig. 2

6
Based on Fig.1, another expression of failure probability can be derived as:

∞
Pf = P(M ≤ 0) = P[(R − L ) ≤ 0] = ∫ F (x )f (x )dx
R L (8)
−∞

It should be pointed out that this expression is valid when R and L have other kinds of
distribution functions.

Reliability S is defined as:

S = 1 − Pf (9)

General Cases

If there are n random variables X = {x 1 , x 2 ,⋅ ⋅ ⋅, x n } , and the limit state equation is:

M = f {x 1 , x 2 ,⋅ ⋅ ⋅, x n } = 0 (10)

M<0 means failure, and M>0 means safe. In this general case the failure probability
is:

Pf = ∫∫∫ f x1 , x 2 ,..., x n (x 1 , x 2 ,..., x n )dx 1dx 2 ...dx n (11)

f ( X )≤ 0

where f x1 , x 2 ,..., x n (x 1 , x 2 ,..., x n ) is the joint probability density function of n variables.

In practice, it is impossible to calculate the above integration except for some special
cases. So approximate methods have to be used in engineering calculations.

FIRST ORDER SECOND MOMENT METHOD

This method is widely used in engineering calculation. Even in this category there are
various algorithms. Among them, Fiessler and Rackwitz's algorithm, which show
good accuracy, efficiency and robustness, is the best. Therefore the procedure is
briefly described below.

If X = {x 1 , x 2 ,..., x n } are the n independent variables involved in a structural design

problem, a general expression for any limit state function of a structure is:

M = g (x 1 , x 2 ,..., x n ) (12)

When M < 0, the structure fails, and M > 0 the structure is safe. The failure surface is
given by M = 0.

A linear approximation of M can be found by using Taylor series expansion.

7
 M = g (x , x ) + ∑ (x ) ( )
n
*
1
*
2 ,..., x *
n i − x *i g i' X * (13)
i =1

where

g X =
' ∂g X *
( )
* ( )
i
∂x i

{
X * = x 1* , x *2 ,..., x *n } is the unknown design point.

If µ i and σ i represent the mean and standard deviation of the variable x i , the mean
value of M is:

( ) ( )
n
µ M = ∑ µ i − x *i g i' X * (14)
i =1

and the standard deviation is:

1/ 2
n 2
{ ( ) }
σ M = ∑ g i' X * σ i  (15)
 i =1 

σ M can be expressed as a linear combination of σ i as follows:

( )
n
σ M = ∑ α i g i' X * σ i (16)
i =1

where

αi =
( )
g i' X * σ i
(17)
1/ 2
 2
{ ( ) }
n

∑ g j X σ j 
' *

 j=1 

are referred as sensitivity factors since they reflect the relative influence of each
design variable on the reliability index. The larger the sensitivity factor, the more
influential the variable is.

Hence the reliability index is:

∑ (µ ) ( )
n
− x *i g i' X *
µ i
β= M = i =1
(18)
∑ α g (X )σ
σM n
' *
i i i
i =1

From Eq. (18), one gets

8
 ∑ g (X )(µ )
n
'
i
*
i − x *i − α i βσ i = 0 (19)
i =1

The solution of this equation is:

x *i = µ i − α i βσ i for all i (20)

Because the design point is not known, iteration is needed to get the solution.

Finally, the probability of failure of the structure is:

Pf = Φ (− β) (21)

where Φ is the standard normal distribution function.

If any of the design variables has non-normal distribution, a transformation is

necessary.

Suppose that the variable x i has density function f x i (x i ) and distribution function
Fx i (x i ) . The basic idea of the transformation is to let the original density function and
distribution function of the variable x i be equal to that of a normal variable at the
design point. That is:

 x *i − µ iN 
( )
Fx i x = Φ *
i
 (22)
 σi
N


1  x *i − µ iN 
( )
f x i x = N ϕ *

σ i  σ iN 
i
 (23)

From Eqs.(22) and (23), the equivalent mean and standard deviation are expressed as:

( ( ))
µ iN = x *i − Φ −1 Fx i x *i σ iN (24)

( { ( )})
ϕ Φ −1 Fx i x *i
σ = N
(25)
f (x )
i *
xi i

where ϕ is the standard normal probability density function.

The flowchart for the above algorithm is shown as follows:

Step 1

9
give an initial approximation of design point. Mean values are normally used as the
initial design point, eg. X *(0) = {µ1, µ 2, ...,µ n }

Step 2
Calculate the following:

( )
g 0 = g x 1* , x *2 ,..., x *n
∂g (X )
= g (X ) =
*
g i' '
i
*

∂x i

Step 3
Transform the non-normal variables to equivalent normal variables

µ iN = x *i − Φ −1 Fx i x *i σ iN( ( ))
( { ( )})
ϕ Φ −1 Fx i x *i
σ =N

f (x )
i *
xi i

Step 4
Calculate the following:

( )
n
x = ∑ g i' X * x *i
i =1

( )
n
µ x = ∑ g i' X * µ i
i =1

1/ 2
n 2
σ x = ∑ {g i' (X * )σ i } 
 i =1 

αi = i
g X σi
' *
( )
σx
x − g0 − µx
β=−
σx

Step 5
Calculate the design point for the next iteration

( m +1)
x *i = µ i − α i βσ i

Step 6
Check if the iteration converges. The criterion for this is

10
 x *(i m +1) − x *(i m )
<ε (i = 1,…,n)
x *(i m +1)
β *( m +1) − β *( m )
<ε
β *( m +1)

where ε is a small number, and normally set to be 0.01.

If the stop criterion is not met, repeat Steps 2 – 6 until it converges.

Step 7
calculate
Pf = Φ (− β)
and print out the reliability index, probability of failure, design point and sensitivity
factors.

Fig. 3 shows the geometric meanings of some parameters in this method.

Fig. 3

Example 1

The limit state function of a ship’s mid-ship section for initial yielding is expressed
as: M = x 1 × x 2 − x 3
where x 1 , x 2 , x 3 are random variables, whose probabilistic properties are shown in
Table 1. Please calculate the reliability index using the Advanced First Order Second

11
Moment method (Rackwitz and Fiessler’s algorithm). Which variable is the most
influential one? Why?
(Iteration stop criteria ε is set as 0.01.)

Table 1 Probabilistic properties of the random variables

Variables Mean values Coefficient of Type of

variation distribution
x1 3 (m3) 5% Normal
x2 245000 (kN/m2) 10% Normal
x3 375000 (kN.m) 20% Normal

Solutions:

σ1 = 3 × 5% = 0.15 m 3 σ 2 = 245000 × 10% = 24500 kN/m 2

σ 3 = 375000 × 20% = 75000 kNm

The starting point of the design point is: x 1*(1) =3, x *2(1) =245000, x *3(1) =375000

So,
g 0 = g(x 1* , x *2 , x *3 ) = 3 × 245000 − 375000 = 360000
∂g
= x *2 = 245000
∂x 1

∂g
= x 1* = 3
∂x 2
∂g
= −1
∂x 3

3
x= ∑g x
i =1
'
i
*
i = 245000 × 3 + 3 × 245000 − 375000 = 1095000
3
µ x = ∑ g i' µ i = (245000 × 3) + (3 × 245000 ) + (− 1 × 375000 ) = 1095000
i =1

( ) = (245000 × 0.15) + (3 × 24500) + (− 1× 75000)

3
σ 2x = ∑ g i' σ i
2 2 2 2
= 1.23778 × 1010
i =1

σ x = 111255.6
g 1' σ1 245000 × 0.15
α1 = = = 0.33
σx 111255.6

g '2 σ 2 3 × 24500
α2 = = = 0.66
σx 111255.6

12
 g 3' σ 3 − 1 × 75000
α3 = = = −0.674
σx 111255.6
x − g 0 − µ x 1095000 − 360000 − 1095000
β=− = = 3.236
σx 111255.6
( 2)
x 1* = µ1 − α 1βσ 1 = 3 − 0.33 × 3.236 × 0.15 = 2.84
( 2)
x *2 = µ 2 − α 2 βσ 2 = 245000 − 0.66 × 3.236 × 24500 = 192673.88
( 2)
x *3 = µ 3 − α 3βσ 3 = 375000 + 0.674 × 3.326 × 75000 = 538579.8
check stop criteria (if ε is set as 0.01)

x 1*( 2) − x 1*(1) 2.84 − 3

*( 2 )
= = 0.06 > ε
x1 2.84

x *(2 2 ) − x *(21) 192673.88 − 245000

*( 2 )
= = 0.27 > ε
x2 192673.88

So results don't converge, continue iteration.

For iteration 2:

( )
g 0 = g x 1* , x *2 , x *3 = 2.84 × 192673.88 − 538579.8 = 8614.019
∂g
= x *2 = 192673.88
∂x 1

∂g
= x 1* = 2.84
∂x 2
∂g
= −1
∂x 3

3
x= ∑g xi =1
'
i
*
i = 192673.88 × 2.84 + 2.84 × 192673.88 − 538579.8 = 555807.838
3
µ x = ∑ g i' µ i = (192673.88 × 3) + (2.84 × 245000 ) + (− 1 × 375000 ) = 898821.64
i =1

( ) = (192673.88 × 0.15) + (2.84 × 24500) + (− 1× 75000)

3
σ 2x = ∑ g i' σ i
2 2 2 2
= 1.1301648 × 1010
i =1

σ x = 106309.214
g 1' σ1 192673.88 × 0.15
α1 = = = 0.272
σx 106309.214

g '2 σ 2 2.84 × 24500

α2 = = = 0.655
σx 106309.214

13
 g 3' σ 3 − 1 × 75000
α3 = = = −0.705
σx 106309.214
x − g 0 − µ x 555807.838 − 8614.019 − 898821.64
β=− = = 3.308
σx 106309.214
( 3)
x 1* = µ1 − α1βσ 1 = 3 − 0.272 × 3.308 × 0.15 = 2.865
( 3)
x *2 = µ 2 − α 2 βσ 2 = 245000 − 0.655 × 3.308 × 24500 = 191914.87
( 3)
x *3 = µ 3 − α 3βσ 3 = 375000 + 0.705 × 3.308 × 75000 = 549910.5

check stop criteria

x 1*(3) − x 1*( 2 ) 2.865 − 2.84

*( 3)
= = 0.009 < ε
x1 2.865

x *(23) − x *(2 2 ) 191914.87 − 192673.88

*( 3)
= = 0.004 < ε
x2 191914.87

x *(33) − x *(3 2) 549910.5 − 538579.8

*( 3)
= = 0.021 > ε
x3 549910.5

The results don't converge, so continue

Iteration 3

( )
g 0 = g x 1* , x *2 , x *3 = 2.865 × 191914.87 − 549910.5 = −74.397
∂g
= x *2 = 191914.87
∂x 1

∂g
= x 1* = 2.865
∂x 2
∂g
= −1
∂x 3

3
x= ∑g xi =1
'
i
*
i = 191914.87 × 2.865 + 2.865 × 191914.87 − 549910.5 = 549761.705
3
µ x = ∑ g i' µ i = (191914.87 × 3) + (2.865 × 245000 ) + (− 1 × 75000) = 902669.61
i =1

( ) = (191914.87 × 0.15) + (2.865 × 24500) + (− 1 × 75000)

3
σ 2x = ∑ g i' σ i
2 2 2 2
= 1.138 × 1010
i =1

σ x = 106680.325
g 1' σ1 191914.87 × 0.15
α1 = = = 0.270
σx 106680.325

14
 g '2 σ 2 2.865 × 24500
α2 = = = 0.658
σx 106680.325
g 3' σ 3 − 1 × 75000
α3 = = = −0.703
σx 106680.325
x − g 0 − µ x 549761.705 − (− 74.397 ) − 902669.61
β=− = = 3.307
σx 106680.325
( 4)
x 1* = µ1 − α1βσ 1 = 3 − 0.27 × 3.307 × 0.15 = 2.866
* ( 4)
x2 = µ 2 − α 2 βσ 2 = 245000 − 0.658 × 3.307 × 24500 = 191687.853
* ( 4)
x3 = µ 3 − α 3βσ 3 = 375000 + 0.703 × 3.307 × 75000 = 549361.575

check stop criteria

x 1*( 4 ) − x 1*(3) 2.866 − 2.865

*( 4 )
= = 0.0003 < ε
x1 2.866

x *(2 4 ) − x *(23) 191687.853 − 191914.87

*( 4 )
= = 0.001 < ε
x2 191687.853

x *(3 4 ) − x *(33) 549361.575 − 549910.5

*( 3)
= = 0.001 < ε
x3 549361.575
β *( 4 ) − β *(3) 3.307 − 3.308
= = 0.001 < ε
β *( 4 )
3.307

So the iteration converges. The reliability index is 3.307. The design point is
x 1* =2.866, x *2 =191687.853, x *3 =549361.575.

x3 is the most influential variable because the corresponding sensitivity factor has the
largest absolute value.

RELIABILITY-BASED LIMIT STATE DESIGN OF PIPELINES

The basic idea and procedure of reliability-based limit state design of pipelines will be
described.

Reliability-based limit state design has been used by some design codes of pipelines,
such as the recent DNV code (1996) for pipelines.

Procedure of Reliability-Based Limit State Design

15
Reliability-based limit state design involves the following tasks:

• identifying failure modes of the structure

• defining design format and limit state functions
• determining the uncertainties of all the design variables
• calculating the failure probability
• setting up target reliability levels for each failure modes
• calibrating partial safety factors for all limit states
• evaluating results of the design

Identifying failure modes of the structure

To ensure the integrity of pipelines following limit states must be checked in design:
• out of roundness for serviceability
• bursting due to internal pressure, longitudinal force and bending
• buckling/collapse due to pressure, longitudinal force and bending
• fracture of welds due to bending / tension
• low-cycle fatigue due to shutdowns
• ratcheting due to reeling and shutdowns
• accumulated plastic strain

Defining design format and limit state functions

This is also called level 1 method. The combination of characteristic values and
partial safety factors is used to ensure certain level of safety of the structures.

A typical code format for safety checking might be

γ c γ f Lk ≤ φm R k (26)

where γ c and γ f are load effect partial safety factors > 1.0, and φ m is a resistance
PSF < 1.0. They are illustrated in Fig. 4. Fig. 5 shows the design point in design
variable space.

16
Fig.4

Fig.5

17
The number of PSFs is decided by code writers. In principle, every design variable
can have a PSF, but this is not necessary because some design variables only have
marginal effect on reliability of the structure (shown by sensitivity factors). Hence
PSFs are only introduced to important design variables. In practice, if too few PSFs
(say 2 or 3), are used in a code, the resulting spread in reliability for a variety of
structural components will be unnecessarily large and wasteful. Five PSFs are the
common number nowadays.

Lk and Rk are characteristic values of load effect and resistance respectively.

Characteristic Values

Characteristic values are defined as a fractile of the probability distribution of the

variable. For ‘resistive’ variables the characteristic values are defined on the low side
of the mean resistance.

R k = µ R (1 − k R VR ) = µ R − k R σ R (27)

where µ R , σ R and VR are mean, standard deviation and C.O.V. of resistance

respectively. R k is characteristic resistance. k R is a constant appropriate for the
fractile chosen and is determined from the standard normal distribution function. For
example if R k is to be the value of resistance below which 5% of samples will fail
k R is evaluated from:

0.05 = Φ (− k R ) (28)

 µ − k R σR − µR 
[Q 0.05= P(R < R k ) = P(R < (µ R − k R σ R )) = Φ R  = Φ(− k R ) ]
 σR 

Hence k R = 1.645.

If the resistance has a C.O.V. = 10%, then

R k = µ R (1 − k R VR ) = µ R (1 − 1.645 × 0.1) = 0.836µ R

For ‘Loading’ variables, characteristic values are calculated on the high side of their
mean. The characteristic load effect is:

L k = µ L (1 + k L VL ) = µ L + k L σ L (29)

For convenience, typical k values for percentage probability are presented in Table 1.

Table 1

% 15.9 5.0 2.32 1.0 0.1 0.01

k 1.0 1.645 2.0 1.28 3.09 3.72

18
Lower bound 5% values are often assumed for yield stress, and (incorrectly) for
strength curves used in offshore design. 2 standard deviation values (2.32%
probability) are generally used for fatigue strength design.

Determining the uncertainties of all the design variables

Uncertainties needs to be determined by statistical methods.

Calculating the failure probability

Many methods for reliability analysis can be used for this purpose. The First Order
and Second Moment (FORM ) method is normally used because of its simplicity and
reasonable accuracy.

Setting up target reliability levels for each failure modes

An important task in probability-based design is to determine the target reliability.

The target reliability is determined by social and economic considerations. The social
considerations are dominant for assessing the acceptable risks of collapse of primary
structural components, which could have serious consequences on lives or the
environment (i.e. with reference to the ultimate limit states). The economic
considerations are dominant for assessing the acceptable risks of loss of quality of the
structure, increased maintenance and repair costs, permanent or temporary
interruption of normal service operations (i.e. with reference to the serviceability limit
states).

Faulkner [1984] has studied the target reliability for various steel structures, which are
shown in Fig. 5. It is observed that the reliability for merchant ships and British
frigates vary in a very large range. A value of β = 3.0 for frigates and 3.0 to 4.0 for
merchant ships was recommended.

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 Fig. 6 Target reliability

Based on a recent study [Mansour et al, 1996], the suggested target reliability for
ships is shown in Table 2. It is seen that the target reliability indices for collapse of
the entire structure (primary failure mode) is greater than that of a non-critical welded
detail relative to fatigue.

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 Table 2 Recommended target safety indices
[Mansour and Wirsching, 1996]

Failure mode Target reliability index

Primary (initial yield) 5.0
Primary (ultimate) 4.0
Secondary 3.0
Tertiary 2.5
Category 1 (not serious) 2.5
Category 2 (serious) 3.0
Category 3 (very serious) 3.5

In the context of pipelines, target reliability level needs to be evaluated considering

the implied safety level in the existing codes and rules. Sotberg et al (1997) proposed
target reliability level as follows:

Limit state Safety class

Low Normal High
SLS 10 - 10-2
-1
10-2 -10-3 10-2 -10-3
ULS 10-2 -10-3 10-3 -10-4 10-4 -10-5
FLS 10-3 10-4 10-5
ALS 10-4 10-5 10-6

where SLS is Serviceability Limit States, ULS is Ultimate Limit States, FLS is
Fatigue Limit State, ALS is accidental Limit State.

Calibrating partial safety factors for all limit states

The PSFs are evaluated using level 2 reliability methods:

x *i
γ i , φi = (30)
x ik

substitute Eqs. (20) and (27 or 29) into Eq. (30)

x *i 1 − β c α i Vi
γ i , φi = = (31)
x ik 1 ± k i Vi

where γ i are loading PSFs usually ≥ 1.0 and the second denominator term is + ve,
φ i are resistance PSFs usually ≤ 1.0 and the second term in denominator is – ve. For
each variable x i , x *i is the design point, x ik is characteristic value, β c is the target
reliability index for the code. α i is sensitivity factor.

Example 2
Follow example 1, calculate the partial safety factors of the design variables.

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Recall the results in example 1,

The reliability index is 3.307. The design point and sensitivity factors are:
x 1* =2.866, x *2 =191687.853, x *3 =549361.575.
α 1 = 0.270 α 2 = 0.658 α 3 = −0.703

For x 1 :

5% is used in characteristic values. Because this is a ‘resistive’ variable,

x 1k = µ1 − k 1σ1 =3 - 1.645 × 0.15 = 2.735

x 1* 2.866
PSF1 = = = 1.041
x 1k 2.753

For x 2 :

This is a ‘resistive’ variable too, so

x 2 k = µ 2 − k 2 σ 2 = 245000 – 1.645 × 24500 = 204679.5

x *2 191687.853
PSF2 = = = 0.936
x 2k 204697.5

For x 3 :
This is a loading variable, so

x 3k = µ 3 + k 3 σ 3 = 375000 + 1.645 × 75000 = 498375.0

x *3 549361.575
PSF3 = = = 1.102
x 3k 498375

The above is the procedure to calculate the PSFs. The example means that if a safety
check format
(PSF1 × x 1k )(PSF2 × x 2k ) ≥ (PSF3 × x 3k )
is used, the designed structure will have a safety index β =3.307. This is the idea of a
probability-based design code. In the design, as long as the characteristic values and
PSFs are used, target reliability is ensured implicitly (e.g. reliability analysis is not
carried out.).

Evaluating results of the design

The obtained design needs to be evaluated by various methods.

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The above mentioned reliability-based limit state design methodology can be applied
to new design and inspection and maintenance of pipelines. Hopkins and Jaswel
(1997) applied this method to uprating pipelines (i.e. their pressure increased beyond
their original design pressure).

REFERENCES

1. DNV, (1996): ‘Rules for Submarine Pipeline Systems’, Det Norske Veritas,
DNV'1996, Norway (Reported in Jiao, G., et al, ‘The Superb Project: Wall
Thickness Design Guideline for Pressure Containment of Offshore Pipelines,
Offshore Mechanics and Arctic Engineering Conference, OMAE 1996, Florence,
Italy.

2. Faulkner, D. (1984): ‘On Selecting a Target Reliability For Deep Water Tension
Leg Platforms’, Proceeding of 11th IFIP Conference on System Modelling and
Optimisation, Copenhagen, Denmark, July 25-29, pp. 490-513.

3. Hopkins, P. and Haswel, J. (1997): ' THE PRACTICAL APPLICATION OF

STRUCTURAL RELIABILITY THEORY AND LIMIT STATE DESIGN
CONCEPTS TO NEW AND IN-SERVICE TRANSMISSION PIPELINES',
International Seminar on Industrial Application of Structural Reliability Theory,
ESReDA, Paris, France, October 2-3 1997.

4. Mansour, A.E., Wirsching, P.H. (1996): ‘Safety Assessment and Target

Reliabilities for Floating Structures’, Proceeding of International Workshop on
Very Large Floating Structures, Hayama, Japan, Nov. 25-28, pp.283-291.

5. Sotberg, T., Moan, T., Bruschi, R., Jiao, G. and Mork, K.J., (1997) : 'The
SUPERB Project: Recommended Target Safety Levels for Limit State Based
Design of Offshore Pipelines', Proc. of OMAE;97.

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