CONTRACT RESEARCH REPORT 398/2001

1 HSEH ealth & SafetyExecutiveProbabilistic methods: Uses andabuses in structural integrityPrepared by BOMEL Limitedfor the Health and Safety ExecutiveCONTRACT RESEARCH REPORT398/2001 HSEH ealth & SafetyExecutiveProbabilistic methods: Uses andabuses in structural integrityBOMEL LimitedLedger HouseForest Green RoadFifield, MaidenheadBerkshire SL6 2 NRUnited KingdomThis REPORT concerns the uses and abuses of probabilistic methods in structural integrity, in particularthe design and assessment of pressure systems. Probabilistic methods are now used widely in theassessment and design of structures in many industries. For a number of years these methods havebeen applied to offshore pipelines and, following work by a number of companies in this country andworldwide, they are being used in the design and reassessment/requalification of major gas probabilistic methods have been available for a number of years and are widely used, there isstill a great deal of confusion which arises from vague language, ill-defined and inconsistentterminology, and misinterpretation often present in published material on the topic.

2 This is perhaps themain reason for misuse in some applications of the methods. The REPORT aims to define the terms moreclearly, and to outline the basic principles of the REPORT reviews the development of structural design methods from the earliest building methods,through limit state and partial factor design methods, to probabilistic analysis, and considers theirapplicability to assessing the integrity of pressure systems. Methods of probabilistic analysis arediscussed and key references are identified for further information. The uses of risk and reliabilityanalysis are also discussed, and many of the concerns that are often expressed with the use ofreliability and risk analysis methods are are presented for regulators and industry to assist in assessing work that incorporates riskand reliability-based analysis and arguments. The guidelines may also be of use to consultants in howto undertake and present risk and reliability REPORT and the work it describes was funded by the Health and Safety Executive (HSE).

3 Itscontents, including any opinions and/or conclusions expressed, are those of the author(s) alone and donot necessarily reflect HSE BOOKSii Crown copyright 2001 Applications for reproduction should be made in writing to:Copyright Unit, Her Majesty s Stationery Office,St Clements House, 2-16 Colegate, Norwich NR3 1 BQFirst published 2001 ISBN 0 7176 2238 XAll rights reserved. No part of this publication may bereproduced, stored in a retrieval system, or transmittedin any form or by any means (electronic, mechanical,photocopying, recording or otherwise) without the priorwritten permission of the copyright Page No. EXECUTIVE SUMMARY vii 1. INTRODUCTION 1 INTRODUCTION 1 PROJECT BACKGROUND 1 SCOPE AND OBJECTIVES OF THE REPORT 1 2.

4 HISTORICAL BACKGROUND TO STRUCTURAL DESIGN 3 SUMMARY 3 DESIGN METHODS 4 Design by Geometric Ratio 4 Load Factor Design 5 Allowable Stress Design 5 Limit State Design 6 CODES AND STANDARDS 7 The Historical Development of Codes and Standards 7 Limit State Design Codes 10 Reliability Methods in Codes 10 Model Code 11 RISK AND RELIABILITY METHODS 11 3. DETERMINISTIC AND RELIABILITY-BASED DESIGN AND ASSESSMENT PROCEDURES 13 SUMMARY 13 CAUSES OF STRUCTURAL FAILURE AND RISK REDUCTION MEASURES 13 FUNDAMENTAL DESIGN REQUIREMENTS 15 DETERMINISTIC DESIGN AND ASSESSMENT PROCEDURES 16 Allowable, Permissible or Working-Stress Design, and Load Factor Approaches 17 Partial Factor.

5 Partial Coefficient or Load and Resistance Factor Design Approaches 19 Characteristic Values in Limit State Design 26 PROBABILISTIC DESIGN AND ASSESSMENT PROCEDURES 26 UK Safety Legislation 28 TREATMENT OF GROSS OR HUMAN ERROR 29 Control of Errors in Deterministic Design 30 Treatment of Errors in Probabilistic Assessment 31 4. STRUCTURAL RELIABILITY THEORY, UNCERTAINTY MODELLING AND THE INTERPRETATION OF PROBABILITY 33 SUMMARY 33 FREQUENTIST VERSUS BAYESIAN INTERPRETATION OF EVALUATED PROBABILITIES 33 Frequentist Interpretation 33 Bayesian or Degree-of-Belief Interpretation 34 RELATIONSHIP BETWEEN RISK ANALYSIS AND RELIABILITY ANALYSIS 35 OBJECTIVE OF STRUCTURAL RELIABILITY ANALYSIS 36 TYPES OF UNCERTAINTY 37 Aleatoric Uncertainties 38 Epistemic Uncertainties 39 STRUCTURAL RELIABILITY THEORY 41 5.

6 METHODS OF PROBABILISTIC ANALYSIS 45 SUMMARY 45 STRUCTURAL RELIABILITY ANALYSIS PROCEDURE 45 HAZARD ANALYSIS/FAILURE MODE AND EFFECT ANALYSIS 46 FAULT/EVENT TREE ANALYSIS 46 Event Trees 46 Fault Trees 47 STRUCTURAL SYSTEM ANALYSIS 48 Series System 48 Parallel System 48 FAILURE FUNCTION MODELLING 49 The Time Element 50 BASIC VARIABLE MODELLING 50 METHODS OF COMPUTING COMPONENT RELIABILITIES 53 Mean Value Estimates 53 First-Order Second-Moment Methods - FORM 54 Second-Order Reliability Methods - SORM 56 Monte Carlo Simulation Methods 56 COMBINATION OF EVENTS 57 Component and System Reliability Analysis 58 TIME-DEPENDANT ANALYSIS 59 Annual Reliability 59 Lifetime Reliability 60 Conditional Reliability Given a Service History 61 ASSESSMENT OF TARGET RELIABILITY 63 Societal Values 63 Comparison with Existing Practice 63 Cost-Benefit Analysis 64 Targets for Pipelines 65 RISK ASSESSMENT 66 6.

7 USES OF RELIABILITY ANALYSIS AND PROBABILISTIC METHODS 69 SUMMARY 69 SAFETY FACTOR CALIBRATION 69 PROBABILISTIC DESIGN 70 DECISION ANALYSIS 70 RISK AND RELIABILITY-BASED INSPECTION, REPAIR AND MAINTENANCE SCHEMES 72 Qualitative Indexing Systems 72 Quantitative Risk Systems 74 v7. REQUIREMENTS FOR PROBABILISTIC ANALYSIS OF PRESSURE VESSELS AND PIPELINE SYSTEMS 75 SUMMARY 75 BASIC DESIGN DATA 75 DEFINITION OF FAILURE MODES, LIMIT STATES AND TARGET RELIABILITIES 75 PROBABILITY ANALYSIS 76 Assessment of Hazard Likelihood of Occurrence 76 Failure Models 76 Basic Variable Statistics 76 Component and System Reliability Analysis 76 CONSEQUENCE MODELS 76 Fire and Blast Analysis Results 76 Economic Considerations 77 Environmental Considerations 77 Life-Safety Considerations 77 INSPECTION METHODS, COSTS AND MEASUREMENT UNCERTAINTY 77 MAINTENANCE AND REPAIR METHODS, AND COSTS 77 8.

8 CONCERNS WITH STRUCTURAL RELIABILITY AND RISK ANALYSIS 79 SUMMARY 79 CONCERNS WITH STRUCTURAL RELIABILITY ANALYSIS 79 Inclusion of Model Uncertainty 79 The Tail Sensitivity Problem 80 Small Failure Probabilities 80 Validation 80 Notional Versus True Interpretation 81 CONCERNS WITH RISK ASSESSMENT 81 Generic Data 81 Risk Aversion 82 Numerical Uncertainty and Reproducibility 82 Deterministic Consequence Models 83 The pro forma approach 83 Completeness 83 9. GUIDELINES FOR RELIABILITY AND RISK ANALYSIS 85 SUMMARY 85 GUIDELINES 85 10.

9 GLOSSARY 91 11. REFERENCES 93 ANNEX A CASE STUDY 1 PIPELINE DESIGN PRESSURE UPGRADE 99 ANNEX B CASE STUDY 2 OVERVIEW OF DRAFT EUROCODE prEN 13445-3 - Unfired Pressure Vessels Part 3: Design 165 Printed and published by the Health and Safety ExecutiveC30 1/98viviiHEALTH AND SAFETY EXECUTIVE PROBABILISTIC METHODS: USES AND ABUSES IN STRUCTURAL INTEGRITY Executive Summary This REPORT concerns the uses and abuses of probabilistic methods in structural integrity, in particular the design and assessment of pressure systems. Probabilistic methods are now used widely in the assessment and design of structures in many industries. For a number of years these methods have been applied to offshore pipelines, and following work by BG Technology (now Advantica) and a number of other companies in this country and worldwide, they are being used in the design and reassessment/requalification of major gas trunklines onshore.

10 Although probabilistic methods have been available for a number of years and are widely used, there is still a great deal of confusion which arises from vague language, ill-defined and inconsistent terminology, and misinterpretation often present in published material on the topic. This is perhaps the main reason for misuse in some applications of the methods. The REPORT aims to define the terms more clearly, and to outline the basic principles of the approach. The REPORT reviews the development of structural design methods form the earliest building methods, through limit state and partial factor design methods, to probabilistic analysis, and considers their applicability to assessing the integrity of pressure systems. Methods of probabilistic analysis are discussed and key references are identified for further information. The uses of risk and reliability analysis are also discussed, and many of the concerns that are often expressed with the use of reliability and risk analysis methods are examined.