Long Term Failure Probability Calculation Method Applied to Riser Design

Author(s):  
Timothe´e Perdrizet ◽  
Daniel Averbuch

A time efficient methodology is described to evaluate the non linear extreme response of a riser connected to a FPSO subjected to wave induced loads in a stationary sea state. It is extended to cover all sea states and thus to assess the long term failure probability of the riser. The short term procedure is based on a classic time variant reliability method. It uses an approximation of the mean outcrossing rate, which is computed with the time invariant reliability method FORM (First Order Reliability Method).

Author(s):  
Jo̸rgen Juncher Jensen

The aim of the present paper is to advocate for a very effective stochastic procedure, based on the First Order Reliability Method (FORM), for extreme value predictions related to wave induced loads. All kinds of non-linearities can be included, as the procedure makes use of short time-domain simulations of the response in question. The procedure will be illustrated with a jack-up rig where second order stochastic waves are included in the analysis. The result is the probability of overturning as function of sea state and operational time.


Author(s):  
Feng Wang ◽  
Roger Burke ◽  
Anil Sablok ◽  
Kristoffer H. Aronsen ◽  
Oddgeir Dalane

Strength performance of a steel catenary riser tied back to a Spar is presented based on long term and short term analysis methodologies. The focus of the study is on response in the riser touch down zone, which is found to be the critical region based on short term analysis results. Short term riser response in design storms is computed based on multiple realizations of computed vessel motions with various return periods. Long term riser response is based on vessel motions for a set of 45,000 sea states, each lasting three hours. The metocean criteria for each sea state is computed based on fifty six years of hindcast wind and wave data. A randomly selected current profile is used in the long term riser analysis for each sea state. Weibull fitting is used to compute the extreme riser response from the response of the 45,000 sea states. Long term analysis results in the touch down zone, including maximum bending moment, minimum effective tension, and maximum utilization using DNV-OS-F201, are compared against those from the short term analysis. The comparison indicates that the short term analysis methodology normally followed in riser design is conservative compared to the more accurate, but computationally more expensive, long term analysis methods. The study also investigates the important role that current plays in the strength performance of the riser in the touch down zone.


Author(s):  
Federico Barranco Cicilia ◽  
Edison Castro Prates de Lima ◽  
Lui´s Volnei Sudati Sagrilo

This paper presents a methodology for reliability analysis of Tension Leg Platform (TLP) tendons subjected to extraordinary sea state conditions like hurricanes or winter storms. A coupled approach in time domain is used to carry out TLP random nonlinear dynamic analysis including wind, current and first and second order wave forces. The tendons Ultimate Limit State (ULS) condition is evaluated by an Interaction Ratio (IR) taking into account dynamic combination among tension, bending and hydrostatic pressure. Expected long-term extreme IR is obtained through the integration of cumulative probability functions (CPFs) fitted to response maxima associated to individual short term sea states. The reliability analysis is performed using a time-integrated scheme including uncertainties in loads, tendon strength, and analytical models. Failure probabilities for the most loaded tendon of a TLP in Campeche Bay, Mexico, considering a 100-yr design sea state and the 100-yr extreme response generated by long-term observed storms are compared.


Author(s):  
Timothe´e Perdrizet ◽  
Daniel Averbuch

This paper describes and exemplifies an efficient methodology to assess, jointly and in a single calculation, the short and long terms failure probabilities associated to the extreme response of a floating wind turbine, subjected to wind and wave induced loads. This method is applied to the realistic case study OC3-Hywind used in phase IV of the IEA (International Energy Agency) Annex XXIII Offshore Code Comparison Collaboration. The key point of the procedure, derived from the outcrossing approach, consists in computing the mean of the outcrossing rate of the floating wind turbine response in the failure domain over both the short term variables and the ergodic variables defining long term parameters.


2013 ◽  
Vol 50 (03) ◽  
pp. 801-809 ◽  
Author(s):  
Kai Du ◽  
Ariel David Neufeld

The goal of this paper is to prove a result conjectured in Föllmer and Schachermayer (2007) in a slightly more general form. Suppose that S is a continuous semimartingale and satisfies a large deviations estimate; this is a particular growth condition on the mean-variance tradeoff process of S. We show that S then allows asymptotic exponential arbitrage with exponentially decaying failure probability, which is a strong and quantitative form of long-term arbitrage. In contrast to Föllmer and Schachermayer (2007), our result does not assume that S is a diffusion, nor does it need any ergodicity assumption.


Author(s):  
Amrit Shankar Verma ◽  
Zhen Gao ◽  
Zhiyu Jiang ◽  
Zhengru Ren ◽  
Nils Petter Vedvik

Abstract A marine operation is a complex non-routine activity of limited duration carried out in offshore environment. Due to safety reasons, these operations are normally performed within specific sea state limits, which are derived from numerical modelling and analysis of hazardous events. In view of the uncertainties in the assessment of structural responses under stochastic environmental conditions, these limiting curves correspond to a target structural failure probability recommended in offshore standards (for example, 10−4 per operation as specified by DNV-GL). However, one of the main limitations is that these curves do not reflect site-specific safety assessment. The current paper presents a novel methodology for assessing the structural safety level of marine operations from a long-term perspective. The methodology includes estimation of extreme response distribution under all possible operational sea states (i.e. the operational domain under the limiting sea states) for a given offshore site and is compared to the response limit to obtain an average failure probability. A case study is also presented for a blade root mating process onto preassembled hub using a jack-up crane vessel and risk of impact between root and hub is considered critical. Global time-domain simulations are performed using multibody dynamics, and extreme value distributions for impact velocities are derived for different wind-wave conditions. The allowable impact velocity between the blade root and the hub is determined by an explicit finite element analysis of the damage at the blade root. Finally, the average failure probabilities considering the operational domain are obtained for four different European offshore sites and are compared to the target level of structural failure probability considered for the limiting sea states.


Author(s):  
Zhi Shu ◽  
Torgeir Moan

This paper is concerned with evaluating the effect of avoidance of heavy weather on the long term wave induced loads on ships. Two hydrodynamic codes VERES based on a 2D strip theory and WASIM based on a 3D Rankine panel method are employed to calculate the wave induced loads and motions on various vessels. Two models for heavy weather avoidance are proposed. The first is based upon the assumption that operational criteria relevant to vertical acceleration, green water and bottom slamming are fulfilled. The second one is based upon the assumption that the sea state forecasts are available to the ship master, and that rerouting is made. And based on the first model considering avoidance of heavy weather and the hydrodynamics results calculated from two codes, the wave induced hull girder loads are obtained. The results are discussed. In particular, the effect of different hydrodynamic codes and various scatter diagrams are assessed. After all, the long term prediction of wave induced hull girder loads considering the effect of avoidance of heavy weather will give a relatively more realistic evaluation of the extreme hull girder loads. Finally the results from ship rules will also be re-evaluated compared with the long term prediction with and without heavy weather avoidance.


Author(s):  
C. Guedes Soares ◽  
Josˇko Parunov

The paper aims at quantifying the changes in notional reliability levels that result from redesigning an existing suezmax tanker to comply with new Joint Tanker Project (JTP) rule requirement for ultimate vertical bending moment capacity. The probability of structural failure is calculated using a first-order reliability method. The evaluation of the wave-induced load effects that occur during long-term operation of the ship in the seaway is carried out in accordance to IACS recommended procedure. Comparative analysis of long-term distributions of vertical wave bending moment calculated by two independent computer seakeeping codes is performed. The still water loads are defined on the basis of a statistical analysis of loading conditions from the loading manual. The ultimate collapse bending moment of the midship cross section, which is used as the basis for the reliability formulation, is evaluated by JTP single-step procedure and by program HULLCOLL for progressive collapse analysis of ship hull-girders. The reliability assessment is performed for “as-built” and “corroded” states of the existing ship and a reinforced design configuration complying with new JTP rules. It is shown that hull-girder failure probability of suezmax tanker reinforced according to new JTP rules is reduced several times. Sensitivity analysis and a parametric study are performed to investigate the variability of results to the change of parameters of pertinent random variables within their plausible ranges.


2013 ◽  
Vol 50 (3) ◽  
pp. 801-809 ◽  
Author(s):  
Kai Du ◽  
Ariel David Neufeld

The goal of this paper is to prove a result conjectured in Föllmer and Schachermayer (2007) in a slightly more general form. Suppose that S is a continuous semimartingale and satisfies a large deviations estimate; this is a particular growth condition on the mean-variance tradeoff process of S. We show that S then allows asymptotic exponential arbitrage with exponentially decaying failure probability, which is a strong and quantitative form of long-term arbitrage. In contrast to Föllmer and Schachermayer (2007), our result does not assume that S is a diffusion, nor does it need any ergodicity assumption.


2012 ◽  
Vol 56 (01) ◽  
pp. 23-34
Author(s):  
Wengang Mao ◽  
Igor Rychlik

In practice the severity of ship response is measured by high quantiles of long-term distribution of the response. The distribution is estimated by combining the short-term distribution of the response with a long-term probability distribution of encountered sea states. The paper describes an alternative approach, the so-called Rice's method, based on estimation of expected number of upcrossings of high levels by stress during 1 year. The method requires description of long-term variability of the standard deviation, skewness, kurtosis, and zero upcrossing frequency of ship response. It is assumed that the parameters are functions of encountered significant wave height, heading angle, and ship speed. The relation can be estimated from the measured stresses or computed by dedicated software assuming rigid ship hull model. Then Winterstein's transformed Gaussian model is used to estimate the upcrossing rates of response during a sea state. The proposed method is validated using the full-scale measurements of a 2,800 TEU container ship during the first 6 months of 2008. Numerical estimation of 4,400 TEU container ship extreme of the extreme response for a 4400 TEU container ship illustrates the approach when no measurements are available.


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