HSE

Health & Safety

Executive

Structural Reliability Framework

for FPSOs/FSUs

Prepared by Universities of Glasgow and Strathclyde

for the Health and Safety Executive 2004

RESEARCH REPORT 261

HSE

Health & Safety

Executive

Structural Reliability Framework

for FPSOs/FSUs

Moatsos Ioannis MEng(Hons), GMRINA, MSNAME,

SMIStructE, SMIMarEst
ASRANet Ship Group Champion
and
Purnendu K. Das B.E, M.E, Ph.D, MIStructE, FRINA, FIE
Professor of Marine Structures
Dept. of Naval Architecture and Marine Engineering
Universities of Glasgow and Strathclyde
Henry Dyer Building
100 Montrose Street
Glasgow
Scotland UK
Structural Reliability Analysis (SRA) is a tool for calculating failure probabilities of a structure that takes
into account all random variables involved in ship structural design and provides a better and
alternative to deterministic approaches. With a number of different regulations based on structural
reliability theory already existent for quite some time now in the areas of Civil and Aeronautical
engineering and the Nuclear Power industry it has been only a matter of time before the ship/offshore
field implemented such procedure into its regulatory regime. Classification Societies have published
since the early 1990s suggestions (Det Norske Veritas Class Note 30.6 1992) of how reliability analysis
techniques can be used to analyse structures and recently some have incorporated and accepted
those (Bureau Veritas 2000) as an equivalent means of analyzing structures to supplement their
existing regulations.
This research examines the structural reliability of FPSO/Tanker structures already in operation in the
North Sea/West of Shetland area, using a component reliability approach that takes into account the
ultimate strength of the vessels structure. Corrosion effects on the structure are modelled using a
simple mathematical model based on actual measurements. Emphasis is placed on the modelling of
loads for use in reliability analysis. Load combination methodology is used for the combination of wave
bending, still water, slamming and thermal loads using different approaches such as the Ferry Borges
Castanheta Method, Turkstras Approach and the SRSS Rule. A number of FPSO/Tanker vessels are
analysed using First and Second Order Reliability Method (FORM/SORM) component reliability
techniques to obtain Partial Safety Factors and probabilities of failure.
This report and the work it describes were funded by the Health and Safety Executive (HSE). Its
contents, including any opinions and/or conclusions expressed, are those of the authors alone and do
not necessarily reflect HSE policy.

HSE BOOKS

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ii

ACKNOWLEDGEMENTS
The authors would like to express their sincerest gratitude to Emeritus Professor Douglas
Faulkner for his guidance and useful comments and Mr. Michel Huther of Bureau Veritas,
France for providing the authors with a copy of the latest Bureau Veritas Rules and Regulations
for the Classification of Ships and also for his useful comments and remarks on this research.
Also to Dr. Conrad De Souza, HM Principal Inspector in the Health and Safety Executive and
Mr. Terry Rhodes, Head of Offshore Structures, SHELL EP Europe for all the FPSO structural
and operational data provided.
The authors would also like to express their sincerest gratitude to the Alexander S Onassis
Public Benefit Foundation for providing a Doctoral Scholarship during which this research was
performed and completed.

iii

iv

CONTENTS
ACKNOWLEDGEMENTS ........................................................................................................ iii
CONTENTS................................................................................................................................ v
EXECUTIVE SUMMARY......................................................................................................... v i i
1. INTRODUCTION......................................................................................................................1
1.1
1.2
1.3

Background .. 1
Objectives of report ...................................................................................................................2
scope of the review....................................................................................................................2

2.1
2.2
2.3
2.4
2.5
2.6
2.7

Introduction ...............................................................................................................................3
Rationally-Based Structural Design ..........................................................................................3
ultimate strength ........................................................................................................................4
Still Water Loads.......................................................................................................................6
Load combination......................................................................................................................7
Reliability Analysis ...................................................................................................................8
thermal Stress ............................................................................................................................9

2. LITERATURE REVIEW.......................................................................................................... 3

3. LOADING............................................................................................................................... 11
3.1
3.2
3.3
3.4
3.5
3.6

Introduction .............................................................................................................................11
Modelling Still Water Bending Moment (SWBM) .................................................................12
Modelling Vertical Wave Bending Moment (VWBM)...........................................................14
Short and Long Term Response ..............................................................................................17
Stochastic Combination of Hull Girder Bending Moments.....................................................18
Ferry Borges-Castanheta Method............................................................................................18

4. ULTIMATE STRENGTH....................................................................................................... 21
4.1
4.2

Introduction .............................................................................................................................21
Approximate formulas for linear first yield and full plastic bending moments of ship hulls. .21

5. CORROSION MODELLING ................................................................................................. 25

5.1

Corrosion Wastage Model.......................................................................................................25

6. THERMAL STRESS MODELLING ON SHIP STRUCTURES........................................... 27

6.1
Stress Distribution in a composite box girder due to an arbitrary two-dimensional change of
temperature. ...........................................................................................................................................27

7. RELIABILITY ANALYSIS ................................................................................................... 31

7.1

Fundamental concepts .............................................................................................................31

8. APPLICATION AND RESULTS........................................................................................... 33

8.1
8.2
8.3
8.4
8.5

ultimate strength and thermal stress analysis ..........................................................................33

Probability distribution of long-term wave induced load effects.............................................36
Application of reliability concepts to marine structures..........................................................37
Application to FPSO/Tanker Structures ..................................................................................37
Structural Reliability results ....................................................................................................38

9. SUMMARY AND CONCLUSIONS...................................................................................... 43

REFERENCES............................................................................................................................ 45
BIBLIOGRAPHY ....................................................................................................................... 53

vi

EXECUTIVE SUMMARY
This report on FPSO reliability has been prepared for the Health and Safety Executive (HSE) by
Mr. Ioannis Moatsos and Prof. Purnendu K. Das of the Department of Naval Architecture and
Marine Engineering of the Universities of Glasgow and Strathclyde.
This study starts with an extensive review of published work in the areas of ultimate strength of
ship structures; load modelling and load combination, thermal stresses on ship structures and
reliability analysis.
The relevant theory for each of the sections is then described in detail and commented upon in
order for the relevant framework and a suitable procedure for the analysis of marine structures
and especially FPSOs/FSUs to be established.
A corrosion wastage model based on published research is used to account for the ageing of the
vessels.
2 FPSO structures currently in operation in the North Sea are analyzed. Ultimate strength
analysis, load modelling and load combination provide a reliability model accounting for
ageing ships with the effects of member corrosion, cracking and structural renewal by
considering a time varying corrosion rate and temperature stresses. All results obtained have
been integrated to carry out structural reliability analysis assessing the structural integrity of
FPSOs/FSUs under extreme loading. Probabilities of Failure of the hull girder and Reliability
Indices for varying temperatures and years of corrosion are calculated.

vii

viii

1. INTRODUCTION
1.1

BACKGROUND

After nearly 20 years of development, in 1992 the International Association of Classification

Societies (IACS) published their Unified Rule UR S11 [1] as a standard for longitudinal
strength.
Faulkner [2] clearly demonstrated that the standard for wave-induced bending
moments in hog and sag had changed very little over the previous 30 years or so, and were
actually 1% and 8% lower respectively than those given by Murrays (1955) equations.
However, of greater importance was that:

although some allowance is incorporated for non-linear hull form effects and for
slamming effects in faster ships, these substantially underestimate the increase in
sagging wave-induced bending moments (Mws) when compared with numerous model
tests and with some non-linear theoretical responses

although an assumed consensus decided that the maximum moments occur during the
life of a ship (taken as 20 years) with a probability of exceedance (pe) in the order of 108
, in practice identical calculations by 8 classification societies for a 158.5 m
container ship showed for this pe a variation in Mws between 1.0 and 1.8; or, for a given
Mws , pe varied by 4 orders of magnitude.

This hardly conveys confidence, especially as such discrepancies were pointed out to ship CSs
in 1988 from a Department of Energy study for ships operating as offshore installations;
moreover, the sagging moment is usually the most critical. These potentially important
weaknesses are corroborated from four other sources:

following a US Navy Workshop in 1975, Buckley [3] and others recognised that current
standards for longitudinal strength were quite unable to cater for really extreme sea
conditions

a comprehensive time domain International Ship Structure Committee (ISSC) study

1988-91 [4] showed that a 3 hour simulation, including some steep elevated waves, give
Mw values which were 79% greater in sag and 40% greater in hog than the UR S11
values; a more recent ISSC94 study found similar results

a very limited time series study for the DERBYSHIRE [5]for a single steep elevated
wave with a crest height of 0.65 H gave values almost identical with the ISSC study for
sag

Norwegian Petroleum Directorate (NPD) funded studies appear to have shown significant
increases in sagging moments above UR S11 in FPSO and FSU installations.
In terms of the ultimate strength, there are a few strength programs or formulations [6], [7], [8]
now available for calculating the ultimate strength of a hull girder. But there is a need to
systematically review their accuracy and suitability for their use in reliability analyses. There is
also a need to develop a reliability model to account for ageing ships [6] with the effects of
member corrosion, cracking and structural renewal. A time varying corrosion rate is to be
considered and recommended for this development. In dealing with ultimate strength, the effect
of temperature stresses may also play an important role, which needs to be addressed for special
situations. This may have a considerable effect, especially in fracture mechanics based
assessments for the fatigue limit state.

The need also exists to carry out structural reliability analysis of FPSOs/FSUs and thus to assess
the structural integrity under extreme loading. Detailed sensitivity studies will be carried out to
establish the effect of various design variables contributing to the total failure probability.
Recommendations for suitable partial safety factors for use in design will be made for a range of
lifetime safety indices or return periods, together with a recommended design code format.
1.2

OBJECTIVES OF REPORT

The principal objectives of this report are to:

1.3

Review all published literature on the areas of Ultimate Strength, Load Modelling and
Load Combination, Corrosion Modelling, Thermal Stress and Structural Reliability in
the context of its relevance to FPSOs/FSUs.

Identify the most applicable theory for establishing a framework for the analysis of
FPSO/FSU structures.

Describe the procedure that would enable the determination of the structural reliability
of FPSOs/FSUs.

Present some of the results obtained using the aforementioned theory.

SCOPE OF THE REVIEW

The focus of this study is on the ultimate strength and load modelling of FPSO/FSU structures
as a means of modelling the resistance of the structure and the loads occurring during its
operational life for use in reliability analysis while also taking into account corrosion. The
report is subdivided into 9 chapters.
Chapter 2 provides an extensive literature review on all the relevant areas that will be discussed.
Chapter 3 discusses the modelling of loads imposed on an FPSO during its operational life and
the relevant theory that is applicable.
Chapter 4 discusses the concept of ultimate strength by using advanced closed form formulation
to model FPSO structures.
Chapter 5 provides a brief description of the corrosion wastage model used.
Chapter 6 discusses the concept of thermal stresses imposed in marine structures and how these
can be modelled on FPSO structures.
Chapter 7 discusses the concept of structural reliability analysis and the fundamental concepts
of its theory.
Chapter 8 provides a description of the procedures followed and some of the results calculated
Chapter 9 finally provides a brief summary of the results and some conclusions.

2. LITERATURE REVIEW
2.1

INTRODUCTION

One of the most familiar and fundamental concepts in engineering is that of a system, which
may be anything from a simple device to a vast multilevel complex of subsystems. A ship is an
obvious example of a relatively large and complex engineering system, and in most cases the
vessel itself is a part of an even larger system which influences with its behaviour, shape and the
economics involved in all the processes involved in building and maintaining such a complex
system. The ship consists of several subsystems, each essential to the whole system such as the
propulsion subsystem, and the cargo handling subsystem. The structure of the ship can be
regarded as a subsystem providing physical means whereby other subsystems are integrated into
the whole and given adequate protection and suitable foundation for their operation. In general
terms the design of an engineering system may be defined as:
The formulation of an accurate model of the system in order to analyze its response-internal
and external-to its environment, and the use of an optimization method to determine the system
characteristics that will best achieve a specified objective, while also fulfilling certain
prescribed constraints on the system characteristics and the system response.
2.2

RATIONALLY-BASED STRUCTURAL DESIGN

The ever increasing demand for more efficient marine transport has lead engineers in that field
to consider a number of significant changes in ship sizes, types and production methods over the
last 40 years. Different types of vessels have appeared attempting to meet the demands of the
shipping industry. The growing number of factors which give rise to this process of change The
need for protection against pollution, new trade patterns that emerge, new types of cargos and
the need to safely transport any type that might be considered dangerous, increasing numbers in
production lines of standard ship designs and their consequent development to achieve a higher
degree of efficiency and the development of structures in vehicles for the extraction of ocean
resources, require scientific, powerful and versatile methods for structural design. One can say
that we are at present in the midst of a progressive and gradual but profound change in the
philosophy and practice of ship structural design.
Based on individual ship designer and shipyard experience and ship performance, in the past
ship structural design had been mostly empirical based on the structural designers accumulated
experience This approach lead eventually to the publication of structural design codes, or
rules as they are referred to in the industry, published by various ship classification societies.
These manuals of ship structural design provided a simplified and care-free method for the
determination of a ships structural dimensions. This procedure provided a time and cost
effective method for design offices and simplified classification and approval process at the
same time. The method unfortunately has several disadvantages including the inability to handle
the large number of complex modes of structural failure, the possibility of unsuitable results in
regard to the specific goals of the ship owner or the particular purpose or economic environment
that the ship is required to operate in and the inability to distinguish between structural
adequacy and over adequacy leading to increased cost and steel weight in a structure. Most
important though is the large number of simplifying assumptions included which bound such
design process within certain limits.
For these reasons there is a trend within the shipbuilding and ship design industry and the
academic institutions involved in research related to these fields toward rationally-based
structural design, which may be defined according to Hughes [9] as:

Design which is directly and entirely based on structural theory and computer-based methods
of structural analysis and optimization, and which achieves and optimum structure on the basis
of a designer-selected measure of merit.
Thus rationally-based design involves a thorough and accurate analysis of all the factors
affecting the safety and performance of the structure throughout its life, and a synthesis of this
information, together with the goal or objective which the structure is intended to achieve, to
produce that design which best achieves the objective and which provides adequate safety. This
process involves far more calculation, but that can be more than offset by using computers. For
this reason rationally-based structural design is necessarily a computer-based, semi-automated
design process.
2.3

ULTIMATE STRENGTH

The longitudinal strength of a vessel, as is otherwise known the ability of a ship to withstand
longitudinal bending under operational and extreme loads without suffering failure, is one of the
most fundamental aspects of the strength of a ship and of primary importance for Naval
Architects. Assessment of the ability of the ship hull girder to carry such loads involves the
evaluation of the capacity of the hull girder under longitudinal bending and also the estimation
of the maximum bending moment which may act on it. From the initial work of pioneers in the
area of ship structural design such as the likes of Thomas Young and Sir Isambard K. Brunel
and Timoshenko the fundamental idea to assess longitudinal strength of a ships hull was first
presented by John [10]. By calculating the bending moment assuming the wave whose length is
equal to the ship length he proposed an approximate formula to evaluate the bending moment at
a midship section. He also calculated the deck maximum stress and by comparing that to the
material breaking strength he managed to determine the panel optimum thickness. Although
Johns theory remains in use until today, subsequent methods of stress analysis and wave
loading have improved substantially with criteria that help to determine optimal thickness
changing from breaking strength to yield strength. One of the most recent developments in that
area is that of taking into account, when assessing the hull girder strength, the ultimate strength
of the hull girder.
With two methods being more dominant over others that are used to evaluate the ultimate hull
girder strength of a vessel under longitudinal bending a number of different opinions exist on
which leads to more accurate results. One calculates the ultimate hull girder strength directly
and the other performs a progressive collapse analysis on a hull girder.
Work by Caldwell [11] originally attempted theoretically to evaluate the ultimate hull girder
strength of a vessel. He introduced Plastic Design, as it is known today, by considering the
influence of buckling and yielding of structural members composing a ships hull. By
introducing a stress reduction factor at the compression side of bending he managed to calculate
the bending moment produced by the reduced stress which he considered as the ultimate hull
girder strength. By not taking into account the reduction in the capacity of structural members
beyond their ultimate strength his method overestimates the hull girders ultimate strength in
general and since exact values of reduction factors for structural members were not known, the
real value could not be calculated, only an approximation. Since then it has been improved by
work carried out by Maestro and Marino [12] and Nishihara [13] who extended the formulation
to include bi-axial bending, modified it to such extend as to be able to estimate the influence of
damage due to grounding and to improve the accuracy of the strength reduction factor. By
proposing their own formulae Edo et al. (1988) and Mansour et al. [14] performed simple
calculations that lead to the development of further methods as the one proposed by Paik and
Mansour [15]. By applying these Paik et al. [16], [17] performed reliability analysis considering
corrosion damage and similar work that includes corrosion effects has also been published by
Wei-Biao [18]. Although these methods do not explicitly take into account of the strength
reduction in the members, the evaluated ultimate strength showed good correlation with

measured/calculated results from other cases. Paik and Mansour [15] compared the predicted
results with those by experiments and Idealized Structural Unit Method (ISUM) analysis and the
differences between the two were found to be between -1.9% and +9.1%.
By taking into account the strength reduction (load shedding) of structural members when the
collapse behaviour of a ships hull is simulated, a number of methods were developed which
can be grouped under the overall term Progressive Collapse Analysis whose fundamental part
could be the application of the Finite Element Method (FEM) considering both geometrical and
material nonlinearities. Unfortunately the large amount of computer resources required to
perform such type of analysis and to reassure the reliability of the subsequent results has lead to
the development of simplified methods such as the one proposed by Smith (1977). This is done
by taking into account the strength reduction of structural members after their ultimate strength
as well as the time lag in collapse of individual members and Smith was also the first to
demonstrate that the cross-section cannot sustain fully plastic bending moment. The accuracy of
the derived results depends largely on the accuracy of the average stress strain relationships of
the elements. Problems in the use of the method occur from modelling of initial imperfections
(deflection and welding residual stresses) and the boundary conditions (multi-span model,
interaction between adjacent elements). To improve this recent research is focusing on the
development of more reliable stress-strain curves and it can be seen in work by Gordo &
Guedes Soares [19] and Paik [20]. Smith also performed a series of elasto-plastic large
deflection analysis by FEM to derive the average stress-strain relationships of elements and
analytical methods have been proposed such as the one by Ostapenko (1981) which includes
combined applied in-plane bending and shear as well as combined thrust and hydraulic pressure.
Rutherford and Caldwell [21] proposed an analytical method combining the ultimate strength
formulae and solution of the rigid-plastic mechanism analysis. In both methods, the strength
reduction after the ultimate strength is considered. Yao [22] also proposed an analytical method
to derive average stress-strain relationship for the element composed of a stiffener and attached
plating which derives average stress-strain relationships for the panel by combining the elastic
large deflection analysis and the rigid-plastic mechanism analysis in analytical forms from work
performed by Yao and Nikolov [23] &[24]. Then by taking into account the equilibrium
condition of forces and bending moments acting on the element the relationships are derived.
When the stiffener part is elastic, a sinusoidal deflection mode is assumed, whereas after the
yielding has started, a plastic deflection component is introduced which gives constant curvature
at the yielded mid-span region. A number of practical applications of the methods mentioned
here have been published with one of the most significant being the investigation of the causes
of the loss of the Energy Conservation VLCC by Rutherford and Caldwell [21] by performing
progressive collapse analysis.
With simplified methods for progressive collapse analysis, the applications of ordinary FEM are
very few due to the influences of both material and geometrical nonlinearities which have to be
considered when applying such an incremental procedure. With a ships hull girder being,
perhaps, too large for such kind of analysis to get rational results easily, a number of some
significant works has, nevertheless, been published. Chen et al. [25] and Kutt et al. [26]
performed static and dynamic FEM analyses modelling a part of a ship hull with plate and
beam-column elements and orthotropic plate elements representing stiffened plate and discussed
the sensitivities of the ultimate hull girder strength with respect to yield stress, plate thickness
and initial imperfection based on the calculated results. Valsgaard et al. [27] analysed the
progressive collapse behaviour of the girder models tested by Mansour et al. [15] and energy
concentration but unfortunately the results of FEM analysis to evaluate ultimate hull girder
strength are not so many at the moment because the number of elements and nodal points
become very huge if rational results are required.
Apart from Smiths method, the Idealized Structural Unit Method (ISUM) is another simple
procedure that takes into account a larger structural unit considered as one element thus
reducing the computational time required to achieve results. The essential point of this method
is to develop effective and simple element (dynamical model) considering the influences of both

buckling and yielding. Ueda et al. [28] developed plate and stiffened plate elements that
accurately simulate buckling/plastic collapse behaviour under combined bi-axial
compression/tension and shear loads. Paik improved this work and performed different
progressive collapse analyses as published in Paik et al. [29] and [30], [31]. Ueda and Rashed
(1991) improved their results with Paik [32] following with an attempt to introduce the
influence of tensile behaviour of elements in ISUM. Finally Bai et al. [33] developed beam
element, plate element and shear element based on the Plastic Node Method, as originally
published by Ueda and Yao (1982) and managed to achieve progressive collapse analysis.
While in Smiths method accurate results are obtained when only the bending moment is acting,
the ISUM can be applicable for the case with any combination of compression/tension, bending,
shear and torsion loadings but sophisticated elements are required to get accurate results and to
improve this ISUM elements are still under development.
More recently the latest development is the area of ultimate strength related research have been
published and commented in the 2000 ISSC [34], [35].Significant work has also been published
by
2.4

STILL WATER LOADS

The issue of statistical analysis of SWBM has been addressed since the 1970s and quite a
significant volume of published work exists on the subject. The idea that any ship has
probability distributions of SWBM was first supported by Lewis et al. (1973) [36] based on
limited data of several cargo ships and one bulk carrier. Ivanov and Madjarov (1975) [37] fitted
the normalized maximum SWBM by a normal distribution according to full or partial cargo
load conditions from eight cargo ships for periods of two to seven years. Mano et al. (1977) [38]
studied the nature of still water conditions by surveying log-books of 10 container ships and 13
tankers, and concluded that their distribution is approximately normal, as shown in Fig.1

Figure 1 Distribution of SWBM of containerships after Mano

Dalzell et al. (1979) [39] examined the service and full scale stress data of a large, fast
containership, a VLCC, and a bulk carrier. They concluded that the still water bending stress
variations appear to be random and subject to the control of their extremes by the operators.
In the early 1980s some still water bending stresses of different ships were reported by Akita
(1982) [40] as a result of work carried out in Japan. This information was presented separately
for a group of 10 containerships as well as for a group of 8 tankers. Based on this, Kaplan et al.
(1984) [41] found that the coefficient of variation (COV) of SWBM for containerships is 0.29
and for tankers it is 0.99 for ballast condition and 0.52 for full load condition.
More recently, Soares and Moan (1988) [42] analyzed SWBM resulting from about 2000
voyages for 100 ships belonging to 39 ship-owners in 14 countries. Still water load effects were
assumed to vary from voyage to voyage for a particular ship, from one ship to another in a
particular class of hips and also from one class of ships to another. The analysis was centred on

the mean values and standard deviations of the loads in the critical midship region. The still
water loads were treated as ordinary random variables and in the results the authors reported a
very large variability for tankers.
2.5

LOAD COMBINATION

It is not an easy task to combine all the relevant extreme loads at the same time as and hence we
have to focus our interest in the most important combination problem, the combination of
SWBM and VWBM in the long term, i.e., in a ships design lifetime. For this to be achieved it
would be interesting to also examine, as it has been discussed previously in all relevant
elements of this thesis, the volume of published work on the subject.
In the existing ship rules, such as DnV (2004)[43] and IACS Requirements S11 (2003) [1] and
S7 (1989) [44] these two loads are simply added together following the peak coincidence
method which assumes that the maximum values of the two loads occur at the same instant
during a ships design lifetime. In addition IACS also specifies that the maximum SWBM and
VWBM should not exceed their respective allowable values, even if one of the moments is
negligible, based on Nitta (1994) [45].
Sding (1979) [46] combined SWBM and VWBM by modelling them as random variables.
Although this approach is more rational than the peak coincidence method, it is simplistic to
model SWBM and VWBM as random variables rather than physically correct random processes.
Besides, Sdings solution was conditioned upon the assumption that the SWBM is a normal
variable and the VWBM is an exponential variable.
Moan and Jiao (1988) [47] considered both SWBM and VWBM as stochastic processes, and,
based on a particular solution by Larrabee (1978) [48] they introduced a load combination factor
to reduce the conservatism inherent in the peak coincidence method as adopted by the existing
ship rules. While this approach has been the most rational, the accuracy in applying Larrabees
solution remains to be verified against other acceptable load combination methods. Furthermore
Moan and Jiao (1988) [47] considered the sagging condition only. Extension is then needed
with regard to the hogging condition.
In terms of the problem of load combination (vertical and horizontal bending moments and
shear forces), a number of authors have proposed interaction equations and methodology that
leads to the prediction of ultimate strength associated with each load supposed to act separately.
With the stress profile in real ship structures being quite complicated the load bearing capacity
of stiffened panels is a direct result of the actual stress distribution and occurs from a number of
different load actions. In order for one to achieve a detailed stress distribution in parts of a
vessels structure, large scale numerical analysis using FEM has to be used and is certain cases
such analysis might even have to be non-linear due to the local non-linear response rising from
initial deformations, residual stresses and fabrication tolerances. It therefore becomes of great
importance that the effects on the ultimate load bearing capacity from combined load actions to
be taken into account. Different loads should be treated separately in order to asses the effect on
the ultimate stiffened panel capacity. A number of different combinations of load control can be
used to obtain the ultimate load of stiffened panels under combined loads, such as loaddisplacement control or load-load control. Fujikubo et al (1997) [49] and Yao et al. (1997) [50]
showed is their published work that one might say that the influence of the actual loading
method on the ultimate collapse load is negligible.
In terms of the effect of lateral pressure, this increases the local buckling strength of a
continuous stiffened plate under thrust and as proposed by Yao et al. (1997) [51] empirical
formulae can be sued to calculate the buckling strength of a continuous stiffened plate field
including the effect of lateral pressure which shows good correlation with numerical FEM
analyses. Another important aspect influencing the level of redistribution of loads in large
plated structures is that of the in-plane stiffness of the panel and in work by Steen (1995) [52] it
can be seen that the initial stiffness under the action of transverse loads could be reduced by the

order of 40% and that the transverse buckling capacity is less sensitive to lateral pressures than
the longitudinal buckling capacity.
With respect to the effect of transverse thrust work by Yao et al. (1997) [51] provided
relationship between average stresses in the longitudinal and transverse direction of a stiffened
plate field by elasto-plastic large deflection FEM analyses of a stiffened plate subjected to biaxial thrust. Available results on the effect of shear loads on the ultimate capacity of stiffened
panels are scarce. Some results are reported by Steen and Balling Engelsen (1997) [53] for unstiffened plates using the non-linear FEM with the general observation that the ultimate strength
is close to the shear yield strength for a number of plates with varying slenderness and aspect
ratios.
As for the effect of horizontal bending, all vessels are subjected to both horizontal and vertical
bending moments, especially in rough seas with significant roll motions. Under this case work
by Yao et al. (1994) [54], Mansour et al (1995) [55] and Paik et al. (1996) [56], Gordo and
Guedes Soares (1997) [57] has looked into formulations for different types of ships under
combined bending. For vertical shear forces on ship hulls, this is sustained by the side shell
plating and additional longitudinal bulkheads and it can be accounted for in a simplified manner
through a procedure described in by the Japanese Ministry of Trasport (JMT) (1997) [58]. For
merchant ships with closed cross-section, the influence of the shear force is negligible for
normal operational loads but for other ship types data are not enough to make any significant
conclusions on the effect of shear force on the ultimate hull girder strength, although work by
Paik (1995) [15] & (1996) [56] has reported some results.
The effect of corrosion damage can be assessed indirectly by a sensitivity study on the influence
of plate and stiffener thickness on ultimate hull girder capacity as published in work by Jensen
et al. (1994). [59] Yao et al. (1994) [54] reported that 30% overall reduction in the plate
thickness leads to a strength reduction of 34% and 38% in the sagging and hogging condition
respectively.
2.6

RELIABILITY ANALYSIS

Reliability theory of engineering structural systems has three significant parts. The
identification of all possible dominant failure modes, the calculation of the failure probability
and sensitivity with respect to the obtained dominant limit states and the determination of the
upper and lower bounds of the overall structural system according to the correlation between the
dominant failure modes and their failure probability. The identification of the dominant failure
mode is performed by either traditional mechanics or a mathematical programming approach.
Although all proposed methods in this field show a significant amount of effectiveness, the
computational effort is still quite demanding for complex structural systems. No close form of
the limit states can be obtained since numerical methods calculate the response. As an
alternative, work has also focused on the analysis of structural components or the local
behaviour of a structural system.
The determination of the failure probability is the most researched part of all parts comprising
the theory of reliability. Work by Cornell (1969), Hasoferd and Lind (1974) and Shinozhka et
al.(1983) has produced the first order and second order moment theories (FOSM and SOSM)
which are well established and have found an ever-increasing us in a significant amount of
engineering fields. In this type of theory the integration of the joint probability density function
of the design variables is circumvented by transformation of the actual problem into a least
distance problem in standard normal space. Orthogonal transform is used to uncouple the
correlated design variables which essential shows that the problem is in its core an optimization
procedure.
A number of insurmountable problems in numerical integration of highly dimensional JPDFs in
normal space lead research into the conclusion that the failure probability of the structural
system has to be given in a weak form. Instead of calculating the failure probability itself, an
interval is given to bind the exact value. Two methods have been proposed to help achieve this,

the Wide Bound Method as proposed by Cornell (1967) [60] and the Narrow Bound Method as
proposed by Ditlevsen (1979) [61]. They are first order and second order approximations
respectively. However with the increase of failure modes and their correlation, the bounds will
become too loose. In this case, formulation of higher order approximations can be developed or
different point evaluation techniques can be used such as the ones proposed by Ang et al. (1981)
[62] and Song (1992) [63].A modified bound method can also be found in Cornells (1967) [60]
original work.
Monte Carlo Simulation (MSC) also plays a very important role in different levels of reliability
analysis. The high accuracy that the method produces is only dependent on the sampling
number and is not affected by the distribution type and the number of basic variables. The
method can be used in even those cases where the limit state function is not known implicitly
and it is the only approach to highly non-linear problems. A number of variation reduction
techniques have been proposed such as the Importance Sampling Method but as always the
computation cost in large complex structural systems is still significantly high.
The Response Surface Method (RSM) is one of the latest developments in the field of structural
reliability analysis. It is very suitable in cases where the limit state function is known only
point-wisely by such numerical methods as the FEM rather than in closed form. In essence,
RSM is a system identification procedure, in which a transfer function relates the input
parameters (loading and system conditions) to the output (response in terms of displacements or
stresses). The observations required for the identification of the most suitable way to relate
those two are usually taken from systematic numerical experiments with the full mechanical
model and the transfer function obtained approximately defined as the response surface (RS).
The basis of the RSM can be tracked back to the 50s in experiment field, but only recently, it
has been introduced into the field of reliability analysis. It combines deterministic structural
analysis software and the basic reliability ideas aforementioned. In addition to this, even for
those problems that other approximate methods seem to be susceptible to, the RSM is shown to
be superior in both accuracy and efficiency with its only drawbacks being the experiment design
and the identification of unknown parameters in the RS which influence the whole algorithm.
Work by Bucher (1990) [64] and Rajashekhar (1993) [65] have lead the ways of future research.
Advanced algorithms based on that work can be found in work published by Kim et al. (1997)
[66], Zheng & Das (2000) [67], [68] and Yu, Das & Zheng (2001) [69].
2.7

THERMAL STRESS

The fact that ship structures do encounter temperature conditions that induce thermal stresses
and deformation of practical importance has been recognized for some time. Hechtman [70] lists
a paper by Suychiro and Inokuty (published in the 1916 volume of the Japanese Society of
Naval Architects Journal) as one of the first to be devoted to this topic. Following that papers by
Hurst (1943) [71]; Corlett (1950) [72]; Jasper (1955) [73]; Hechtman (1956) [70] and Meriam,
Lyman, Steidel and Brown (1958) [74] have been published and all relevant research has been
well documented by the Ship Structures Committee (SSC) and summarize to a certain extent the
pertinent investigations devoted specifically to the effect of environmental temperatures on ship
structures.
By way of comparison some 200 papers had appeared in the literature between the late 1940s
and the 1960s that were written with the specific intent of contributing to the better
understanding of temperature problems associated with aircraft structures. This number does not
include some 400 additional investigations devoted to the creep behaviour of aircraft structures
and materials and a textbook on thermal stresses with applications to aircraft and missiles
written by Gatewood [75]. The boom of the space race in the 1950s and the interest of the
defence industries worldwide from the 50s until today has more that quadrupled the numbers of
relevant published research since then [75]. One might say that the environmental temperature
conditions that aircraft and missile structures vary significantly in magnitude and nature from
those that ship structures encounter. That is true. The temperature conditions encountered by

supersonic aircraft and missiles are much more severe than those encountered by ships, and for
this reason it is reasonable to expect that the aircraft structures thermal problems would receive
considerably more attention. On the other hand, one cannot rightly say that the thermal
problems in ship structures are of so much less importance as to justify the comparatively little
attention they have received and are still receiving since the 1960s. Obviously, any single
service condition that induces stresses in the 8,000 to 12,000 psi (55,000-83,000KN/m2) range
cannot be considered negligible. That such thermal stresses can arise in ship structures from
perfectly commonplace temperature conditions has been well documented [74].

10

3. LOADING
3.1

INTRODUCTION

The accurate prediction of loads and load effects is a fundamental task in the design of ship
structures which in general consists of three major aspects:

The prediction of still water resultant loads and load effects

The prediction of wave resultant loads and load effects
The prediction of combined loads and load effects

The occurrence of still water loads exists from forces that result from the action of the ship selfweight, the cargo or deadweight and the buoyancy. They include bending moment, shear force
and lateral pressure and remain constant under specific loading conditions. However, still water
loads may vary from one load condition to another as a result of a variation of the
aforementioned parameters and need to be considered as stochastic processes in the long term.
Typically, the most important still water load component is the still water bending moment
(SWBM).
Wave loads are forces resulting from wave action and include vertical, horizontal bending and
Torsional moments, shear forces, hydrodynamic pressure and transient loads such as springing
and slamming. Due to the random nature of the ocean, wave loads are stochastic processes both
in the short-term and in the long term. The most typical and important component of wave
loading is the vertical wave bending moment (VWBM).
Since still water loads and wave loads are of quite different random natures, their respective
extreme value has been though that they would not occur at the same time in most cases. For the
appropriate determination of rational values of the extreme combined loads, a load combination
theory needs to be employed that considers each random load as a stochastic process in the time
domain and combines two or more loads as scalar or vector processes. Mansour and
Thayamballi (1993) [75] have addressed the issue of different load combination problems for
ships and the primary types are:

Hull girder loads, i.e., vertical bending, horizontal bending and Torsional loads
Hull girder loads and local pressure loads
Hull girder loads and transient loads, i.e., springing, slamming or whipping moments.

The major hull girder loads of design interest are the vertical and horizontal bending moments
and shear forces and sometimes the Torsional moments depending on the ship type such as in
the case of multi-hulls or containerships which have low Torsional rigidity and therefore
Torsional loads are of primary importance. In most, merchant vessels that do not have wide
hatches, such as tankers with closed sections, Torsional stresses are nevertheless small.
Horizontal bending moment and shear force excited by low frequency waves are of less concern,
due to the fact that they do not result in significant stresses in ocean-going ship structures. For
production marine structures designed for being always headed on to waves in operation,
although the actual heading may be subjected to uncertainty when wind, current and waves are
not collinear, the horizontal bending and shear effects are negligible. In cases when shear forces
need to be accounted for, the focus may be on the stern quarter body which is likely to have
more critical shear forces than the forward one.
When examining hull girder loads the following are the typical extreme loads and load
combinations of interest.

11

3.2

Extreme vertical bending loads, with coexisting values of vertical and horizontal
bending and Torsional loads. Vertical bending moments are important in the midship
region.
Extreme Torsional loads, with coexisting values of vertical and horizontal bending
loads. This needs to be addressed in the forward quarter body of ship structures with
low Torsional rigidity.
MODELLING STILL WATER BENDING MOMENT (SWBM)

It has been widely accepted [76] that the SWBM can be efficiently modelled as a Poisson
rectangular pulse process in the time domain as illustrated in (Fig.2).
SWBM

Figure 2 Modelling of SWBM by a Poisson rectangular pulse process

The reason behind such a conclusion lies in the fact that the SWBM at a given section of the
ship is constant under a specific load condition but can easily vary from one load condition to
another. The duration of each load condition can also be a random variable.
The space variation of still waters mostly depends on the amount of cargo a vessel is carrying
and the cargos distribution along the length of the ship. A number of measures are often taken
to ensure that the maximum specified still water loads are not exceeded during ship operation.
Captains are often encouraged by Classification Societies, Local Government Maritime
Regulations and the IMO to load their ships in a way not dramatically different from those
reference conditions given in the ships loading manual, in the hope that maximum values are
not exceeded. Reality far differs from such suggestions as advances in technology have allowed
for the application of computerized load distribution procedures, giving captains the freedom to
load their vessel in any way they seem fit as long as the maximum loads are within the specified
allowable limits. As a result of that the loading manual is less likely to be followed and a large
variation of load conditions results from human decisions involved and unfortunately such
freedom of choice could also lead to a larger probability of load exceedance due to human errors
in the choice of load conditions for which very limited control exists worldwide with decisions
laying solely in the hands of the captain and the operator. Moan & Jiao (1988) [47] describe
such examples observed during the operation of an offshore production ship.
The available statistical results have shown that a normal distribution may be considered as
appropriate for the SWBM in conventional ships: cargo ships, containerships and tankers.
FPSOs could be considered as modified tankers as their construction often results from tanker
conversions and even in newly built vessels their hull shape is rather similar to that of tankers.
One could then easily suggest that the SWBM statistics for tankers would be applicable for
FPSOs. As a result of the special characteristics of FPSOs, in particular due to their frequently
changing load distribution, which results from loading and offloading the vessel, the SWBM in
FPSOs differs from the one in tankers and other conventional ships. Loading conditions

12

specified in the loading manual of FPSOs include docking, normal operating and severe storm
conditions, but the maximum SWBM is controlled by an on-board computer rather than the load
manual, before a new load condition during operation is to be approved [47]. Hence, the captain
(also called the Foreman of the FPSO) is able to determine which tanks are to be loaded and
unloaded or what the cargo distribution along the ship is to be depending upon his personal
judgement or operational convenience. As a result of that, the actual SWBM is, in fact,
randomly determined and should thus be described with a probabilistic model. Following such
an arbitrary operational procedure it may also be reasonable to assume that individual load
conditions are mutually independent.
Based on 453 actual still water load condition recorded during the first two operational years of
an FPSO, with typical duration of each load condition varying from several hours to one day,
Moan & Jiao (1988) [47] found that the cumulative distribution function of the individual
sagging SWBM as shown in Fig. 3 is well fitted by a Rayleigh distribution:

M s 2
FM S (M s ) = 1 - exp -

q

(1)

Figure 3 Distribution of sagging SWBM of a production ship after Moan and Jiao
in which Ms is the SWBM of an individual load condition, and the scale parameter q is so
determined that the specified maximum SWBM, Ms,0 , corresponds to a return period of the
design life T0,

1 - FM S (M s ,0 ) =

1
v s T0

(2)

in which vs is the mean arrival rate (i.e. the frequency) of one load condition e.g. vs=1.0 day-1.
Substituting q solved from Eq. (2) into Eq. (1) we obtain

M
FM S (M s ) = 1 - exp - ln (v s T0 ) s

M s,0

13

(3)

While the sagging SWBM follows a Raleigh distribution, the data reported in Moan and Jiao
(1988) [47] indicate that the hogging SWBM follows an exponential distribution:

M
FM S (M s ) = 1 - exp - ln (v s T0 ) s
M s , 0

(4)

According to Dnv (2004) [43], the specified maximum SWBM for conventional ships in a
design lifetime of 20 years, Ms,0 is given by

M s , 0 = -0.065CW L2 B(C B + 0.7 )(sagging )

= CW L2 B(0.1225 - 0.015C B )(hogging )

(5), (6)

In which L, B and CB are the length, breadth and block coefficient of the ship, respectively, and
CW is the wave coefficient given by
3

300 - L 2
CW = 10.75 -
for 100 < L 300
100
= 10.75
for 300 < L 350

(7), (8), (9)

L - 350 2
= 10.75 -
for L 350
150
It should be noted that the rule moments given by Eq. (5) and (6) are not intended for FPSOs.
The maximum SWBM for FPSOs should be determined on a case to case basis. As a result of
lack of vessel design data that would enable a full analysis of each case to be considered, an
alternative solution based on published research had to be found that would enable rule
moments.
According to the data reported by Moan and Jiao (1988) [47], the maximum midship sagging
and hogging moments specified in the load manual are 72.6% and 79.2% of the corresponding
Rule moment respectively. Within the two first years of operation, however, the experienced
maximum sagging and hogging moments are 75% and 83% of the corresponding Rule moment,
respectively. Although these values are all below the Rule moments, the experienced maximum
moments in two years have already exceeded the specified maximum moments in the load
manual. This situation is allowable since the FPSO of concern was designed to comply with
DnV (2004) [43], although smaller moments may be achieved if the load manual is strictly
followed. Nevertheless, the Rule moments are used as a convenient reference in this study.
It is also noted that the 20-year maximum sagging and hogging moments are 87% and 112% of
the corresponding Rule moment, respectively, by extrapolating the experienced maximum
moments observed in two years, without accounting for load control. Since load control is
required, however, any moments larger than the Rule moments have to be rejected. This implies
that a truncation of the distribution functions given by Eq. (3) and (4) at Ms,0 may be considered
[47]. Being conservative, no truncation is considered in further analysis.
3.3

MODELLING VERTICAL WAVE BENDING MOMENT (VWBM)

As a result of the random nature of the ocean, the VWBM is a stochastic process. It may be
described by either short-term or long-term statistics or probabilistic estimates.

14

The short-term VWBM corresponds to a steady (random) sea state which is considered as
stationary with duration of several hours. Within one sea state, the VWBM follows a Gaussian
process. The maxima of the VWBM thus follow a Rice distribution. For a narrow-banded
Gaussian process, the Rice distribution reduces to the simple Rayleigh distribution.
The long-term statistics are based on weighted short-term statistics over the reference period of
concern. Typically, design wave loads in classification society rules are specifically based on
long-term statistics [48]. The long-term prediction of wave loads is usually based on linear
analysis, which is then corrected to account for non-linear effect, based on experiments and/or
full-scale measurements.
The long-term formulation of the response amplitudes of bending moment may be expressed in
many ways, but it is basically a joint probability of x and m0 expressed as

q ( x, m0 ) = p (x | m0 ) p(m0 )

(10)

where p(x|m0), the probability of x for a given m0, is the conditional density function of x with
respect to m0, which is assumed to be Raleigh distributed. Thus,
x2

x - 2 m0
e
p(x | m0 ) =
m0

(11)

and p(m0) is the probability density of the response variance in the considered sea states. It
depends on several variables such as the wave climate represented by Hs and Tz, the ship
heading q, speed v and loading condition c,

f R (r )dr = f (H s , Tz ,q , v, c )dH s dTz dqdvdc

(12)

The cumulative long-term distribution is defined by,

Q(x > xi ) = p( x | m0 ) f R (r )dr

(13)

xi 0

And since the cumulative Raleigh distribution is

p(x | m ) = e

x2
2 m0

(14)

xi

The probability of exceeding amplitude x for a given m0 is given by

Q ( x > xi ) = e

x2
2 m0

f R (r )dr

(15)

fR(r) may be a complicated function, or group of functions, that defines the probabilities of
different combinations of the variables Hs, Tz, q, v and c.
The most important of these variables to consider is the ship heading relative to the dominant
wave direction. Ship speed, which has relatively small effect on wave bending moment, can be
eliminated as a variable by assuming either the design speed or the highest practicable speed for
the particular sea condition and the ship heading under consideration. The effect of amounts and

15

distribution of cargo and weights, which in turn affects draft and trim, transverse stability,
longitudinal radius of gyration, etc, can be a complicated problem. Usually, however, it can be
simplified by assuming two or more representative conditions offloading, such as normal full
load, partial load and ballast condition. Then completely independent short and long term
calculations can be carried out for all load conditions.
With the above simplifications, we are left with the following variables, to be considered in the
probability calculation: Hs, Tz and q. The variables are considered to be mutually independent.
The probabilities of different combinations of Hs and Tz are given in a wave scatter diagram.
The probabilities of each ship heading q have to be established for different cases but in general
one can say that they are random.
It is generally accepted that the long-term VWBM may be modelled as a Poisson process. The
peak of each individual VWBM, Mw, can be well approximated by a two parameter Weibull
distribution, as shown in fig().

Figure 4 Long-term distribution of deck stresses resulting from VWBM after Frieze et al.
After Frieze et al. (1991) [49]. Denoting Mw,0 as the maximum VWBM in the reference design
period T0, the cumulative distribution function of each individual Mw is then expressed as
hW

Mw

FM W (M w ) = 1 - exp - ln (v wT0 )

M

w
,
0

(16)

in which hw is the shape parameter and vw is the mean arrival rate of one wave cycle.
It would be important to note that the above formulation does not account for the dependence
between individual peaks, while in reality there are correlated within a single sea-state.
Alternatively Mw in Eqn (16) may be considered to refer to the individual maximum moment of
each sea state, in which vw then becomes the mean arrival rate of one sea-state, so that mutual
dependence of individual moments can be neglected.

16

3.4

SHORT AND LONG TERM RESPONSE

A number of long-term prediction procedures have been proposed [80-82] for the bending
moment response estimation for any ship, with several assumptions, for which transfer
functions are available. The method used to define suitable sea spectra was the ISSC version of
the Pierson-Moskowitz spectrum given by Warnsick (1964),
w

SV = 0.11H s Tm Tm

2P

-5

-4

exp - 0.44 Tm

2P

(17)

where Tm is the average period and Hs is the significant wave height. Having the Response
Amplitude Operators (RAOs), the bending moment response spectra can be calculated by
superposition for all of the selected wave spectra. The directional spectrum represents the
distribution of wave energy both in frequency of the wave components and in direction q. The
analysis of directional buoy records has shown that the spreading function is function of both
direction and frequency. Pierson and St. Denis used a directional spreading function that
became somewhat generalised because of its simplicity. It is a frequency independent
formulation given by:
G (q ) =

2
cos 2 q
P

G (q ) = 0

,
,

P
2
P
q
2

(18)

(19)

where q is the angle between an angular wave component and the dominant wave direction.
The short-term responses were combined with long-term wave statistics to determine the longterm probability of exceedance of different wave induced vertical bending moments. A Weibull
distribution was fitted to the resulting distribution. The rationally based design of ships requires
the consideration of the largest value (extreme value) of the wave loading, especially the waveinduced bending moment, which is expected to occur within the ships lifetime. The prediction
of the characteristic value, which is associated with a certain probability of non-exceedance in
the time, is of particular interest. The characteristic value is that magnitude of extreme value,
which has an appropriate probability of exceedance.
There are usually good theoretical grounds for expecting the variable to have a distribution
function, which is very close to one of the asymptotic extreme-value distributions. It has been
shown that the extreme Vertical Wave Bending Moment (VWBM) can be described by a Type I
extreme-value distribution, generally called Gumbel distribution:
FGumb (M we ) = exp[- exp(- a (M we - u ))]

(20)

Guedes Soares [82] showed that the Gumbel parameters can be estimated from the initial
Weibull fit using the following equations:
1

u w = k .[ln(nw )]b

1-b
b

b
k

and a w = .[ln(nw )]

(21) (22)

where nw is the number of peaks counted in the period Tc given by:

nw =

17

Tc
Tz

(23)

Tz is the average mean zero crossing periods of waves. The parameters uw and w are
respectively measures of location and dispersion. uw is the mode of the asymptotic extremevalue distribution. K and b are the Weibull scale and shape parameters. The mean and standard
deviation of the Gumbel distribution is related to the uw and w parameters as follows:
m we = u w +

g
p
and s we =
aw
aw 6

(24) (25)

where is Eulers constant equal to 0.5772.

3.5

STOCHASTIC COMBINATION OF HULL GIRDER BENDING MOMENTS

Considering only the still water induced and wave induced components of the hull girder loads
independently and by using the Ferry Borges-Castanheta load combination method [83], the
load combination factor, w, for the deep condition can be obtained. As the still water and wave
bending moments are stochastic process, the maximum SWBM and VWBM do not necessarily
occur simultaneously in a ships service lifetime. Moan and Jiao [84] considered both SWBM
and VWBM as stochastic process, and, based on a particular solution by Larrabee [85] they
introduced a load combination factor, derived by the combination of two stochastic processes:
M te = M we + y sw M se = y w M we + M see

(26)

where sw and w are load combination factors, while Mse and Mwe are the extremes of the
still-water and wave induced bending moments.
3.6

FERRY BORGES-CASTANHETA METHOD

The method simplifies the loading process in such a way that the mathematical problems
connected with estimating the distribution function of the maximum value of a sum of loading
process are avoided by assuming that the loading changes intensity after a prescribed
deterministic, equal time interval, during which they remain constant. The intensity of the loads
in the different elementary time intervals is an outcome of identically distributed and mutually
independent variables. A time interval for still-water loads would typically be one voyage for a
conventional ship. For a production ship, the period between different loading conditions must
be defined from the operational profile.
In the method, the point-in-time distribution for load process {x} is defined as fxi (density
function) and the corresponding distribution function is Fxi. The cumulative distribution
function of the maximum value in the reference period T is then given by (Fxi)ni , i.e.:

Fmax, c i ( c ) = Fc i ( c i )

)n

(27)

From load combination theory, we have that the density functions f c i + c j are determined by the
convolution integral:
f c i + c j (c ) =

f c (z ). f c (c - z )dz
i

and from basic statistics we have

18

(28)

Fc i i ( c ) =

f c (z ).dz

(29)

by combining the above three formulas we end up with the following expression:

f c (z )..[Fc i (c - z )].

Fmax,c i + c j (c ) = {

nj

dz

}n

(30)

Taking c i and c j as Msw and Mw respectively, Eq. (30) may be applied directly to the
combination of still water and wave induced bending moments. The total vertical bending
moment, Mt, may then be estimated by:
n

sw

nw
Fi ( M t ) = f sw ( z ).[Fw (M t - z )] dz

(31)

The density distribution function fsw is the still-water bending moment in one year, which is a
normal distribution. The number of occurrences of each load condition, nsw, is defined by the

operation profile. [Fw ] w is the Gumbel distribution of the extreme wave induced bending
moment in one load condition derived from the Weibull distribution assuming nw wave loads in
each load condition.
n

nw =

J sw
Jw

(32)

Introducing a load combination factor, the total load might be defined as:
Ft = Fsw (c ) + y v Fw (c )

(33)

where the extreme distributions are considered at 0.5 exceedance level. The load combination
factor can then be determined by the following relationship:
yw =

19

-1
Ft -1 (0.5) - Fsw
(0.5)

Fw-1 (0.5)

(34)

20

4. ULTIMATE STRENGTH
4.1

INTRODUCTION

Ship structural design has traditionally been driven by rule-based deterministic procedures.
Assumptions are made that all factors influencing the load applied to that structure are known
and that the strength-load effects are a known function of these parameters, ignoring
uncertainties that might occur such as fluctuations of loads, variability of material properties or
uncertainty in analysis models, all of which could contribute to a generally small probability
that the structure does not perform as it was originally designed. High-implied margins of safety
or load factors generate structures that on average are appreciably stronger than their nominal
as-designed ultimate capacity.
4.2

APPROXIMATE FORMULAS FOR LINEAR FIRST YIELD AND FULL

PLASTIC BENDING MOMENTS OF SHIP HULLS.

For hull girder bending design, it is of interest to calculate linear first yield and full plastic
bending moments of ship hulls under vertical bending, which does not accommodate buckling
collapse. An idealised hull section is shown in the Figure 5 with equivalent sectional areas at

Figure 5 Idealised hull section definitions

Figure 6 Hull stress definitions

deck, outer bottom, inner bottom and side shell. All longitudinal stiffeners are smeared into the
related plating. Vertical or horizontal sectional areas replace inclined member sections. All inner
side plating and longitudinal bulkheads are regarded as side. The section moduli of the
equivalent hull can in this case be given as follows:

21

ZD =

Z
ZZ
, ZB = Z
D-g
g

(35), (36)

2
D2 D

2
2
Where Z Z = AD (D - g ) + AB g 2 + ABI ( g - DB ) + 2 AS
+ - g

12 2
(37), (38)
D( AD + AS ) + ABI DB
g=
AD + AB + ABI + 2 AS

ZD and ZB, are section moduli at deck and outer bottom respectively. AD, AB and ABI are total hull
sectional area at deck, outer bottom and inner bottom respectively, while AS is half of the total
hull sectional area for side shell including all longitudinal bulkheads. Until the outermost fibre
of the hull section in the ship depth direction yields, distribution of longitudinal axial stresses in
a hull section is linear elastic as shown in Figure 6.
Linear first yield moments (immediately after deck or outer bottom yields) can be calculated by:

M yD = Z Ds oD , M yB = Z Bs oB

(39), (40)

Where MyD and MyB are first yield hull girder moments at deck and outer bottom, respectively,
soD and soB are material stresses of deck and outer bottom respectively.
After the equivalent hull section reaches the fully plastic state without buckling collapse as
shown in the figure below, the full plastic bending moments (denoted by Mp) can approximately
be given by,

M p = AD (D - g )s oD + AB gs oB + ABI ( g - DB )s oBI +

Where g =

ADs oD + 2 AS s oS - ABs oB - ABI s oBI

D
2 AS (s oSU + s oSL )

AS
(D - g )2 s oSU + g 2s oSL
D

(41)

(42)

soBI, soSU and soSL are material yield stresses of inner bottom, upper side shell and lower side
shell, respectively.
The collapse of the compression flange governs the overall collapse of a ship hull under vertical
bending moment as shown by reassessment of actual failures [87] and according to numerical
studies [21], [86], [26], [88] there is still some reserve strength beyond collapse of the
compression flange as a result of hull cross section neutral axis movement toward the tension
flange, after the collapse of the compression flange, and a further increase of the applied
bending moment is sustained until the tension flange yields. At later stages of the process, side
shells around the compression and the tension flanges will also fail. However in the immediate
vicinity of the final neutral axis, the side shells will often remain in the elastic state until the
overall collapse of the hull girder takes place. Depending on the geometric and material
properties of the hull section, these parts may also fail.
Paik and Mansour [15], [89] derived and analytical closed form expression for predicting the
ultimate vertical moment capacity of ships with general-type hull sections by using an
longitudinal stress distribution approach in the hull cross section at the moment of overall
collapse. This approach was later extended to a general hull section with multi-decks and multilongitudinal bulkheads/side shell as shown in the figure below by Paik et al. (1996) [86].
The figure also shows the presumed longitudinal axial stress distribution over the hull section at
the ultimate limit state. The number of horizontal and vertical members is (m+1) and (n=1)

22

respectively. The coordinate y indicates the position of horizontal members (such as bottoms
and decks) above the base line and zj shows the position of vertical members (such as side shells
and longitudinal bulkheads) from a reference (left/port) outer shell. The sectional area of
horizontal members at y=yi is denoted by Ayi, while the sectional area of vertical members at z
=zj is denoted Azj. In the sagging condition the longitudinal stress distribution over the hull
cross-section can be expressed as:

s x = s oB at y = y o = 0 (outer bottom)
1
[(s uSU + s oSL )y - Hs oSL ] at 0 y H
H
= -s uSU at H y D

(43)

1
[(s uSU + s oSL )yi - Hs oSL ] at y = yi i = 1,2,K, (m - 1)
H
= -s uD at y = y m (deck )

=-

Where subscripts L and U indicate the lower and upper parts of side shell plating, respectively.
No net axial force acts on the hull i.e.:

dA = 0

(44)

And the stress distribution in the vicinity of the neutral axis is elastic linear. The neutral axis g
above the base line may be calculated from

g=

Hs oSL
, H = C1 D + C12 D 2 + 2C 2 D
s uSU + s oSL

C1 =

Ayms uD + s uSU

n
j =0

(s uSU

Azj - Ayos yB - s oSL

+ s oSL ) j =0 Azj
n

(45), (46)

m -1
i =1

Ayi

), C

m -1
j =1

Ayi y i

A
j = 0 zj

(47), (48)

The ultimate moment capacity of the hull for sagging is then given by

1
(s uSU + s oSL ) im=-11 Ayi (gyi - yi2 ) +
H
1
H
n
m -1
A (D - H )(D + H - 2 g )s uSU - Ayos oB g + s oSL i =1 Ayi ( yi - g )
j = 0 zj
2D
6D
[(2 H - 3g )s uSU - (H - 3 g )s oSL ]
M Vus = - Ayms uD (D - g ) +

n
j =0

(49)
Where g and H are calculated from equations (45) and (46) respectively.
Similarly in the Hogging condition, the stress distribution can be expressed as

23

Azj

s x = s oD at y = y m = 0 (Deck)
1
[(s uSL + s oSU )y - Hs oSU ] at 0 y H
H
= -s uSl at H y D
=-

(50)

1
= [(s uSL + s uSU ) y i - Hs oSU ] at y = y i , i = 2,3, K , (m - 1)
H
= -s uIB at y = y i (Inner Bottom)
= -s uB at y = y 0 (Outer Bottom)

It is noted that, for simplicity, the positive direction of the y-axis in hogging condition is taken
opposite to that of sagging condition. The ultimate moment capacity of the hull under Hogging
is then obtained as:

m-1

- s oSU Ayi (D - y i - g ) + Ayms oDg

i =2

H n
Azj [(2 H - 3g )s uSL - (H - 3 g )s uSU ]
6 D j = 0

(51)

g=

Hs oSU
, H = C1 D + C12 D 2 + 2C 2 D ,
s uSL + s oSU

C1 =

Ayos uB + Ay1s uIB +

n
j =0

m -1
1
(s uSL + s uSU ) Ayi g (D - yi ) - (D - yi )2
H
i =2

1 n
Azj (D - H )(D + H - 2 g )s uSL
+
2 D j =0

M Vuh = Ayos uB (D - g ) + Ay1s uIB (D - y1 - g ) -

Azj s uSL -

m -1
j =2

(s uSL + s oSU )(nj=0 Azj )

Ayi s oSU - Ayms oD

m -1

Ayi (D - y i )
j =2

, C2 =
n

Azj
j =0
(52), (53), (54), (55)

24

5. CORROSION MODELLING
5.1

CORROSION WASTAGE MODEL

With an increase in casualties of aged merchant ships under operation in the past decade, several
casualties are thought to have occurred as a result of structural failure in rough seas and weather.
Age-related degradation of the ship structure resulting from corrosion and fatigue influences the
safety of the structure to a large extent and for the authors to research and assess the effect that
it might have on the structural reliability and the corresponding probability of global failure, it
would be necessary to have a relevant estimate of the corrosion rate for every structural area. In
this case a time-dependent corrosion wastage model for FPSO/Tanker structures was used as
proposed by Paik, Lee, Hwang and Park [90] and can be seen in Figure 7. The particular model
was concerned with localized corrosion as well as general corrosion and is based on statistical
analysis of wastage measurements of a population of vessels.

Figure 7 Corrosion process model for marine structures [Paik, Lee, Hwang and Park
(2003)]
The structural flexibility characteristics of ocean going single- or double-skin tankers may be
different from those of FSUs or FPSOs, which load and unload a lot more frequently,
sometimes every week. Such frequent loading/unloading patterns may accelerate the corrosion
progress but on the other hand FSUs or FPSOs typically operate at standstill at a specific sea
site, and this aspect may likely mitigate the dynamic flexing, keeping the corrosive scale static,
compared with that of ocean going vessels. The two counter aspects nay then offset the positive
and negative effects of corrosion. A significant amount of research exists in this field by
Gardiner and Melchers [91], [92], and [93], IACS [94], DNV [95] and ABS [96] but it is
considered that the corrosion models of ocean-going single- or double-skin tanker structures can
be applied to corrosion prediction of FPSO or FSU structures as long as the corrosion
environment is similar.

25

26

6. THERMAL STRESS MODELLING ON SHIP STRUCTURES

6.1
STRESS DISTRIBUTION IN A COMPOSITE BOX GIRDER DUE TO AN
ARBITRARY TWO-DIMENSIONAL CHANGE OF TEMPERATURE.

Figure 8 Idealized hull girder definitions

To determine the stress distribution in a transverse section of an idealized ship girder follows
from the assumptions that the stress distribution is the same at every transverse section
sufficiently distant from the ends of the beam. As required by equilibrium the net moment, the
total longitudinal force and the total transverse shear force in any direction at any transverse
section must be zero. With the assumption that the girder acts as if it were made up of separate
longitudinal fibres fitted together in the form of the ship girder these are initially allowed to
expend freely due to temperature changes. Stress fields are then imposed so as to satisfy the
requirements of continuity, geometry, equilibrium and the boundary conditions imposed. By
choosing the origin of the coordinates so that the oy and oz axes coincide with the principal
centroidal axes of inertia, for beams constructed of more than one material initially a set of
stresses s1 is defined preventing all longitudinal fibres of the beam from thermal expansion.

s 1 = -aET

(56)

Both E and a can vary over the cross section. Then a constant stress s2 is added which will
make the total longitudinal force on the section zero. Now s2 must vary in proportion to E in
order to equalize strain in all fibres

s 2 dA - aETdA = 0 s 2 = E

aEtdA
EdA

(57)

A set of stresses s3 and s4, corresponding to pure bending in the xy and xz planes respectively
(the x axis being longitudinal), is added to the stresses s1 and s2 so that the net bending moment
at the section equals zero. One can achieve this by choosing the oy and oz axes to coincide with
the principal centroidal axes of inertia. So initially for a homogeneous beam by taking moments
about the oz axis:

27

 (s

+ s 2 + s 3 + s 4 ) ydA = 0

(58)

This expression is obtained by taking moments about the oz axis, therefore:

- s 2 ydA - s 1 ydA - s 4 ydA

s

, s 3 = ( y =c ) y
s 3 = y
2
c

y dA

(59), (60)

And similarly,

- s 2 zdA - s 1 zdA - s 3 zdA

s

, s 4 = ( z =c ) z
s 4 = y
2
c

z dA

(61), (62)

Since the oy and oz axes are chosen to coincide with the principal centroidal axes of inertia,

zdA = ydA = s

ydA = s 3 zdA = 0, s 3 =

y
I oz

aETydA, s

z
I oy

aETzdA

(63),

(64), (65)
Now for a composite beam in pure bending,

dA = 0

(66)

Also we locate the axes so that bending in the yx and zx axes is uncoupled so that the strain is
proportional to y or z respectively,

EydA = EzdA = EyzdA = 0

(67)

This determines the principal centroidal axis of an area comprised of area elements (EdA),
which have the coordinates y, z of dA. So,

s 3 = k1 Ey, s 4 = k 2 Ez

(68), (69)

Where k1 and k2 are constants.

(s + s + s + s )ydA = 0
- a ETydA + k Ey dA = 0 and - a ETzdA + k Ez
1

s3 =

Ey
2
Ey

aETydA, s
dA

Ez
2
Ez dA

aETzdA

dA = 0
(70), (71)

The resultant stress distribution (which is the sum of the four s components) is the desired
solution inasmuch as it satisfies the requirements of equilibrium, continuity, beam theory and
the boundary conditions, except near the ends of the beam. By St. Venants principle the

28

solution will be valid at sections distant from the ends of the beam, even though the boundary
conditions are not completely satisfied at the ends of the beam.

s = s1 +s 2 +s 3 + s 4

s = -a ET + E

(72)

aETdA + Ey aETydA + Ez aETzdA

EdA Ey dA
Ez dA
2

(73)

This can be also written as:

s = -aET +

k
ky
kz
aETdA +
aETydA +

(I oy )e aETzdA
Ae
(I oz )e

E
E
k = , Ae =
dA ,
Ee
Ee

(I oz )e = E
E

y 2 dA , (I oy )e =

(74)

E 2
z dA
Ee

With Ee an arbitrary constant, which in our case is the Youngs Modulus of mild steel. The
equation (74) provides the stress distribution for any given change T in temperature distribution
in a no homogeneous beam but up to this point we have assumed that no transverse restrain has
been applied on the beam. With the existence of transverse bulkheads in a ship structure
providing such a transverse restraint, which to some extent will prevent the free transverse
expansion of the sections during a temperature change, those effects should also be taken into
account. To achieve this some additional assumptions have to be made:
The walls of the box beam are this so that there are no stresses normal to the thickness of the
wall.
The cross-sectional shape and dimensions are preserved by closely spaced, imaginary
diaphragms, which are rigid in the plane of the diaphragm and free to warp out of their plane.
The diaphragms are insulated from the box beam and the temperature of the diaphragms
remains constant while the walls of the beam are subjected to temperature changes.
To determine again the stresses i.e. ex=0, the stress strain temperature relationships are,

ex =

1
s x - n (s y + s z ) + aT here e x = 0
E

(75)

(76)

(77)

ey =

1
s y - n (s x + s z ) + aT
E

ez =

1
s z - n (s x + s y ) + aT
E

For horizontal surfaces (parallel to the xz plane, such as the top deck) ez=0 as it occurs from the
second assumption, therefore from Equations (75)-(77) by equating ex to ez it is found that,

sx =sz

(78)

Using this and the first assumption made (that sy=0) Equation (75) gives,

29

sx =sz = -

aET
(1 - n )

(79)

And with similarly the desired normal stresses s1 in the axial direction and the peripheral
normal stresses s8 parallel to the yz plane are given by the expression derived above:

s1 = s x = s z = -

aET
(1 - n )

(80)

By substituting the value of s1, which includes full effective lateral restraint, in place of the
value previously used we obtain the final relationship for s since none of the remainder of the
theory used is affected by the addition of the restraint.

s =-

aET
k
ky
kz
+
aETdA +
aETydA +

(I oy )e aETzdA
(1 - n ) Ae
(I oz )e

(81)

It is noticed that the stress changes induced by temperature changes are greater when a
transverse restraint is acting than would otherwise be the case. If, for example Poissons ratio
v=1/3 is used then the stress variations will be increased by 50 percent. The actual stress in a
box beam would be expected to lie somewhere between those obtained for the assumption of
zero restraint and full transverse restraint.

30

7. RELIABILITY ANALYSIS
7.1

FUNDAMENTAL CONCEPTS

Structural design could be described as the practice of designing a structure such that it has
higher strength or resistance than the effects occurring on the structure from the loads. The
parameters affecting both the load and the resistance of the structure are again affected by
uncertainties that cannot be easily controlled during the design process. This can be
demonstrated by treating the problem in terms of two variables, the resistance of the structure R
and the load S (Figure 9).

Figure 9 Reliability analysis definitions

Their random nature is described by their corresponding probability density functions (fS(s) and
fR(r)) and by taking into account the nominal values used during a deterministic safety factorbased approach (SN and RN). Design safety in a deterministic approach is achieved by
multiplying SN by a specified margin of safety to ensure that it is greater than RN. Two similar
methods are used for deterministic design. The allowable stress design methods compute the
allowable stresses in structural members by using a safety factor from the ultimate stress to
ensure that the nominal load occurring stresses do not exceed the allowable stresses. The value
of RN is multiplied by that safety factor and an allowable resistance Ra occurs. Structural safety
will is achieved when SN<Ra. The ultimate strength design method multiplies the loads by
certain factors which determine the ultimate loads and hence SN is multiplied by a load factor to
obtain the ultimate load Su and safety is achieved by ensuring that Su<RN. As it can be seen from
(Figure 9) the probability of structural failure lies in the shaded region under the two probability
density function curves. This area of overlap depends initially on the means (mR and mS) of the
two variables that control the relative positions of the two curves. A decrease in the distance
between the two curves increases the probability of failure. The area is also dependant on the
standard deviations (sR and sS) of the variables that describe the dispersion of the two curves.
The narrower the two curves are, the smaller the area of overlap and hence the probability of
failure is. Finally the area is dependant of the actual PDFs (probability density functions) of the
two variables that represent the shape of the curves. Varying such statistical factors is not
always very economical as large variation of the resistance mean implies a large increase in the
total cost and weight of the structure. Deterministic design methods reduce the area of overlap
by shifting the position of the curves with the use of safety factors. By computing the actual
probability of failure by taking all the factors that affect the curves into account, it is possible to
choose the design variables such that an acceptable probability of failure can be achieved. This
is the basic idea behind probabilistic design methods but unfortunately the implementation of
such a method by designers is difficult since PDF information is difficult to obtain and the
variable means and standard deviations of the variables are the only tools that can be used.
Reliability can be defined as the probability that the system will perform its intended function

31

for a specified period of time under a given set of conditions [97]. Structural Reliability is
concerned with the calculation and estimation of the probability of limit state violation,
violation of both serviceability criteria and the ultimate limit state. Initially the relevant load and
resistance parameters (basic variables Xi) and the function that relates them are decided. This
function can be described as:

Z = g ( X 1 , X 2 ,..., X n )

(82)

The failure surface or performance function of the limit state is then defined as Z and is the
boundary between the safe and unsafe regions. A limit state function can be an explicit or
implicit function of basic variables and it can be in simple or complicated form. By using Eq.
(82) structural failure occurs when Z<0 and the probability of failure pf is then given as:

p f = ... f x ( x1 , x 2 ,..., x n )dx1 dx 2 ...dx n

(83)

With fx(x1,x2,,xn) the joint probability density function for X1, X2, , Xn and the integration
performed over the region in which g(.)<0. In the specific case where the random variables are
statistically independent, the product of the individual density functions of the integral may
replace the joint density function. Calculation of the integral for pf by using Eq. (83) is called
the fully distributional approach and is considered to be the fundamental equitation of structural
reliability analysis. The join probability density function of all random variables involved in a
problem is practically impossible to obtain even in the cases where the PDF is available and
therefore methods approximating the integral have been developed. All reliability methods of
approximating the integral in Eq. (83) can be grouped into two types, first- and second-order
reliability methods (FORM-SORM). The limit state functions of common engineering problems
can be either linear or non-linear functions of the basic variables. First-order methods can be
used when the limit state function is a linear function of uncorrelated normal variables or when
the non-linear limit state function is represented by the first-order (linear) approximation, which
is by a tangent at the design point. The second-order methods estimate the probability of failure
by approximating the non-linear limit state function, including a linear limit state function with
correlated normal variables, by a second-order representation. The first order method originates
from the second-moment methods that were developed in the early 70s [97], [98], [99].

32

8. APPLICATION AND RESULTS

8.1

ULTIMATE STRENGTH AND THERMAL STRESS ANALYSIS

Results obtained during this research have been publicised and extensively reviewed in Moatsos
and Das (2003-2004) [100-106]. 2 FPSO structures were analyzed using a procedure based in
the theory described in previous chapters of this report. The principal particulars of the vessels
can be found in Table 1 and the operational profiles assumed based on a combination of actual
and assumed data supplied by SHELL EP Europe and the HSE can be found in Table 2.
Table 1 FPSO Principal Particulars
Length BP (m)
Length Overall (m)
B (m)
D (m)
T design (m)
T scantling (m)
Cb
Tonnage

FPSO 1
233 m.
230.375 m.
42 m.
21.36 m.
13.6 m.
14.7 m.
0.94 Assumed
105000 DWT

FPSO 2
228.4 m.
227.756 m.
45 m.
27.25 m.
20 m.
20 m.
0.911
154000 DWT

Table 2 FPSO Operational Profiles

Capacity (bbls)
Production (per day)
Production (days)
Offloading every (days)
Tsw (days/year) in Full
Loading condition
tsw (hours)
nsw

FPSO 1
630000 bbls
105000 bopd
6 days
5 days
219 days/year

FPSO 2
1000000 bbls
142000 bopd
7 days
6 days
73 days/year

72 hours
73

24 hours
73

In the absence of available recorded air temperature data from FPSOs in the North Sea, data had
to be obtained from a different source [107]. Fair Isle is the most southerly island of the
Shetland group (the northernmost islands of the British Isles). It lies approximately 25
kilometres south to southwest of the Shetland mainland (Figure 10), and approximately the
same distance northeast of North Ronaldsay (the most northerly of the Orkney Islands).
Since it is in the North Sea its climate accurately represents the conditions that exist in the area
throughout the year. Air temperatures and cloud cover data for the period 1978 to 1998 were
used and since the diurnal variation of temperature was required the daily average maximum
and minimum temperatures recorded would be the most suitable data set. From all the years a
seasonal average and seasonal extreme values were selected to provide an extreme and average
model of the climatological conditions.

33

Figure 10 UK Weather Stations

The same procedure was followed for the cloud cover data required again obtaining average and
extreme values. In (Figure 11) an example of the air temperature in Fair Isle for the year 1989
(one of the years that an extreme seasonal change in temperature was recorded) can be seen and
the annual average change in temperature for the period of time considered.
Diurnal Temperature Change in Fair Isle
Air Max. 89
Air Min. 89
Average 89
Average 78-98

18
16

Temperature Change C

14
12
10
8
6
4
2
0
-2

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC

Month

Figure 11 Diurnal temperature change in Fair Isle average for 1989

As suggested in the Ship Structures Committee (SSC) Report 240 [108] apart from the average
diurnal change in air temperature a number of other parameters had to be taken into account.
Deck plating would be subjected to this temperature change plus the change due to insolation
(the absorption of radiant heat). The temperature change due to insolation depends on cloud
cover and the colour of the deck. As an approximation according to Taggart [109], Table 3
shows maximum differences between air and deck (sun overhead, unshaded) for different colour
of the deck. It was assumed in our case that the deck colour is dark grey.

34

Table 3 Temperature differences according to deck colour

Temp. Difference oC
10.00
4.44
-12.22
-12.22

Deck Colour
Black
Red
Aluminium
White

The prediction of average thermal stresses and expected maxima requires also that the
frequency of occurrence of different conditions of sun exposure be determined. The assumption
of the vessel operating constantly in the North Sea simplified this and monthly cloud cover data
was used averaging from 1978 to 1998 and specifically on the dates of extreme temperature
changes. A simplified distribution of DT is assumed with the temperature remaining constant
over the deck and the sides down to the water line and Dt=0 elsewhere (below WL).
Longitudinals are assumed to have the same DT as the plating, which they support. Longitudinal
bulkheads and associated longitudinals are assumed to have Dt decreasing linearly from the
deck Dt at top to Dt=0 at the assumed level of oil inside the tanks. The vessel is also assumed to
be initially at a state of zero stress and while on the stocks, when the final welds in the crosssection were made and the temperature of the upper deck exposed structure would be lower than
the more sheltered lower parts of the hull.
o

Distance from N.A. (mm)

Thermal Stress 18.37 C Diurnal Temp. Change

15000

10000

5000

0
-200

-150

-100

-50

50

100

150
2

Thermal Stress (N/mm )

-5000
Outer Shell
Tank Top
Centerline
NWT Girders -10000
Stringers

Figure 12 FPSO Midship section thermal stress distribution

A procedure based on the formulation suggested by Paik [6], [110] determining the ultimate
strength of the ship hull girder was used. Ongoing research on this area of ship structures
provides detailed and accurate analytical methods, such as the one used which have been
validated by comparison with experimental results and FE analysis. The thermal stress due to
temperature changes was then combined with the ultimate strength theory on a stiffened plate
element level by using a load-resistance approach. The thermal stress, used as an imposed load
on the ship structure, having been determined for each individual stiffened panel was then
subtracted from the ultimate strength, which would more truly represent the resistance of the
stiffened plate (Fig. 12 and Fig. 13). Thermal expansion coefficients that were used to model the
effect of temperature on sections varied according to steel grade. The theoretical background for
the determination of the ultimate strength of a stiffened panel and the ship hull girder as a whole
can be found in [110] and Paik and Pedersen [86]. The ultimate strength results for the as built
vessels in sagging and in hogging can be seen in Table 4. For the verification of the ultimate

35

strength calculation results the Lloyds Register (LR) LRPASS system of programs was used
providing an alternative method of calculation. The LR LRPASS [111] programs 20202 and
20203 uses similar type of simplified component approach, where the behaviour of the hull is
evaluated based on the behaviour of single structural components. The cross section of the Hull
is subdivided into beam column elements, which are assumed to be act independently. Each
element is composed of longitudinal stiffeners and an effective breadth of plate. Three collapse
conditions are investigated; failure initiated by plate compression, stiffener tension and stiffener
compression. In this report, only the case of longitudinal strength of the ship is considered.
The code is based on the theory by Rutherford and Caldwell (1990) [21]. Non consistent
differences between the two method results, with the LRPASS results in the slightly more
conservative side, suggest that more research is required in the field that another method should
also be considered when evaluating the ultimate strength of a structure.
Table 4 FPSO Ultimate Strength Results
FPSO 1

Sagging
Hogging
Sagging
Hogging

FPSO 2

Paik
12.754*1012Nmm
11.559*1012Nmm
17.96*1012Nmm
16.28*1012Nmm

LRPASS
13.1366 1012Nmm
11.9438 1012Nmm
19.33 1012Nmm
14.372 1012Nmm

Ultimate Strength Variation due to Thermal Stress in Outter Shell

25000

Distance from Baseline (mm)

20000

15000

No T Effect
o
11.7 C Effect
o
16.01 C Effect
o
16.26 C Effect
o
17.21 C Effect
o
18.37 C Effect

10000

5000

20 40 60 80 100 120 140 160 180 200 220 240 260 280 300 320 340 360
2

Ultimate Strength (N/mm )

Figure 13 FPSO Distribution of strength values as affected by temperature variations

8.2
PROBABILITY DISTRIBUTION OF LONG-TERM WAVE INDUCED LOAD
EFFECTS
A FORTRAN90 code was developed to calculate the probability distribution of the wave
induced load effects that occur during long-term operation of the vessel. The program reads the
RAOs and the data from the scatter diagram from data files. The RAOs from the file are given
in a non-dimensionalised form, so all the values have to be multiplied by rgaBL2 in order to get
consistency in the calculations.
The program calculates the average m0 for 7 different headings, and then calculates the
probability for exceeding a value of VBM for this particular condition of wave height, wave

36

period, ship speed and load condition. A summation of m0 over 11 Tz and 15 Hs is then
performed in order to obtain the total probability of exceeding amplitude x. As explained above
ship speed and load condition is taken into account by assuming constant speed and performing
load calculations for different load conditions.
The calculation of Q(x>VBM) is done for 12 values of VBM and the results are written to an
output file, output.dat.
8.3

APPLICATION OF RELIABILITY CONCEPTS TO MARINE STRUCTURES

The largest loads and load affects on a vessel are imposed on the structure in the vertical
bending of the hull as a free-free beam. Waves imposing loads on the ship cause variations in
the vertical bending moment. Due to their weight distribution, most naval vessels sag even
under still water imposed loads which makes possible the fact that hogging bending moment
might not occur on the hull as a result of the wave-induced bending moment. In the case of limit
state analysis the hull is treated as a box experiencing pure bending. In the case of a simple
beam then from classic beam theory:

M u = Zs y

(84)

With Mu being the ultimate bending moment, Z the section modulus of the vessel at the section
that the problem is treating and sy the tensile yield stress of the vessel material. The limit state
for hull girder bending is then expressed as:

G = R-L

(85)

Where G is the limit state function, R is the resistance (strength) of the structure and L is the
imposed load. When G is less or equal to zero, the structure fails whereas when G is greater than
zero, the structure survives. Expressing the limit state function relation is terms of Eq. (84) and
by separating the imposed loads into wave and still water bending moments Eq. (85) becomes:

G = s y Z - M SW - M W

(86)

Where MSW is the still water bending moment and MW the wave induced bending moment. This
then produces a non-linear performance function in which each one of the variables above has
its own distribution type, mean value and coefficient of variation. Each one of the different
types of loads will represent the distribution of the loading in the lifetime of the vessel.
8.4

APPLICATION TO FPSO/TANKER STRUCTURES

Structural reliability analysis of the longitudinal hull girder has been carried out for an
FPSO/Tanker structure. Only vertical bending moment has been considered, and the hull girder
loads were divided into Stillwater induced and Wave induced components. Mansour and Hovem
(1994) [112] evaluated the reliability of ship hull girder strength with the variation in the
correlation coefficient between the still water and the wave-induced components and they
concluded that the interaction of these two load components might be usually ignored. The two
loading components were considered independent and Ferry Borges Castanheta load
combination method was applied to obtain a load combination factor. The failure surface for the
ultimate longitudinal strength of the hull girder was defined as;
g(X) = cu Mu - Mse - yw cnl cw Mwe = 0

37

(87)

Mu, represents the ultimate bending moment capacity of the hull girders and a factor cu,
(uncertainty on ultimate strength) is introduced in the failure surface equation in order to
account for the uncertainties in the ultimate strength model and in the material properties.
Teixeira [113] estimated a realistic COV for the total uncertainty on ultimate strength to be 10%,
which is in good agreement with Faulkner [2] who proposed a COV of 10-15% for the
modelling uncertainty for flat panel collapse. Thus, cu was assumed normally distributed, with a
mean value of 1.0 and a standard deviation of 0.10. The most probable extreme still water
bending moment, Mse, is calculated based on a mean MSW. The still water bending moment is
always hogging for this vessel. A COV of 15 % was applied to this mean value. The load
combination factor, Yw, is introduced to account for the low probability that the extreme still
water and wave bending moments will occur at the same instant. A factor of 0.78 for the
structure analysed was obtained respectively, using Ferry BorgesCastanheta load combination
method as described before.
In addition to the non-linear effects, there are other uncertainties associated with the linear strip
theory programs. Different programs will use different procedures for calculating the
hydrodynamic coefficients. Dogliani et al [114] showed that the linear strip theory programs
generally over-predicted the wave induced bending moments at the 10-8 probability level.
Shellin et al [115] identified large variations in long-term distributions of midship induced loads
based on transfer functions obtained by different methods. Values of 10% for cw (Uncertainty in
wave load prediction) and 1.2 in Sagging and 0.8 in Hogging for cnl (Non-linear effects) were
based on the previous research works carried out at Glasgow University [116-118]. Extreme
vertical wave bending moment, Mwe, was obtained by combining the short-term responses with
the wave statistics for the Fair Isle area. The long-term probability of exceedance of different
wave-induced vertical bending moments was obtained, and a Weibull distribution was fitted to
the resulting distribution.
8.5

STRUCTURAL RELIABILITY RESULTS

Reliability analysis using a First Order Reliability Method (FORM) and a Second Order
Reliability Method (SORM) was performed on the structures by assuming that the ultimate
strength of the hull girder follows a Lognormal distribution with a coefficient of variation
(COV) of 10%, the wave bending moment following a Gumbel distribution with a COV of 15%
and the still water bending moment a Gumbel distribution with a COV of 15%. Although wave
bending moment variations could often be in the range of 25% the 15% figure was chosen as an
initial starting point for the procedure. Reliability indices b for the structure of the FPSO 2 in
the range of temperatures examined and probabilities of failure Pf were obtained for sagging and
hogging conditions (Figs. 14~17) and the results showed an obvious decrease in b and an
increase in the probability of failure as diurnal change in temperature increased.

38

Prob of Failure Pf in Sagging

Corrosion in Years
0

10

15

20

25

30

1.00E+00

1.00E-01

7.77E-02

6.89E-02
4.98E-02

1.77E-02

1.77E-02

1.00E-02

1.05E-02

8.99E-03
5.74E-03

1.00E-03

9.16E-04

9.16E-04

8.38E-04

Prob. of Failure

6.22E-04

1.57E-04

1.00E-04

1.67E-05

1.67E-05

1.00E-05
0

11.7

18.3

Expon. (18.3)

Expon. (11.7)

Expon. (0)

Figure 14 Temperature and corrosion effect on Pf in sagging condition

Reliability Index b in Sagging

5.0
4.714

4.714

4.5
4.235

4.0

3.951

Reliability Index b

3.771

3.819

3.771

3.5
3.388
3.161
3.017

3.0

3.055

3.017
2.710
2.529

2.5

2.444

2.0

1.5
2.5

7.5

12.5

17.5

22.5

27.5

Corrosion in Years
0 Deg. C.

11.7 Deg. C.

18.3 Deg. C.

Poly. (0 Deg. C.)

Poly. (11.7 Deg. C.)

Poly. (18.3 Deg. C.)

Figure 15 Temperature and corrosion effect on b in sagging

39

Prob of Failure Pf in Hogging

Corrosion in Years
0

10

15

20

25

30

1.00E+00
5.35E-01

4.77E-01
3.52E-01

1.41E-01

1.41E-01
1.15E-01

1.00E-01

9.36E-02
7.63E-02
4.71E-02

4.71E-02

1.46E-02

1.32E-02
1.03E-02

Prob. of Failure

1.00E-02

1.49E-03

1.49E-03

1.00E-03
0

11.7

18.3

Expon. (18.3)

Expon. (11.7)

Expon. (0)

Figure 16 Temperature and corrosion effect on Pf in hogging

Results also show that b values reduce following a 3rd order Polynomial trend whereas Pf values
reduce following and exponential trend. In both cases the effect of temperature and corrosion on
the values is quite significant. Partial safety factors for the variables used in reliability analysis
could be obtained which would provide a code format for design purposes and allow the design
to be even further optimized. If a simple code format such as fR>gsMS+gwMW was assumed
where f, gs and gw are the partial safety factors for the strength R, the still water bending
moment MS and the wave bending moment respectively then the design could be easily
optimized. Partial safety factors shown in (Figs.18~19) obtained showed not to be affected by
temperature changes in both sagging and hogging conditions whereas in sagging the wave
bending moment partial safety factor decreased as diurnal temperature change increased as a
result of the sign convention used that made only the wave bending moment to have a negative
effect on the limit state function.
Reliability Index b in Hogging
3.8

3.420

3.420

3.3

Reliability Index b

3.072
2.866

2.8

2.736

2.771

2.736

2.458
2.293

2.3

2.189

2.217

2.189
1.966
1.835

1.773

1.8

1.3
2.5

7.5

12.5

17.5

22.5

27.5

Corrosion in Years
0 Deg. C.

11.7 Deg. C.

18.3 Deg. C.

Poly. (0 Deg. C.)

Poly. (11.7 Deg. C.)

Poly. (18.3 Deg. C.)

Figure 17 Temperature and corrosion effect on b in hogging

40

Temperature Effect on PSF in Sagging

Partial Safety Factor

2.0

1.5

1.0

Extr. Still Water BM

Extr. Wave BM
Ultimate Str. Uncertainty
Uncert. in Wave Load Prediction
Ultimate Strength

0.5

0.0

10

15

20

Temperature Change C

Figure 18 Temperature effect on the Partial Safety Factors in sagging

Temperature Effect on PSF in Hogging

1.05

Partial Safety Factor

1.00

Extr. Still Water BM

Extr. Wave BM
Ultimate Str. Uncertainty
Uncert. in Wave Load Prediction
Ultimate Strength

0.95
0.90
0.85
0.80
0.75
0.70
0

10

15

20

Temperature Change C

Figure 19 Temperature effect on the Partial Safety Factors in hogging

41

42

9. SUMMARY AND CONCLUSIONS

Two FPSOs are considered in this paper for the structural reliability and ultimate strength
analysis. An algorithm has been developed in Fortran90 to compute the longitudinal strength of
the hull girders based on two different techniques. These results are also validated using the
commercially available software, LRPASS. The simplified method gives a faster and reasonable
estimate of the ultimate longitudinal bending moment. A credible stress distribution is assumed
in the analysis across the hull cross section to take care of the elastic regions around the neutral
axis at failure. The values of plate slenderness ratio and column slenderness ratio of the
elements considered have a major influence in the ultimate strength of the deck, side and bottom
plating of the hull girder. This in turn influences the ultimate capacity of the FPSOs. The
highest values of the slenderness ratio correspond to lower ultimate strength and thus lower
ultimate capacity of the hull girder. The program automatically considers the most possible
conditions of failure in the analysis by considering different types of stiffeners at different
regions of the cross section of the ship. The area of cross section of the deck, sides and bottom
also has a major influence in the ultimate capacity of the hull. Although it is not possible to
provide a comparison between the results from these three methods because of the nature of the
methods and the assumptions taken in order to derive the formulas, most of the corresponding
predictions (or results) are close to each other.
The loads acting on the hull girder, considered here, are mainly the still water and wave induced
bending moments. The two loading components have been considered independently and Ferry
Borges-Castenheta load combination method has been applied to obtain load combination
factors for both FPSOs. MATHCAD software is used to provide a procedure to describe the
distribution of the maximum value of wave induced bending moment based on the underlying
Weibull distribution and Gumbel model to describe the extreme models for wave induced load
effects.
For FPSO2, the annual reliability index in sagging was found to be varying from 3.819 to 4.714.
in the un-corroded state. As temperature differences increased and the amount of corrosion in
the structure increased as well, a reduction in reliability indices was noticed as expected For
FPSO1, the annual reliability index was found to be varying between 2.359 to 2.75 in the uncorroded state. This is rather low value corresponds to approximately one failure in 110 years or
one failure per year in 110 structures. From the reliability analysis, it is also found that the
safety of the FPSOs is very sensitive to variables associated with the wave bending moment.
The effect of temperature change in the reliability based structural design of Tanker/FPSO
structures was investigated and a procedure was proposed which took into account diurnal
changes of temperature in the North Sea. The significant reduction of the hull girder ultimate
strength when thermal stresses were taken into account could be attributed to the way in which
thermal stress occurrence was modelled and the extreme nature of the values used which in our
case had a 20-year period. Extreme diurnal temperature variations occurred in summer months
during which extreme wave bending phenomena would have a lower probability of occurrence,
which explains the magnitude of the results. The interesting nature of these phenomena
suggests that more research should be made in this field by comparing the method used with
other methods existing from other engineering fields such as the aeronautical industry. The
procedure could also be easily modified to accommodate vessels travelling between ports that
would often encounter changes in temperature due to the climatological characteristics and
global position of the ports involved.
Reliability analysis provides a stochastic design process that takes into account all random
variables involved in ship structural design and provides a better and alternative to deterministic
approaches that are currently used extensively by the industry and are only revised when
accidents occur and fail to address effectively innovative designs and the rapid change in
technologies in the marine industry. Treating design variables in a stochastic manner helps to
incorporate in the design procedure the unexpected and the random nature of variables that

43

effect ship safety and be able to accommodate for future developments independent of the
vessel type or design characteristics such as hull type, structural arrangements, vessel size and
type of cargo which should obviously affect the design process but should not restrict it.

44

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88 Valsgaard, S. and Steen, E., Ultimate hull girder strength margins in present class
requirements. Proceedings of the Marine Structural Inspection, Maintenance and
Monitoring Symposium, SSC/SNAME, Arlington Virginia, III.B.1-III.B.19, 1991.
89 Paik, J.K., Mansour, A.E., A simple formula for ultimate strength prediction of hull
girders. Trans. of the Society of Naval Architects of Korea, Vol. 32, pp.83-97, In Korean,
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90 Paik, J.K., Lee, J.M., Hwang, J.S. and Park, Y., A Time-Dependent Corrosion Wastage
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92 Gardiner, C.P. and Melchers, R.E., Corrosion of Mild Steel by coal and iron ore, Corrosion
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94 IACS, Bulk Carriers: Guidelines for Surveys, Assessment and Repair of Hull Structure,
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95 DNV, Corrosion Prevention of Tanks and Holds, Classification Notes No. 33.1, Det
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96 ABS, Rules for Building and Classing Steel Vessels, American Bureau of Shipping,
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97 Melchers, R.E., Structural Reliability Analysis and Prediction 2nd Edition, John Wiley &
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98 O. Ditlevsen, H.O. Madsen, Structural Reliability Methods, John Wiley & Sons, England
1996.
99 Moatsos, I., Reliability Analysis of Ship Structures, NAOE-2000-11, Department of
Naval Architecture and Ocean Engineering, University of Glasgow, Scotland UK, 2000.
100 Moatsos, I. and Das, P.K., Reliability based ultimate strength structural design for safety,
Proceedings of the 8th International Marine Design Conference (IMDC 2003), Athens
Greece, May 2003.
101 Moatsos, I. and Das, P.K., Temperature dependent FPSO ultimate strength reliability,
Proceedings of the 13th International Offshore and Polar Engineering Conference (ISOPE
2003, Honolulu Hawaii USA, May 2003.
102 Moatsos, I. and Das, P.K., Temperature and corrosion effects on FPSO ultimate strength: a
reliability based approach, Proceedings of the 22nd International Conference on Offshore
Mechanics and Arctic Engineering (OMAE 2003), Cancun Mexico, June 2003.
103 Moatsos, I. and Das, P.K., Modelling the effect of extreme diurnal temperature changes on
ship structures for the assessment of structural reliability load combination techniques,
2004-JSC-320, Abstract accepted and paper to be published in the Proceedings of the 14th
International Offshore and Polar Engineering Conference (ISOPE 2004), Toulon France,
May 2004.
104 Moatsos, I. and Das, P.K., Assessment of structural reliability of ships under combined
loading including extreme diurnal temperature effects, OMAE2004-51316, Abstract
accepted and paper to be published in the Proceedings of the 23nd International Conference
on Offshore Mechanics and Arctic Engineering (OMAE 2004), Vancouver Canada, June
2004.
105 Moatsos, I. and Das, P.K., Structural Reliability of Ship Structures with Advanced Hull
Girder Modelling, Abstract accepted and paper to be published in the Proceedings of the
2nd ASRANet International Colloquium, Barcelona Spain, July 2004.
106 Moatsos, I. and Das, P.K., Implementation of combined loading techniques modelling the
effects of diurnal thermal loads, slamming and corrosion to determine the reliability of
Tanker/FPSO structures. Journal Paper to be submitted for publication in the Marine
Structures Journal, Elsevier Applied Science Publishing
107 Fair Isle Weather Station Web-Site: http://www.zetnet.co.uk/sigs/weather/
108 Lewis, E.V., Hoffman, D., MacLean, W.M., Van Hoof, R., Zubaly, R.B., Load Criteria for
Ship Structural Design, Ship Structure Committee Report No. SSC-240, 1973.

51

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110 Paik, J.K., Hughes, O.F., Mansour, A.E., Advanced Closed-Form Ultimate Strength
Formulation for Ships, Journal of Ship Research, Vol. 45, No. 2, pp.111-132, 2001.
111 LR, User Manual, LR.PASS Personal Computer Programs, Vol. 2, direct calculations,
Lloyds Register of Shipping, London, UK, March 1997.
112 Mansour A. E., Hovem L., Probability-based ship structural safety analysis, Journal of
Ship Research, Vol. 38, no.4, pp.329-339, 1994.
113 Teixeira, A., Reliability of marine structures in the context of risk based design, MSc
Thesis, University of Glasgow, Scotland UK, 1997.
114 Dogliani, M., Casells, G., Guedes Soares, C., SHIPREL - Reliability Methods for Ship
Structural Design, BRITE/EURAM Project 9559, Lisbon, 1998.
115 Shellin, T., Ostergaard, C., Guedes Soares, C., Uncertainty assessment of low frequency
wave induced load effects for container ships, Marine Structures, Vol.9, No.3-4, pp.313332, 1998.
116 Maerli, A., Das, P.K., Smith, S.N., A rationalisation of failure surface equation for the
reliability analysis of FPSO structures, International Shipbuilding Progress, No.450,
pp.215-225, 2000.
117 Das, P.K., The application of reliability analysis techniques towards a rational design of
ship hull girders, DERA, Dunfermline Scotland UK, 1988.
118 Das, P.K., Thavalingam, A., Strength and reliability of FPSOs, Third International
Shipbuilding Conference, ISC'2002, St. Petersburg, Russia, 2002.

52

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Printed and published by the Health and Safety Executive

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