1 Copyright 2014 by ASME

Proceedings of the 2014 10

th
International Pipeline Conference
IPC2014
September 29 October 3, 2014, Calgary, Alberta, Canada
IPC2014-33552 DRAFT
STRUCTURAL RELIABILITY OF FREE SPANNING PIPELINES


F. Van den Abeele
Fugro GeoConsulting Belgium
Brussels, Belgium
F. Bol
Fugro GeoConsulting Belgium
Brussels, Belgium

J-F Vanden Berghe
Fugro GeoConsulting Belgium
Brussels, Belgium


ABSTRACT

When installing subsea pipelines on an uneven seabed, the
free spans can be vulnerable to fatigue damage caused by
vortex induced vibrations (VIV). Indeed, even moderate
currents can induce vortex shedding, alternately at the top and
the bottom of the pipeline, at a rate determined by the flow
velocity. Each time a vortex sheds, a force is generated in both
the in-line and cross-flow direction, causing an oscillatory
multi-mode vibration. This vortex induced vibration can give
rise to fatigue damage of submarine pipeline spans, especially
in the vicinity of the girth welds. Traditional design for VIV is
recommended in DNV-RP-F105, which limits the allowable
free span length and implies whether (and when) seabed
interventions are required.

The traditional DNV-RP-F105 design method is based on a
semi-empirical approach, where the allowable span length
depends on the pipe properties (diameter, wall thickness,
coating, steel SN_curves, ), the sea state (current velocity,
wave induced velocity and period) and the soil conditions
(submerged unit weight, undrained shear strength, bearing
capacity,). All these input parameters, however, exhibit a
certain extent of scatter and uncertainty.

This paper presents a risk based evaluation of free spans,
by applying the principles of structural reliability theory to the
problem of long free spanning pipelines subjected to VIV. First,
a fully deterministic on-bottom roughness analysis is performed
to introduce numerical tools for free span analysis. Then, a
sensitivity analysis on soil parameters is presented to show
significant influence of soil properties on free span predictions.

To study the implications of uncertainty in soil properties,
a First Order Reliability Method (FORM) analysis is presented
at the end of this paper, where the soil properties are introduced
as stochastic variables.

TOOLS TO ANALYSE ON-BOTTOM ROUGHNESS

Offshore pipeline installation is performed from a lay
barge, typically in S-lay configuration. For smaller diameters,
pipeline reeling can be the most cost efficient solution, whereas
J -lay is the only feasible approach in (ultra) deep water.
Depending on the installation method, the pipeline is subjected
to different load patterns during installation, including
hydrostatic pressure, lay tension and bending on the stinger and
in the sagbend. A comprehensive overview on the mechanics of
installation design can be found in [1]. Figure 1 shows a subsea
pipeline leaving the stinger of a laybarge during an S-lay
installation process.


Figure 1: Pipeline leaving stinger during S-lay installation

The simulation of the pipelaying process is one of the most
challenging tasks once the pipeline route has been selected.
Implementing pipeline installation in a general purpose finite
element package can be a time consuming and tedious job, in
particular when importing vast amounts of seabed data. Most
often, advanced scripting techniques are required to define the
seabed profile, select the optimum pipeline route and simulate
the laydown process. In addition, the available constitutive
models for pipe-soil interaction may not comply with industry
standards.
2 Copyright 2014 by ASME
In this paper, the SAGE Profile software suite [2, 3] is used to
simulate pipelaying on an uneven seabed. SAGE Profile is the
industry standard software for on bottom roughness analysis. A
comprehensive overview of the software is given in [3], and its
application to fatigue analysis of free spanning pipelines
subjected to vortex induced vibrations is presented in [4].
SAGE Profile has been tailored to assist the pipeline engineer
during offshore pipeline design. Using a transient dynamic
explicit solver, it can accurately mimic the actual pipeline
installation process, like schematically shown in Figure 2.

The pipe is simulated by discretising the entire pipeline
into section of finite length. These sections are represented by
beam elements with 12 degrees of freedom (DOF), bounded at
either side by nodes. The distributed mass of the pipe is lumped
at these nodes. The finite element kernel uses an explicit
integration algorithm, which computes the dynamic motion of
the pipe and is therefore ideally suited to simulate the pipe
laying process.



Figure 2: Pipeline catenary shape during S-lay installation

During this pipeline installation process, new pipe
elements are continuously created and the pipe is laid along the
target path defined on the seabed. The residual lay tension I at
the seabed is used as an input and the unstressed length I
0
of
the last element is updated such that the axial force corresponds
to the applied lay tension. When the growing element becomes
longer than twice the initial length, the element is split in two
new elements. An additional node is placed along the last
element such that the newly formed element obtains the
original unstressed length.

This algorithm accurately reflects the continuous supply of
welded pipe joints from a moving lay barge. The gravity,
applied during the pipelay simulation, will force the newly
created pipe elements into place. Indeed, Figure 2 shows the
typical catenary shape during pipeline installation.

For long pipelines and significant water depths, simulating
the entire laydown process (from the barge down to the seabed)
tends to be time consuming and is computationally expensive.
The sophisticated architecture of the SAGE Profile solver
allows for a significant reduction in the resources required to
simulate pipeline laydown. By default, the lay barge and most
of the free hanging pipe is replaced by a single feeding point in
the water column moving close to the seabed, like shown in
Figure 3.



Figure 3: Definition of feeding point and target path

This feeding point acts as a submarine lay barge,
generating new pipe joints as it moves forward. The lay tension
is now applied at the feeding point, generating a residual on
bottom tension in the laid pipe section. Assuming a catenary
shape [10], the lay tension at the feeding point can be expressed
in terms of the submerged weight per unit length w
s


I =
b w
s
tan
2
0
[1 + 1 + tan
2
0
(1)

where 0 is the angle between the pipe and the target path, and b
is the height of the feeding point above the seabed. Replacing
the lay barge with a feeding point close to the seabed allows for
a significant reduction in calculation time, without losing
accuracy. Given the inherent complexity of pipeline laying, an
accurate and robust steering mechanismof the feeding point is
of paramount importance. In SAGE Profile, this steering
mechanism is governed by a Proportional-Integrating-
Differentiating (PID) controller, providing a smooth movement
of the feeding point and ensuring that the pipeline is installed
on the pre-defined target path (shown in red on Figure 3).

In addition to the concept of a feeding point, an efficient
element killing procedure has been implemented to control the
computational effort during pipeline laydown. Indeed, it would
be too expensive to simulate the entire length of the pipe from
its starting point up to the feeding point. In order to reduce the
required calculation time, elements that are already lying on the
seabed and are no longer moving will be removed from the
simulation. If the magnitude of the velocity vector for a node is
lower than a pre-defined threshold, the associated element has
little or no contribution to the simulation results and can be
killed without losing accuracy. On Figure 3, the elements that
have been killed are shown as well.
3 Copyright 2014 by ASME
IDENTIFICATION OF FREE SPANNING PIPELINES

Accurate prediction of free spans (location, length and
height) is an important prerequisite in offshore pipeline design.
Indeed, free span lengths should be maintained within an
allowable range [5], which is determined during the design
phase. Pipelines installed on a very rough seabed can cause a
high number of free spans that can be difficult to rectify. A
judicious assessment of free spans can dramatically reduce the
costs associated with seabed intervention (trenching, rock
dumping and span supports).



Figure 4: Free spanning pipeline on an uneven seabed

Figure 4 demonstrates that SAGE Profile is capable of
simulating pipeline installation on an uneven seabed, and
subsequently detecting free spans.

In this paper, the case study presented in [4] is used to
demonstrate the application of structural reliability theory to the
problem fatigue damage predictions for free spanning pipes. An
X70 flowline with an outer diameter
o
=10- (273.05 mm)
and a wall thickness t
s
=7/8 (22.225 mm) is installed in the
Gulf of Mexico in water depths exceeding 2400 meters. The
irregular seafloor topography, shown in Figure 5, indicates that
this pipeline may be prone to free spans and hence vulnerable
to vortex induced vibrations.


Figure 5: Seabed roughness along the pipeline route
The pipe is coated with a Fusion Bonded Epoxy (FBE)
coating and a Glass Syntactic Polyurethane (GSPU) coating
with mechanical properties summarized in Table 1.

Table 1: Mechanical properties of the coating layers

Coating
Thickness
[]
Density
[kg/m]
Water
Absorption
[%]
FBE 0.018 1440 0
GSPU 3 833 5

The soil conditions along the route consist mainly of very
soft clay, typical for deepwater soils encountered in the Gulf of
Mexico. For the base case scenario, we assume a very soft clay
with a submerged unit weight of y
s
= 7.5 kN/m and an
undreamed shear strength of S
u
=2.2 kPa. The catenary shape
of the suspended pipeline during laying (schematically shown
on Figure 2) has been taken into account to accurately capture
the pipe embedment at the touchdown point.

Simulation of the pipe laying process has been performed
with an element length of 1 meter, and assuming a residual
bottom tension I =100 kN. After the pipelay simulation has
been completed, SAGE Profile automatically detects the spans
over the entire pipeline route, and plots the span location,
length and height in comprehensive and easy-to-read design
charts, like shown in Figure 6.
FATIGUE ANALYSIS OF SPANS SUBJECTED TO VIV

Once the laydown simulation is performed, SAGE Profile
automatically detects the spans over the entire pipeline route,
like shown on Figure 11. The plots of seabed roughness,
pipeline profile, span height and span length clearly indicate the
presence of a long free span starting at KP ~1940m. This free
span, with a length of 82 m and a maximum gap of 1.9 m, is
shown on Figure 12, where the color code reflects the span gap.

SAGE Profile offers a DNV-RP-F105 [5] span check to
evaluate whether such free spans are susceptible to fatigue
damage induced by VIV. For each detected span, the span
check algorithm calculates the associated reduced velocity

I
R
=
u
c
+ u
w

tot
(2)

where u
c
is the mean current velocity (normal to the pipe), u
w

the significant wave-induced flow velocity, and
0
an approxi-
mation for the lowest natural frequency given by

0
= 1 +CSF _
EI
m
c
I
c
4
_1 +
F
c
P
c
+ C
3
_
o

o
]
2
_
(3)

4 Copyright 2014 by ASME


Figure 6: Overview of span location, height and length

with CSF the stiffening effect of the concrete coating, I
c
the
effective span length [10], m
c
the effective mass, F
c
the
effective axial force, o the static deflection and C
3
the end
boundary coefficient. The moment of inertia for the hollow
circular pipe is given by

I =
n
64
(
o
2
-

2
) (4)


Figure 7: Long free spanning pipeline vulnerable to VIV

and the critical buckling load can be calculated as

P
c
= (1 + SCF) C
2
_
n
I
c
]
2
EI (5)

where C
2
is an end boundary coefficient as well. In addition to
the reduced velocity (2), the stability parameter

K
s
= 4 n
m
c

1
p
w

o
2
(6)

is calculated for each span, where
1
is the total modal damping
ratio, comprising structural damping, hydrodynamic damping
and soil damping. Based on the values of the reduced velocity
(2) and the corresponding stability parameter (6), the in-line
vibration amplitude can be estimated based on the response
model shown in Figure 8, and presented in the Appendix.

Figure 8: Amplitude Response model for in-line VIV motion

For the (ultra)deep water pipeline, presented in this paper,
the contribution of wave induced velocities is neglected, i.e. we
assume u
w
= u m/s. The current velocity is typically specified
as a Weibull probability density function [6], which can be
estimated from the 1, 10 and 100 y return period. Since no
detailed metocean data was available, and given the magnitude
of the water depth (exceeding 2400 meter), we have used a
uniform current velocity distribution of u
c
= u.1 m/s in this
paper.
5 Copyright 2014 by ASME
Under these hydrodynamic conditions, the reduced
velocity for the long span, shown in Figure 7, exceeds the
threshold for the onset of in-line VIV:

I
R
=
u
c
+u
w

tot
= 1.18 > u.9u9 = I
R,onsct
IL
(7)

SAGE Profile calculates the maximum allowable span
length that satisfies I
R
< I
R,onsct
IL
as I
mux
=65.8 meter. The
in-line vibration amplitude can be determined from the
response model (shown in Figure 8) as the value of that
corresponds with the design value of the reduced velocity

I
Rd
= I
R
y
]
(8)

with y
]
the safety factor for the natural frequency, which
depends on the safety class and whether the span is (very) well
defined or not [5].

The dimensionless vibration amplitude A

tot
can then
be translated into a stress range

S
IL
= 2 A
IL
_
A

tot
]
u
IL
y
s


(9)
with y
s
a safety factor,
u
IL
the reduction factor for the current
flow ratio

o =
u
c
u
c
+u
w
(10)

and A
IL
the unit stress amplitude, i.e. the stress due to unit
diameter in-line mode shape deflection. According to DNV-RP-
F105 [6], the unit stress amplitude may be approximated as

A
IL
= C
4
(1 + CSF)

tot
(
o
- t
s
) E
s
I
c]]
2


(11)
with C
4
the mid-span boundary condition coefficient and E
s
the
stiffness of steel. The number of cycles to failure N
IL
at a stress
range S
IL
is defined by an SN-curve of the form

S = _
o
1
S
-m
1
S > S
sw
o
2
S
-m
2
S S
sw


(12)
where {m
1
, m
2
] are fatigue exponents (i.e. the inverse slope of
the bi-linear SN curve), {o
1
, o
2
] are characteristic fatigue
strength constants, and

S
sw
= 1u
_
Iogu
1
-IogN
sw
m
1
]


(13)
is the stress at the intersection of the two SN-curves, with the
number of cycles for which the change in slope appears.
Typically, log N
sw
is either 6 or 7.
The SN-curves may be determined from dedicated
laboratory test data, accepted fracture mechanics theory, or the
values recommended in [7].

For fatigue calculations in SAGE Profile, the pipeline
design engineer can either define his own SN curve, or select
the SN-curves {F , F
1
, F
2
, F
3
] from DNV-RP-C203. The latter
curves have a different shape for free corrosion (only one slope)
or when cathodic protection is present (two-slope curve). For
instance, the SN curves in seawater when cathodic protection is
present are shown on Figure 14. The change in slope occurs
atN
sw
= 1u
6
. For the fatigue analysis, presented here, we have
used the F
3
SN-curve from [7], assuming cathodic protection is
present.


Figure 9: SN curves for cathodically protected pipelines

The marginal fatigue life capacity against in-line VIV in a
single sea-state is calculated by integrating over the long-term
distribution of the current velocity. As we assume a uniform
current velocity distribution, the fatigue life calculation
simplifies to
I
IL
|y] =
N
IL

0

S6S 24 S6uu


(14)
For the critical free span shown in Figure 12, this leads to a
remaining fatigue life of 116 years, which is well above the
design life of the flowline.

In addition to the in-line VIV assessment, SAGE Profile
also constructs the response model for cross-flow VIV, based
on the current flow ratio (17), and the Keulegan Carpenter
number

KC =
u
w

w

tot


(15)
with u
w
the significant wave-induced velocity, and
w
the
corresponding frequency. Given the significant water depths,
exceeding 2400 meters, fatigue analysis for both cross-flow
VIV and cross-flow induced VIV can be omitted.


6 Copyright 2014 by ASME
SENSITIVITY TO SOIL PROPERTIES

For the deterministic benchmark, presented in the previous
section and elaborated in [4], sensitivity analyses were
performed to investigate the influence of the element length,
the weight of the suspended catenary and the estimation of the
on-bottom residual lay tension on the ability to predict free
spanning pipes. These analyses indicate that
Reducing the element length enhances the accuracy of
the simulated spans. The lower bound for the element
length is governed by the seabed resolution.
The suspended catenary has to be taken into account to
capture the actual pipeline embedment at the touch-
down point.
The applied residual lay tension has a pronounced
influence on the span predictions. The simulated span
lengths increase with increasing lay tension. This is in
line with the observations reported in [8] on influence
of the effective axial force on free spanning pipes.

The predicted span length and height were shown to be
even more sensitive to the constitutive soil model. An elastic
soil model tends to over-estimate the span length. Hence, an
elasto-plastic soil model is recommended. Moreover, the shear
strength proves to have a significant influence on both the
number of predicted spans and the corresponding span lengths.

Indeed, the soil reaction is dictated by a vertical soil spring,
which reflects the bearing capacity
u
and for clays, DNV-RP-
F105 [5] recommends

u
(z
p
) = (S.14 C
u
+y
s
z
p
) B(z
p
) (16)

where z
p
is the pipe penetration, and

B(z
p
) = _
2 _z
p
(
o
- z
p
) u z
p

o
2

o
otheiwise


(17)
the bearing width. The bearing capacity (16) is often calculated
assuming a constant shear strength, which is the average value
of the shear stress profile measured in the top ~400 mm of the
undisturbed seabed.

However, predictions of the initial pipeline embedment
based on a merely static load generally under-estimate the
actual pipe penetration, because they do not account for the
stress concentration at the touchdown point, nor the dynamic
movement induced by the vertical catenary oscillations. Cheuk
and White [9] have suggested to modify the original shear
strength to reflect the level of soil disturbance and remoulding
expected during the lay process. Introducing a soil sensitivity
St, the remoulded shear strength is written as a fraction of the
original undisturbed shear strength:

S
u
cm
=
S
u
St

(18)

The soil sensitivity can vary between St = 1 (insensitive
clays) and St = 16 (quick clays) and hence has a significant
influence on calculated bearing capacity. The influenced of soil
sensitivity on the vertical soil spring (16) is shown in Figure 10.


Figure 10: Influence of soil sensitivity on bearing capacity

On-bottom roughness assessment and free span analysis is
often performed in feasibility studies and during the route
selection process, where detailed geotechnical data and
accurate pipe-soil interaction parameters are not always
available. To study the effect of incomplete data on the soil
properties, we have re-run the pipeline laydown simulations for
different values of the remoulded shear strength.

Table 2: Sensitivity analysis on soil parameters

St
[-]
Sensitivity
S
u

[kPa]
S
u
cm

[kPa]
1 Insensitive 2.2 2.2
2 Medium 2.2 1.1
4 Sensitive 2.2 0.55

The parameters used in the sensitivity analysis are
summarized in Table 2, and the results are shown in Figure 11.
Both the number of identified spans and the total span length
over the proposed pipeline route increase significantly with the
undrained shear strength of the soil. Indeed, considering a
sensitivity of 1 rather than 4 raises the number of spans from 27
to 83, and implies a 20% increase in the accumulated span
length.

From this fairly simple and straightforward sensitivity
analysis, it is obvious that the soil properties are of paramount
importance for the accurate prediction of free spans and the
corresponding fatigue lifetime of the pipeline when subjected to
vortex induced vibrations.
7 Copyright 2014 by ASME

Figure 11: Influence of soil properties on span predictions

Yet, the soil properties are not always known in the early
design stages, or at least subject to uncertainty. In the next
section, we introduce a probabilistic model to estimate in-line
VIV fatigue, where the soil properties are represented by
stochastic variables. This is the perimeter of engineering where
structural reliability analysis provides the tools that allow
calculating the cost of ignorance.
RELIABILITY ANALYSIS APPLIED TO FREE SPANS

Reliability methods deal with the uncertain nature of loads
and resistance, and lead to the assessment of the reliability [10-
11]. Reliability methods are based on analysis models for the
structure in conjunction with available information about loads
and resistances, and their associated uncertainties. The analysis
models are usually imperfect, and the information about loads
and resistances is usually incomplete [12]. The reliability as
assessed by reliability methods is therefore generally not a
purely physical properties of the structure in its environment of
actions, but rather a nominal measure of the safety of the
structure, given a certain analysis model and a certain amount
and quality of information.

According to [12], the structural reliability is defined as the
probability that the system will not attain each specified limit
state. The limit state or performance function g(X) may be
generally defined by the stochastic loads I(X) and resistances
R(X) as the condition where the load equals the systems
resistance:

g(X) = R(X) -I(X) u (19)

The loads and resistance of a system possess inherent
uncertainties in their magnitude for different periods of time in
the design life. For a given time period, the limit state can be
represented graphically as shown in Figure 12-a. The structural
reliability of the system is therefore the area under the
resistance curve that is greater than the load (Figure 12-b).

Mathematically, it is more convenient to calculate the
reliability of a system in terms of its complement: the
probability that failure will occur, like shown on Figure 12-c.
The probability of failure is calculated as

P
]
= P(g u) = _
R
(x)
L
(x) Jx
g<0

(20)

with
R
(x) and
L
(x) the probability density functions for the
resistance and load respectively.


(a) Limit State Definition
(b) Stuctural Reliability
(c) Probability of Failure

Figure 12: Structural reliability and probability of failure


8 Copyright 2014 by ASME
The reliability index is defined as [10-12]

[ = -
-1
(P
]
) (21)

where is the standard normal (cumulative) distribution
function. The probability of failure P
]
and the corresponding
reliability index can be solved by Monte Carlo simulations [13]
or using first or second-order reliability methods [14].

In this paper, application of the First Order Reliability
Method (FORM) is demonstrated to predict the probability of
(fatigue) failure for a free span subjected to in-line VIV, when
the soil properties are treated as stochastic variables.

Stochastic Basic Variables X
|

Standardised Normal Variables U
|


Figure 13: Transformation of the limit state surface


In a FORM analysis, the limit state surface g(X) in the
space spanned by the basic variables X is transformed to a
corresponding limit state function g(u) by normalization of
the random variables X

into standardized normally distributed

variables:

u

=
X

-p
X
i
o
X
i
(22)

with p
X
i
and o
X
i
the mean value and standard deviation of the
original stochastic variable X

. As a result, the transformed

random variables u

follow a normal distribution with zero

mean and unit standard deviation. The transformation of the
limit state function is schematically shown in Figure 13.

The design point u

is the point on the transformed limit

state surface 0(u) which is closest to the origin, and hence the
most likely failure point. For a non-linear limit state surface
0(u), Hasofer and Lind [15] suggest performing a linearization
of the failure surface represented at the design point (hence first
order reliability method).

Hence, the FORM solution provides a geometrical
interpretation of the reliability index [ as the distance between
the origin and the design point u

in the standard normal space,

like shown in Figure 13.

To apply the First Order Reliability Method to the problem
of fatigue failure of free spans subjected to VIV, we follow the
approach recommended in [12]:
Identify all significant failure modes
For each failure mode, formulate a failure criterion
which can be expressed as a limit state function
In the limit state functions, identify all the stochastic
variables and parameters and specify their probability
distributions
Calculate the probability of failure for each failure
mode
Assess whether the estimated reliability is sufficient,
i.e. meets the target reliability

A comprehensive and elaborate reliability analysis for free
spanning pipelines has been presented in [8]. In our
investigation at hand, the analysis is constrained to in-line VIV
fatigue. The limit state function for fatigue failure after I years
can then be expressed as

g(X) = 1 -
]ut
s
(I) (23)

where
]ut
s
(I) is the stochastic fatigue damage at year I. For
demonstration purposes, the deterministic parameters have been
selected to produce an onerous scenario with a high probability
of failure. For a bilinear SN-curve like shown in Figure 9, the
stochastic fatigue damage can be expressed as

9 Copyright 2014 by ASME

]ut
(I) =
I

o
1
_ _ s
m
1

s
(s) Js

s
sw
+
o
1
o
2
_ s
m
2

s
(s) Js
s
sw
0
_

where

is the dominating frequency of the vibrating span, and

s
(s) is the stochastic long-term stress range probability density
function, capturing the uncertainty in the amplitude response
model.

The sensitivity analysis on soil properties, summarized in
Figure 11, has shown that the span prediction is to a very large
extent dependent on the accuracy of the geotechnical input
data. To study the importance of uncertainty in soil properties,
we have chosen all variables and parameters in (23) to be
deterministic, except the ones that relate to geotechnical data.
For the damage induced by in-line VIV [6], this reduces to the
coefficient for the lateral soil stiffness C
L
and the uncertainty on
the stability parameter (6), which captures the effect of soil
damping.

For the lateral soil stiffness, we assume that C
L
is normally
distributed with a mean value p
CL
= 1200 kN/m
5/2
and a
coefficient of variability

co:
CL
=
o
CL
p
CL
= u.S
(24)

These values are representative for a soft clay and in line
with the recommendations given in [8] and [16]. As C
L
is
assumed to be normally distributed, it can be converted into a
standard normal variable u
CL
through the transformation (22).
Figure 14 shows the variation of the limit state function (23) as
a function of the expected value for C
L
when all other variables
are fixed. The fatigue damage quickly becomes important for
increasing values of the lateral soil stiffness.


Figure 14: Influence of soil stiffness on limit state function

In order to account for the uncertainty on the model used
for calculating the stability parameter K
s
, an additional
stochastic variable X
KS
is multiplied with (6).
This stochastic variable is assumed to follow a lognormal
distribution with p
Xks
=1 and co:
Xks
=0.12. The lognormal
distribution implies that = ln(X
KS
) follows a normal
distribution:

X
KS
= exp(p

+ o

u) (25)

where u is the standard normal variable and p

and o

are the
mean and the standard deviation of . The mean of a lognormal
variable can be computed as

p
Xks
= exp_p

+
o

2
2
_ (26)

and the variance can be expressed as

o
Xks
= |exp(o

2
) -1] exp(2 p

+o

2
)

(27)
and hence, by very definition of (26),

o
Xks
= |exp(o

2
) -1] p
Xks
2


(28)
Inverting (26) and (28) yields an expression for the variance

o

2
= ln_
o
Xks
2
p
Xks
2
+ 1_ (29)

and the mean value

p

= ln(p
Xks
) -
o

2
2

(28)

of the normally distributed variable . These expressions
finally allow transforming the uncertainty on the stability
parameter X
KS
into the standard normal variable

u
Xks
=
ln(X
KS
) -p

(30)


Figure 15: Influence of stability X
KS
on limit state function

10 Copyright 2014 by ASME
The influence of X
KS
on the performance function (23) is
shown in Figure 15. Since we are only investigating uncertainty
in soil properties, the vector u in the transformed limit state
function 0(u) reduces to u = (u
CL
, u
Xks
). Assuming that
these stochastic variables are not correlated, the joint
probability distribution can be visualized as the product of the
both normal standard probability density functions, like shown
in Figure 16.

Figure 16: Joint probability density function in U-space

The FORM analysis now reduces to the minimization problem

[ = min u
1
u
(31)

provided 0(X) = u. This can be visualized in the space
spanned by the standard normal variables u = (u
CL
, u
Xks
), as
demonstrated in Figure 17. The design point is found as the root
of the minimization problem (31) as

u

= (u
CL

, u
Xks

) = (-u.u8 , u.4S8) (32)

The most likely point of failure thus corresponds to a soil
stiffness coefficient C
L
=1171 kN/m
5/2
and an uncertainty on
the stability parameter p
Xks
= 1.u46. The reliability index is
calculated as [ = u.44S and the corresponding probability of
failure is found as

P
]
= (-[) = u.S28 (33)

which can be interpreted as the area under the joint probability
density surface intersected by the failure set 0(X) < u. These
results lead to an unacceptable reliability of ~67%, because we
have deliberately designed an extremely onerous scenario to
clearly illustrate the FORM methodology (like shown in Figure
16 and 17).

Figure 17: FORM analysis for free span subjected to VIV

CONCLUSIONS

In this paper, a risk based evaluation of free spans was
presented, by applying the principles of structural reliability
theory to the problem of long free spanning pipelines subjected
to in-line VIV.

First, an integrated numerical framework was presented to
predict and identify free spans that may be vulnerable to fatigue
damage caused by vortex induced vibrations. An elegant and
efficient algorithm was introduced to simulate offshore pipeline
installation on an uneven seabed. Once the laydown simulation
has been completed, the free spans can be automatically
detected.

When free spans are judged to be prone to VIV, amplitude
response models are constructed as per DNV-RP-F105 to
predict the maximum steady state VIV amplitudes. The
vibration amplitudes are translated into corresponding stress
ranges, which then provide an input for the fatigue analysis.

A sensitivity analysis on soil properties has shown that the
span prediction is to a very large extent dependent on the
accuracy of the geotechnical input data. As the soil properties
are not always known or at least subject to uncertainty- in the
early design stages, a First Order Reliability Method (FORM)
was presented, where the soil properties are introduced as
stochastic variables. It has been demonstrated that structural
reliability theory the tools that allow calculating the cost of
ignorance.


11 Copyright 2014 by ASME
APPENDIX: RESPONSE MODEL FOR IN-LINE VIV

The in-line response of a pipeline span in current dominated
conditions (like the one shown on Figure 7) is associated with
either alternating or symmetric vortex shedding. Contributions
from the first instability region and the second instability region
are included in the response model proposed in [6]. This
response model, schematically shown on Figure 13, can be
constructed based on the design value of the stability parameter
K
sd
= K
s
y
k
, where y
k
is a safety factor.

The onset velocity I
R,onsct
IL
is the value for the reduced velocity
where in-line VIV starts to occur:

I
R,onsct
IL
=
`
1
1
1
1
1
1

1.u
y
on
IL
or K
sd
< u.4
u.6 +K
sd
y
on
IL
or u.4 < K
sd
< 1.6
2.2
y
on
IL
or K
sd
> 1.6


(34)
and the end velocity can be written as

I
R,cnd
IL
= _
4.S -u.8 K
sd
or K
sd
< 1.u
S.7 or K
sd
1.u
(35)

The reduced velocities for the other two points indicated in
Figure 13 are given by

I
R,1
IL
= 1u
A
,1

tot
+ I
R,onsct
IL
(36)

I
R,2
IL
= I
R,cnd
IL
- 2
A
,2

tot


(37)
where A
,1
and A
,2
are the corresponding vibration amplitudes

A
,1

tot
= max _u.18 _1 -
K
sd
1.2
] R
1
I0
;
A
,2

tot
_ (38)

and

A
,2

tot
= u.1S _1 -
K
sd
1.8
] R
2
I0


(39)
These amplitude values depend on the reduction factors
u R
1
I0
(I
c
, 0
cI
) 1 and u R
2
I0
(I
c
, 0
cI
) 1 who account
for the effect of the turbulence intensity I
c
and the angle of
attack (0
cI
, in radiance) for the flow [6].

Also note that DNV-RP-F105 introduces an additional
reduction function to account for reduced in-line VIV in wave
dominated conditions:

u
IL
= _
u.u foi o < u.S
o - u.S
u.S
foi u.S < o < u.8
1.u foi o > u.8


(40)
Thus, if o < u.S, in-line VIV may be ignored.
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