Reliability in offshore mooring systems

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Reliability in offshore mooring systems

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and its application to offshore mooring systems

Mir Emad Mousavi

a,

*

, Paolo Gardoni

b

a

Texas A&M University, TAMU-3136 College Station, TX 77843, USA

b

University of Illinois at Urbana-Champaign, Urbana, IL, USA

a r t i c l e i n f o

Article history:

Received 15 February 2013

Received in revised form 26 December 2013

Accepted 4 February 2014

Keywords:

Reliability

Integrity

Design

System

Structure

Offshore

Mooring

Optimization

Probability

a b s t r a c t

This paper presents a simplied method for the reliability- and the

integrity-based optimal design of engineering systems and its

application to offshore mooring systems. The design of structural

systems is transitioning from the conventional methods, which are

based on factors of safety, to more advanced methods, which

require calculation of the failure probability of the designed system

for each project. Using factors of safety to account for the un-

certainties in the capacity (strength) or demands can lead to sys-

tems with different reliabilities. This is because the number and

arrangement of components in each system and the correlation of

their responses could be different, which could affect the system

reliability. The generic factors of safety that are specied at the

component level do not account for such differences. Still, using

factors of safety, as a measure of system safety, is preferred by

many engineers because of the simplicity in their application. The

aim of this paper is to provide a simplied method for design of

engineering systems that directly involves the system annual

failure probability as a measure of system safety, concerning sys-

tem strength limit state. In this method, using results of conven-

tional deterministic analysis, the optimality factors for an

integrity-based optimal design are used instead of generic safety

factors to assure the system safety. The optimality factors, which

estimate the necessary change in average component capacities,

are computed especially for each component and a target system

annual probability of system failure using regression models that

* Corresponding author. Present address: Aker Solutions Inc., 3010 Briarpark Dr., Suite 500, Houston, TX 77042, USA.

Tel.: 1 713 981 2047.

E-mail address: emad.mousavi@akersolutions.com (M.E. Mousavi).

Contents lists available at ScienceDirect

Marine Structures

j ournal homepage: www. el sevi er. com/ l ocat e/

marst ruc

0951-8339/$ see front matter 2014 Elsevier Ltd. All rights reserved.

http://dx.doi.org/10.1016/j.marstruc.2014.02.001

Marine Structures 36 (2014) 88104

estimate the effect of short and long term extreme events on

structural response. Because in practice, it is convenient to use the

return period as a measure to quantify the likelihood of extreme

events, the regression model in this paper is a relationship be-

tween the component demands and the annual probability density

function corresponding to every return period. This method ac-

counts for the uncertainties in the environmental loads and

structural capacities, and identies the target mean capacity of

each component for maximizing its integrity and meeting the

reliability requirement. In addition, because various failure modes

in a structural system can lead to different consequences

(including damage costs), a method is introduced to compute

optimality factors for designated failure modes. By calculating the

probability of system failure, this method can be used for risk-

based decision-making that considers the failure costs and con-

sequences. The proposed method can also be used on existing

structures to identify the riskiest components as part of inspection

and improvement planning. The proposed method is discussed

and illustrated considering offshore mooring systems. However,

the method is general and applicable also to other engineering

systems. In the case study of this paper, the method is rst used to

quantify the reliability of a mooring system, then this design is

revised to meet the DNV recommended annual probability of

failure and for maximizing system integrity as well as for a

designated failure mode in which the anchor chains are the rst

components to fail in the system.

2014 Elsevier Ltd. All rights reserved.

1. Introduction

The extensive costs and damages induced by the 2010 oil spill in the Gulf of Mexico as well as other

offshore failures during recent years have intensied the efforts to improve the reliability and integrity

of offshore systems. The relatively high rates of offshore failure are more than what is considered

acceptable, which implies a need for improved methods for better safety of current and future offshore

structures. For example, more than twenty-three permanent mooring systems have failed since 2000;

1500 mooring lines were either repaired or replaced. The damage cost of a single mooring failure event

was approximately $1.8 billion [1]. The costs of loss of lives or damages to the environment cannot be

quantied. As offshore drilling and production sites move to deeper and more challenging environ-

ments, the safety of offshore systems becomes even more important, demanding technology devel-

opment that accounts for their inherent uncertainties. In response, the design methods seem to be in a

transition from the conventional methods, which use factors of safety (FoS), to more advanced

methods, which include the system reliability and risk assessments.

The simplicity of using FoS to account for the uncertainties has made their application favorable

to many engineers; however, as highlighted by the API RP 2SK [2], several studies have shown that

the current design practice results in systems with inconsistent failure probabilities, and thus,

reliabilities. It is because the safety of a system does not solely depend on the FoS of its compo-

nents. In turn, structural reliability methods can be used to design an offshore system for a target

probability of failure. The DNV OS E301 [3] already facilitate the application of structural reliability

methods for design of mooring systems by providing a target annual probability of failure, as an

alternative to its FoS-based method; however, such application requires practical methods that are

feasible using the available data and decent amount of engineering and computing resources.

Developing simplied methods that can quantify and target the offshore system reliability is an

important step toward the successful advancements in offshore engineering, including the design

of offshore mooring systems.

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 89

The aim of this paper is to propose a simplied method that can be used for the design of reliable

mooring systems, which is also applicable to other engineering systems. The proposed method is based

on the denition of integrity-based optimal design [4]. In assessing the system reliability in this paper,

any failure in the intact system is assumed undesirable, so this method targets the optimal design for

maximum system integrity given a target annual probability of any component failure in the intact

system. This denition of systemfailure complies with the ultimate limit-state (ULS) criterion provided

for the target annual probability of failure by DNV OS E301. The computation of the annual failure

probability of such a system and its components and determining the optimal average strength of its

components under extreme environmental conditions to meet the target reliability and achieve a

maximum integrity or designated failure mode are discussed in the paper. The scope of this paper is

limited to the considerations related to an ultimate-strength failure of the structural components.

Therefore, other design considerations (e.g. the fatigue failure, geometrical limitations) are beyond the

scope of this work and should be checked separately.

After this introduction, the paper is organized into two main sections. The next section describes the

proposed method. Next, the proposed method is illustrated in a case study about mooring systems.

2. Methodology

This section rst discusses the calculation of the probability of failure of a series system. Then, a

simplied method is introduced to calculate the annual probability of failure for structural systems.

Next, the proposed method is used to derive simplied equations for an integrity-based optimal design.

Finally, the adjustments in the method for favoring a designated failure mode are presented.

A closed-form solution for the probability of failure of a mooring system requires a relationship

between the probability of failure of the system and its components. In this study, by assuming the

independency of the component failures under conditioned demand, a more realistic approach is used.

Thus, for a given series system that is subject to a system demand (environmental load), d

E

, assuming

that the component failures are conditionally independent, the conditional probability of system

failure can be written as [7]

Pg

s

0jd

E

1

N

j 1

_

1 P

_

g

j

0

d

E

__

1

N

j 1

_

1 P

_

c

j

d

j

d

E

__

(1)

where g

s

is the system limit-state function, N is the total number of components, g

s

0 indicates the

system failure [8], P($) denotes the probability, g

j

is the component limit-state function,

g

j

c

j

d

j

(2)

where c

j

is the component capacity (strength) and a random variable, d

j

is the component demand

(maximum internal force) that is determined through a deterministic analysis (e.g. Finite Element)

under each d

E

, and therefore g

j

0 indicates the component failure. Then, using the total probability

rule [9], the probability of the system failure can be calculated as

Pg

s

0

_

B

Pg

s

0jd

E

fd

E

dd

E

_

B

_

_

1

N

j 1

_

1 P

_

c

j

d

j

d

E

__

_

_

fd

E

dd

E

(3)

where f(d

E

) is the probability density function (PDF) and B is the domain of d

E

. Similarly, the probability

of failure of each component can be computed as:

P

_

g

j

0

_

_

B

P

_

c

j

d

j

d

E

_

fd

E

dd

E

(4)

Eqs. (3) and (4) suggest that calculating the probability of failure of a component or the system

requires computing Pc

j

d

j

d

E

, which depends on the cumulative distribution function of c

j

, CDF

cj

,

and on f(d

E

). Please note that depending on the availability of statistical data, the length of each

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 90

component in this analysis could equal the full length of the actual mooring components or the lengthy

components could be divided into several shorter components for this reliability analysis. A ner

component size would improve the accuracy of this reliability assessment provided that the statistical

data are also based on similar size test samples. A change in the length of structural components would

not alter the equations in this paper because the systemis treated as a series systemand thus using the

same formulation with relevant number of components and capacity statistical data and component

demand information are applicable.

The determination of CDF

cj

and f(d

E

) are discussed in the following sections. Please note that the

above formulations are general; however, in the following sections, f(d

E

) will be determined and

discussed for the annual failure probabilities and therefore will be the annual probability density

function of the environmental demands.

2.1. Estimating CDF

cj

The capacities of the mooring system components approximately follow a lognormal distribution

[5,10]. Therefore, we can write

CDF

cj

_

d

j

_

F

_

ln

_

d

j

_

m

j

s

j

_

F

_

_

ln

_

1COV

2

j

_

Ec

j =d

j

_

ln

_

1 COV

2

j

_

_

_

_

F

_

_

ln

_

1 COV

2

j

_

=l

j

_

ln

_

1 COV

2

j

_

_

_

_

(5)

where m

j

is the mean of the natural logarithm of c

j

m

j

ln

_

E

_

c

j

_

1

2

ln

_

1

Var

_

c

j

_

E

_

c

j

2

_

(6)

and s

j

is the standard deviation of the natural logarithm of c

j

s

j

ln

_

1

Var

_

c

j

_

E

_

c

j

2

_

_

(7)

and E[c

j

] and Var(c

j

) are the mean and the variance of c

j

respectively. E[c

j

] can be estimated by the

sample mean of the component capacities,

c

j

, and Var(c

j

) can be estimated by the sample variance of

the component capacities, Var

c

j

. In Eq. (5), COV

j

is the coefcient of variation of c

j

dened as

COV

j

Var

_

c

j

_

_

E

_

c

j

(8)

and l

j

is the mean safety factor of component j, which we dene as

l

j

E

_

c

j

d

j

(9)

Eq. (5) calculates the conditional probability of failure of component j given d

j

. This equation is

visualized in Fig. 1. Because the coefcient of variation for a class of components is usually similar and if

the component capacity follows a lognormal probability distribution, givensuchinformation, this gure

canbe usedtoestimate this conditional probability of failure for a target meansafety factor. Note that, as

expected, as l

j

approaches 1 the probability of failure approaches 0.5 irrespective of the value of COV

j

.

2.2. Estimating f(d

E

) and calculating the component and system annual failure probabilities

It is common to use the mean recurrence time, usually known as the (mean) return period of

an extreme event, T, as a measure to quantify its likelihood. T is the average time interval

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 91

between two consecutive occurrences of such an event and 1=T is the average rate of its occur-

rence in one year [9]. It is common to compute the likelihood that an event with a return

period of T will not be exceeded within t 1 year by assuming it as a Poisson Process and using

an exponential function as e

t=T

, in which t is the reference duration (i.e. 1 year) [9]. Thus, if d

j

is

the internal force in component j in response to the environmental condition d

E

that

corresponds to T

d

E

, then f(d

E

) is the derivative of the cumulative distribution function of T

d

E

with

respect to d

E

f d

E

d

dT

d

E

_

e

1=T

d

E

_

dT

d

E

dd

E

1

T

d

E

2

e

1=T

d

E

dT

d

E

dd

E

(10)

Note that T

d

E

> 0 (years). Eq. (10) is the rst step for a change of variable from d

E

to T

d

E

in the

integral in Eqs. (3) and (4). An advanced reliability analysis of an offshore structural systeminvolves the

development of the combined probability distribution of environmental events and uses them to

dene the probability corresponding to any structural response. However, in this paper, by decoupling

the analysis of environmental conditions with various return periods from the structural response

analysis, which are usually performed by different specialists in the industry, f(d

E

) is expressed in terms

of T

d

E

as a simplied practical approach that allows engineers who use the metocean data to analyze or

design the structure to complete a reliability-based design using the same analysis results that they

typically produce.

The next step before the integrals in Eqs. (3) and (4) can be used is developing a method for esti-

mating d

j

given T

d

E

. For any structural component j, d

j

is usually measured or computed using physical

or numerical models under a limited number of environmental conditions corresponding to a few

return periods. However, in reality, d

j

is a continuous randomvariable. A regression model can estimate

d

j

as a function of T

d

E

based on the available data of d

j

versus T

d

E

. Reviewof available data fromdynamic

(frequency domain) analysis of mooring systems under environmental conditions with return periods

of 1, 10, 20, 50 and 100 years suggests that for all the mooring components, d

j

has a highly linear

relationship with the logarithm (in base 10) of T

d

E

. Based on this observation, following the general

formulation for probability demand models [1113], we suggest the following regression model to

estimate d

j

as a function of T

d

E

:

Fig. 1. A visualization of Eq. (5).

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 92

d

j

q

j1

q

j2

log

_

T

d

E

_

s

dj

3

dj

(11)

where Q

j

q

j

; s

2

dj

indicates the unknown model parameters in which q

j

q

j1

; q

j2

, 3

dj

is a

randomvariable with zero mean and unit variance, and s

dj

is the standard deviation of the model error

s

dj

3

dj

. Please note that under very large T

d

E

, the proposed linear regression model in Eq. (11) may no

longer be accurate; however, as implied by Eq. (10), the contribution of such large T

d

E

is not signicant.

Still, estimating the model parameters using results of deterministic analysis with larger return periods

or possible use of nonlinear regression models could improve the accuracy of the model. Eq. (11) can be

written in a matrix form as

d

j

Hq

j

s

dj

3 (12)

where d

j

is the vector of component demands, His the matrix of regressors (1 and the logarithmof T

d

E

),

and 3 is a vector standard normal random variable. For example, if k data points are available for d

j

versus T

d

E

, we can write

_

_

d

j1

d

j2

d

jk

_

_

_

_

1 log

_

T

d

E

1

_

1 log

_

T

d

E

2

_

1 log

_

T

d

E

k

_

_

_

_

q

j1

q

j2

_

s

dj

_

_

3

dj1

3

dj2

3

djk

_

_

(13)

The posterior distribution of Q

j

as suggested by Box and Tiao [14] is

p

_

Q

j

d

j

_

fp

_

s

2

j

s

2

dj

_

p

_

q

j

q

j

; s

2

dj

_

p

_

Q

j

_

(14)

where p: is the probability of the event inside the parenthesis and

q

j

H

0

H

1

H

0

d

j

s

2

j

1

y

_

d

j

d

j

_

0

_

d

j

d

j

_

y k 2

d

j

H

q

j

(15)

Assuming independency of q

j

and s

2

dj

we can write [14]

p

_

Q

j

_

p

_

q

j

_

p

_

s

2

dj

_

fs

2

dj

(16)

and thus rewrite Eq. (14) as

p

_

q

j

; s

2

dj

d

j

_

fp

_

s

2

dj

s

2

j

_

p

_

q

j

q

j

; s

2

dj

_

(17)

where the marginal posterior distribution of s

2

dj

is the inverse chi-square distribution ys

2

j

c

2

y

with mean

equal to ys

2

j

=y 2 and the variance equal to 2y

2

s

4

j

=y 2

2

y 4. The marginal posterior distri-

bution of q

j

is a multivariate t distribution, t

k

q

j

; s

2

j

H

0

H

1

; y, which is written as

p

_

q

j

d

j

_

G

y2

2

jH

0

Hj

1=2

s

2

G

1

2

2

G

y

2

y

_

1

_

q

q

j

_

H

0

H

_

q

q

j

_

ys

2

_

y2=2

N< q

jq

< N; q 1; 2

(18)

where

q

j

is the mode (and the mean) of q

j

with covariance matrix ys

2

j

H

0

H

1

=y 2.

Thus, using

q

j

in Eq. (11), we can compute

d

j

, which is the median value of d

j

for a given T

d

E

. Then, by

substituting Eqs. (5) and (10) into Eqs. (3) and (4), and by changing the integral variable from d

E

to T

d

E

,

we can estimate the probability of failure of each component as

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 93

P

_

g

j

0

_

z

_

T

k

0

F

_

_

ln

_

1 COV

2

j

_

=

l

j

_

ln

_

1 COV

2

j

_

_

d

E

_

_

e

1=T

d

E

T

d

E

2

dT

d

E

_

N

T

k

F

_

_

ln

_

1 COV

2

j

_

=

l

j

_

ln

_

1 COV

2

j

_

_

d

E

_

_

e

1=T

d

E

T

d

E

2

dT

d

E

(19)

The two integrals in Eq. (19) correspond to the interpolation and extrapolation regions of the

domain of environmental loads in this analysis model because

l

j

in both the regions is estimated based

on the regression model based on response data from 1 to T

k

years return periods:

l

j

E

_

c

j

d

j

z

c

j

q

1j

q

2j

log

_

T

d

E

_

(20)

The two integrals in Eq. (19) can be used for assessing the contribution of each region in the

computed annual probability of system failure. For such calculation, larger T

k

, which is the largest

return period that is used as input in Eq. (13), will improve the accuracy of the analysis. Therefore, we

summarize Eq. (19) as:

P

_

g

j

0

_

z

_

N

0

F

_

_

ln

_

1 COV

2

j

_

=

l

j

_

ln

_

1 COV

2

j

_

_

d

E

_

_

e

1=T

d

E

T

d

E

2

dT

d

E

(21)

Similarly, Pg

s

0 can be computed as

Pg

s

0z

_

N

0

_

_

1

N

j 1

_

_

1 F

_

_

ln

_

1 COV

2

j

_

=

l

j

_

ln

_

1 COV

2

j

_

_

d

E

_

_

_

_

_

_

e

1=T

d

E

T

d

E

2

dT

d

E

(22)

In the derivation of Eqs. (21) and (22), it is assumed that

q

1j

and

q

2j

and thus

l

j

are estimated using

the results of a model in which the environmental conditions corresponding to each T

d

E

are simulated

in all directions, but some analysis models only simulate unidirectional environmental loads. In turn,

hurricane conditions are usually associated with various possible loading directions on a oating

structure because of their cyclic nature and because the offshore platforms are usually located far from

any major barriers. If the hurricane model already applies the realistic hurricane loading corresponding

to each return period, then Eqs. (21) and (22) can be used directly for computing the probability of

failure of components or the system. However, if a simplied modeling inwhich all the possible loading

directions are applied in unidirectional loading models are used, the conditional annual probability of

failure can be computed for each direction, a. For the special case where under each return period, the

occurrence of the dominant environmental load is equally possible in all the directions, we can write

the joint PDF of d

E

and a as

fd

E

; a

1

T

d

E

2

e

1=T

d

E

dT

d

E

dd

E

da

2p

(23)

Thus, we can modify Eqs. (21) and (22) as

P

_

g

j

0

_

z

1

2p

_

2p

0

_

N

0

F

_

_

ln

_

1 COV

2

j

_

=

l

dir

j

_

ln

_

1 COV

2

j

_

_

d

E

_

_

e

1=T

d

E

T

d

E

2

dT

d

E

da (24)

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 94

and

Pg

s

0z

1

2p

_

2p

0

_

N

0

_

_

1

N

j 1

_

_

1 F

_

_

ln

_

1 COV

2

j

_

=

l

dir

j

_

ln

_

1 COV

2

j

_

_

d

E

_

_

_

_

_

_

e

1=T

d

E

T

d

E

2

dT

d

E

da (25)

where

l

dir

j

z

c

j

q

dir

j1

q

dir

j2

log

_

T

d

E

_

(26)

In practice, the waves are unlikely to be completely in one direction, which could lead to some

dissipation of their energy and lower loading magnitude on the offshore systemcompared to results of

unidirectional wave loading models; therefore, Eqs. (23)(25) are associated with some conservatism.

If the likelihoods of the occurrence of the dominant environmental loads are not equal in all the di-

rections, then statistical data about such likelihoods are necessary to update Eqs. (23), (23) and (24)

before the proposed simplied reliability-based design method is used.

Finally, for the special conditions where a component is under no demand (internal forces)

until environmental loads are large (e.g. anchors of a catenary mooring system could have zero

loads unless vessel motion exceeds a minimum offset), a bilinear model can be used instead of Eq.

(11) as

d

j

_

0 if 1 T

d

E

< T

0j

q

j1

q

j2

log

_

T

d

E

_

s

dj

3

dj

if T

0j

T

d

E

T

k

(27)

where T

0j

is the largest return period with a zero d

j

and can be estimated as

0z

q

1j

q

2j

log

_

T

0j

_

0T

0j

z10

_

q

1j

=

q

2j

_

(28)

2.3. Optimal design for maximum integrity

This section discusses a method that computes the optimal average capacity of each component

so that the system meets a target reliability requirement but also has a maximum integrity.

Mousavi and Gardoni [4] discussed the optimal design of engineering systems in terms of their

integrity, where integrity was dened as the balanced contribution of system components to its

reliability. They suggested that to achieve a maximum integrity, the conditional probabilities of

failure of all the system components given system failure should be the same. Then, they proposed

the Integrity Index as a measure to quantify the system integrity, which equals 1 minus the

maximum difference of the conditional probabilities of failure of system components given system

failure. They also showed that in series system, such optimal design leads to equal probabilities of

failure for all the system components, which they called the optimal failure probability (OFP) [4].

They suggested that OFP of series systems with small component probabilities of failure could be

estimated as:

OFP P

_

g

j

0

g

optimal

s

0

_

P

_

g

optimal

s

0

_

z

P

_

g

optimal

s

0

_

N

(29)

We can use Eq. (29) for an estimation of the annual optimal failure probability of the components

for a target annual probability of system failure. Mousavi and Gardoni also dened the Equivalent

Demand, d

e

j

, as a representative of all the demands on a component as:

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 95

d

e

j

CDF

1

cj

_

P

_

g

j

0

__

(30)

Therefore, using Eq. (5), we can write

d

e

j

exp

_

ln

_

1 COV

2

j

_

_

F

1

_

P

_

g

j

0

__

_

1 COV

2

j

_ E

_

c

j

(31)

By replacing the component (annual) failure probability in Eq. (31) with the (annual) OFP, we es-

timate the optimal mean capacity of each component as:

E

_

c

optimal

j

_

d

e

j

1 COV

2

j

_

exp

_

ln

_

1 COV

2

j

_

_

F

1

fOFPg

_ (32)

Mousavi and Gardoni [4] suggested that an integrity-based optimal design of each component can

be assessed using optimality factor of each component for a given target (annual) probability of system

failure, where the optimality factor, g

j

, is dened as the ratio of the optimal to the current mean ca-

pacity of each component. Using Eqs. (31) and (32), we can derive an equation for the optimality factor

of each component as

g

j

exp

_

ln

_

1 COV

2

j

_

_

_

F

1

_

P

_

g

j

0

__

F

1

fOFPg

_

_

(33)

where g

j

Ec

optimal

j

=Ec

j

. Eq. (33) can be used directly to nd the Optimality Factor of a component

given its OFP and current (annual) probability of failure. We can also rewrite Eq. (33) in terms of

reliability indices as

g

j

exp

_

ln

_

1 COV

2

j

_

_

_

b

optimal

j

b

j

_

_

(34)

where

b

optimal

j

F

1

fOFPg (35)

and

b

j

F

1

_

P

_

c

j

d

e

j

__

(36)

are the reliability indices that correspond to OFP and the current probability of failure of component j.

An important observation from Eq. (34) is that the Optimality Factor depends on the difference be-

tween the optimal and current reliability indices of a component (with lognormal capacity distribu-

tion) and not their absolute reliability indices.

Fig. 2 plots Eq. (34). This gure can be used to nd the optimality factors corresponding to the

typical differences of component reliability indices and the coefcients of variations of the capacities

for a design with maximumintegrity. In this plot, the optimality factors corresponding to each positive

difference of reliability indices equal 1 divided by the negative value of the same differences.

If updating the system components based on the optimality factors changes the component de-

mands (e.g. if the weight of the current and optimal components are different), the computation of the

optimality factors should be determined iteratively. Iterative computation can also be used to minimize

the error due to the approximation in Eq. (29). By updating the component capacity probability dis-

tributions using the updated average capacities based on Eq. (34), and calculating the (annual) prob-

ability of failure for the updated systemusing Eq. (3), the new(annual) probability of systemfailure can

be compared with that of the target (annual) probability of failure. OFP or b

optimal

j

are the same for all

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 96

the components in the series system and can be numerically determined to match the computed with

the target (annual) probability of system failure.

2.4. Optimal design for a designated failure scenario

It is not possible to design a system with no chance of failure; thus, imposing a preferred failure

scenario to the system while maintaining its target safety level, is favorable to many engineering

systems. Designating a preferred failure scenario can potentially reduce the costs of damages and

consequences of a system failure. This can be particularly important to offshore structures for which

some of their possible failure scenarios are signicantly more costly than other ones. For example, the

failure of an anchor can directly damage the subsea equipment but the anchor chain failures are usually

less important.

We suggest designing a failure scenario by adjusting the average capacities of the system compo-

nents so that selected components have a higher chance of failure compared to other components but

they are set so that the overall system (annual) probability of failure still meets a target reliability

requirement. To do so, we divide the components into two groups: fuse and non-fuse, based on the

preferred failure scenario. Fuse components are those that are preferred to fail rst, protecting the non-

fuse components. The OFP for the two groups of components could be updated as

OFP

fuse

z

R

N

f

P

_

g

optimal

s

0

_

(37)

and

OFP

nonfuse

z

1 R

N N

f

P

_

g

optimal

s

0

_

(38)

where N

f

is the number of fuse components, R is the conditional probability of the preferred failure

scenario given systemfailure (e.g. 0.99), and OFB

fuse

and OFB

non-fuse

are the optimal failure probabilities

of the fuse and non-fuse components. They can be used instead of the OFP in Eqs. (33) and (35) to nd

the optimality factor of each component.

Fig. 2. A visualization of Eq. (32).

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 97

In the derivation of Eqs. (37) and (38), the assumptions of independency of the failure events of the

components and that these probabilities are small are made; therefore, the probability of failure of two

subseries systems become the summation of the probabilities of failure of their components (the

higher order terms in probabilities of the intersection of the failure events are neglected.) For more

complex problems or for increasing the accuracy of the estimated probabilities from these two

equations, the OFPs can be determined iteratively by adjusting the capacity distribution parameters

(e.g. mean capacity) and calculating the probability of failure of series fuse or non-fuse subsystems.

3. Case study: a mooring system

This section illustrates the proposed simplied method for the reliability- and integrity-based design

of engineering systems considering a mooring system. Mousavi and Gardoni [4] assessed the integrity-

based optimal design of a mooring system in a case study by estimating the (annual) PDF of the

environmental loads using an annual probability mass function (PMF). They rst estimated the (annual)

probability of failure and the Integrity Index of the mooring system; then, they calculated the optimality

factors of the system components to maximize the Integrity Index but maintain the same (annual)

probability of failure. In this example, we will assess the same mooring system based on the new

proposed method. This method is expected to produce more accurate results because of a key difference

between the two studies, which is that the (annual) PDF of the demand in this study is estimated

throughout the domain of the component demands using a regression model rather than using a PMF at

a few return periods between 1 and 100 years. Moreover, the failure events of the components are not

assumed independent in this study, but only conditionally are assumed independent. We have also used

smaller size components with coefcient of variations of component capacities that directly correspond

to typical test results, which is expected to produce more realistic results.

The MODU of this case study is designed based on API RP 2SK [2] requirements, but because API

does not directly suggest a target annual probability of failure, we used the suggestion by DNV OS E301

[3] for the target annual probability of system failure in calculation of the optimality factors. Three

target annual probabilities of systemfailure are discussed by DNV OS E301 for the following three limit

states: the ultimate limit state (ULS), the accidental limit state (ALS), and the fatigue limit state (FLS).

Among them, the ULS is relevant to the calculated annual probability of failure in this case study. Two

ULS target annual probabilities of failure are suggested in DNV OS E301: 10

4

for Class 1 mooring

systems, where the consequences of a failure are unlikely to lead to unacceptable consequences (loss of

life or collision with an adjacent platform, uncontrolled outow of oil and gas, capsize or shrinking),

and 10

5

for Class 2 mooring systems, where unacceptable consequences are expected in case of a

failure. For this illustration, we use 10

4

as the target annual probability of system failure.

We considered two design strategies: Strategy A corresponds to a maximum system integrity (I 1)

and Strategy B corresponds to a design where the anchor chains serve as fuse components with a 99%

chance that they will fail before other mooring components fail. The same dynamic (frequency domain)

analyses producedby InterMoor Inc. [15] andusedbyMousavi andGardoni [4] are usedinthis assessment,

except that because we used a ner component size in our reliability assessment, we used linear inter-

polationtoestimate thedemands withindiscretizedcomponents usingavailable demanddataat their two

ends (the error associated with this approach can be eliminated by using data froma ner mesh in the FE

model). Similar to the assessment of Mousavi and Gardoni and for the purpose of comparability with the

original design, we did not add any additional assumptions concerning the effects of corrosion or marine

growth compared to the original design in the analysis. In anyways, such phenomena seem irrelevant to

this temporary mooring system. As suggested by Mousavi and Gardoni, such phenomena could be

included in the probabilistic analysis of long term projects by considering the worst conditions in the

analysis, by conducting sensitivity analyses, or by analyzing the systemunder different levels of likelihood

of marine growth and corrosion rates and applying the total probability rule to summarize the results.

3.1. Mooring system properties

This Mobile Offshore Drilling Unit (MODU) is a semisubmersible drilling rig located at 4320 ft

(1317 m) water depth in the Gulf of Mexico. It includes 12 mooring lines (8 conventional and 4 preset

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 98

hurricane lines) and anchor foundations. Basic properties of the mooring components are given in

Table 1. The lines are arranged as four groups of three lines with about 15

payout (horizontal distance between the two ends) of each lines in about 8500 ft (2591 m) and the

pretensions of the conventional and hurricane lines are about 200 kips (890 kN) and 250 kips

(1112 kN), respectively. Because this systemhas a total of 40 components, for Strategy B, 12 components

will be considered as fuse and the remaining components as non-fuse.

3.2. Environmental loads

Table 2 shows the wave, wind, and current data that were used for environmental conditions in this

study. 72 load directions (every 5

load cases were used for ve return periods of 1-, 10-, 20-, 50-, and 100-year hurricane.) The wind

direction was taken to be 15

different from the wave and current directions in all the load cases. The

NPD (Norwegian Petroleum Directorate) and the JONSWAP (Joint North Sea Wave Analysis Program)

energy spectrums were used for winds and waves respectively. The peakedness parameter of 2 and

spreading parameters of 2.5 were assumed for the waves. No kinematic reduction factor was applied.

3.3. Random variables

The uncertainty in the component loads (demand) and ultimate-strengths (capacity) are consid-

ered. The statistical properties of component capacities are given in Table 3, which are based on

suggestions from Refs. [7,10,16]. In this case study we descritized the segments so that every two chain

components (links) have a length of six times its diameter and each cable component has a length of

32.5 times its diameter [17].

The regression parameters for the component demands are determined using dynamic analysis

(accounting for mean, wave frequency, and low frequency motions using a decoupled frequency-

domain modeling) under environmental conditions corresponding to 10-, 20-, 50-, and 100-year

Table 1

Basic properties of the mooring system components.

Mooring lines Line components Anchor

capacity (kip

a

)

Type Stiffness

(10

3

kip

a

)

Wet weight

(lb/ft

a

)

Friction

factor

Min break

strength (kip

a

)

Length (ft

a

)

1, 5, & 8 Anchor chain 135 87.3 1.0 1450 41384145 733

Rig wire 137 18.8 0.6 1452 61076144

2, 4, & 6 Anchor chain 135 87.3 1.0 1450 40724293 1729

Rig wire 137 18.8 0.6 1452 59806208

3 & 7 Anchor chain 135 87.3 1.0 1450 39624253 1064

Rig wire 137 18.8 0.6 1452 60376248

9, 10, 11, & 12 Anchor chain 135 87.3 1.0 1570 3200 1385

Insert wire 168 23.1 0.6 1825 6500

Rig chain 135 87.3 1.0 1850 457600

a

1 kip is about 4.45 kN, 1 ft is about 0.30 m and 1 lb/ft is about 1.49 kg/m.

Table 2

Metocean data for the project site.

Environment Hurricane return period (years)

10 20 50 100

Wind 1-min Speed, knots (m/s) 73.8 (38.0) 89.5 (46.1) 101.0 (52.0) 108.6 (55.9)

1-h Speed, knots (m/s) 59.8 (30.8) 71.1 (36.6) 79.1 (40.7) 84.3 (43.4)

Wave Signicant height, ft (m) 36.1 (11.0) 42.7 (13.0) 47.2 (14.4) 50.2 (15.3)

Peak period, sec 12.06 12.78 13.32 13.59

Surface current speed, knots (m/s) 1.9 (1.0) 2.1 (1.1) 2.9 (1.5) 3.3 (1.7)

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 99

return periods. The reviewof the results conrm that the mean of 3

dj

is about zero and its coefcient of

variation (C.O.V.) is about 0.02, which indicates that the regression model error is small.

3.4. Deterministic results

Deterministic results indicated that both the intact and damaged (1 broken line) conditions of the

mooring system of this study meet the API RP 2SK requirements. The minimum safety factor of the

mooring lines under the 10-year peak wave (hurricane) environment ranged from2.3 to 3.3 in different

direction in the intact system and from 1.8 to 2.3 in the damaged system. The anchors also met the

requirement with safety factors ranging from 1.81 to 4.86. Under this 10-year extreme environment,

the vessel offset remained close to 10% of water depth in all the directions at the intact system and

between 13% and 14% of the depth in the damaged condition.

3.5. Probabilistic results and discussion

Table 4 presents the annual probability of failure and the Integrity Index of the mooring system

using the method proposed in this paper as well as the result by Mousavi and Gardoni [4]. The results

indicate that the mooring systemIntegrity Index of 0.78 is smaller than that of Mousavi and Gardoni. By

further evaluating the effect of each of the differences between the two studies, we observed that by

maintaining the size of the reliability analysis components same as that of Mousavi and Gardoni, the

Integrity Index was increased to 0.89, which shows that by reducing the size of the elements in reli-

ability analysis, we are capturing more detailed information about the mooring system that cannot be

captured using larger size elements. In turn, the annual failure probability in this study is computed to

be 1.71 10

3

, which is slightly smaller but in a same order of magnitude of the estimation of Mousavi

and Gardoni, which was 5.05 10

3

. Mousavi and Gardoni estimated the PDF of the demands using a

four-point PMF but in this study, a more advance model is used to estimate the PDF of the environ-

mental loads. For example, they assumed an annual probability of 0.9 for the maximum demands with

the return periods corresponding to 10-year extreme event response. Such method is likely to over-

estimate the annual probability of failure of the systemfor that return period. However, their method is

likely to underestimate the contribution of the environmental loads with greater than 100-year return

periods as their analysis was limited to the 100-year demands. In turn, the discretization of the

mooring segments to smaller components in this study has reduced the probability of failure because

under each environmental condition, the maximum demand is smaller in a major part of each long

segment, which is more realistic and unbiased compared to when lengthy components are considered

as individual elements. Computation also shows that if complete independency was assumed for the

failure of the mooring components, the annual probability of system failure in this study would in-

crease to 5.72 10

3

, which is almost four times the computed annual probability of failure using Eq.

(3). This result highlights the signicance of the conditional independency assumption compared to

Table 3

Statistical properties of the capacity random variables.

Random variable PDF Mean/nominal C.O.V.

Anchor capacity Lognormal 1.1 0.15

Chain strength Lognormal 1.1 0.05

Wire strength Lognormal 1.1 0.05

Table 4

Summary of the integrity and reliability analysis.

Method Probability of failure Integrity Index

Mousavi and Gardoni [4] 5.05 10

3

0.89

This study 1.71 10

3

0.78

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 100

the non-conditional independency assumption in this reliability analysis. Please note that the calcu-

lated annual probabilities of failure in both studies are larger than the suggested target by DNV OS

E301; however, the design still meets the API RP 2SK requirements (the systemcould still possibly meet

DNVs deterministic-based design requirements). The method of estimating the environmental loads

in this project is likely to involve some conservatism, which is not accounted for in any of the two

studies. Also, the DNV recommended annual probability of failure may not be necessary for this

temporary project. However, to illustrate the application of the proposed methodology and the in-

formation that can be obtained with this analysis we apply the proposed quantitative integrity analysis

to this system.

The OFP corresponding to a probability of system failure of 10

4

for the Strategy A was rst esti-

mated using Eq. (29) and used in Eq. (33) to nd the optimality factors of all the components. Using Eq.

(22), the updated system annual probability of failure considering such estimated optimality factors

was computed to be 4.85 10

4

. Through an iterative computation, the OFP was adjusted to conrman

annual probability of system failure of 10

4

for this mooring system. Similarly, Eqs. (35) and (36) were

used through an iterative process to nd the optimality factors for Strategy B. Results are given in Table

5 and shown in Fig. 3.

Review of the results in Fig. 3 suggests that some anchors of this system have the smallest opti-

mality factors among the components whilst the anchor chains and some other anchors have the

highest. The optimality factors of most of the components in this system are greater than 1, which is

expected because the target annual probability of system failure is smaller than the current annual

probability of failure. The imbalance between the contributions of system components to its overall

safety is identied and quantied using these results. For example, the higher relative capacity of some

of the anchors in this mooring system could avoid any anchor failure that could possibly damage the

subsea equipment and pipelines; however, this analysis highlights that some other anchors would

need an increased capacity to achieve a similar level of safety. Most of the anchor chains and the rig

chains of this systemshould also be stronger under both design strategies; the optimality factors of the

anchor chains and rig chains vary from1.36 to 1.53 and from1.20 to 1.22 under Strategy A and from1.21

to 1.37 and from 1.66 to 1.69 under Strategy B, respectively. The rig and insert wires also require

increased average capacity to meet the reliability requirement; the rig wire optimality factors range

from1.42 to 1.57 under Strategy A and from1.97 to 2.18 under Strategy B, the insert wire capacities also

Table 5

Probability of failure and optimality factors for the mooring system components.

Component Line Failure probability Optimality factor, g

i

Line Failure probability Optimality factor, g

i

Strategy A Strategy B Strategy A Strategy B

Anchor 1 1.91 10

04

1.60 2.43 7 1.21 10

05

1.08 1.63

2 1.61 10

08

0.58 0.88 8 3.00 10

04

1.72 2.59

3 1.45 10

05

1.10 1.67 9 6.23 10

06

1.00 1.50

4 8.23 10

08

0.66 0.99 10 3.32 10

06

0.93 1.40

5 2.40 10

04

1.66 2.52 11 4.30 10

06

0.96 1.44

6 1.95 10

07

0.71 1.07 12 2.50 10

06

0.90 1.37

Anchor chain 1 2.17 10

04

1.48 1.32 7 2.28 10

04

1.49 1.33

2 1.36 10

04

1.39 1.24 8 2.84 10

04

1.53 1.37

3 2.01 10

04

1.46 1.31 9 1.39 10

04

1.40 1.25

4 1.93 10

04

1.46 1.29 10 1.17 10

04

1.37 1.22

5 2.55 10

04

1.51 1.35 11 1.22 10

04

1.38 1.23

6 2.65 10

04

1.52 1.36 12 1.07 10

04

1.36 1.21

Rig wire 1 2.83 10

04

1.51 2.11 5 3.32 10

04

1.54 2.15

2 1.81 10

04

1.42 1.97 6 3.47 10

04

1.55 2.16

3 2.64 10

04

1.50 2.09 7 2.98 10

04

1.52 2.11

4 2.52 10

04

1.49 2.07 8 3.68 10

04

1.57 2.18

Insert wire 9 5.38 10

05

1.24 1.72 11 4.75 10

05

1.22 1.70

10 4.47 10

05

1.21 1.69 12 4.18 10

05

1.20 1.68

Rig chain 9 5.25 10

05

1.22 1.69 11 4.83 10

05

1.21 1.68

10 4.36 10

05

1.20 1.66 12 4.31 10

05

1.20 1.66

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 101

should increase by factors between 1.20 and 1.24 under Strategy A and between 1.68 and 1.72 under

Strategy B. These results clearly suggest that the rig wires in this mooring system are the riskiest

components and the likely failure mode of the intact mooring system. They also compare the safety of

various components in the system and identify the safest or riskiest components and the necessary

change to meet the target level of safety.

A benet of using various directions and return periods in this analysis is that the variability of the

component demands from individual analysis results does not affect the results signicantly. For

example, sensitivity analyses were performed to evaluate the effect of reducing the number of assessed

directions or number of return periods on the results. It is observed that the Integrity Index and the

component optimality factors have insignicant variations unless the number of analyzed directions is

reduced by a factor of 9 (less than 8 directions compared to the original 72 directions), which is mainly

because of the almost symmetric loading and structural geometry in this example. The annual prob-

ability of failure of the system also remained similar (less than 1% of change) after reducing similarly

Fig. 3. Component optimality factors for the target probability of system failure; top: Strategy A, bottom: Strategy B.

M.E. Mousavi, P. Gardoni / Marine Structures 36 (2014) 88104 102

the number of directions that were included in the analysis. It is also observed that performing analysis

over less number of return periods, as long as the maximum and minimum return periods remain

consistent, causes negligible changes in the results, which conrms the linear correlation between the

component demands and the logarithm of the return periods, but also that small variations of

component demands have minor effect on the system integrity and reliability results. These results

show the exibility and consistency of the proposed method for a typical mooring system in both

reliability (calculating the annual probability of failure) and integrity (calculating the Integrity Index

and the optimality factors) analysis.

4. Conclusions

This paper presents a simplied method for the reliability- and integrity-based design of engi-

neering systems with emphasis on mooring systems. The method is based on the assumption that the

system component capacities follow a lognormal distribution and the internal forces in the compo-

nents can be predicted using a linear regression model as a function of the logarithm of their return

periods. It is assumed that the conditional probabilities of failure of the system components given the

environmental load are independent from each other. Then, using the rules of probability, a simplied

approach is proposed for quantitative reliability and integrity analysis of the mooring system. First, a

method is proposed to develop a regression model and compute the annual probability of failure of the

mooring system or its components. Then closed form solutions are derived to estimate the optimality

factors of the mooring components to achieve the target reliability and maximum system integrity. A

method is also discussed to design the system failure scenario and meet a target annual probability of

system failure at the same time. These methods identify the over- and under-designed components

and provide a basis for changing their design to achieve a target level of safety and integrity. The

method is then applied to a mooring system that was designed based on API RP 2SK guidelines for

station-keeping systems. The annual probability of failure of this systemwas computed, and compared

with the DNV OS E301 recommendation for a reliability-based design. Results show that the mooring

system will not meet the 10

04

recommended annual probability of failure unless most of its com-

ponents have higher average strengths. The optimality factors (ratio of optimal to current average

capacities) of all the components to meet the DNV safety requirement were computed for two design

strategy of maximizing the systemintegrity and designing the systemfailure scenario so that with 0.99

probability, the anchor chains are the rst components that will fail if a failure occurs, while main-

taining the 10

04

annual probability of system failure.

Acknowledgements

We greatly appreciate InterMoor Inc. and particularly Mr. Kent Longridge for supporting this study

and providing detailed information about the conventional design and analysis of a typical mooring

system.

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