13
.—-..— .. @ if~. THE SOCIETYOF NAVALARCHITECTSANDMARINEENGINEERS 601 Pavoniakvem.e,suite400,JerseyCity,New Jersey07306 ,.,., ;,,.,:. !..!,, ,,.!!.. S,, UC!!,,, .,,,.,,, !,,,,.,. s,.,,,, S,,,,,.:! :,,,,., >., ),. !,lArlnn!v, “,,, !!1!., “,,.,,, 56,,fl- Considerations of Probability-Based Fatigue Design for Marine Structures Paul H. Wirsching, University of Arizona, Tucson, Arizona Y.-N. Chen, American Bureau of Shipping, Paramus, New Jersey P,I?s TQ,4CT I:,?tiqueis a major failure mode in marine structures which re5ponrl dynamically to random .3VP and wind loading. Oscillatory stresses produce fatigue at points of stress concentra- tjO.. tYPiCallY the welded joints. Because all fatigue design factors are subject to significant unc~rtainty, a reliability approach to manage- ment of s“cb uncertainty seem5 appropriate. This article s“rnmarizes sore? studies in fatigue reliiIzIi+t. y research and demonstrates how relia- !>j!+ty :nethods can be effectively utilized by designers to avoid fatigue in marin? ?twctura? co~ponents. Include4 are (1) a description of fatlque damage under variable amplitude stresses employing the characteristic S-N and fracture mechanics models, (2) models for reliability assessment relative to fatigue and the use of these models to derive design criteria, and (3) an elementary application of system fatigue reliability analysis to establish component design criteria. 1NTROOUCTION In general, reliability methods seem par- ticularly appropriate for application to the marine structure design process because of uncert,~inties in the ocean environment and the historical use of statistical descriptions of that environment. But, structural component strength (particularly fatigue) data have consid- erable scstter. Thus, both structural loads and capacities are subjected to u~certainty. Summarized in this paper are considerations of reliability anslysis to fatigue in marine structures. Specific goals of such analyses are (11 reliability assessment of an existing or pro- posed designs and (2) development of fatigue- avoidance criteria appropriate for inclusion in design criteria documents or codes. Demon- strated are how reliability methods can be used as an .Ffectiv? design tool. It is implicitly ass. med herein that fatigue will occur at welded joint,, but th. models are gen?ric and could aPPIY t,>other details as,WeII. RPcomneoded as general references are the F~J~~_fi<ndhaok [1] published a!, a Norwegja” effort., an ~loped ia” of tubular joint design hy the British r21, SSC-318 by N“nse et al. [3], SSC-325 hy But’nside et al. [4], a paper by M,r-si,,ll and Luyties [5], and a b?ok by Gurney ~6~. FATIGUE STRENGTH: ELEMENTARY ENGINEERING MOOELS The characteristic S-N curve N5m = A S>o (1) is commonly employed to describe fatigue strength of structural components, where m and A, determined emoiricall.y from constant amDli - tude S-N data, are the fitigue strength exa and fatigue strenqth coefficient, respectively. As an extension of this basic model, a more gen- eral two-segment S-N curve as show, in Figure 1 reflects experimental data which t,?A to show an improvement in fatigw Stre PgL’ at lower stresses. \ < ,,s<,,“,”, NSm = A stress 4mp1itud, (or Raw.) SQ __________ ~ NS’. C ~ R I , ‘o CyclestoFailure,N Fig. 1 Two-segment S-N curve The frwcture mechanics fatigue model is descrjbed in References [1], [2], i“d [7]. Ass”me that the crack propagation law is as defined in Figure 2. The Paris law is assumed to be valid for subcritical crack growth; Kc is fracture toughness and AKth is the threshold stress intensity. Furthermore, we now assume that stress is a random process. Ass.”ming an “equivalent stress” approach and after some analyses, it can be shown that [7] where a = cr=ick depth; a. and af = initial cra’k 31

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Page 1: Considerations of Probability-Based Fatigue Design for

.—-..— . .

@

if~.THE SOCIETYOF NAVALARCHITECTSANDMARINEENGINEERS

601Pavoniakvem.e,suite400,JerseyCity,New Jersey07306,.,.,;,,.,:.!..!,,,,..!!..S,,UC!!,,,.,,,.,,,!,,,,.,.s,.,,,,S,,,,,.:!:,,,,.,>.,),.!,lArlnn!v,“,,,!!1!.,“,,.,,,5 6 ,,fl-

Considerations of Probability-BasedFatigue Design for Marine StructuresPaul H. Wirsching, University of Arizona, Tucson, ArizonaY.-N. Chen, American Bureau of Shipping, Paramus, New Jersey

P,I?sTQ,4CT

I:,?tique is a major failure mode in marinestructures which re5ponrl dynamically to random.3VP and wind loading. Oscillatory stressesproduce fatigue at points of stress concentra-tjO.. tYPiCall Y the welded joints. Because allfatigue design factors are subject to significantunc~rtainty, a reliability approach to manage-ment of s“cb uncertainty seem5 appropriate.This article s“rnmarizes sore? studies in fatiguereliiIzIi+t.y research and demonstrates how relia-!>j!+ty :nethods can be effectively utilized bydesigners to avoid fatigue in marin? ?twctura?co~ponents. Include4 are (1) a description offatlque damage under variable amplitude stressesemploying the characteristic S-N and fracturemechanics models, (2) models for reliabilityassessment relative to fatigue and the use ofthese models to derive design criteria, and (3)an elementary application of system fatiguereliability analysis to establish componentdesign criteria.

1NTROOUCTION

In general, reliability methods seem par-ticularly appropriate for application to themarine structure design process because ofuncert,~inties in the ocean environment and thehistorical use of statistical descriptions ofthat environment. But, structural componentstrength (particularly fatigue) data have consid-erable scstter. Thus, both structural loads andcapacities are subjected to u~certainty.

Summarized in this paper are considerationsof reliability anslysis to fatigue in marinestructures. Specific goals of such analyses are(11 reliability assessment of an existing or pro-posed designs and (2) development of fatigue-avoidance criteria appropriate for inclusion indesign criteria documents or codes. Demon-strated are how reliability methods can be usedas an .Ffectiv? design tool. It is implicitlyass. med herein that fatigue will occur at weldedjoint,, but th. models are gen?ric and couldaPPIY t,> other details as, WeII.

RPcomneoded as general references are theF~J~~_fi<ndhaok [1] published a!, a Norwegja”effort., an ~loped ia” of tubular joint designhy the British r21, SSC-318 by N“nse et al. [3],SSC-325 hy But’nside et al. [4], a paper byM,r-si,,ll and Luyties [5], and a b?ok by Gurney~6~.

FATIGUE STRENGTH: ELEMENTARY ENGINEERING MOOELS

The characteristic S-N curve

N5m = A S>o (1)

is commonly employed to describe fatiguestrength of structural components, where m andA, determined emoiricall.y from constant amDli -tude S-N data, are the fitigue strength exaand fatigue strenqth coefficient, respectively.As an extension of this basic model, a more gen-eral two-segment S-N curve as show, in Figure 1reflects experimental data which t,?A to showan improvement in fatigw Stre PgL’ at lowerstresses.

\

< ,,s<, ,“,”,

NSm = A

stress4mp1itud,

(or Raw.)

SQ __________ ~ NS’. C~

R

I ,

‘oCyclestoFailure,N

Fig. 1 Two-segment S-N curve

The frwcture mechanics fatigue model isdescrjbed in References [1], [2], i“d [7].Ass”me that the crack propagation law is asdefined in Figure 2. The Paris law is assumedto be valid for subcritical crack growth; Kc isfracture toughness and AKth is the thresholdstress intensity. Furthermore, we now assumethat stress is a random process. Ass.”ming an“equivalent stress” approach and after someanalyses, it can be shown that [7]

where a = cr=ick depth; a. and af = initial cra’k

31

Page 2: Considerations of Probability-Based Fatigue Design for

Crack GrowthRate, da/dN

log)

I I(log) #

expected value. B is introduced as a biasfactor on stress range in recognition that the?ctual stress differs from the estimated stressbecause of modeling error res”l ting fromassumptions made in the stress analysis. Theevent of failure is defined as D > 1.

It is mnveniwt to write D as

~=y, (5)

where T = nffo is time of exposure, f. is thelifetime average zero up-crossing frequency ofthe stress range, and Q = foE(Sm) is the stressparameter. Models which are routinely employedby the marine industry are summarized in Table I[8, 9].

The Weibul 1 model for S is commonlyemployed for a simplified fatigue assessment andfor derivation of design criteria. The distribu-tion function is

1111EFs(s) = 1 - ‘&p- ; S>o. (6)

J 1

‘Kth Kc

Range of Stress Intensity Factor, AK

Fig. 2 A model for fatigue crack growth

depth and crack depth at failure, respectively;Y is the geometry factor; and

G(a) = ‘@~ . ~(sm) (3)

sm

~. I- smfS(s)ds

so(a)

so(a) . *.Y(a)=

By multi olyimg both sides of Ea. 2 bv ~.the c~ara~eri~tic- S-N form of Eq. i, NS~ = A;~e~uIt$; Sm . (Se)m, where Se is equivalent

= and A is a function of all of the parame-tXn the crack growth law. Thus, the frac-ture mechanics-based fatigue crack growth lawcan be cast in a characteristic S-N format.

FATIGUE DAMAGE UNDER VARIABLE AMPLITUDE LOADING

Assuming that fatigue strength is definedby Eq. 1 and that Miner’s rule works, fatiguedamage D can be written as

D = ~ BmE(Sm) , (4)

wh?.e S is ~ random variable denoting estimatedstress .a?ge for a single cycle, n is the totaln.nbe. 0’ cycles applied, a“d E(.) is the

where E and 6 are the Weibull shape and scaleparameters, respectively. This model idealizesthe long-term distribution of stress range.

By defining a “design” stress 50 as

P(s> so)=+, (7)

where NT is the total number of cycles in theservice life, So is then the value e~ceeded by Son an average of once every NT times. The scaleparameter 6 can be written in terms of So, E,and NT as

6 = So[l-n NTI-llE . (B)

The Weibul 1 distribution function is plottedin Figure 3 in a form useful for designers. Akey role is played by the shape parameter whichdescribes implicitly both the environment andthe structural system E. Some typical valuesare c = 0.5 for Gulf of Mexico platforms, c .0.5 to 0.7 for te”pl ate platforms outside theGulf without significant dynamic amplification,and f = 1.0 for Serni-s”bm’e?sibles a“d gravityplatforms. Figure 4 (from Munse et al. [3])shows E = 0.7 to 1.3 for hull girder stresses inships (which, as a warning, may not be directlyrelated to the most troublesome fatigue failuresin ship structures).

FATIGuE OAMAGE: PIECEWISE LINEAR S-N CURVES

Damage expressions of Eq. 4 and 5 dependupon the assumption that fatigue strength isdefined by Eq. 1. But the two-segment S-N curveof Figure 1, which provides an improvement infatigue strength at lower $,tr.eyses,is specifiedby API [10] a“d the UK OEn [11]. Extrapolationof NSm = A into the high cycle range producesconservative results. Differences i“ damageestimates between the two-segment and lines?

32 —

Page 3: Considerations of Probability-Based Fatigue Design for

Table I. A summary of the expressions for fatigue damage.

Fatigue Damage at Tinw T

D = Ttlmn/Awhere

m, A = parameters from S-N curve (Eq. 1)

B = factor to account for uncertainties in estimating fatigue

stresses from oceanographic data

n = foE(Sm), stress parameter

Stress Parameter Using Various Approachesto the Stress Distribution

. Wave Exc?eda”ce Diagram (Deterministic Method)

a = fo~cjS~

fo = average frequency of stresses

Sj = stress range

Ci = fraction of total stress ranges of Sj

- Spectral Method (Probabilistic Method)

n = a(m)(2LT)mr( m/2 + l)~yifio~

a(m) = rainflow correction [8, 9]

r(.) = gamma function

Yi = fraction of time in ith sea st~te

fj = frequency of wave loading in the ith sea state

clj = RMS of stress process in the ith sea state

. Meihul 1 Model for Stress Ranges

n = foS~ [h NT]“mf~r(ml~ + 1)

Sm = largest “once in a lifetime’s stress range

E = stress range parameter

NT = total number of stress ranges in design life

. Nolte-H,ansford Model [39] (Extension of the Weibull Model)

n fo6m4*mr(m+/E + 1)

Terms same as Weibull except ~, $ = parameters from empirical

equation S = +Hb, where H is wave height

33

Page 4: Considerations of Probability-Based Fatigue Design for

-— —

1

;~

;>,Sr - Level above which there

are N cycles applied

\\\

\\\ ,YSo = Design stress

P (exceedancc) = ~ = 10-8T

\\’\\

\;\\ ~ .;:;

.5

t 1 ,.l\

— (exponential distribution)

\\\,l.o “,

\ ‘;’, ‘\\

0-‘ :<%:

101 102 ,~3 104 105 106 10’ 1o~

Number of E.xceedances,N (cycles)

Fig. 3 Long-term distribution of stress ranges; Weibull distribution function

u10 102 io3 ,:,2 :05 1o~” 107 NT =108

Number of i:xce,dances

Fig. 4 Loading histories of large tankers, bulk carriers, and dry-c firgo vessels compared with Weibull(after Munse [3])

34

Page 5: Considerations of Probability-Based Fatigue Design for

—.

cases were studied in an unpublished article[12] and are summarized as follows.

Assume that the Io”g-t.erm distribution ofstress ranges, S, is Weibull (Eq. 6, 7, and 8).Given the form of Figure 1, it can be shown thatfatigue damage for the two-segment case is

D~= AD, (9)

where A is the bias factor given as

A6r-mro(b, Z) , ~(a,~,A = ~a~

—— (10)

where

r(a, z)‘?(a,z) = ~ , z = (sQ/J)r,

(11)

~=; +l, b=; +l

r(x) is the gamma function, and r[a, z) and ro(a,z) are i“cmnplete gamma functions (integrals zto ==and O to z, respectively).

h) examples are presented in Figure 5(bi;s fdct. r for UK OEn-T curve) and Figure 6(bias factor for API-X curve).

stress I UK.C!ePartme”tof Energy T Cur,,

(k*i)\ / Basic ,“,”,

Y .= 3.0

/bA = 4.30C9

;.55 ~r=5C = 2.45E11

Cycles to Failure N—— —-_ ~

1/Bias Factor,h

‘1.[

0.$

0.8

(!.7

C..6

0.5

Fig. 5 Bias factor for DEn-T curve

Stress 8

Range

[k,i]

sq=5

API-X curve

\

-.=4.38A = 2.4<:11 (k,< u’ltS)

_—— ——— —-.— — —..,

8<,, :actor, hw1.00 –-——__—__——_————–_———————

0.35

\GSm = 60 ksi

~ = 5“k, j0.50

‘= 40 ksi

“SC-..,.We<bull shape %rme$er, c

0,5 1,0 i.5

Fig. 6 Bias factor for API-X curve

1> summary, it can be seen that for a well-designed joint (i.e., assumed to have So = 60ksi), tbe reduction in damage implied by theendurance limit of the API-X curve is modest.0“ the other hand, reduction in damage from thelinear case implied by the high cycle segment ofthe UK DEn-T curve can be as high as 20% forthe same joint.

Oescribed above were engineering models offatigue. Now, attention will focus on the prob-ability problem in which “ncertai”tie% in thefatigue analysis processes will be translatedinto random variables of the design factors insuch a way to make reliability assessment trac-table.

FATIGUE RELIABILITY MODEL: SSC/MUNSE

The model used by Mu”se et al. in SSC-318[3] for reliability assessment relative tofatigue in a component was originally derived byAng [13]. The development of this model is welldocumented [3, 13] and only a summary is pro-vided here.

Let N be a random variable denoting cyclesto failure. Assume that N has a Weih.11 distrib-ution. TtIe shape and scale parameters are

35

Page 6: Considerations of Probability-Based Fatigue Design for

___

whert ~:i is the mean life obtained from a leastSq:I.reS, analYsis of fatf9ue data and CN is thecoefficient of variation (COV) of cycle life.All uncertainty is included in CN:

c~ = (c; + nlzc:+ c~llfz , (13)

where all C’s are COV’S. CZ accounts for stressmodeling error, Cc for workmanship uncertainty,and Cf . J-. 6f and bf are COV’S repre-

senting scatter inhermt in S-N data and uncer-tainties in Miner’s rule, respectively.

Miner’s rule is assumed, which implies thatE(sm) = A/BN. Then it is easily shown that theprohahility of failure at the service life NS is

[

c~l.08

NSE(Sm)r(l + c~l.08)

1Pf = ~—(14)

The use of this forrm to derive design criteria isdemonstrated below.

FATIGUE RELIABILITY MODEL: API/WIRSCHING

To d?rive an expression for reliability rel-ative to fatigue, Wirsching [8, 14] used thesimple lognormal format for multiplicative limitstate functions. A fundamental differencebetween the Munse and Wirsching approaches isthe use of the Weibull and lognormal distri L,u-tions, respectively, for N. The Iognomnal modelis also well documented. A summary follows.

The fatigue strength coefficient A isde f:ned as a random variable describing the in-herent variability of the fatigue strength. Themedian A defines the median S-N curve, and theCov, CA, is the COV of N given S. Bias anduncertainty in Miner’s rule are defined by A,the damage index at failure; the event of fail-ure is (0 > A). B was previously defined todescribe stress modeling error. A, B, and .4areassumed to have lognormal distributions withmedians (i, B, A) and COV’S (CA, CB, CA), PeSpFC -l.ively.

The probability of failure is

Pf = 0(-6) , (15)

where t(.) is the standard normal distributionfunction and s is defined as the safety index,

(16)

where Ts is the service life and T is the media”time to failure,

The KUGSP model ,md the Iognormal formatare elementary reliability models, but more

sophisticated approdchr+s have been ,Ievel,)pe,{.For example, Madsen [29, 30] employs adva”cc,,ireliability methods with a more gmeral dr?scrip-tion of the fatigue limit state along with amore detailed and accurate description of the $-?!statistics defining fatigue stm+ngth.

STATISTICAL DATA: EXAMPLES

Examples of supporting data for the relia-bility models are provided i“ Tables II-IV. TheS-N fatigue data of Figure 4 are analyzed usimga least squares model on a log-log basis. Therelatively large COV’S associated with cyclelife demonstrate the high level of uncertaintyin fatigue design factors, thereby supporting theclaim that reliability methods are particularlyrelevant for fatigue.

Exercises which have attempted to quantifystress modeling errors (the random variable B)are summarized in Table 111. The figures in eachexampl e, provided by expert testimony and somedata, are highly dependent upon the nature ofthe system and how’ the analysis is performed.Therefore, the figures should not be used bythemselves without knowledge of relevantdetails. It is interesting t.o note, howeve?,that there is some coherence i“ these numbers.Designers seer to believe (a) that there is aslight conservative bias to stress analysis and(b) that ““certainties may range from about 20to 50%, with lower figures typical of staticdesigns.

Strength modeling ,error (the random vari-able b) is measured from ra~dom fatiaue testina.!?ecA!Ise fatigue behavior is influe;cr?d by <omany factors, it is difficult to interpret themeaning of each result in the summary of TableIv. These figures also contain “amiability in-herent in the mdterial. But, again, there seemsto be some cohereme to the valuez. A ~lightnon-conservative bias is suaaested bv recenttests on welded detail, andto 60% seem to be typical.

OESIGN CONSIDERATIONS

Example 1

Reliability assessmmtpossible using the Munse or14 and 15). These equationsestablish desiun criteria.

.“n”certaintfes of 30

of a component isIognormal form (Eq.can also be used to

As an e$.amole.assume that th~ stress distribution is Weibuli(Eq. 6-8). Using the value of n from Table 1, amaximum allowable design stress can be derivedr3]

So< SN. $. RF, (19)

where

SN = [AINs)lfm, mean fatigue strengthat serttice life, NS

(20)

$ = [!..NS]lIC {r(l + mft)]-llm,

random load factor

and

36

Page 7: Considerations of Probability-Based Fatigue Design for

WRC data from RP2A(1982) commentary [10] 4.38

API-X [14] 4.42

Butt Welded JointsMunse et al. [3] 2.88

UK DEn S-N curvesfor welded joints [11]

B 4.9c

k2Gw

3:53.03.03.03.03.03.03.0

2.16 E 4.60 E12 73

136

9.67 E1113 .72 E9 50

2.34 E15/1.04 E12 441.08 E14/1.25 Ell 503.99 E12/1.21 EIO 513.29 E12/1 .00 E1O 631.73 E12/5.28 E9 541.23 E12/3 .75 E9 565.66 E1l/l .73 E9 433.68 E1l/1.12 E9 444.79 E12/1 .46 E1O 67

“It is eas!ly show that CA = CN.

Table III. A summary of some efforts to quantify modeling error instress analysis; the random variable B.

.—

Ri.. CnvStudy

Load and resistance factordesign (LRFO) for onshoreconstruction [15]

National Bureau of StandardsSp517 providing backgroundfor ANS A58, “8uilding CodeRequirements . . .“ [16]

LRFO proposed for offshoreconstruction; ProjectAPI-PRAC-22 [17]

Modeling error for extremewave loads on a pile;average conditions in theNorth Sea; NTH,Trondheim [18]

ABS survey to establishmodeling error associatedwith design loads forcylinders and pontoonsfor TLP’s [19]

Study of fatigue stressmodeling ‘error for offshoreplatforms by DnV [20]

Study of f3tigue stressmodeling error for offshoreplatfo~m; API fatiguereliability projectAPI-PRAC.15 [8]

SSC-322 extreme wave a“dwhipping loads of shipSt,”ct”res :21]

. .

. .

0.70

..

0.90

0.84

0.70

.-

24

20

37

34-45

25

14

50

25-30

Comments

Live load effects for floorbeams; a “small” part isobjective uncertainty

Maximum live load for a50-ye.3i-reference period

Maximum design load effectfor fixed offshorestructures

Using design wave approach,the uncertainty on theextre”e life-time forceon a Dile

Bias value selected by thecommittee is more conserva-tive than tbe 0.70 actuallyfound in the survey

COV SeemS low and o“t ofline with othe?experiences

A major contributor to CilV;uncertainty in descriptionof sea state has stronginfluence on fatiguestresses

These figures do not includeuncertainty in stresscalculations

37 k--

Page 8: Considerations of Probability-Based Fatigue Design for

Table IV. Examples of statistical data on damage at failure, A.

Median Cov of(A) A

-- --- —————__ _____________Shin and Lukins (22]: Survey of variable amplitudefatigue data 0.90 0.67

Schutz [23]: Survey of random tests 1.00 0.60Large quasi-static mean load changes 0.70 0.60

Schilling et al. [24]: Full-scale cover-platedsteel beams 1.15 0.48

Gurney [25]: Longitudinal non-load car?yingfillet welds 0.85 0.28

Eide and Berge [26]: Non-load carrying fillet welds 0.78 0.19

Berge and Eide [27]: Non-load carrying fillet welds 1.06 0.40

Holmes and Kerr [28]: Cruciform specimm 0.69 0.61

h 1lfm

pocil.oe Munse reliability

r(l + c~oa) factor2F =

~[11llm

i lognormal relia-F exp(600fH T) bility facto?

where PO and 60 are the target pf and safetyindex, respectively, which must be specified.

Examples of the use of the Munse a“d log-normal formats are given in References [3] and[8]. Because of the relatively ‘#strong” lefttail of the Weibull distribution for N, designstress ranges So of the Munse criterion aresmaller than those of the lognormal format and,sometimes, “uch more so. A study of the distri-bution of fatigue data in welded joints has indi-cated the lognormal to be generally a better,nodel for N than the Weibull [31]. But it !#O”ldhe premature to suggest that the lognormalformat provides improved design criteria.

Example 2

Frequently, design criteria documents spec-ify a maximum allowable damage at failuredefined as a target damage ratio, Ao. Arestatement of the form of the lognormalapproach can produce a AO having a probabilitybasis [40].

Noting from Eq. 5 that median damage atservice life TS is

~ . T@Q

z’(21)

it follows from Eq. 16 and 17 th?t.

(22)

R?quiri”g that B > Bo, the target safety index,the requi remem for a safe design can be writtenas

b< &“ (23)

To develop a convenient- design equatior!,consider a factored form of O. Let the designS-N curve be a lower bound specified by Ao, asshown in Figure 7. Oefine the scatter factor

i = A/A. . (24)

Median

%

iis”=i. %wbsbil ]ty Density

h

. . Funct,on of NGiven S

Design‘<:.. “

No S“ = A. !..

/’,0,.,5 & “ “-”

(log]

(log)

Cycles to Failure, N

Fig. 7 Definition of the S-N design curve

The relationship between a and the coefficientof variation of cycle life is given as.

k = exp(20fH ~) , (25)

where

38

Page 9: Considerations of Probability-Based Fatigue Design for

From Eq. 23 and 24,

B = (W/k)oo , (27)

where

Do = Tsnlko .

Do is nominal damage (damage as would be com-puted by conventional design procedures).Finally, the safety check expression can bederived from Eq. 23-28 as

DO<AO , (29)

where the tar& damge ratio AD is

——‘0 “ Bm . :X;[BO.) “

(30)

As an example, consider the statistics in Tablev. These values were asxumed to be “reasonable”for development of TLP design criteria [32].Upon substitution into Eq. 30, a plot of A.versus t30 can be constructed as shown in Figure8. Upon selection of an appropriate targetsafety index 8., the value of A. can be estab-lished. An example of design criteria for deckand hull structural detail for TLP’S is given inTable VI. Selection of B. is influenced by con-siderations of importance and inspect ability.

ELEMENTARY CONSIDERATIONS OF SYSTEM RELIABILITYANALYSIS: TLP TENOONS

Ultimately, it is hoped that technologywill be available to perform (a) reliabilityassessments of a system of components or (b)given the target reliability of a system, derivecomvonent requirements. In ‘aeneral. the svstemreliability p’roblem is extr~mely ;omplex” [33,343 351. Stahl and Geyer [36, 37] haveaddressed the tendon system reliability probl emconsidering both ultimate strength and fatigue.

Table V. Reference data for cal CU1 ation oftarget safety index [40].

m 3.0

c~’ 0.50

CB 0.25

*Equal to CN, the COV of cycles to failure.

Design Life, TD, fop a service Life. T5, of 20 YrS,

400 200 100 50

I \

Target Oamage Level for Component, b.

Fig. 8 Example: The target safety index as afunction of the target damage 1evelfor a component

Table VI. Example: Fatigue design criteria for TLP deck and hull structure.—————— ——.————

Target SafetyIndex, 80

2.0

2.5

3.0

Target DamageApplication Level, An

The structure is redundant and ‘racksare easily inspected and repaired;used for deck structure, m.ting joints, 0.55main body of cylinders and pontoons,and production risers

For redundant and non-criticalstructure which is non-i nsp?ct able, 0.35i.e., non-inspect able deck structure

The structure is critical and, whileinspection is possible, repairs areexpensive; used for pontoon/ 0.22cylinder interface, main braces,and for tension Dile Dull Out

39

Page 10: Considerations of Probability-Based Fatigue Design for

In tile exanpl? which follows (a summary of[40]), TLP temion fatigue design criteria arederived based on a host of simplifying assump -t~ons.

+ 7LP tendon model is shown in Figure 9.!: ;S assumed that (1) each tendon has n “compo-nents” or fatigue-sensitive points, (2) the axialforce throughout the tendon is uniform, (3)fatigue will be the prrincipal failure mode, (4)stress corrosion effects are ignored, and (5)there is no effective inspection program.

‘t’s

I$

R2

Fig. 9 Model of a TLP tendon

Let S denote the stress in a tendon and Ridenote the strength of the ith element. Theevent of failure of the ith component is

Ej. (Rj <S). (31)

The probability of failure of the ith componentis

Pi = P(RI < S) . (32)

The tendon then is a simple series system of mcomponents. If Ej were assumed to be j“depen.dent, an upper bound on the probability oftendon failure is [33]

pT < npi . (33)

The exact probability of tendon failure

PT=~-f,(x)FR(x)dx, (34)JO

where

FR(x) = 1 - [1 - FRi(X)]n. (35)

FRi and FR are the distributions of ‘ompo”entand tendon strength, respectively.

For fatigue, it is shown in Reference [38],using the lognormal format, that

s = B’se/Allm (36)

~:, = (WW1lm

‘c,i-– ‘(37)

where stress modeling error B is separated intocomponents B.s for the structure as a whole and

Bc,i for erro? which varies from cOmpon@nt tOcomponent. Characteristic statistics based ontYPical values are CRi = 0.20 and CS = 0.23 [381.

Using these values, the relation shipbetween component and system probability offailure is illustrated in Fiaure 10 for both thedependent failure mode ca~e (Eq. 35) and theupper bound (Eq. 33). The safety index is re-lated to pf by Eq. 15.

% -> PIk=

_ ,.-10

6– – 10-9,~; ‘%

5

UPPe.em.nd Sol.t+..;— FQ. 12 (IndependentEi)

-- Dependent6,71”7,E\,ent$;CR = 0.20,C~ = 0.23R, S 10qmmmal

37 ,

~; 3 4 5 %s

seriessystem

Fig. 10 Component reliability as a function ofseries system reliability; k elements

Using these results, Eq. 30, and the valuesin Table V, the target damage level A. can bederived as a function of the specified targetsafety index for a tendon ET and the number ofjoints. Superimposed on the results (both theuPPer bound and dependent case) presented i“Figure 11 is the recommendation of LO = 0.10 bythe API Tendon Systems Design Task Gr-wp.

Conclusions from the exercise are that (1)A. is not a strong function of the number ofcomponents and (2) the upper bound solution pro-duces only slightly conservative requirements.

Finally, it should be noted that specifiedtarget reliabilities relate to service lives.When, for example, the target tendon reliabilityis specified as ET = 3.0, this value applies attime t = Ts. For all t < TS during the servicelife, the actual reliability will ex’eed 3.0.

By direct application of the lognormalformat described earlier, co!npo”e”t reliability

40

Page 11: Considerations of Probability-Based Fatigue Design for

UI,P,VBoundSolution;Eq. 12(lnde~endentE<)

DePeod,nt F,iluw Event,CR = 0.20 c~ = 0,23R, S . Lognmmal

1.0

,,.1J

l], ,,, ,Numberof Jointsin a Tendon, n

10 20 30 40 w 60 70

.01500 1000 2006

Mate,Depth(Ft); 30 Ftfelement

Fig. 11 Target fatigue damage level as a func-tion of number of joints in tendon

E] ‘Or any time can be formulated ~S

is given by Eq. 18. For the values in;;::: ‘{:Ta@ ~ = 0.925. The relationshf pbetween ris and operating time of Eq. 38 ispresented in Figure 12 for this value. Thisfigure il1ust rates a rather dramatic degradationin structural integrity due to “aging.” It alsosuggests conservatism in the way fatiguerequirements are constructed; i.e., when relia-bility specifications are targeted to the servicelife, a higher reliability is realized duringoperation.

p,(t) B,(t)

-6

80 = 4.0

\, ~

,.-8 _

51,1-6

60 = 3.04

1o“~

‘..,.-3

,– 3

I I I.—— —.. I llLl_ q,”0.1 0.5

tlT5

Fig. 12 Degrad~tion i“ reliability as a f“”ctionof time

CONCLUS1ONS

Reliability mathematics can he [useful as atool For managing zlle 13rge u“cei-tainti,?s asso -

ciated with fatigue, thereby provid:?g designersiwith a sound basis for decision makil)o. Summa-rized in this paper are elementary &thods ofreliability assessment and design code develop-ment relative to fatigue. Research efforts con-tinue worldwide on this important topic.

ACKNOWLEDGMENTS

Many of the results presented here arebased on studies supported earlier by the Ameri-can Petroleum Institute with Bernhard Stahl asthe project technical advisory committee chair-man and, more recently, by the American Bureauof Shipping, Research and Development Division,of which Oon Liu is director. All results pre-sented herein have not been formally reviewedand approved for use by ABS. Permission by ABSto present and publish this work is gratefullyacknowl edged.

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43