Documente Academic
Documente Profesional
Documente Cultură
Maher A. Nessim
C-FER Technologies,
Edmonton, AB, T6N 1H2, Canada
e-mail: m.nessim@cfertech.com
The optimal design level for onshore natural gas pipelines was explored through a hypothetical example, whereby the pipe wall thickness was assumed to be the sole design
parameter. The probability distributions of the life-cycle costs of various candidate designs for the example pipeline were obtained using Monte-Carlo simulation. The lifecycle cost included the cost of failure due to equipment impact and external corrosion,
and the cost of periodic maintenance actions for external corrosion. The cost of failure
included both the cost of fatality and injury as well as the cost of property damage and
value of lost product. The minimum expected life-cycle cost criterion and stochastic
dominance rules were employed to determine the optimal design level. The allowable
societal risk level was considered as a constraint in the optimal design selection. It was
found that the Canadian Standard Association design leads to the minimum expected
life-cycle cost and satisfies the allowable societal risk constraint as well. A set of optimal
designs for a risk-averse decision maker was identified using the stochastic dominance
rules. Both the ASME and CSA designs belong to the optimal design set and meet the
allowable societal risk constraint. DOI: 10.1115/1.4002496
Keywords: optimal design, onshore gas pipeline, life-cycle cost, failure mode, failure
consequences, risk attitude
Introduction
The overall return of a civil system over its design life H can be
expressed as follows 2:
Hx = Bx Cx
1a
Cx = C0x + C f x + Cmx
1b
where x is a vector of design parameters, Bx is the benefit derived from the existence of the system, Cx is the total life-cycle
cost of the system, C0x is the initial construction cost, C f x is
the cost of failure, and Cmx is the cost of maintenance. It is
assumed that the benefit and costs can all be expressed in net
present monetary value.
The return Hx is generally uncertain because of the uncertainties in the resistance of the structure, in the hazard occurrence, in
the load effects resulting from a given occurrence of a hazard, and
in the failure consequences. An optimal design can be obtained by
maximizing the expected value of the return, i.e., EHx, where
E represents the expectation. The optimal design can also be
obtained using the stochastic dominance rules. Three stochastic
dominance rules were employed in this work, namely, the firstdegree stochastic dominance FSD, second-degree stochastic
dominance SSD, and third-degree stochastic dominance TSD.
A brief description of these rules is provided in the following.
Details can be found in Ref. 7.
Consider the problem of selecting the more efficient design
from two candidate designs, x1 and x2. Let F1h and F2h denote
the cumulative distribution functions of the return H for x1 and x2,
respectively. Suppose that the only known information about the
decision makers preference is that he/she prefers a higher return;
that is, the utility function uh for the decision maker satisfies
uh 0. The FSD rule then states that x1 is preferred to x2 or x1
dominates x2 by FSD if and only if F1h F2h at all values of
h with a strong inequality for at least one value of h. An intuitive
interpretation of the FSD rule is that x1 dominates x2 if the probability of obtaining a return equal to or higher than h under F1h
is no less than that under F2h i.e., 1-F1h 1-F2h at all
values of h 7. A graphic interpretation of the FSD rule is that x1
dominates x2 if F1h is below or tangent F2h at all values of h.
Two important necessary conditions for FSD are the mean and left
tail conditions. If x1 dominates x2 by FSD, the mean condition
dictates that the expected return associated with x1, EH1, must
be greater than the expected return associated with x2, EH2; the
left tail condition dictates that the minimum return associated with
x1 must be greater than or equal to the minimum return associated
with x2.
The SSD rule addresses risk aversion. If the decision maker
prefers higher return and is risk-averse i.e., uh 0 and uh
h
0, then x1 dominates x2 by SSD if and only if
F1sds
h
F2sds at all values of h with a strong inequality for at least
one value of h. The mean and left tail conditions as described for
FSD are also the necessary conditions for SSD, except that only a
weak inequality in the mean condition is needed for SSD, i.e.,
EH1 EH2.
The TSD rule was developed for decision makers who seek
higher returns, are risk-averse and prefer positive skewness of the
return i.e., uh 0, uh 0, and uh 0. The hypothesis
that decision makers generally favor positive skewness has been
supported by strong empirical evidence, such as people buying
lottery tickets and insuring their homes, and by positive skewness
for the rate of return on stocks 7. Given these conditions, x1
h t
dominates x2 by TSD if and only if
F1sdsdt
031702-2 / Vol. 133, JUNE 2011
h t
F2sdsdt at all values of h and EH1 EH2 with a
strong inequality for at least one of these two conditions: that is,
h t
h t
either
F1sdsdt
F2sdsdt for some value of h or
EH1 EH2.
Note that a stochastic dominance rule for risk-seeking behavior
also exists and was applied in Ref. 4 for optimal design of building structures subjected to seismic hazard. However, it was hypothesized that most pipeline operators are risk-averse given the
potentially severe consequences of pipeline failures. Therefore,
the risk-seeking stochastic dominance rule was not considered in
this study.
P nD
2 SMYS
100% lethality
0% lethality
Onset of injury
31.6
31.6
12.6
15.8
6.3
15.8
limit state arises if the puncture force is not large enough to penetrate the pipe wall. In this case, the dent-gouge defect produced
by the indentor may fail under the pipe internal pressure upon
removal of the indentor. Details of the limit state functions associated with these two limit states are provided in Annex O of CSA
Z662-07 10. Note that both limit states are time independent;
that is, the probabilistic characteristics of the uncertain variables
involved in these limit state functions do not vary with time.
Three different failure modes are assumed to be associated with
a given failure due to equipment impact, namely, rupture or fullbore rupture, large leak, and small leak 10. A full-bore rupture
results in a double-ended gas release, with the diameter of the
release hole at each end equal to the pipe diameter 11. The
average hole diameters for large leak and small leak are typically
assumed to be 50 mm and 10 mm, respectively 11. To differentiate leak and rupture, it is assumed that puncture or failure of a
dent-gouge will result in a through-wall cracklike defect 10. The
length of the through-wall defect is assumed to equal the excavator tooth length in the case of puncture and the gouge length in the
case of dent-gouge failure. The failure is then categorized as a
rupture if the length of the through-wall defect is greater than the
critical length for unstable axial extension of the defect. Otherwise, the failure is categorized as a leak. The equation for calculating the critical defect length is given in Ref. 10. Historical
failure statistics suggest that two-thirds of the leaks are large leaks
with the rest being small leaks 11. The consequences associated
with rupture, large leak, and small leak are described in Sec. 3.3.
Failure at an active corrosion defect can be either a small leak
or a burst 10. A small leak results from the defect penetrating the
pipe wall, whereas a burst occurs if the pipe wall undergoes plastic collapse under internal pressure prior to the defect penetrating
the pipe wall 10. A burst can be further categorized as a rupture
or a large leak. The former is defined as a failure where the
through-wall defect resulting from a burst is long enough to undergo unstable axial extension, whereas the latter is defined as a
burst without unstable axial extension of the resulting throughwall defect 10. The limit state functions for burst and small leak
as well as the limit state function for distinguishing rupture and
large leak are given in Ref. 10. Note that these limit state functions are time dependent because corrosion defects grow over
time. A linear defect growth model was adopted in this study; that
is, the defect depth and length were assumed to grow in constant
depth and length growth rates 11,12.
3.3
Failure Consequences
radius of the hazard area, rhr m, within which the heat intensity
level exceeds a certain threshold, Ith, can be calculated as follows:
rhr =
0.1547pD2
Ith
0.2321pD2h
Ith
Fig. 1 Heat intensity thresholds and human safety implications: a outdoor exposure and b indoor exposure
the onset of burn injury for outdoor exposure. It was pointed out
in Ref. 15 that a typical wood-framed structure is very unlikely
to ignite when subjected to a radiation intensity of 15.8 kW/ m2
or lower and will therefore afford indefinite protection to the occupants. Given this, the heat intensity threshold for the onset of
injury was selected to be identical to that for 0% lethality i.e.,
15.8 kW/ m2 for indoor exposure. A summary of the selected
heat intensity thresholds and corresponding implications for human safety is depicted in Fig. 1.
3.3.2 Failure Costs. The cost of fatality and injury can be
determined from the values of a statistical life VSL and a statistical injury VSI. Viscusi and Aldy 16 recently carried out a
comprehensive review of studies of mortality and injury risk premiums published in the past 30 years. The review indicated that
VSL in Canada is typically between $3$6 million in 2000 US$.
VSI in Canada ranges from approximately $1300$190,000 in
2000 US$, where the upper limit is associated with a severe
injury. Based on the data summarized in Ref. 16, VSL and VSI
were selected to be $4.5 million and $15,000, respectively.
The cost of property damage including the value of lost product was estimated from the database of significant pipeline incidents administered by the U.S. Department of Transportation
DOT.2 DOT requires pipeline operators to report an incident if it
meets any one of a set of reporting thresholds e.g., resulting in
2
http://primis.phmsa.dot.gov/comm/reports/safety/CPI.html
6a
rbM Pn
6b
M
is the maximum defect depth
where dmax
tion tool; rbM is the defect burst pressure
measured by the inspecpredicted from the measured defect depth and length as well as the nominal pipe geometric and material properties; and are constants that define the
repair thresholds.
The detection capability of the inspection tool is represented by
the probability of detection POD, which was assumed to follow
an exponential type of function as follows 12,17:
POD = 1 eqdmax
8a
l M = l + el
8b
Design factor
8.46
8.19
7.93
7.69
7.47
7.25
7.05
6.86
6.68
6.35
0.60
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.80
D1 ASME design
D2
D3
D4
D5
D6
D7 CSA design
D8
D9
D10
C f wtn =
ni
C
i=1 j=1
Lrij
+ CPrijeij
9b
Cmwtn =
C + C
I
k=1
Rke
ij
9c
Table 3 Summary of the calculated costs and life safety risk levels
Cost
CAD$/km
EC f
C0
Design
D1 ASME
D2
D3
D4
D5
D6
D7 CSA
D8
D9
D10
269,682
261,125
253,095
245,543
238,429
231,715
225,370
219,362
213,666
203,118
415
514
632
778
925
1024
1084
1143
1130
895
of each other.
For a given design, C0 is a deterministic quantity and can be
calculated from the corresponding nominal wall thickness and unit
costs given in Table 8. Note that cost components independent of
wall thickness e.g., excavation and coating costs were excluded
from C0. The Monte-Carlo technique was employed to evaluate
the probability distribution of C f + Cm associated with the design.
Each simulation trial involved generating samples of input parameters summarized in Tables 48 and using the samples to calculate
the cost of failure due to equipment impact and external corrosion
as well as the cost of scheduled corrosion maintenance events
over the design life of the pipeline i.e., 50 years.
To analyze equipment impact in a given simulation trial, a sequence of impact events within a span of 50 years is generated
along a unit length of the pipeline i.e., 1 km based on the property of the Poisson process that describes the occurrence of impact
event. The limit state functions associated with each impact are
then checked to identify potential failure incidents and corresponding failure modes. Given failure, the cost of fatality and
injury will arise if ignition occurs and people are present within
the hazard impact zone. The cost of property damage, on the other
hand, will always arise given failure.
To analyze external corrosion in a given simulation trial, a number of significant corrosion defects is generated along 1 km of the
pipeline based on the property of the Poisson process that describes the spatial distribution of the defects. Each of the generated defects is conservatively assumed to exist at the start of the
service life i.e., no corrosion initiation time and to grow in depth
and length at constant growth rates that are generated from the
corresponding growth rate distributions. A given defect is removed from the trial if it is detected and repaired during one of
the scheduled maintenance events generated in the trial. Failure
and the corresponding failure mode at the defect are identified if
any of the limit state functions associated with the defect is violated before the next scheduled maintenance or between the last
scheduled maintenance and end of 50 years. Given failure, the
cost of failure is calculated in the same way as for equipment
impact. In estimating the cost of maintenance, it is assumed that
each defect to be repaired requires a separate excavation and repair.
22,140
23,488
24,944
26,469
28,104
30,161
32,636
35,905
40,476
56,422
24,977
27,021
29,020
32,414
35,704
40,028
44,836
50,430
58,255
84,456
EC
Rs
fatality/ km yr
294,660
288,147
282,115
277,958
274,133
271,744
270,206
269,792
271,922
287,574
251,135
276,518
297,439
383,717
400,168
465,775
528,434
592,300
644,470
828,381
3.3 106
4.9 106
6.5 106
9.5 106
1.2 105
1.4 105
1.5 105
1.7 105
1.8 105
2.3 105
Fig. 4 Integration of the CDFs of the normalized returns: a overall range and b close-up view
of the upper end
them dominates the others by satisfying the two conditions for the
TSD rule. This means that the optimal design set identified using
the SSD rule cannot be further narrowed down by including more
information about the decision makers preference i.e., positive
skewness in the return in addition to the risk-averse attitude.
If
the
allowable
societal
risk
level
of
1.6
105 fatality/ km year is applied as a constraint, the optimal
design set based on the three stochastic dominance rules then
consists of D1D7. Among this optimal set, the wall thickness for
the design leading to the lowest expected life-cycle cost i.e., D7
or the CSA design is the lower bound value of the wall thicknesses for D1D7.
Transactions of the ASME
Conclusions
The results show that the optimal design based on the minimum
expected life-cycle cost criterion utilizes a design factor of 0.74. If
the allowable societal risk constraint is applied, the CSA design,
which utilizes a design factor of 0.72, becomes the optimal design. It was observed that the expected life-cycle cost is insensitive to wall thickness variation in the vicinity of the optimal design. The expected life-cycle cost of the CSA design is practically
the same as that corresponding to a design factor of 0.74. The
results also show that the expected cost of maintenance accounts
for a significant portion of the expected life-cycle cost. Therefore,
the optimal design achieved in this analysis can be potentially
improved by considering the maintenance parameters as design
parameters in addition to the wall thickness.
Based on the second- and third-degree stochastic dominance
rules, any designs involving design factors of 0.76 or greater are
suboptimal for a risk-averse decision maker. Applying the allowable societal risk constraint will further relegate the design involving a design factor of 0.74 to the suboptimal design set. Both the
CSA and ASME designs belong to the optimal design set and
satisfy the allowable societal risk constraint. Note that the ASME
design has the highest expected life-cycle cost of all candidate
designs. The wall thickness of the design with the minimum expected life-cycle cost is the lower bound of those included in the
optimal set. The results demonstrate the implication of the variability of the life-cycle cost for selecting the optimal design from
a risk-averse perspective.
Probability dist.
Mean
Std. dev.
Source
Normal
Deterministic
Deterministic
Normal
Normal
Normal
1.0 wtn
9.653 MPa
508 mm
530 MPa
615.9 MPa
108 J
0.015 wtn
NA
NA
18.6 MPa
18.5 MPa
17.7 J
Assumed
10
Table 5 Input parameters for modeling equipment impact and external corrosion
Parameter
Number of impacts
Excavator weight
Excavator tooth length
Gouge depth
Gouge length
Number of significant corrosion defects
Initial average defect depth
Initial defect length
Average defect depth growth rate
Defect length growth rate
Max. to avg. defect depth ratiob
Probability dist.
Mean
Std. dev.
Source
Poisson
Gamma
Uniform
Weibull
Lognormal
Poisson
Weibull
Lognormal
Weibull
Lognormal
Shifted lognormalc
0.004/ km year a
15.2 tons
90 mm
1.2 mm
201 mm
4.0/km
0.005 mm
30 mm
0.06 mm/year
1.0 mm/year
2.16
0.063/ km yr
10.8 tons
28.9 mm
1.1 mm
372 mm
2.0/km
0.0025 mm
15 mm
0.03 mm/year
0.5 mm/year
1.03
10
10
8
a
The mean impact rate is suggested in Ref. 10 for a pipeline located in an undeveloped area i.e., class 1 and class 2 areas
with typical equipment impact prevention measures.
b
The ratio was used to calculate the maximum defect depth from the average depth for the purpose of distinguishing small leak
from burst.
c
Lower bound= 1.0.
Characterization
10a
10 yearsa
0.5a
1.39a
2.30/wall thicknessb
Normal distributionc
Mean= 0; std. dev. = 0.078 wall thickness
Normal distributionc
Mean= 0; std. dev. = 15.6 mm
q
ed
el
a M
rb was calculated using the B31G modified criterion 18. The inspection interval and repair thresholds are consistent with
typical industry practice 11.
b
Based on assumed tool specifications that give a POD of 90% for a reference defect depth of 10% wall thickness.
c
Based on assumed tool specifications that give a depth measurement error band of 10% wall thickness with a probability of
80%, and a length measurement error band of 20 mm with a probability of 80%.
Characterization
Poisson distribution
Mean= 1.54 people/hectare;
0.4b
90% indoor; 10% outdoorb
Probability of occupancy
Indoor-outdoor split given occupancy
a
Represent the probability of people being present within the hazard area given failure.
Based on the values given in Ref. 11.
Unit
Costa
Source
$/tonne
% bare pipe cost
1400
66
20
4000
50,000
5000
5,962,000b
20,000b
1,787,700
514,300
457,800b
5.0
$/km
$/defect
$/fatality
$/injury
$/rupture
$/rupture
$/large leak
%
16
DOT database
5
Acknowledgment
The financial support provided to the first author by the University of Western Ontario and by the Natural Sciences and Engineering Research Council of Canada NSERC under Grant No.
376295-2009 is gratefully acknowledged. The first author would
like to thank Professor H.P. Hong for helpful discussions during
the preparation of the manuscript.
7
8
9
10
11
Appendix
12
13
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