8th ASCE Specialty Conference on Probabilistic Mechanics and Structural Reliability

PMC2000-330

RELIABILITY ANALYSIS OF UPHEAVAL BUCKLING UPDATING AND COST OPTIMIZATION

A. Friis-Hansen, P. Friis Hansen Technical University of Denmark, DK-2800 Kgs. Lyngby afh@ish.dtu.dk, pfh@ish.dtu.dk C. F. Christensen RAMBLL Consultant Engineers, DK-2830 Virum cfc@ramboll.dk
Abstract Pipelines provide one of the safest and most reliable means for transportation of liquids and gases. However a major part of the offshore pipelines world-wide, and also in the North Sea, have reached an age of 20-30 years and are thus approaching the end of their design life. It is therefore of increasing importance for operators of such installations to be able to assess the true state of their pipelines. The installation of new pipelines is very costly, and the possibility of lifetime extension of aged pipelines should therefore be investigated. A revised use of inspection data for updating the reliability of the pipeline may support a lifetime extension. From actual measurements on a pipeline a model for predicting the initial deflection, the corresponding wavelength and the thickness of the soil cover of the pipeline is established. On this basis the structural reliability of the pipeline can be updated. The reliability calculation and decision strategy is incorporated in a Bayesian network and an optimal decision strategy for possible stone dumping on the critical locations is obtained through a cost-benefit analysis incorporated in the Bayesian network.

Introduction A pipeline operated at varying temperatures due to occasional shut down of the production will expand at positive temperature changes. If the pipeline is not free to expand but restrained by friction, the pipe will be subjected to an axial compressive load. If the force exerted by the pipe on the soil cover exceeds the vertical restraint created by the pipes submerged weight, its bending stiffness and the soil cover, the pipe will tend to move in the vertical plane, and considerable displacements may occur. This phenomenon is known as upheaval buckling. The problem is illustrated in Figure 1. A mathematical model for upheaval buckling has been established in Pedersen and Jensen (1988). This model is a consistent semi-analytical linearized procedure and may as such only be considered sufficiently accurate when the upheaval displacement is relatively small. Based on that model a reliability model was formulated, Koppel and Friis Hansen (1999). The limit state function was defined in terms of a limiting value on the maximum allowable deflection of the pipeline. The maximum value was defined as the displacement required to reach the maximum uplift resistance of the soil. It was found that the governing parameters in the reliability calculation was the cover height H, wavelength L0 and pipeline deflection f .

Friis-Hansen, Christensen and Friis Hansen

Figure 1. Illustration of upheaval buckling.

By use of side scan sonar pipelines are inspected at regular intervals to assure the safety of the pipeline. The results from the side scan sonar are the distance from the mean water level (MWL) to the seabed and to the top of the pipeline. In the present study we establish a model that from actual measurements on a pipeline predicts the initial deflection, the corresponding wavelength of the buckle, and the thickness of the soil cover, see Figure 1. We then combine these observations with the structural reliability analysis to update the reliability of the pipeline. The reliability calculation and decision strategy is incorporated in a Bayesian network and an optimal decision strategy for possible stone dumping on the critical locations (possible upheaval buckling) is obtained through a cost-benefit analysis incorporated in the Bayesian network. Parameter estimation Data is collected from 2.5 km of pipeline in the North Sea. Data points are obtained for every 25 cm. The desired parameters H, L0 and f are estimated by linear regression on the measured data as described in the following. A more detailed description may be found in Christensen et al. (1999). The vertical pipeline level Y is described as < = [ 2 2 + [ 1 + 0 , where x is the pipeline position in the longitudinal direction and is the vector of unknown parameters in the model. Since the water depth and the distance from MWL to the pipeline both vary along the pipeline, the regression model is assumed to have a local constant mean value. Therefore, a memory factor is introduced, so that i is the exponential weight of the observation i steps earlier than the newest observation. Based on this weighted least square approach, estimates of mean and standard deviation of the vertical pipeline level are obtained. The results for the mean are shown in Figure 2a. We note 3 local deflections with amplitudes in the range 20-25 cm and a number of minor deflections of 1 to 3 cm. Estimation of wavelength L0. Upheaval buckling may occur at locations where the curvature of the pipeline is negative. Irrespective of the fluctuating sonar signal from the pipeline, the pipeline follows a smooth differential curve with a wavelength L0 of no less than 20 meters. A low-pass filtering of the measured signal was therefore performed to eliminate the noise. The filtered signal is differentiated twice (numerically) in order to obtain the curvature sign, see Figure 2a. Both the originally estimated level and the level

Friis-Hansen, Christensen and Friis Hansen

of the pipeline after the low-pass filtering are shown. The part with negative curvature is highlighted with bold. It is noted that the filtered data is only used to find the wavelength. The decrease in amplitude in the filtered data is therefore of no importance as only the sign of the curvature is used. Since the variance of Lo only contributes very little to the overall reliability an estimate of the uncertainty on Lo has not been established.
43.28 43.24 43.20 43.16 43.12 43.08 43.04 43.00 42.96 42.92 42.88 42.84 42.80 42.76 200 400 600 800 1000 1200 1400 1600 1800

43.10
d b r v y r v G

43.05 43.00 42.95 42.90 42.85 42.80 42.75 630 650 670 690 710 730
Qvryvryphvbd

Start Ye

End Ys

X H ) r p h v 9

2 Lo Half wavelength Low-pass filtered Estimated pipeline level

Possible upheaveal Low-pass filtered signal Estimated level

2000 2200 2400

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Figure 2a. Estimated pipeline level, low-pass filtered signal and identified buckles. Wavelength Lo [m]

Figure 2b. Estimation of wavelength and deflection. Deflection [m] [m] 0.011 0.005 0.014 0.011

Location 1 2 3 4

Cover height H [m] H [m]

23.9 0.926 0.014 0.202 22.4 1.006 0.012 0.025 23.4 0.908 0.016 0.249 25.2 1.360 0.014 0.239 Table 1. Estimated parameters at different failure locations.

From Figure 2a we see 30 possible failure locations are found for the 2.5 km pipeline. Estimation of the deflection f. The estimated pipeline levels that correspond to the ends of the identified buckle are denoted Ye and Ys. The maximum deflection f of the buckle is taken as the largest distance between the estimated pipeline level and the straight line connecting the points (xe, Ye) and (xs, Ys), Figure 2b. The variance of the deflection is taken as the estimated variance of the pipeline level at the location with the largest deflection. Estimation of cover height H. The cover height H is given as the difference between the distance from MWL to the pipeline (Dpipeline) and the distance from MWL to the seabed (Dseabed).
+ = ' SLSHOLQH 'VHDEHG

Identical procedures are used to estimate the seabed level and the pipeline level. The variance of the cover height H may then be found as:
9DU[+ ] = 9DU [' SLSHOLQH ] + 9DU ['VHDEHG ] 2&RY[' SLSHOLQH , 'VHDEHG ]

Friis-Hansen, Christensen and Friis Hansen

The covariance term is conservatively neglected since the distances are positively correlated. Returning to Figure 2a we see that if we neglect locations where the deflection is smaller than 2 cm, only 4 locations are of interest. They are found at approximately 675, 1070, 1225 and 2025 m. Estimated parameters for these four locations are shown in Table 1. These parameters are used in the reliability calculation in the following. Decision model for upheaval buckling An updated reliability index for each failure location may be calculated using the estimated parameters of Table 1. Moreover, system effects can be taken into account. However, since the majority of the failure locations only contribute negligibly to the total reliability, it is of interest to rank the failure locations according to their contribution to the overall reliability. This ranking is performed using a Bayesian network. A Bayesian Network is a graphical representation of uncertain quantities (and decisions) that explicitly reveals the probabilistic dependence between the set of variables as well as the flow of information in the model. It is designed as a knowledge representation of the considered problem and may therefore be considered as a vehicle to bridge the gap between analysis and formulation. The nodes (to which the arcs point) represent random variables (ovals), decisions (rectangles), and utilities (diamonds). Arcs into random variables indicate (conditional) probabilistic dependence, while arcs into decisions specify the information available at the time of the decision. The modeling is performed using the program package HUGIN (see Andersen et al. 1989, Jensen 1996). If evidence is inserted and propagated, the updated expected utilities for all decision variables are computed. Hence the influence diagram serves as a dynamic decision model always showing the optimal strategy, conditional on a set of observations. The network in Figure 4 shows the decision model for stone dumping against upheaval buckling. Basically the model consists of 4 nodes, namely the variables H, L0, f (D in Figure 4) and the node Buckl_1. The rest of the nodes relate to the decision problem of stone dumping.
H_obs L_obs D_obs

Buckl_1

Dump

H_dump

Buckl_2

CDu

Cfail

Figure 4. Decision model for upheaval buckling

Friis-Hansen, Christensen and Friis Hansen

The variables H_obs, L_obs and D_obs define the observations and the nodes account for measuring uncertainty. When inserting and propagating evidence of the observed variables the distributions of the other nodes are updated. Subsequently, the yearly failure probability due to upheaval buckling for the considered location may be read at the node Buckl_1. The conditional probability distribution of the node Buckl_1 is established by a series of FORM/SORM calculations. Numerical example In the present example a 10 oil pipeline is analyzed. The stochastic modeling is described in Koppel and Friis Hansen (1999). Inspection data for a 2.5 km part of a pipeline located in the North Sea was provided as described in Christensen et al. (1999). The rectangular node Dump in Figure 4 models the decision of the mean dumped layer thickness here either no dumping or from 0.3m to 1 m. The stones are placed with a fall pipe over a length of 50 m and with a cross section of the stone bed as shown in Figure 5. The minimum height of stones is 0.3 m and it has an effective density of 1.3 tons/m3.
2m

Stones 20 deg

Stone height

Sea bed

Pipeline

Figure 5. Geometry of dumped stones

The distribution of the dumped height is assumed Gaussian where the mean is given by the decision node Dump. The coefficient of variation on the stone height is assumed to be 10 %. After stone dumping the total cover height is increased. However, the node H_dump models a total equivalent cover height accounting for the different densities of stones and soil. Due to the relative density factor the CoV becomes 1.3*10 % = 13 %. The optimal repair decision that leads to the minimum total expected cost CT is taken as &7 = & ) 3 ( ) | P V ) + & 6 P V + &P , where CF is the failure costs (1 M DKK/day) containing repair expenses and deferred production costs, CS the cost per ton stone (125 DKK/ton), ms the mass of stones, Cm the mobilization cost for stone dumping (2 M DKK), and P(F|ms) the conditional failure probability given that ms tons stones are dumped. It is assumed that in case of failure the repair will last approximately 16 days and the failure costs are therefore 16 M DKK. CDu in Figure 4 models the costs associated with the dumping, i.e. & 6 PV + & P . Buckl_2 gives the updated failure probability. The utility node Cfail holds the failure costs CF and since it is dependent on the failure probability of Buckl_2 it defines the expected failure costs of the pipeline.

Friis-Hansen, Christensen and Friis Hansen

The Hugin program was linked to and used as a macro in Excel. Observations were imported into Excel and values of H, L, and f were estimated and ranked according to the outcome of the decision model as shown in Table 2.
EU of Dumped Cover optimal Height height Length Deflection Pf, no , no [m] Location H L dumping dumping decision 3 0.908 23.4 0.249 0.13022 1.13 -2023.53 0.4 1 0.926 23.9 0.202 0.05175 1.63 -827.96 0 4 1.360 25.3 0.239 0.00009 3.75 -1.41 0 2 1.006 22.4 0.025 0.00001 4.38 -0.10 0 Table 2. Result of applying the Bayesian network model to the set locations.
I

Pf after after optimal optimal decision decision 0.00035 3.39 0.05175 1.63 0.00009 3.75 0.00001 4.38 of identified critical

As seen in Table 2 the ranking presents the optimal decision with associated yearly reliability indices before and after the effectuation of the actual optimal decision. Conclusion 2.5 kilometers of pipeline observation data were used to establish statistics for initial deflection, the corresponding wavelength, and the soil cover of the pipeline. A Bayesian decision network was established allowing a fast ranking of identified locations both in terms of failure probability and required stone dumping height. The Bayesian network was linked directly to Excel as a macro such that fast and easy evaluation of the observed quantities was obtained. A drawback of the present model is that it is not able to predict the time to next inspection. The reason being that the model for upheaval buckling is due to convergence considerations formulated as a stability problem in the temperature. It is not a trivial task to modify the model such that the creep growth could be accounted for. Doing this would require formulation of the fully non-linear model, for which convergence is not always guarantied.
References Andersen, S. K., K. G. Olesen, F. V. Jensen and F. Jensen (1989), Hugin a shell for building Bayesian Belief Universes for Expert Systems, 11th International Joint Conference on Artificial Intelligence, Morgan Kaufmann, San Mateo, California. Christensen, C., A. Friis-Hansen, P. Friis Hansen (1999): System Reliability for Upheaval Buckling Updating and Cost Optimisation, EFP 97, Tech. Rep., Dept. of Naval Architecture and Offshore Engineering, Technical University of Denmark. Jensen, F. V. (1996), An Introduction to Bayesian Networks, Springer Verlag, New York. Koppel, N. and P. Friis Hansen (1999), Re-qualification of pipelines, EFP 97, Tech. Rep., Dept. of Naval Architecture and Offshore Engineering, Technical University of Denmark. Pedersen, P. T., J. J. Jensen (1988), Upheaval creep of Buried Pipelines with Initial Imperfections, Marine Structures, Vol. 1:11-22, 1988

Friis-Hansen, Christensen and Friis Hansen